English
There exists C>0 with ∫ exp(C‖x‖^2) finite (under μ) provided μ has rotation-invariant product and certain a>0 and bounds on μ({‖x‖≤a}).
Русский
Существет C>0 такое, что интеграл экспоненты от C‖x‖^2 по μ конечен, при условии вращательной инвариантности μ и подходящих a>0.
LaTeX
$$∃ C>0, Integrable( x ↦ exp(C‖x‖^2) ) μ$$
Lean4
/-- A Lebesgue Integral from -∞ to y can be expressed as the sum of one from -∞ to 0 and 0 to x -/
theorem lintegral_Iic_eq_lintegral_Iio_add_Icc {y z : ℝ} (f : ℝ → ℝ≥0∞) (hzy : z ≤ y) :
∫⁻ x in Iic y, f x = (∫⁻ x in Iio z, f x) + ∫⁻ x in Icc z y, f x :=
by
rw [← Iio_union_Icc_eq_Iic hzy, lintegral_union measurableSet_Icc]
simp_rw [Set.disjoint_iff_forall_ne, mem_Iio, mem_Icc]
intros
linarith