@@ -30,7 +30,7 @@ Finally, we prove a version of the
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for set integral, see `filter.tendsto.integral_sub_linear_is_o_ae` and its corollaries.
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Namely, consider a measurably generated filter `l`, a measure `μ` finite at this filter, and
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a function `f` that has a finite limit `c` at `l ⊓ μ.ae`. Then `∫ x in s, f x ∂μ = μ s • c + o(μ s)`
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- as `s` tends to `l.lift' powerset `, i.e. for any `ε>0` there exists `t ∈ l` such that
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+ as `s` tends to `l.small_sets `, i.e. for any `ε>0` there exists `t ∈ l` such that
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`∥∫ x in s, f x ∂μ - μ s • c∥ ≤ ε * μ s` whenever `s ⊆ t`. We also formulate a version of this
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theorem for a locally finite measure `μ` and a function `f` continuous at a point `a`.
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@@ -600,9 +600,8 @@ variables {ι : Type*} [normed_group E]
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/-- Fundamental theorem of calculus for set integrals: if `μ` is a measure that is finite at a
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filter `l` and `f` is a measurable function that has a finite limit `b` at `l ⊓ μ.ae`, then `∫ x in
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- s i, f x ∂μ = μ (s i) • b + o(μ (s i))` at a filter `li` provided that `s i` tends to `l.lift'
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- powerset` along `li`. Since `μ (s i)` is an `ℝ≥0∞` number, we use `(μ (s i)).to_real` in the
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- actual statement.
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+ s i, f x ∂μ = μ (s i) • b + o(μ (s i))` at a filter `li` provided that `s i` tends to `l.small_sets`
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+ along `li`. Since `μ (s i)` is an `ℝ≥0∞` number, we use `(μ (s i)).to_real` in the actual statement.
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Often there is a good formula for `(μ (s i)).to_real`, so the formalization can take an optional
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argument `m` with this formula and a proof `of `(λ i, (μ (s i)).to_real) =ᶠ[ li ] m`. Without these
@@ -612,17 +611,16 @@ lemma filter.tendsto.integral_sub_linear_is_o_ae
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{μ : measure α} {l : filter α} [l.is_measurably_generated]
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{f : α → E} {b : E} (h : tendsto f (l ⊓ μ.ae) (𝓝 b))
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(hfm : strongly_measurable_at_filter f l μ) (hμ : μ.finite_at_filter l)
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- {s : ι → set α} {li : filter ι} (hs : tendsto s li (l.lift' powerset) )
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+ {s : ι → set α} {li : filter ι} (hs : tendsto s li l.small_sets )
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(m : ι → ℝ := λ i, (μ (s i)).to_real)
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(hsμ : (λ i, (μ (s i)).to_real) =ᶠ[li] m . tactic.interactive.refl) :
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is_o (λ i, ∫ x in s i, f x ∂μ - m i • b) m li :=
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begin
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- suffices : is_o (λ s, ∫ x in s, f x ∂μ - (μ s).to_real • b) (λ s, (μ s).to_real)
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- (l.lift' powerset),
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+ suffices : is_o (λ s, ∫ x in s, f x ∂μ - (μ s).to_real • b) (λ s, (μ s).to_real) l.small_sets,
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from (this.comp_tendsto hs).congr' (hsμ.mono $ λ a ha, ha ▸ rfl) hsμ,
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refine is_o_iff.2 (λ ε ε₀, _),
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- have : ∀ᶠ s in l.lift' powerset , ∀ᶠ x in μ.ae, x ∈ s → f x ∈ closed_ball b ε :=
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- eventually_lift'_powerset_eventually .2 (h.eventually $ closed_ball_mem_nhds _ ε₀),
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+ have : ∀ᶠ s in l.small_sets , ∀ᶠ x in μ.ae, x ∈ s → f x ∈ closed_ball b ε :=
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+ eventually_small_sets_eventually .2 (h.eventually $ closed_ball_mem_nhds _ ε₀),
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filter_upwards [hμ.eventually, (hμ.integrable_at_filter_of_tendsto_ae hfm h).eventually,
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hfm.eventually, this ],
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simp only [mem_closed_ball, dist_eq_norm],
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/-- Fundamental theorem of calculus for set integrals, `nhds_within` version: if `μ` is a locally
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finite measure and `f` is an almost everywhere measurable function that is continuous at a point `a`
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within a measurable set `t`, then `∫ x in s i, f x ∂μ = μ (s i) • f a + o(μ (s i))` at a filter `li`
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- provided that `s i` tends to `(𝓝[t] a).lift' powerset ` along `li`. Since `μ (s i)` is an `ℝ≥0∞`
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+ provided that `s i` tends to `(𝓝[t] a).small_sets ` along `li`. Since `μ (s i)` is an `ℝ≥0∞`
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number, we use `(μ (s i)).to_real` in the actual statement.
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Often there is a good formula for `(μ (s i)).to_real`, so the formalization can take an optional
@@ -647,7 +645,7 @@ lemma continuous_within_at.integral_sub_linear_is_o_ae
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{μ : measure α} [is_locally_finite_measure μ] {a : α} {t : set α}
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{f : α → E} (ha : continuous_within_at f t a) (ht : measurable_set t)
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(hfm : strongly_measurable_at_filter f (𝓝[t] a) μ)
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- {s : ι → set α} {li : filter ι} (hs : tendsto s li (( 𝓝[t] a).lift' powerset) )
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+ {s : ι → set α} {li : filter ι} (hs : tendsto s li (𝓝[t] a).small_sets )
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(m : ι → ℝ := λ i, (μ (s i)).to_real)
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(hsμ : (λ i, (μ (s i)).to_real) =ᶠ[li] m . tactic.interactive.refl) :
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is_o (λ i, ∫ x in s i, f x ∂μ - m i • f a) m li :=
@@ -657,9 +655,9 @@ exact (ha.mono_left inf_le_left).integral_sub_linear_is_o_ae
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/-- Fundamental theorem of calculus for set integrals, `nhds` version: if `μ` is a locally finite
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measure and `f` is an almost everywhere measurable function that is continuous at a point `a`, then
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- `∫ x in s i, f x ∂μ = μ (s i) • f a + o(μ (s i))` at `li` provided that `s` tends to `(𝓝 a).lift'
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- powerset` along `li. Since `μ (s i)` is an `ℝ≥0∞` number, we use `(μ (s i)).to_real` in the
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- actual statement.
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+ `∫ x in s i, f x ∂μ = μ (s i) • f a + o(μ (s i))` at `li` provided that `s` tends to
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+ `(𝓝 a).small_sets` along `li. Since `μ (s i)` is an `ℝ≥0∞` number, we use `(μ (s i)).to_real` in
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+ the actual statement.
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Often there is a good formula for `(μ (s i)).to_real`, so the formalization can take an optional
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argument `m` with this formula and a proof `of `(λ i, (μ (s i)).to_real) =ᶠ[ li ] m`. Without these
@@ -669,16 +667,16 @@ lemma continuous_at.integral_sub_linear_is_o_ae
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[normed_space ℝ E] [complete_space E]
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{μ : measure α} [is_locally_finite_measure μ] {a : α}
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{f : α → E} (ha : continuous_at f a) (hfm : strongly_measurable_at_filter f (𝓝 a) μ)
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- {s : ι → set α} {li : filter ι} (hs : tendsto s li (( 𝓝 a).lift' powerset) )
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+ {s : ι → set α} {li : filter ι} (hs : tendsto s li (𝓝 a).small_sets )
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(m : ι → ℝ := λ i, (μ (s i)).to_real)
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(hsμ : (λ i, (μ (s i)).to_real) =ᶠ[li] m . tactic.interactive.refl) :
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is_o (λ i, ∫ x in s i, f x ∂μ - m i • f a) m li :=
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(ha.mono_left inf_le_left).integral_sub_linear_is_o_ae hfm (μ.finite_at_nhds a) hs m hsμ
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/-- Fundamental theorem of calculus for set integrals, `nhds_within` version: if `μ` is a locally
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finite measure, `f` is continuous on a measurable set `t`, and `a ∈ t`, then `∫ x in (s i), f x ∂μ =
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- μ (s i) • f a + o(μ (s i))` at `li` provided that `s i` tends to `(𝓝[ t ] a).lift' powerset ` along
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- `li`. Since `μ (s i)` is an `ℝ≥0∞` number, we use `(μ (s i)).to_real` in the actual statement.
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+ μ (s i) • f a + o(μ (s i))` at `li` provided that `s i` tends to `(𝓝[ t ] a).small_sets ` along `li`.
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+ Since `μ (s i)` is an `ℝ≥0∞` number, we use `(μ (s i)).to_real` in the actual statement.
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Often there is a good formula for `(μ (s i)).to_real`, so the formalization can take an optional
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argument `m` with this formula and a proof `of `(λ i, (μ (s i)).to_real) =ᶠ[ li ] m`. Without these
@@ -688,7 +686,7 @@ lemma continuous_on.integral_sub_linear_is_o_ae
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[normed_space ℝ E] [complete_space E] [second_countable_topology_either α E]
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{μ : measure α} [is_locally_finite_measure μ] {a : α} {t : set α}
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{f : α → E} (hft : continuous_on f t) (ha : a ∈ t) (ht : measurable_set t)
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- {s : ι → set α} {li : filter ι} (hs : tendsto s li (( 𝓝[t] a).lift' powerset) )
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+ {s : ι → set α} {li : filter ι} (hs : tendsto s li (𝓝[t] a).small_sets )
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(m : ι → ℝ := λ i, (μ (s i)).to_real)
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(hsμ : (λ i, (μ (s i)).to_real) =ᶠ[li] m . tactic.interactive.refl) :
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is_o (λ i, ∫ x in s i, f x ∂μ - m i • f a) m li :=
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