測度論と積分

7.4. 測度の和🔗

定義.

X を可測空間とし、\mu\nuX 上の測度とする。 それらの とは、任意の可測集合 A \subseteq X に対して (\mu + \nu)(A) \coloneqq \mu(A) + \nu(A) で定まる X 上の測度である。

Lean code
/-- The sum of two measures, defined on measurable sets by pointwise addition. -/ def add (μ ν : Measure X) : Measure X := Measure.ofMeasurable (fun A _ μ A + ν A) (X:Type u_1inst✝:MeasurableSpace Xμ:Measure Xν:Measure X(fun A x => μ A + ν A) = 0 All goals completed! 🐙) <| X:Type u_1inst✝:MeasurableSpace Xμ:Measure Xν:Measure X f : Set X (h : (i : ), MeasurableSet (f i)), Pairwise (Function.onFun Disjoint f) (fun A x => μ A + ν A) (⋃ i, f i) = ∑' (i : ), (fun A x => μ A + ν A) (f i) intro A X:Type u_1inst✝:MeasurableSpace Xμ:Measure Xν:Measure XA: Set XhA: (i : ), MeasurableSet (A i)Pairwise (Function.onFun Disjoint A) (fun A x => μ A + ν A) (⋃ i, A i) = ∑' (i : ), (fun A x => μ A + ν A) (A i) X:Type u_1inst✝:MeasurableSpace Xμ:Measure Xν:Measure XA: Set XhA: (i : ), MeasurableSet (A i)hAd:Pairwise (Function.onFun Disjoint A)(fun A x => μ A + ν A) (⋃ i, A i) = ∑' (i : ), (fun A x => μ A + ν A) (A i) simpa using (show μ ( i, A i) + ν ( i, A i) = ∑' i, (μ (A i) + ν (A i)) X:Type u_1inst✝:MeasurableSpace Xμ:Measure Xν:Measure X f : Set X (h : (i : ), MeasurableSet (f i)), Pairwise (Function.onFun Disjoint f) (fun A x => μ A + ν A) (⋃ i, f i) = ∑' (i : ), (fun A x => μ A + ν A) (f i) All goals completed! 🐙)
@[simp] theorem add_apply (μ ν : Measure X) {A : Set X} (hA : MeasurableSet A) : Measure.add μ ν A = μ A + ν A := X:Type u_1inst✝:MeasurableSpace Xμ:Measure Xν:Measure XA:Set XhA:MeasurableSet A(add μ ν) A = μ A + ν A X:Type u_1inst✝:MeasurableSpace Xμ:Measure Xν:Measure XA:Set XhA:MeasurableSet A(Measure.ofMeasurable (fun A x => μ A + ν A) ) A = μ A + ν A All goals completed! 🐙
補題.

下積分は測度の和に関して加法的である: \underline{\int}_{x \in X} f(x)\,d(\mu + \nu) = \underline{\int}_{x \in X} f(x)\,d\mu + \underline{\int}_{x \in X} f(x)\,d\nu.

Lean code
theorem lintegral_add_measure (f : X ℝ≥0∞) (μ ν : Measure X) : ∫⁻ x, f x (Measure.add μ ν) = ∫⁻ x, f x μ + ∫⁻ x, f x ν := X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure X∫⁻ (x : X), f x Measure.add μ ν = ∫⁻ (x : X), f x μ + ∫⁻ (x : X), f x ν simp_rw X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure X∫⁻ (x : X), f x Measure.add μ ν = ∫⁻ (x : X), f x μ + ∫⁻ (x : X), f x νlintegral_def] X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x} g, (_ : g fun x => f x), g.lintegral (Measure.add μ ν) = (⨆ g, (_ : g fun x => f x), g.lintegral μ) + g, (_ : g fun x => f x), g.lintegral ν simp_rw X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x} g, (_ : g fun x => f x), g.lintegral (Measure.add μ ν) = (⨆ g, (_ : g fun x => f x), g.lintegral μ) + g, (_ : g fun x => f x), g.lintegral νiSup_subtype'] have hsum : g : X →ₛ ℝ≥0∞, g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure X∫⁻ (x : X), f x Measure.add μ ν = ∫⁻ (x : X), f x μ + ∫⁻ (x : X), f x ν X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}g:X →ₛ ℝ≥0∞g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) All goals completed! 🐙 have hiSup : g : S, SimpleFunc.lintegral g (Measure.add μ ν) = g : S, SimpleFunc.lintegral g μ + SimpleFunc.lintegral g ν := X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure X∫⁻ (x : X), f x Measure.add μ ν = ∫⁻ (x : X), f x μ + ∫⁻ (x : X), f x ν All goals completed! 🐙 calc g : S, SimpleFunc.lintegral g (Measure.add μ ν) = g : S, SimpleFunc.lintegral g μ + SimpleFunc.lintegral g ν := hiSup _ = ( g : S, SimpleFunc.lintegral g μ) + g : S, SimpleFunc.lintegral g ν := X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g) g, (↑g).lintegral μ + (↑g).lintegral ν = (⨆ g, (↑g).lintegral μ) + g, (↑g).lintegral ν have hdir : IsDirectedOrder S := X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g) g, (↑g).lintegral μ + (↑g).lintegral ν = (⨆ g, (↑g).lintegral μ) + g, (↑g).lintegral ν X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g) (a b : S), c, a c b c X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ S c, g₁, hg₁ c g₂, hg₂ c X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sg₁ g₂ SX:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sg₁, hg₁ g₁ g₂, ?directed.refine_1 g₂, hg₂ g₁ g₂, ?directed.refine_1 X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sg₁ g₂ S X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sx:X(g₁ g₂) x (fun x => f x) x X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sx:Xg₁ x f x g₂ x f x All goals completed! 🐙 X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sg₁, hg₁ g₁ g₂, ?directed.refine_1 g₂, hg₂ g₁ g₂, ?directed.refine_1 X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sg₁, hg₁ g₁ g₂, X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sg₂, hg₂ g₁ g₂, X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sg₁, hg₁ g₁ g₂, X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sg₂, hg₂ g₁ g₂, X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sx:Xg₂, hg₂ x g₁ g₂, x X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sx:Xg₁, hg₁ x g₁ g₂, xX:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)g₁:X →ₛ ℝ≥0∞hg₁:g₁ Sg₂:X →ₛ ℝ≥0∞hg₂:g₂ Sx:Xg₂, hg₂ x g₁ g₂, x All goals completed! 🐙 X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)hdir:IsDirectedOrder S := { directed := fun a => Subtype.casesOn (motive := fun x => (b : S), c, x c b c) a fun g₁ hg₁ b => Subtype.casesOn b fun g₂ hg₂ => Exists.intro g₁ g₂, fun x => Eq.mpr (id lintegral_add_measure._simp_1) hg₁ x, hg₂ x fun x => of_eq_true le_sup_left._simp_2, fun x => of_eq_true le_sup_right._simp_2 }Monotone fun g => (↑g).lintegral μX:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)hdir:IsDirectedOrder S := { directed := fun a => Subtype.casesOn (motive := fun x => (b : S), c, x c b c) a fun g₁ hg₁ b => Subtype.casesOn b fun g₂ hg₂ => Exists.intro g₁ g₂, fun x => Eq.mpr (id lintegral_add_measure._simp_1) hg₁ x, hg₂ x fun x => of_eq_true le_sup_left._simp_2, fun x => of_eq_true le_sup_right._simp_2 }Monotone fun g => (↑g).lintegral ν all_goals X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)hdir:IsDirectedOrder S := { directed := fun a => Subtype.casesOn (motive := fun x => (b : S), c, x c b c) a fun g₁ hg₁ b => Subtype.casesOn b fun g₂ hg₂ => Exists.intro g₁ g₂, fun x => Eq.mpr (id lintegral_add_measure._simp_1) hg₁ x, hg₂ x fun x => of_eq_true le_sup_left._simp_2, fun x => of_eq_true le_sup_right._simp_2 }g:X →ₛ ℝ≥0∞hg:g Sg':X →ₛ ℝ≥0∞hg':g' Shgg':g, hg g', hg'(fun g => (↑g).lintegral ν) g, hg (fun g => (↑g).lintegral ν) g', hg' X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞μ:Measure Xν:Measure XS:Set (X →ₛ ℝ≥0∞) := {g | g fun x => f x}hsum: (g : X →ₛ ℝ≥0∞), g.lintegral μ + g.lintegral ν = g.lintegral (Measure.add μ ν) := fun g => Eq.symm (SimpleFunc.lintegral_add_measure g μ ν)hiSup: g, (↑g).lintegral (Measure.add μ ν) = g, (↑g).lintegral μ + (↑g).lintegral ν := Eq.symm (iSup_congr fun g => hsum g)hdir:IsDirectedOrder S := { directed := fun a => Subtype.casesOn (motive := fun x => (b : S), c, x c b c) a fun g₁ hg₁ b => Subtype.casesOn b fun g₂ hg₂ => Exists.intro g₁ g₂, fun x => Eq.mpr (id lintegral_add_measure._simp_1) hg₁ x, hg₂ x fun x => of_eq_true le_sup_left._simp_2, fun x => of_eq_true le_sup_right._simp_2 }g:X →ₛ ℝ≥0∞hg:g Sg':X →ₛ ℝ≥0∞hg':g' Shgg':g g'(fun g => (↑g).lintegral ν) g, hg (fun g => (↑g).lintegral ν) g', hg' All goals completed! 🐙