7.1. 制限測度
定義.
X を可測空間とし、\mu を X 上の測度、A \subseteq X を可測集合とする。
\mu の A への 制限 を \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 : ℕ → Set X⦄ (h : ∀ (i : ℕ), MeasurableSet (f i)),
Pairwise (Function.onFun Disjoint f) →
(fun B x => μ (A ∩ B)) (⋃ i, f i) ⋯ = ∑' (i : ℕ), (fun B x => μ (A ∩ B)) (f i) ⋯
intro B X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)⊢ Pairwise (Function.onFun Disjoint B) → (fun B x => μ (A ∩ B)) (⋃ i, B i) ⋯ = ∑' (i : ℕ), (fun B x => μ (A ∩ B)) (B i) ⋯ X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)⊢ (fun B x => μ (A ∩ B)) (⋃ i, B i) ⋯ = ∑' (i : ℕ), (fun B x => μ (A ∩ B)) (B i) ⋯
X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)⊢ μ (A ∩ ⋃ i, B i) = ∑' (i : ℕ), μ (A ∩ B i)
X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)⊢ μ (⋃ i, A ∩ B i) = ∑' (i : ℕ), μ (A ∩ B i)
X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), 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:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)⊢ ∀ (i : ℕ), MeasurableSet (A ∩ B i)
X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), 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:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)i:ℕj:ℕ⊢ i ≠ j → Function.onFun Disjoint (fun i => A ∩ B i) i j X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)i:ℕj:ℕhij:i ≠ j⊢ Function.onFun Disjoint (fun i => A ∩ B i) i j
All goals completed! 🐙
X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)⊢ ∀ (i : ℕ), MeasurableSet (A ∩ B i) X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:ℕ → Set XhB:∀ (i : ℕ), MeasurableSet (B i)hBd:Pairwise (Function.onFun Disjoint B)i:ℕ⊢ 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|_A は A 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^{*} は \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 X⊢ μ (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 ⊆ Aᶜ ∪ 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 ⊆ Aᶜ ∪ ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A ∩ B)⊢ (restrict μ A hA) (Aᶜ ∪ C) ≤ μ.toOuterMeasure C
X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B ⊆ Aᶜ ∪ ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A ∩ B)⊢ (restrict μ A hA) (Aᶜ ∪ C) ≤ μ C
X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B ⊆ Aᶜ ∪ ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A ∩ B)⊢ μ (A ∩ (Aᶜ ∪ C)) ≤ μ C
X:Type u_1inst✝:MeasurableSpace Xμ:Measure XA:Set XhA:MeasurableSet AB:Set XC:Set XhCAB:B ⊆ Aᶜ ∪ ChC:MeasurableSet ChμC:μ.toOuterMeasure C = μ (A ∩ B)⊢ μ (A ∩ (Aᶜ ∪ C)) = μ (A ∩ C)
have : A ∩ (Aᶜ ∪ 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 X⊢ μ (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 X⊢ μ (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 X⊢ B ⊆ 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 ⊆ 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 ⊆ C⊢ MeasurableSet 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 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 C⊢ μ (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 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 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 = 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 = 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 = 0⊢ t * 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 = 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 = 0x:X⊢ x ∈ ⇑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:X⊢ g 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 = 0⊢ 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:x ∉ A⊢ g 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! 🐙