diff --git a/CHANGELOG_UNRELEASED.md b/CHANGELOG_UNRELEASED.md index 2d85fdc0a5..2a9790a104 100644 --- a/CHANGELOG_UNRELEASED.md +++ b/CHANGELOG_UNRELEASED.md @@ -234,6 +234,9 @@ - in `measurable_structure.v`: + lemmas `countable_bigcap_measurable`, `countable_bigcup_measurable` +- in file `lebesgue_Rintegral.v`, + + new lemma `Rdominated_cvg`. + ### Changed - in `realsum.v`: diff --git a/theories/lebesgue_integral_theory/lebesgue_Rintegral.v b/theories/lebesgue_integral_theory/lebesgue_Rintegral.v index 82c8feb1e5..4e9b1dc145 100644 --- a/theories/lebesgue_integral_theory/lebesgue_Rintegral.v +++ b/theories/lebesgue_integral_theory/lebesgue_Rintegral.v @@ -247,3 +247,46 @@ End Rintegral_lebesgue_measure. Notation Rintegral_itv_bndo_bndc := Rintegral_itvbo_itvbc (only parsing). #[deprecated(since="mathcomp-analysis 1.17.0", use=Rintegral_itvob_itvcb)] Notation Rintegral_itv_obnd_cbnd := Rintegral_itvob_itvcb (only parsing). + +Section Rdominated_convergence. +Context d (T : measurableType d) (R : realType). +Variables (mu : {measure set T -> \bar R}) (D : set T) (mD : measurable D). +Variables (f_ : (T -> R)^nat) (f g : T -> R). +Hypothesis mf_ : forall n, measurable_fun D (f_ n). +Hypothesis f_f : forall x, D x -> f_ ^~ x @ \oo --> f x. +Hypothesis ig : integrable.body mu D (EFin \o g). +Hypothesis absfg : forall n x, D x -> `|f_ n x| <= g x. + +Let mf_e n : measurable_fun D (EFin \o f_ n). +Proof. by apply/measurable_EFinP. Qed. + +Let f_fe (x : T) : D x -> (f_ n x)%:E @[n --> \oo] --> (f x)%:E. +Proof. +move=> Dx. +apply/fine_cvgP; split; first by apply: nearW. +by apply: f_f. +Qed. + +Let egi (x : T) : (g x)%:E \is a fin_num. +Proof. by []. Qed. + +Let absfge (n : nat) (x : T) : D x -> (`|(f_ n x)%:E| <= (g x)%:E)%E. +Proof. +move=> Dx. +rewrite abse_EFin lee_fin. +by apply: absfg. +Qed. + +Let mf : measurable_fun D (EFin \o f). +Proof. by apply: emeasurable_fun_cvg; first by exact: mf_e. Qed. + +Lemma Rdominated_cvg : \int[mu]_(x in D) f_ n x @[n \oo] --> \int[mu]_(x in D) f x. +Proof. +rewrite /Rintegral. +have := dominated_convergence mD mf_e mf (aeW _ f_fe) ig (aeW _ (fun x n Dx => absfge n Dx)). +move=> /= [i_f _ +]. +rewrite -[X in _ --> X]fineK; first by apply: integrable_fin_num. +by move/fine_cvg. +Qed. + +End Rdominated_convergence. \ No newline at end of file