測度論と積分

7.1. 制限測度🔗

定義.

X を可測空間とし、\muX 上の測度、A \subseteq X を可測集合とする。 \muA への 制限\mu|_A と書き、任意の可測集合 B \subseteq X に対して (\mu|_A)(B) \coloneqq \mu(A \cap B) で定義される測度として定める。

Lean code
/-- Restriction of a measure to a measurable set. -/ def restrict (μ : Measure X) (A : Set X) (hA : MeasurableSet A) : Measure X := Measure.ofMeasurable (fun B _ μ (A B)) (X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet A(fun B x => μ (A B)) = 0 All goals completed! 🐙) <| X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet A f : Set X (h : (i : ), MeasurableSet (f i)), Pairwise (Function.onFun Disjoint f) (fun B x => μ (A B)) (⋃ i, f i) = ∑' (i : ), (fun B x => μ (A B)) (f i) intro B X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)Pairwise (Function.onFun Disjoint B) (fun B x => μ (A B)) (⋃ i, B i) = ∑' (i : ), (fun B x => μ (A B)) (B i) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)(fun B x => μ (A B)) (⋃ i, B i) = ∑' (i : ), (fun B x => μ (A B)) (B i) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)μ (A i, B i) = ∑' (i : ), μ (A B i) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)μ (⋃ i, A B i) = ∑' (i : ), μ (A B i) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)Pairwise (Function.onFun Disjoint fun i => A B i)X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B) (i : ), MeasurableSet (A B i) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)Pairwise (Function.onFun Disjoint fun i => A B i) intro i X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)i:j:i j Function.onFun Disjoint (fun i => A B i) i j X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)i:j:hij:i jFunction.onFun Disjoint (fun i => A B i) i j All goals completed! 🐙 X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B) (i : ), MeasurableSet (A B i) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB: Set XhB: (i : ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)i:MeasurableSet (A B i) All goals completed! 🐙
@[simp] theorem restrict_apply (μ : Measure X) {A B : Set X} (hA : MeasurableSet A) (hB : MeasurableSet B) : restrict μ A hA B = μ (A B) := X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XB:Set XhA:MeasurableSet AhB:MeasurableSet B(restrict μ A hA) B = μ (A B) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XB:Set XhA:MeasurableSet AhB:MeasurableSet B(Measure.ofMeasurable (fun B x => μ (A B)) ) B = μ (A B) All goals completed! 🐙

概念的には、\mu|_AA の外側の情報を捨て、集合のうち A の内側に残る部分だけを測ります。

補題.

この定義は、付随する外測度と両立している: (\mu|_A)^{*} (B) = \mu^{*} (A \cap B) が任意の部分集合 B \subseteq X(可測でなくてもよい)に対して成り立つ。

ここで \mu^{*}\mu に付随する外測度を表す。

Lean code
theorem restrict_toOuterMeasure_eq_toOuterMeasure_restrict (μ : Measure X) {A : Set X} (hA : MeasurableSet A) (B : Set X) : Measure.restrict μ A hA B = μ (A B) := X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set X(restrict μ A hA) B = μ (A B) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set X(restrict μ A hA) B μ (A B)X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set Xμ (A B) (restrict μ A hA) B X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set X(restrict μ A hA) B μ (A B) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:A B ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ.trim (A B)(restrict μ A hA) B μ (A B) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:A B ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A B)(restrict μ A hA) B μ (A B) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:A B ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A B)(restrict μ A hA) B μ.toOuterMeasure C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B A ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A B)(restrict μ A hA) B μ.toOuterMeasure C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B A ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A B)(restrict μ A hA) B μ.toOuterMeasure C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B A ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A B)(restrict μ A hA) (A C) μ.toOuterMeasure C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B A ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A B)(restrict μ A hA) (A C) μ C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B A ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A B)μ (A (A C)) μ C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B A ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A B)μ (A (A C)) = μ (A C) have : A (A C) = A C := X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set X(restrict μ A hA) B = μ (A B) All goals completed! 🐙 All goals completed! 🐙 X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set Xμ (A B) (restrict μ A hA) B conv_rhs => X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set X| t, (_ : B t), (_ : MeasurableSet t), (restrict μ A hA) t X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set X (i : Set X), μ (A B) (_ : B i), (_ : MeasurableSet i), (restrict μ A hA) i X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set Xμ (A B) (_ : B C), (_ : MeasurableSet C), (restrict μ A hA) C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XB C μ (A B) (_ : MeasurableSet C), (restrict μ A hA) C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhBC:B Cμ (A B) (_ : MeasurableSet C), (restrict μ A hA) C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhBC:B CMeasurableSet C μ (A B) (restrict μ A hA) C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhBC:B ChC:MeasurableSet Cμ (A B) (restrict μ A hA) C X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhBC:B ChC:MeasurableSet Cμ (A B) μ (A C) All goals completed! 🐙
補題.

A が可測ならば、制限測度に関する積分は被積分関数に A の指示関数を掛けることと同じである: \underline{\int}_{x \in X} f(x)\,d(\mu|_A) = \underline{\int}_{x \in X} 1_A(x) \cdot f(x)\,d\mu.

Lean code
theorem lintegral_indicator_le (f : X ℝ≥0∞) (A : Set X) (μ : Measure X) (hA : MeasurableSet A) : ∫⁻ x, A.indicator f x μ ∫⁻ x, f x (Measure.restrict μ A hA) := X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet A∫⁻ (x : X), A.indicator f x μ ∫⁻ (x : X), f x Measure.restrict μ A hA X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet A g, (_ : g fun x => A.indicator f x), g.lintegral μ g, (_ : g fun x => f x), g.lintegral (Measure.restrict μ A hA) X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xg.lintegral μ g, (_ : g fun x => f x), g.lintegral (Measure.restrict μ A hA) X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)g.lintegral μ g, (_ : g fun x => f x), g.lintegral (Measure.restrict μ A hA) X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)g.lintegral μ = g.lintegral (Measure.restrict μ A hA) X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f) x g.range, x * μ (g ⁻¹' {x}) = y g.range, y * μ (g ⁻¹' {y} A) X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)t:ℝ≥0∞t * μ (g ⁻¹' {t}) = t * μ (g ⁻¹' {t} A) X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)t:ℝ≥0∞ht:t = 0t * μ (g ⁻¹' {t}) = t * μ (g ⁻¹' {t} A)X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)t:ℝ≥0∞ht:¬t = 0t * μ (g ⁻¹' {t}) = t * μ (g ⁻¹' {t} A) X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)t:ℝ≥0∞ht:t = 0t * μ (g ⁻¹' {t}) = t * μ (g ⁻¹' {t} A) All goals completed! 🐙 X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)t:ℝ≥0∞ht:¬t = 0t * μ (g ⁻¹' {t}) = t * μ (g ⁻¹' {t} A) X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)t:ℝ≥0∞ht:¬t = 0x:Xx g ⁻¹' {t} x g ⁻¹' {t} A X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)t:ℝ≥0∞ht:¬t = 0x:Xg x = t x A X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)x:Xht:¬g x = 0x A X:Type u_1inst✝:MeasurableSpace Xf:X ℝ≥0∞A:Set Xμ:Measure XhA:MeasurableSet Ag:X →ₛ ℝ≥0∞hg:g fun x => A.indicator f xhgf:g f := LE.le.trans hg (indicator_le_self A f)x:Xht:x Ag x = 0 All goals completed! 🐙
theorem lintegral_restrict {μ : Measure X} {A : Set X} (hA : MeasurableSet A) (f : X ℝ≥0∞) : ∫⁻ x, f x (Measure.restrict μ A hA) = ∫⁻ x, A.indicator f x μ := X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet Af:X ℝ≥0∞∫⁻ (x : X), f x Measure.restrict μ A hA = ∫⁻ (x : X), A.indicator f x μ X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet Af:X ℝ≥0∞∫⁻ (x : X), f x Measure.restrict μ A hA ∫⁻ (x : X), A.indicator f x μ X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet Af:X ℝ≥0∞ x, (↑x).lintegral (Measure.restrict μ A hA) x, (↑x).lintegral μ X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet Af:X ℝ≥0∞g:X →ₛ ℝ≥0∞hg:g fun x => f x i', (↑g, hg).lintegral (Measure.restrict μ A hA) (↑i').lintegral μ X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet Af:X ℝ≥0∞g:X →ₛ ℝ≥0∞hg:g fun x => f xx:X(g.restrict A) x (fun x => A.indicator f x) xX:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet Af:X ℝ≥0∞g:X →ₛ ℝ≥0∞hg:g fun x => f x(↑g, hg).lintegral (Measure.restrict μ A hA) (↑g.restrict A, ).lintegral μ X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet Af:X ℝ≥0∞g:X →ₛ ℝ≥0∞hg:g fun x => f xx:X(g.restrict A) x (fun x => A.indicator f x) x All goals completed! 🐙 X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet Af:X ℝ≥0∞g:X →ₛ ℝ≥0∞hg:g fun x => f x(↑g, hg).lintegral (Measure.restrict μ A hA) (↑g.restrict A, ).lintegral μ All goals completed! 🐙