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teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1

ProbabilityTheory.integrable_of_finiteSupport

PFR.ForMathlib.Entropy.Measure · PFR/ForMathlib/Entropy/Measure.lean:151 to 176

Source documentation

The countability hypothesis can probably be dropped here. Proof is unwieldy and can probably be golfed.

Exact Lean statement

lemma integrable_of_finiteSupport (μ : Measure S) [FiniteSupport μ]
    {β : Type*} [NormedAddCommGroup β] [IsFiniteMeasure μ] [Countable S]
    {f : S → β} :
    Integrable f μ

Complete declaration

Lean source

Canonical source
Full Lean sourceLean 4
lemma integrable_of_finiteSupport (μ : Measure S) [FiniteSupport μ]    {β : Type*} [NormedAddCommGroup β] [IsFiniteMeasure μ] [Countable S]    {f : S  β} :    Integrable f μ := by  let A := μ.support  have hA : μ Aᶜ = 0 := measure_compl_support μ  by_cases hA' : A =  · simp only [hA', Finset.coe_empty, compl_empty, Measure.measure_univ_eq_zero] at hA    rw [hA]    exact integrable_zero_measure  have :  s₀, s₀  A := by    contrapose! hA'    ext s    simpa using hA' s  rcases this with s₀, hs₀  let f' : A  β := fun a  f a  classical  let g : S  A := fun s  if h : s  A then s, h else s₀, hs₀  have : (f' ∘ g) =ᵐ[μ] f := by    apply Filter.eventuallyEq_of_mem (s := A) hA    intro a ha    simp at ha    simp [f', g, ha]  apply Integrable.congr _ this  apply Integrable.comp_measurable .of_finite  fun_prop