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Finite-sum ENNReal mean inequalities

Definition
KLSModular_BrownianMotion_Auxiliary_MeanInequalities

by Lazyfill · Oct 25, 2026 · Mathlib 0df444a (Lean v4.33.1)

functional-inequalitiesklskls-conjecturekls-modularlog-concavemodule-contextvendored-brownianmotion

Vendored from RemyDegenne/brownian-motion at commit a7ad7af662044313bc80a7c0756360fb3745f931 under Apache-2.0. ENNReal.lintegral_Lp_finsum_le bounds the LpL^pLp seminorm of a finite sum of nonnegative measurable ENNReal functions by the sum of their seminorms for p≥1p≥1p≥1, and ENNReal.rpow_finsetSum_le_finsetSum_rpow bounds a finite sum raised to an exponent 0<p≤10<p≤10<p≤1 by the sum of the individual powers.

Original module imports

public import Mathlib.MeasureTheory.Integral.MeanInequalities
public import Mathlib.Analysis.Convex.Integral

Original declaration excerpt

Shown in the original module context. Body omitted.

lemma lintegral_Lp_finsum_le {α : Type*} [MeasurableSpace α] {μ : Measure α} {p : ℝ}
    {ι : Type*} {f : ι → α → ENNReal} {I : Finset ι}
    (hf : ∀ i ∈ I, AEMeasurable (f i) μ) (hp : 1 ≤ p) :
    (∫⁻ (a : α), (∑ i ∈ I, f i) a ^ p ∂μ) ^ (1 / p) ≤
      ∑ i ∈ I, (∫⁻ (a : α), f i a ^ p ∂μ) ^ (1 / p)

Module navigation

Project result: The KLS conjecture.

Original module · BrownianMotion.Auxiliary.MeanInequalities · Frozen source 408915f.

Definition code
import Mathlib.MeasureTheory.Integral.MeanInequalities
import Mathlib.Analysis.Convex.Integral

-- Vendored from https://github.com/RemyDegenne/brownian-motion at commit a7ad7af662044313bc80a7c0756360fb3745f931 (upstream path BrownianMotion/Auxiliary/MeanInequalities.lean; Apache-2.0; provenance in formalization/vendor/vendor-lock.json of the KLS repository)
section
open MeasureTheory ENNReal
namespace ENNReal
lemma lintegral_Lp_finsum_le {α : Type*} [MeasurableSpace α] {μ : Measure α} {p : ℝ}
    {ι : Type*} {f : ι → α → ENNReal} {I : Finset ι}
    (hf : ∀ i ∈ I, AEMeasurable (f i) μ) (hp : 1 ≤ p) :
    (∫⁻ (a : α), (∑ i ∈ I, f i) a ^ p ∂μ) ^ (1 / p) ≤
      ∑ i ∈ I, (∫⁻ (a : α), f i a ^ p ∂μ) ^ (1 / p) := by
  classical
  induction I using Finset.induction with
  | empty => simpa using Or.inl (by bound)
  | insert i I hi ih =>
    simp only [Finset.sum_insert hi]
    refine (ENNReal.lintegral_Lp_add_le (hf i (by simp))
      (I.aemeasurable_sum (fun j hj => hf j (by simp [hj]))) hp).trans ?_
    gcongr
    exact ih (fun j hj => hf j (by simp [hj]))
lemma rpow_finsetSum_le_finsetSum_rpow {p : ℝ} {ι : Type*} {I : Finset ι} {f : ι → ℝ≥0∞}
    (hp : 0 < p) (hp1 : p ≤ 1) : (∑ i ∈ I, f i) ^ p ≤ ∑ i ∈ I, f i ^ p := by
  classical
  induction I using Finset.induction with
  | empty => simpa using by bound
  | insert i I hi ih => simpa [Finset.sum_insert hi] using
      (ENNReal.rpow_add_le_add_rpow _ _ (le_of_lt hp) hp1).trans (by gcongr)
end ENNReal
Source
Lean source: https://github.com/RemyDegenne/brownian-motion/blob/a7ad7af662044313bc80a7c0756360fb3745f931/BrownianMotion/Auxiliary/MeanInequalities.lean#L24-L52 (repository human-ai-mathematics/kls-lean, commit 408915f, module `BrownianMotion.Auxiliary.MeanInequalities`, definition bundle `KLSModular_BrownianMotion_Auxiliary_MeanInequalities`; the repository is private at upload time). Vendored from https://github.com/RemyDegenne/brownian-motion at commit a7ad7af662044313bc80a7c0756360fb3745f931 (Apache-2.0; upstream copyright notice retained in the Lean text).

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