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Project-declaredLean 4.29.0-rc6 · mathlib@5c8398df5281

E Lp Norm const average le

DeGiorgi.eLpNorm_const_average_le

Plain-language statement

Jensen's inequality for eLpNorm: the L^p norm of a constant equal to the average is at most the L^p norm of the function. For 1 ≤ p < ⊤, an integrable f, and a finite measure μ: eLpNorm (fun _ => ⨍ x, f x ∂μ) p μ ≤ eLpNorm f p μ This is a consequence of Jensen's inequality for the convex function t ↦ |t|^p, proved here via Hölder's ine...

Exact Lean statement

theorem eLpNorm_const_average_le
    {α : Type*} [MeasurableSpace α] {μ : Measure α} [IsFiniteMeasure μ]
    {p : ℝ≥0∞} (hp : 1 ≤ p) (hp_top : p ≠ ⊤)
    {f : α → ℝ} (hf : Integrable f μ) :
    eLpNorm (fun _ => ⨍ x, f x ∂μ) p μ ≤ eLpNorm f p μ

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
theorem eLpNorm_const_average_le    {α : Type*} [MeasurableSpace α] {μ : Measure α} [IsFiniteMeasure μ]    {p : 0∞} (hp : 1  p) (hp_top : p  ⊤)    {f : α  } (hf : Integrable f μ) :    eLpNorm (fun _ => ⨍ x, f x ∂μ) p μ  eLpNorm f p μ := by  let _ := hp_top  -- Trivial case: μ = 0  rcases eq_or_ne μ 0 with rfl | hμ  · simp [eLpNorm_measure_zero]  have hμ_ne : μ Set.univ  0 := by rwa [ne_eq, Measure.measure_univ_eq_zero]  have hμ_top : μ Set.univ := measure_ne_top μ _  have hp_ne : p  0 := (lt_of_lt_of_le one_pos hp).ne'  -- Proof: ‖⨍ f‖ ≤ (μ.real univ)⁻¹ * ‖∫ f‖ ≤ (μ.real univ)⁻¹ * (eLpNorm f 1 μ).toReal  -- Then convert to ENNReal.  have h_avg_enorm_le :      ‖⨍ x, f x ∂μ‖ₑ Set.univ)⁻¹ * eLpNorm f 1 μ := by    have h_avg_bound : ‖⨍ x, f x ∂μ‖         (μ.real Set.univ)⁻¹ * (eLpNorm f 1 μ).toReal := by      simp only [average_eq]      calc ‖(μ.real Set.univ)⁻¹ • ∫ x, f x ∂μ‖           ‖(μ.real Set.univ)⁻¹‖ * ‖∫ x, f x ∂μ‖ := norm_smul_le _ _        _ = (μ.real Set.univ)⁻¹ * ‖∫ x, f x ∂μ‖ := by            rw [Real.norm_of_nonneg (inv_nonneg.mpr measureReal_nonneg)]        _  (μ.real Set.univ)⁻¹ * (eLpNorm f 1 μ).toReal := by            gcongr            calc ‖∫ x, f x ∂μ‖                 ∫ x, ‖f x‖ ∂μ := norm_integral_le_integral_norm _              _ = (∫⁻ x, ‖f x‖ₑ ∂μ).toReal :=                  integral_norm_eq_lintegral_enorm hf.aestronglyMeasurable              _ = (eLpNorm f 1 μ).toReal := by rw [eLpNorm_one_eq_lintegral_enorm]    -- Convert ℝ bound to ENNReal    have h_inv_eq : ENNReal.ofReal (μ.real Set.univ)⁻¹ =Set.univ)⁻¹ := by      rw [measureReal_def, ENNReal.ofReal_inv_of_pos (ENNReal.toReal_pos hμ_ne hμ_top),        ENNReal.ofReal_toReal hμ_top]    calc ‖⨍ x, f x ∂μ‖ₑ         ENNReal.ofReal ((μ.real Set.univ)⁻¹ * (eLpNorm f 1 μ).toReal) := by          simp only [Real.enorm_eq_ofReal_abs,  Real.norm_eq_abs]          exact ENNReal.ofReal_le_ofReal h_avg_bound      _ = ENNReal.ofReal (μ.real Set.univ)⁻¹ * ENNReal.ofReal (eLpNorm f 1 μ).toReal :=          ENNReal.ofReal_mul (inv_nonneg.mpr measureReal_nonneg)      _ Set.univ)⁻¹ * eLpNorm f 1 μ := by          rw [h_inv_eq]; gcongr; exact ENNReal.ofReal_toReal_le  set exp := 1 / (1 : 0∞).toReal - 1 / p.toReal with hexp_def  have h_holder : eLpNorm f 1 μ       eLpNorm f p μ * μ Set.univ ^ exp :=    eLpNorm_le_eLpNorm_mul_rpow_measure_univ hp hf.aestronglyMeasurable  -- eLpNorm(const c) = ‖c‖ₑ * μ(univ)^{1/p}  [eLpNorm_const]  -- ≤ (μ univ)⁻¹ * eLpNorm f p μ * μ(univ)^exp * μ(univ)^{1/p}  -- = eLpNorm f p μ * ((μ univ)⁻¹ * μ(univ)^{exp + 1/p})  -- Since exp + 1/p = 1/1 - 1/p + 1/p = 1: = eLpNorm f p μ * (μ univ)⁻¹ * μ univ = eLpNorm f p μ  have hexp_simp : exp + 1 / p.toReal = 1 := by    simp [hexp_def, show (1 : 0∞).toReal = 1 from ENNReal.toReal_one]  calc eLpNorm (fun _ => ⨍ x, f x ∂μ) p μ      = ‖⨍ x, f x ∂μ‖ₑ * μ Set.univ ^ (1 / p.toReal) := eLpNorm_const _ hp_ne hμ    _  ((μ Set.univ)⁻¹ * eLpNorm f 1 μ) * μ Set.univ ^ (1 / p.toReal) := by        gcongr    _  ((μ Set.univ)⁻¹ * (eLpNorm f p μ * μ Set.univ ^ exp)) *          μ Set.univ ^ (1 / p.toReal) := by gcongr    _ = eLpNorm f p μ * ((μ Set.univ)⁻¹ *Set.univ ^ exp *          μ Set.univ ^ (1 / p.toReal))) := by ring    _ = eLpNorm f p μ * ((μ Set.univ)⁻¹ * μ Set.univ ^ (exp + 1 / p.toReal)) := by        congr 2; exact (ENNReal.rpow_add exp (1 / p.toReal) hμ_ne hμ_top).symm    _ = eLpNorm f p μ * ((μ Set.univ)⁻¹ * μ Set.univ ^ (1 : )) := by        rw [hexp_simp]    _ = eLpNorm f p μ * ((μ Set.univ)⁻¹ * μ Set.univ) := by        rw [ENNReal.rpow_one]    _ = eLpNorm f p μ := by rw [ENNReal.inv_mul_cancel hμ_ne hμ_top, mul_one]
Project
DeGiorgi
License
Apache-2.0
Commit
4c1b3077d378
Source
DeGiorgi/SobolevPoincare.lean:123-189

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