MarkovProcess.Kernel.LpTop
DefinitionMarkovProcessModule_MarkovProcess_Kernel_LpTopmarkovprocessmarkovprocess-module-importscope-fullscott-armstrongsource-faithful
The kernel integral on L^∞
This file proves the real-valued L^∞ contraction estimate for integration
against a sub-Markov kernel preserving a subinvariant measure. The operator
itself is packaged as a continuous linear map by kernelLpTop in
Kernel/Lp.lean.
Complete pinned Lean module MarkovProcess.Kernel.LpTop by Scott Armstrong (Apache-2.0). Contains the original definitions, instances, theorems and proofs in their original declaration order. Only local MarkovProcess import directives have been rewritten for Prove2Me; source mathematical declarations are unchanged. The bundle must pass Prove2Me's remote compiler before it can be used as a dependency.
Definition code
/-
Copyright (c) 2026 Scott Armstrong. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Scott Armstrong
-/
import Definitions.Def_MarkovProcessModule_MarkovProcess_Kernel_Integral
import Mathlib.MeasureTheory.Function.LpSeminorm.Basic
/-!
# The kernel integral on `L^∞`
This file proves the real-valued `L^∞` contraction estimate for integration
against a sub-Markov kernel preserving a subinvariant measure. The operator
itself is packaged as a continuous linear map by `kernelLpTop` in
`Kernel/Lp.lean`.
-/
open MeasureTheory
open ProbabilityTheory
open scoped ENNReal
namespace MarkovProcess
variable {α : Type*} [MeasurableSpace α]
/-- Integrating a function bounded almost everywhere by `C` against a
sub-Markov kernel measure preserves that bound. -/
theorem enorm_kernelIntegral_le_of_ae {κ : ProbabilityTheory.Kernel α α}
(hκ : IsSubMarkovKernel κ) {f : α → ℝ} {C : ℝ≥0∞} {x : α}
(hf : ∀ᵐ y ∂κ x, ‖f y‖ₑ ≤ C) :
‖kernelIntegral κ f x‖ₑ ≤ C := by
calc
‖kernelIntegral κ f x‖ₑ ≤ ∫⁻ y, ‖f y‖ₑ ∂κ x :=
enorm_integral_le_lintegral_enorm f
_ ≤ ∫⁻ _y, C ∂κ x := lintegral_mono_ae hf
_ = C * κ x Set.univ := lintegral_const C
_ ≤ C * 1 := mul_le_mul_right (hκ.measure_le_one x Set.univ) C
_ = C := mul_one C
/-- The essential-supremum bound for `f` bounds its kernel integral almost
everywhere under subinvariance. -/
theorem enorm_kernelIntegral_ae_le_eLpNormEssSup {μ : Measure α}
{κ : ProbabilityTheory.Kernel α α} (hκ : IsSubMarkovKernel κ)
(hκμ : κ ∘ₘ μ ≤ μ) (f : α → ℝ) :
∀ᵐ x ∂μ, ‖kernelIntegral κ f x‖ₑ ≤ eLpNormEssSup f μ := by
filter_upwards
[ae_ae_kernel_of_comp_le hκμ (enorm_ae_le_eLpNormEssSup f μ)] with x hx
exact enorm_kernelIntegral_le_of_ae hκ hx
/-- Integration against a sub-Markov kernel is a contraction for the raw
`L^∞` seminorm under subinvariance. -/
theorem eLpNorm_kernelIntegral_top_le {μ : Measure α}
{κ : ProbabilityTheory.Kernel α α} (hκ : IsSubMarkovKernel κ)
(hκμ : κ ∘ₘ μ ≤ μ) (f : α → ℝ) :
eLpNorm (kernelIntegral κ f) ∞ μ ≤ eLpNorm f ∞ μ := by
rw [eLpNorm_exponent_top, eLpNorm_exponent_top]
exact eLpNormEssSup_le_of_ae_enorm_bound
(enorm_kernelIntegral_ae_le_eLpNormEssSup hκ hκμ f)
/-- Integration against a sub-Markov kernel sends `L^∞` functions to
`L^∞` functions under subinvariance. -/
theorem MemLp.kernelIntegral_top {μ : Measure α}
{κ : ProbabilityTheory.Kernel α α} (hκ : IsSubMarkovKernel κ)
(hκμ : κ ∘ₘ μ ≤ μ) {f : α → ℝ} (hf : MemLp f ∞ μ) :
MemLp (kernelIntegral κ f) ∞ μ := by
refine ⟨AEStronglyMeasurable.kernelIntegral hf.aestronglyMeasurable hκμ, ?_⟩
exact (eLpNorm_kernelIntegral_top_le hκ hκμ f).trans_lt hf.2
end MarkovProcess
Source