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chore(measure_theory/*): rename probability_measure and `finite_mea…
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…sure` (#8831)

Renamed to `is_probability_measure` and `is_finite_measure`, respectively.  Also, `locally_finite_measure` becomes `is_locally_finite_measure`. See
https://leanprover.zulipchat.com/#narrow/stream/144837-PR-reviews/topic/.238337.20Weak.20convergence
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hrmacbeth committed Aug 31, 2021
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14 changes: 7 additions & 7 deletions counterexamples/phillips.lean
Expand Up @@ -108,7 +108,7 @@ def bounded_integrable_functions [measurable_space α] (μ : measure α) :
of all bounded functions on a type. This is a technical device, that we will extend through
Hahn-Banach. -/
def bounded_integrable_functions_integral_clm [measurable_space α]
(μ : measure α) [finite_measure μ] : bounded_integrable_functions μ →L[ℝ] ℝ :=
(μ : measure α) [is_finite_measure μ] : bounded_integrable_functions μ →L[ℝ] ℝ :=
linear_map.mk_continuous
{ to_fun := λ f, ∫ x, f x ∂μ,
map_add' := λ f g, integral_add f.2 g.2,
Expand All @@ -126,7 +126,7 @@ linear_map.mk_continuous
/-- Given a measure, there exists a continuous linear form on the space of all bounded functions
(not necessarily measurable) that coincides with the integral on bounded measurable functions. -/
lemma exists_linear_extension_to_bounded_functions
[measurable_space α] (μ : measure α) [finite_measure μ] :
[measurable_space α] (μ : measure α) [is_finite_measure μ] :
∃ φ : (discrete_copy α →ᵇ ℝ) →L[ℝ] ℝ, ∀ (f : discrete_copy α →ᵇ ℝ),
integrable f μ → φ f = ∫ x, f x ∂μ :=
begin
Expand All @@ -137,11 +137,11 @@ end
/-- An arbitrary extension of the integral to all bounded functions, as a continuous linear map.
It is not at all canonical, and constructed using Hahn-Banach. -/
def _root_.measure_theory.measure.extension_to_bounded_functions
[measurable_space α] (μ : measure α) [finite_measure μ] : (discrete_copy α →ᵇ ℝ) →L[ℝ] ℝ :=
[measurable_space α] (μ : measure α) [is_finite_measure μ] : (discrete_copy α →ᵇ ℝ) →L[ℝ] ℝ :=
(exists_linear_extension_to_bounded_functions μ).some

lemma extension_to_bounded_functions_apply [measurable_space α] (μ : measure α) [finite_measure μ]
(f : discrete_copy α →ᵇ ℝ) (hf : integrable f μ) :
lemma extension_to_bounded_functions_apply [measurable_space α] (μ : measure α)
[is_finite_measure μ] (f : discrete_copy α →ᵇ ℝ) (hf : integrable f μ) :
μ.extension_to_bounded_functions f = ∫ x, f x ∂μ :=
(exists_linear_extension_to_bounded_functions μ).some_spec f hf

Expand Down Expand Up @@ -406,7 +406,7 @@ let f := (eval_clm ℝ x).to_bounded_additive_measure in calc
... = indicator ((univ \ f.discrete_support) ∩ (s \ {x})) 1 x : rfl
... = 0 : by simp

lemma to_functions_to_measure [measurable_space α] (μ : measure α) [finite_measure μ]
lemma to_functions_to_measure [measurable_space α] (μ : measure α) [is_finite_measure μ]
(s : set α) (hs : measurable_set s) :
μ.extension_to_bounded_functions.to_bounded_additive_measure s = (μ s).to_real :=
begin
Expand All @@ -423,7 +423,7 @@ begin
end

lemma to_functions_to_measure_continuous_part [measurable_space α] [measurable_singleton_class α]
(μ : measure α) [finite_measure μ] [has_no_atoms μ]
(μ : measure α) [is_finite_measure μ] [has_no_atoms μ]
(s : set α) (hs : measurable_set s) :
μ.extension_to_bounded_functions.to_bounded_additive_measure.continuous_part s = (μ s).to_real :=
begin
Expand Down
2 changes: 1 addition & 1 deletion docs/undergrad.yaml
Expand Up @@ -532,7 +532,7 @@ Measures and integral Calculus:
# 11.
Probability Theory:
Definitions of a probability space:
probability measure: 'measure_theory.probability_measure'
probability measure: 'measure_theory.is_probability_measure'
events:
independent events: 'probability_theory.Indep_set'
sigma-algebra: 'measurable_space'
Expand Down
22 changes: 11 additions & 11 deletions src/analysis/convex/integral.lean
Expand Up @@ -46,7 +46,7 @@ variables {α E : Type*} [measurable_space α] {μ : measure α}
[topological_space.second_countable_topology E] [measurable_space E] [borel_space E]

private lemma convex.smul_integral_mem_of_measurable
[finite_measure μ] {s : set E} (hs : convex s) (hsc : is_closed s)
[is_finite_measure μ] {s : set E} (hs : convex s) (hsc : is_closed s)
(hμ : μ ≠ 0) {f : α → E} (hfs : ∀ᵐ x ∂μ, f x ∈ s) (hfi : integrable f μ) (hfm : measurable f) :
(μ univ).to_real⁻¹ • ∫ x, f x ∂μ ∈ s :=
begin
Expand Down Expand Up @@ -79,7 +79,7 @@ integrable function sending `μ`-a.e. points to `s`, then the average value of `
`(μ univ).to_real⁻¹ • ∫ x, f x ∂μ ∈ s`. See also `convex.center_mass_mem` for a finite sum version
of this lemma. -/
lemma convex.smul_integral_mem
[finite_measure μ] {s : set E} (hs : convex s) (hsc : is_closed s)
[is_finite_measure μ] {s : set E} (hs : convex s) (hsc : is_closed s)
(hμ : μ ≠ 0) {f : α → E} (hfs : ∀ᵐ x ∂μ, f x ∈ s) (hfi : integrable f μ) :
(μ univ).to_real⁻¹ • ∫ x, f x ∂μ ∈ s :=
begin
Expand All @@ -96,19 +96,19 @@ end
/-- If `μ` is a probability measure on `α`, `s` is a convex closed set in `E`, and `f` is an
integrable function sending `μ`-a.e. points to `s`, then the expected value of `f` belongs to `s`:
`∫ x, f x ∂μ ∈ s`. See also `convex.sum_mem` for a finite sum version of this lemma. -/
lemma convex.integral_mem [probability_measure μ] {s : set E} (hs : convex s) (hsc : is_closed s)
lemma convex.integral_mem [is_probability_measure μ] {s : set E} (hs : convex s) (hsc : is_closed s)
{f : α → E} (hf : ∀ᵐ x ∂μ, f x ∈ s) (hfi : integrable f μ) :
∫ x, f x ∂μ ∈ s :=
by simpa [measure_univ] using hs.smul_integral_mem hsc (probability_measure.ne_zero μ) hf hfi
by simpa [measure_univ] using hs.smul_integral_mem hsc (is_probability_measure.ne_zero μ) hf hfi

/-- Jensen's inequality: if a function `g : E → ℝ` is convex and continuous on a convex closed set
`s`, `μ` is a finite non-zero measure on `α`, and `f : α → E` is a function sending `μ`-a.e. points
to `s`, then the value of `g` at the average value of `f` is less than or equal to the average value
of `g ∘ f` provided that both `f` and `g ∘ f` are integrable. See also `convex.map_center_mass_le`
for a finite sum version of this lemma. -/
lemma convex_on.map_smul_integral_le [finite_measure μ] {s : set E} {g : E → ℝ} (hg : convex_on s g)
(hgc : continuous_on g s) (hsc : is_closed s) (hμ : μ ≠ 0) {f : α → E} (hfs : ∀ᵐ x ∂μ, f x ∈ s)
(hfi : integrable f μ) (hgi : integrable (g ∘ f) μ) :
lemma convex_on.map_smul_integral_le [is_finite_measure μ] {s : set E} {g : E → ℝ}
(hg : convex_on s g) (hgc : continuous_on g s) (hsc : is_closed s) (hμ : μ ≠ 0) {f : α → E}
(hfs : ∀ᵐ x ∂μ, f x ∈ s) (hfi : integrable f μ) (hgi : integrable (g ∘ f) μ) :
g ((μ univ).to_real⁻¹ • ∫ x, f x ∂μ) ≤ (μ univ).to_real⁻¹ • ∫ x, g (f x) ∂μ :=
begin
set t := {p : E × ℝ | p.1 ∈ s ∧ g p.1 ≤ p.2},
Expand All @@ -126,9 +126,9 @@ end
`s`, then the value of `g` at the expected value of `f` is less than or equal to the expected value
of `g ∘ f` provided that both `f` and `g ∘ f` are integrable. See also `convex.map_sum_le` for a
finite sum version of this lemma. -/
lemma convex_on.map_integral_le [probability_measure μ] {s : set E} {g : E → ℝ} (hg : convex_on s g)
(hgc : continuous_on g s) (hsc : is_closed s) {f : α → E} (hfs : ∀ᵐ x ∂μ, f x ∈ s)
(hfi : integrable f μ) (hgi : integrable (g ∘ f) μ) :
lemma convex_on.map_integral_le [is_probability_measure μ] {s : set E} {g : E → ℝ}
(hg : convex_on s g) (hgc : continuous_on g s) (hsc : is_closed s) {f : α → E}
(hfs : ∀ᵐ x ∂μ, f x ∈ s) (hfi : integrable f μ) (hgi : integrable (g ∘ f) μ) :
g (∫ x, f x ∂μ) ≤ ∫ x, g (f x) ∂μ :=
by simpa [measure_univ]
using hg.map_smul_integral_le hgc hsc (probability_measure.ne_zero μ) hfs hfi hgi
using hg.map_smul_integral_le hgc hsc (is_probability_measure.ne_zero μ) hfs hfi hgi
6 changes: 3 additions & 3 deletions src/analysis/fourier.lean
Expand Up @@ -19,7 +19,7 @@ This file contains basic technical results for a development of Fourier series.
## Main definitions
* `haar_circle`, Haar measure on the circle, normalized to have total measure `1`
* instances `measure_space`, `probability_measure` for the circle with respect to this measure
* instances `measure_space`, `is_probability_measure` for the circle with respect to this measure
* for `n : ℤ`, `fourier n` is the monomial `λ z, z ^ n`, bundled as a continuous map from `circle`
to `ℂ`
* for `n : ℤ` and `p : ℝ≥0∞`, `fourier_Lp p n` is an abbreviation for the monomial `fourier n`
Expand Down Expand Up @@ -71,7 +71,7 @@ instance : borel_space circle := ⟨rfl⟩
/-- Haar measure on the circle, normalized to have total measure 1. -/
def haar_circle : measure circle := haar_measure positive_compacts_univ

instance : probability_measure haar_circle := ⟨haar_measure_self⟩
instance : is_probability_measure haar_circle := ⟨haar_measure_self⟩

instance : measure_space circle :=
{ volume := haar_circle,
Expand Down Expand Up @@ -198,7 +198,7 @@ begin
intros i j,
rw continuous_map.inner_to_Lp haar_circle (fourier i) (fourier j),
split_ifs,
{ simp [h, probability_measure.measure_univ, ← fourier_neg, ← fourier_add, -fourier_to_fun] },
{ simp [h, is_probability_measure.measure_univ, ← fourier_neg, ← fourier_add, -fourier_to_fun] },
simp only [← fourier_add, ← fourier_neg, is_R_or_C.conj_to_complex],
have hij : -i + j ≠ 0,
{ rw add_comm,
Expand Down
2 changes: 1 addition & 1 deletion src/analysis/special_functions/integrals.lean
Expand Up @@ -35,7 +35,7 @@ variables {a b : ℝ} (n : ℕ)

namespace interval_integral
open measure_theory
variables {f : ℝ → ℝ} {μ ν : measure ℝ} [locally_finite_measure μ] (c d : ℝ)
variables {f : ℝ → ℝ} {μ ν : measure ℝ} [is_locally_finite_measure μ] (c d : ℝ)

/-! ### Interval integrability -/

Expand Down
3 changes: 2 additions & 1 deletion src/dynamics/ergodic/conservative.lean
Expand Up @@ -53,7 +53,8 @@ structure conservative (f : α → α) (μ : measure α . volume_tac)
(exists_mem_image_mem : ∀ ⦃s⦄, measurable_set s → μ s ≠ 0 → ∃ (x ∈ s) (m ≠ 0), f^[m] x ∈ s)

/-- A self-map preserving a finite measure is conservative. -/
protected lemma measure_preserving.conservative [finite_measure μ] (h : measure_preserving f μ μ) :
protected lemma measure_preserving.conservative [is_finite_measure μ]
(h : measure_preserving f μ μ) :
conservative f μ :=
⟨h.quasi_measure_preserving, λ s hsm h0, h.exists_mem_image_mem hsm h0⟩

Expand Down
2 changes: 1 addition & 1 deletion src/dynamics/ergodic/measure_preserving.lean
Expand Up @@ -134,7 +134,7 @@ end
`x ∈ s` comes back to `s` under iterations of `f`. Actually, a.e. point of `s` comes back to `s`
infinitely many times, see `measure_theory.measure_preserving.conservative` and theorems about
`measure_theory.conservative`. -/
lemma exists_mem_image_mem [finite_measure μ] (hf : measure_preserving f μ μ)
lemma exists_mem_image_mem [is_finite_measure μ] (hf : measure_preserving f μ μ)
(hs : measurable_set s) (hs' : μ s ≠ 0) :
∃ (x ∈ s) (m ≠ 0), f^[m] x ∈ s :=
begin
Expand Down
8 changes: 4 additions & 4 deletions src/measure_theory/constructions/borel_space.lean
Expand Up @@ -1088,7 +1088,7 @@ by simpa using is_pi_system_Ioo (coe : ℚ → ℝ)

/-- The intervals `(-(n + 1), (n + 1))` form a finite spanning sets in the set of open intervals
with rational endpoints for a locally finite measure `μ` on `ℝ`. -/
def finite_spanning_sets_in_Ioo_rat (μ : measure ℝ) [locally_finite_measure μ] :
def finite_spanning_sets_in_Ioo_rat (μ : measure ℝ) [is_locally_finite_measure μ] :
μ.finite_spanning_sets_in (⋃ (a b : ℚ) (h : a < b), {Ioo a b}) :=
{ set := λ n, Ioo (-(n + 1)) (n + 1),
set_mem := λ n,
Expand All @@ -1099,12 +1099,12 @@ def finite_spanning_sets_in_Ioo_rat (μ : measure ℝ) [locally_finite_measure
end,
finite := λ n,
calc μ (Ioo _ _) ≤ μ (Icc _ _) : μ.mono Ioo_subset_Icc_self
... < ∞ : is_compact_Icc.finite_measure,
... < ∞ : is_compact_Icc.is_finite_measure,
spanning := Union_eq_univ_iff.2 $ λ x,
⟨⌊abs x⌋₊, neg_lt.1 ((neg_le_abs_self x).trans_lt (lt_nat_floor_add_one _)),
(le_abs_self x).trans_lt (lt_nat_floor_add_one _)⟩ }

lemma measure_ext_Ioo_rat {μ ν : measure ℝ} [locally_finite_measure μ]
lemma measure_ext_Ioo_rat {μ ν : measure ℝ} [is_locally_finite_measure μ]
(h : ∀ a b : ℚ, μ (Ioo a b) = ν (Ioo a b)) : μ = ν :=
(finite_spanning_sets_in_Ioo_rat μ).ext borel_eq_generate_from_Ioo_rat is_pi_system_Ioo_rat $
by { simp only [mem_Union, mem_singleton_iff], rintro _ ⟨a, b, -, rfl⟩, apply h }
Expand Down Expand Up @@ -1595,6 +1595,6 @@ is_compact.induction_on h (by simp) (λ s t hst ht, (measure_mono hst).trans_lt
(λ s t hs ht, (measure_union_le s t).trans_lt (ennreal.add_lt_top.2 ⟨hs, ht⟩)) hμ

lemma is_compact.measure_lt_top [topological_space α] {s : set α} {μ : measure α}
[locally_finite_measure μ] (h : is_compact s) :
[is_locally_finite_measure μ] (h : is_compact s) :
μ s < ∞ :=
h.measure_lt_top_of_nhds_within $ λ x hx, μ.finite_at_nhds_within _ _
4 changes: 2 additions & 2 deletions src/measure_theory/constructions/pi.lean
Expand Up @@ -486,8 +486,8 @@ instance [h : nonempty ι] [∀ i, has_no_atoms (μ i)] : has_no_atoms (measure.
h.elim $ λ i, pi_has_no_atoms i

instance [Π i, topological_space (α i)] [∀ i, opens_measurable_space (α i)]
[∀ i, locally_finite_measure (μ i)] :
locally_finite_measure (measure.pi μ) :=
[∀ i, is_locally_finite_measure (μ i)] :
is_locally_finite_measure (measure.pi μ) :=
begin
refine ⟨λ x, _⟩,
choose s hxs ho hμ using λ i, (μ i).exists_is_open_measure_lt_top (x i),
Expand Down
2 changes: 1 addition & 1 deletion src/measure_theory/constructions/prod.lean
Expand Up @@ -145,7 +145,7 @@ is_pi_system_measurable_set.prod is_pi_system_measurable_set

/-- If `ν` is a finite measure, and `s ⊆ α × β` is measurable, then `x ↦ ν { y | (x, y) ∈ s }` is
a measurable function. `measurable_measure_prod_mk_left` is strictly more general. -/
lemma measurable_measure_prod_mk_left_finite [finite_measure ν] {s : set (α × β)}
lemma measurable_measure_prod_mk_left_finite [is_finite_measure ν] {s : set (α × β)}
(hs : measurable_set s) : measurable (λ x, ν (prod.mk x ⁻¹' s)) :=
begin
refine induction_on_inter generate_from_prod.symm is_pi_system_prod _ _ _ _ hs,
Expand Down
6 changes: 3 additions & 3 deletions src/measure_theory/decomposition/jordan.lean
Expand Up @@ -49,8 +49,8 @@ namespace measure_theory
finite measures. -/
@[ext] structure jordan_decomposition (α : Type*) [measurable_space α] :=
(pos_part neg_part : measure α)
[pos_part_finite : finite_measure pos_part]
[neg_part_finite : finite_measure neg_part]
[pos_part_finite : is_finite_measure pos_part]
[neg_part_finite : is_finite_measure neg_part]
(mutually_singular : pos_part ⊥ₘ neg_part)

attribute [instance] jordan_decomposition.pos_part_finite
Expand Down Expand Up @@ -121,7 +121,7 @@ namespace signed_measure

open measure vector_measure jordan_decomposition classical

variables {s : signed_measure α} {μ ν : measure α} [finite_measure μ] [finite_measure ν]
variables {s : signed_measure α} {μ ν : measure α} [is_finite_measure μ] [is_finite_measure ν]

/-- Given a signed measure `s`, `s.to_jordan_decomposition` is the Jordan decomposition `j`,
such that `s = j.to_signed_measure`. This property is known as the Jordan decomposition
Expand Down
22 changes: 11 additions & 11 deletions src/measure_theory/decomposition/lebesgue.lean
Expand Up @@ -122,17 +122,17 @@ begin
exact measure.zero_le μ }
end

instance {μ ν : measure α} [finite_measure μ] :
finite_measure (singular_part μ ν) :=
finite_measure_of_le μ $ singular_part_le μ ν
instance {μ ν : measure α} [is_finite_measure μ] :
is_finite_measure (singular_part μ ν) :=
is_finite_measure_of_le μ $ singular_part_le μ ν

instance {μ ν : measure α} [sigma_finite μ] :
sigma_finite (singular_part μ ν) :=
sigma_finite_of_le μ $ singular_part_le μ ν

instance {μ ν : measure α} [finite_measure μ] :
finite_measure (ν.with_density $ radon_nikodym_deriv μ ν) :=
finite_measure_of_le μ $ with_density_radon_nikodym_deriv_le μ ν
instance {μ ν : measure α} [is_finite_measure μ] :
is_finite_measure (ν.with_density $ radon_nikodym_deriv μ ν) :=
is_finite_measure_of_le μ $ with_density_radon_nikodym_deriv_le μ ν

instance {μ ν : measure α} [sigma_finite μ] :
sigma_finite (ν.with_density $ radon_nikodym_deriv μ ν) :=
Expand Down Expand Up @@ -259,7 +259,7 @@ a measurable set `E`, such that `ν(E) > 0` and `E` is positive with respect to
This lemma is useful for the Lebesgue decomposition theorem. -/
lemma exists_positive_of_not_mutually_singular
(μ ν : measure α) [finite_measure μ] [finite_measure ν] (h : ¬ μ ⊥ₘ ν) :
(μ ν : measure α) [is_finite_measure μ] [is_finite_measure ν] (h : ¬ μ ⊥ₘ ν) :
∃ ε : ℝ≥0, 0 < ε ∧ ∃ E : set α, measurable_set E ∧ 0 < ν E ∧
0 ≤[E] μ.to_signed_measure - (ε • ν).to_signed_measure :=
begin
Expand Down Expand Up @@ -461,7 +461,7 @@ with respect to `ν` and `μ = ξ + ν.with_density f`.
This is not an instance since this is also shown for the more general σ-finite measures with
`measure_theory.measure.have_lebesgue_decomposition_of_sigma_finite`. -/
theorem have_lebesgue_decomposition_of_finite_measure
{μ ν : measure α} [finite_measure μ] [finite_measure ν] :
{μ ν : measure α} [is_finite_measure μ] [is_finite_measure ν] :
have_lebesgue_decomposition μ ν :=
begin
have h := @exists_seq_tendsto_Sup _ _ _ _ _ (measurable_le_eval ν μ)
Expand Down Expand Up @@ -500,8 +500,8 @@ theorem have_lebesgue_decomposition_of_finite_measure
simp_rw [supr_apply],
rw lintegral_supr (λ i, (supr_mem_measurable_le _ hf₁ i).1) (supr_monotone _),
exact supr_le (λ i, (supr_mem_measurable_le _ hf₁ i).2 B hB) },
haveI : finite_measure (ν.with_density ξ),
{ refine finite_measure_with_density _,
haveI : is_finite_measure (ν.with_density ξ),
{ refine is_finite_measure_with_density _,
have hle' := hle set.univ measurable_set.univ,
rw [with_density_apply _ measurable_set.univ, measure.restrict_univ] at hle',
exact lt_of_le_of_lt hle' (measure_lt_top _ _) },
Expand Down Expand Up @@ -575,7 +575,7 @@ end⟩
local attribute [instance] have_lebesgue_decomposition_of_finite_measure

instance {μ : measure α} {S : μ.finite_spanning_sets_in {s : set α | measurable_set s}} (n : ℕ) :
finite_measure (μ.restrict $ S.set n) :=
is_finite_measure (μ.restrict $ S.set n) :=
by { rw [restrict_apply measurable_set.univ, set.univ_inter], exact S.finite _ }⟩

/-- **The Lebesgue decomposition theorem**: Any pair of σ-finite measures `μ` and `ν`
Expand Down
2 changes: 1 addition & 1 deletion src/measure_theory/decomposition/unsigned_hahn.lean
Expand Up @@ -34,7 +34,7 @@ private lemma aux {m : ℕ} {γ d : ℝ} (h : γ - (1 / 2) ^ m < d) :
by linarith

/-- **Hahn decomposition theorem** -/
lemma hahn_decomposition [finite_measure μ] [finite_measure ν] :
lemma hahn_decomposition [is_finite_measure μ] [is_finite_measure ν] :
∃s, measurable_set s ∧
(∀t, measurable_set t → t ⊆ s → ν t ≤ μ t) ∧
(∀t, measurable_set t → t ⊆ sᶜ → μ t ≤ ν t) :=
Expand Down
2 changes: 1 addition & 1 deletion src/measure_theory/function/ae_eq_of_integral.lean
Expand Up @@ -154,7 +154,7 @@ section real

section real_finite_measure

variables [finite_measure μ] {f : α → ℝ}
variables [is_finite_measure μ] {f : α → ℝ}

/-- Don't use this lemma. Use `ae_nonneg_of_forall_set_integral_nonneg_of_finite_measure`. -/
lemma ae_nonneg_of_forall_set_integral_nonneg_of_finite_measure_of_measurable (hfm : measurable f)
Expand Down
7 changes: 4 additions & 3 deletions src/measure_theory/function/conditional_expectation.lean
Expand Up @@ -464,7 +464,8 @@ lemma integrable_on_condexp_L2_of_measure_ne_top (hm : m ≤ m0) (hμs : μ s
integrable_on_Lp_of_measure_ne_top ((condexp_L2 𝕜 hm f) : α →₂[μ] E)
fact_one_le_two_ennreal.elim hμs

lemma integrable_condexp_L2_of_finite_measure (hm : m ≤ m0) [finite_measure μ] {f : α →₂[μ] E} :
lemma integrable_condexp_L2_of_is_finite_measure (hm : m ≤ m0) [is_finite_measure μ]
{f : α →₂[μ] E} :
integrable (condexp_L2 𝕜 hm f) μ :=
integrable_on_univ.mp $ integrable_on_condexp_L2_of_measure_ne_top hm (measure_ne_top _ _) f

Expand All @@ -478,8 +479,8 @@ lemma norm_condexp_L2_le (hm : m ≤ m0) (f : α →₂[μ] E) : ∥condexp_L2
lemma snorm_condexp_L2_le (hm : m ≤ m0) (f : α →₂[μ] E) :
snorm (condexp_L2 𝕜 hm f) 2 μ ≤ snorm f 2 μ :=
begin
rw [Lp_meas_coe, ← ennreal.to_real_le_to_real (Lp.snorm_ne_top _) (Lp.snorm_ne_top _), ← norm_def,
← norm_def, submodule.norm_coe],
rw [Lp_meas_coe, ← ennreal.to_real_le_to_real (Lp.snorm_ne_top _) (Lp.snorm_ne_top _),
← norm_def, ← norm_def, submodule.norm_coe],
exact norm_condexp_L2_le hm f,
end

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