integral_prod_right — Mathlib

English

Same as above: measurability of the set of x with f x integrable w.r.t. ν.

Русский

Повторение: измеримость множества x, для которого f(x) интегрируемо по ν.

LaTeX

$$$$\\text{MeasurableSet}\\{x \\mid \\operatorname{Integrable}(f(x), \\nu)\\}$$$$

Lean4

/-- The Bochner integral is measurable. This shows that the integrand of (the right-hand-side of)
  Fubini's theorem is measurable.
  This version has `f` in curried form. -/
theorem integral_prod_right [SFinite ν] ⦃f : α → β → E⦄ (hf : StronglyMeasurable (uncurry f)) :
    StronglyMeasurable fun x => ∫ y, f x y ∂ν := by
  classical
  by_cases hE : CompleteSpace E; swap; · simp [integral, hE, stronglyMeasurable_const]
  borelize E
  haveI : SeparableSpace (range (uncurry f) ∪ {0} : Set E) := hf.separableSpace_range_union_singleton
  let s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn _ hf.measurable (range (uncurry f) ∪ {0}) 0 (by simp)
  let s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) measurable_prodMk_left
  let f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => (s' n x).integral ν
  have hf' : ∀ n, StronglyMeasurable (f' n) := by
    intro n; refine StronglyMeasurable.indicator ?_ (measurableSet_integrable hf)
    have : ∀ x, ((s' n x).range.filter fun x => x ≠ 0) ⊆ (s n).range :=
      by
      intro x; refine Finset.Subset.trans (Finset.filter_subset _ _) ?_; intro y
      simp_rw [SimpleFunc.mem_range]; rintro ⟨z, rfl⟩; exact ⟨(x, z), rfl⟩
    simp only [SimpleFunc.integral_eq_sum_of_subset (this _)]
    refine Finset.stronglyMeasurable_fun_sum _ fun x _ => ?_
    refine (Measurable.ennreal_toReal ?_).stronglyMeasurable.smul_const _
    simp only [s', SimpleFunc.coe_comp, preimage_comp]
    apply measurable_measure_prodMk_left
    exact (s n).measurableSet_fiber x
  have h2f' : Tendsto f' atTop (𝓝 fun x : α => ∫ y : β, f x y ∂ν) :=
    by
    rw [tendsto_pi_nhds]; intro x
    by_cases hfx : Integrable (f x) ν
    · have (n : _) : Integrable (s' n x) ν :=
        by
        apply (hfx.norm.add hfx.norm).mono' (s' n x).aestronglyMeasurable
        filter_upwards with y
        simp_rw [s', SimpleFunc.coe_comp]; exact SimpleFunc.norm_approxOn_zero_le _ _ (x, y) n
      simp only [f', hfx, SimpleFunc.integral_eq_integral _ (this _), indicator_of_mem, mem_setOf_eq]
      refine
        tendsto_integral_of_dominated_convergence (fun y => ‖f x y‖ + ‖f x y‖) (fun n => (s' n x).aestronglyMeasurable)
          (hfx.norm.add hfx.norm) ?_ ?_
      · refine fun n => Eventually.of_forall fun y => SimpleFunc.norm_approxOn_zero_le ?_ ?_ (x, y) n
        · exact hf.measurable
        · simp
      · refine Eventually.of_forall fun y => SimpleFunc.tendsto_approxOn ?_ ?_ ?_
        · exact hf.measurable.of_uncurry_left
        · simp
        apply subset_closure
        simp [-uncurry_apply_pair]
    · simp [f', hfx, integral_undef]
  exact stronglyMeasurable_of_tendsto _ hf' h2f'

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