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 μComplete declaration
Lean 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