Theorems 11.26 and 11.27 — comparison and the triangle inequality
ProvedRudin.ch11_integral_abs_leanalysismeasure-theory
If is integrable then is integrable and ; and if is measurable, is integrable and , then is integrable.
Preamble
import Mathlib import Definitions.Def_Rudin_ch11_L2 open Filter Topology MeasureTheory
Formal statement
namespace Rudin
/-- Rudin, Theorems 11.26 and 11.27: if `f` is integrable then so is `|f|` and
`|∫ f| ≤ ∫ |f|`; and a measurable function dominated by an integrable function is
integrable. -/
theorem ch11_integral_abs_le {X : Type*} [MeasurableSpace X] (μ : Measure X) (f g : X → ℝ) :
(Integrable f μ → Integrable (fun x => |f x|) μ ∧ |∫ x, f x ∂μ| ≤ ∫ x, |f x| ∂μ) ∧
(Measurable f → Integrable g μ → (∀ x, |f x| ≤ g x) → Integrable f μ) := by sorry
end RudinSource
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 11, pp. 317-318, Theorems 11.26 and 11.27
Read-back
What the Lean code literally says, in plain math · Aristotle (Harmonic)
Let be a measurable space with measure and let be arbitrary functions. Two independent implications are asserted together:
- If is integrable with respect to , then is integrable and
- If is measurable, is integrable, and for every (pointwise everywhere, not merely almost everywhere), then is integrable.
In part 2 the dominating function is not assumed nonnegative explicitly; that follows from the domination inequality. The two parts share the ambient data but neither uses the other's hypotheses.
Human review
Confirmed by the mission captain (proposal self-audit).