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feat(measure_theory/integral/bochner): Add a rewrite lemma saying the…
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… ennreal coercion of an integral of a nonnegative function equals the lintegral of the ennreal coercion of the function. (#13701)

This PR adds a rewrite lemma `of_real_integral_eq_lintegral_of_real` that is very similar to `lintegral_coe_eq_integral`, but for nonnegative real-valued functions instead of nnreal-valued functions.



Co-authored-by: kkytola <39528102+kkytola@users.noreply.github.com>
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kkytola and kkytola committed May 2, 2022
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12 changes: 12 additions & 0 deletions src/measure_theory/integral/bochner.lean
Expand Up @@ -1013,6 +1013,18 @@ begin
rw [← lt_top_iff_ne_top], convert hfi.has_finite_integral, ext1 x, rw [nnreal.nnnorm_eq]
end

lemma of_real_integral_eq_lintegral_of_real {f : α → ℝ} (hfi : integrable f μ) (f_nn : 0 ≤ᵐ[μ] f) :
ennreal.of_real (∫ x, f x ∂μ) = ∫⁻ x, ennreal.of_real (f x) ∂μ :=
begin
simp_rw [integral_congr_ae (show f =ᵐ[μ] λ x, ∥f x∥,
by { filter_upwards [f_nn] with x hx,
rw [real.norm_eq_abs, abs_eq_self.mpr hx], }),
of_real_integral_norm_eq_lintegral_nnnorm hfi, ←of_real_norm_eq_coe_nnnorm],
apply lintegral_congr_ae,
filter_upwards [f_nn] with x hx,
exact congr_arg ennreal.of_real (by rw [real.norm_eq_abs, abs_eq_self.mpr hx]),
end

lemma integral_to_real {f : α → ℝ≥0∞} (hfm : ae_measurable f μ) (hf : ∀ᵐ x ∂μ, f x < ∞) :
∫ a, (f a).to_real ∂μ = (∫⁻ a, f a ∂μ).to_real :=
begin
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