Physlib

PhyslibAlpha.AlgebraicFramework.OrderUnit.Effect.BoundedIntegral

Integrating bounded measurable functions against an effect-valued measure

i. Overview

`Effect/Integral.lean` defines `EffectValuedMeasure.simpleIntegral`. This file extends it to bounded measurable `f : Ω → ℝ`, assuming `E` is complete for its order-unit norm.

ii. Construction

For a bound `M` with `|f x| ≤ M` and scale `n`, `meshPiece f M n` and `meshWeight M n` define a finite simple approximation with uniform error at most `1/(n+1)`. The comparison lemma for two simple approximations makes these integrals Cauchy and proves that every uniformly approximating sequence has the same limit. The resulting integral is independent of the bound, agrees with `simpleIntegral`, and is linear and positive.

iii. Key definitions and results

- `EffectValuedMeasure.meshBound`, `MeshIndex`, `meshWeight`, `meshPiece` : the width-`1/(n+1)` mesh simple function approximating a bounded measurable `f` with `|f x| ≤ M`, and its uniform convergence to `f` (`abs_simpleValue_meshWeight_meshPiece_sub_le`). - `EffectValuedMeasure.orderUnitNorm_simpleIntegral_sub_le` : the key comparison lemma — two simple functions within `ε`, `ε'` of `f` give simple integrals within `ε + ε'` of each other. - `EffectValuedMeasure.cauchySeq_meshSimpleIntegral`, `EffectValuedMeasure.integral` : the mesh sequence is Cauchy, and (under `[CompleteSpace E]`, fixed via `letI`/`local instance` from `IsArchimedeanOrderUnit.orderUnitNormedAddCommGroup`) `integral hf hM μ` is its limit. - `EffectValuedMeasure.tendsto_of_uniformly_approximating` : independence from the approximating sequence — any uniformly-approximating simple-function sequence has the same limit. - `EffectValuedMeasure.integral_indep_of_bound`, `integral_eq_simpleIntegral` : independence from the bound `M`, and agreement with `simpleIntegral` on functions that already are simple. - `EffectValuedMeasure.integral_add`, `integral_smul`, `nonneg_integral` : linearity and positivity.

iv. Table of contents

  • A. Mesh approximation
  • B. Linear operations on simple values
  • C. Comparison of simple integrals
  • D. Construction by completeness

A. The mesh approximation of a bounded measurable function

B. Linear operations on simple values

C. Comparing the simple integrals of two approximations

The key ingredient for both the Cauchy property and the independence of the eventual integral from the choice of approximating sequence: if two simple functions (over possibly different partitions) both stay within `ε`, resp. `ε'`, of the same `f` everywhere, their integrals against `μ` stay within `ε + ε'` of each other, in the order-unit norm.

D. The integral, via completeness

`E`'s order-unit norm (`IsArchimedeanOrderUnit.orderUnitNorm`) makes it a normed group via `IsArchimedeanOrderUnit.orderUnitNormedAddCommGroup`, deliberately not a registered instance at this level of generality (see `OrderUnit/Norm.lean`); we fix it as a `local instance` for this section (the term-mode `letI` the file's plan mentions is the tactic-mode spelling of the same thing; at the section/command level `local instance` is what registers it for the elaborator), and additionally assume `[CompleteSpace E]` under *that* instance — a genuine extra hypothesis, since most order-unit spaces are not complete.

40 declarations

definition

Mesh bound ⌈(n+1)M⌉\lceil (n+1)M \rceil

For a given real-valued bound MM and a natural number nn, the mesh bound is the natural number ⌈(n+1)M⌉\lceil (n+1)M \rceil. This value represents the number of mesh cells, each of width 1n+1\frac{1}{n+1}, required to cover the distance from 00 up to MM.

abbrev

Mesh index set {k∈Z∣∣k∣≤⌈(n+1)M⌉}\{k \in \mathbb{Z} \mid |k| \leq \lceil (n+1)M \rceil \}

For a real-valued bound MM and a natural number nn representing the scale, the mesh index set is the type of integers kk such that −⌈(n+1)M⌉≤k≤⌈(n+1)M⌉-\lceil (n+1)M \rceil \leq k \leq \lceil (n+1)M \rceil. This set provides the labels for the mesh cells of width 1n+1\frac{1}{n+1} used to partition the range [−M,M][-M, M] during the approximation of a bounded measurable function.

definition

Mesh weight kn+1\frac{k}{n+1}

For a given real-valued bound MM, a scale n∈Nn \in \mathbb{N}, and a mesh index kk (where ∣k∣≤⌈(n+1)M⌉|k| \leq \lceil (n+1)M \rceil), the mesh weight is defined as the real number kn+1\frac{k}{n+1}. This value represents the left endpoint of the kk-th cell in a uniform partition of width 1n+1\frac{1}{n+1} used to approximate a bounded measurable function.

definition

Mesh cell {x∈Ω∣⌊(n+1)f(x)⌋=k}\{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\}

For a function f:Ω→Rf: \Omega \to \mathbb{R}, a real-valued bound MM, a scale n∈Nn \in \mathbb{N}, and an index kk belonging to the mesh index set (where ∣k∣≤⌈(n+1)M⌉|k| \le \lceil (n+1)M \rceil), the mesh piece is the set of points x∈Ωx \in \Omega such that the floor of (n+1)f(x)(n+1)f(x) is equal to kk. Mathematically, this is the pre-image {x∈Ω∣⌊(n+1)f(x)⌋=k}\{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\}, representing the subset of the domain where f(x)f(x) falls into the kk-th mesh interval [kn+1,k+1n+1)[\frac{k}{n+1}, \frac{k+1}{n+1}).

theorem

x∈meshPiece f M n k  ⟺  ⌊(n+1)f(x)⌋=kx \in \text{meshPiece } f \text{ } M \text{ } n \text{ } k \iff \lfloor (n+1) f(x) \rfloor = k

Let f:Ω→Rf: \Omega \to \mathbb{R} be a function, M∈RM \in \mathbb{R} be a bound, and n∈Nn \in \mathbb{N} be a scale parameter. For any point x∈Ωx \in \Omega and any index kk in the mesh index set MeshIndex M n\text{MeshIndex } M \text{ } n, xx belongs to the mesh cell meshPiece(f,M,n,k)\text{meshPiece}(f, M, n, k) if and only if the floor of (n+1)f(x)(n+1)f(x) is equal to kk, i.e., ⌊(n+1)f(x)⌋=k\lfloor (n+1)f(x) \rfloor = k.

theorem

The mesh cell {x∈Ω∣⌊(n+1)f(x)⌋=k}\{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\} is a measurable set

Let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function. For any real-valued bound MM, any scale n∈Nn \in \mathbb{N}, and any index kk in the mesh index set MeshIndex M n\text{MeshIndex } M \text{ } n, the mesh cell defined by the set meshPiece f M n k={x∈Ω∣⌊(n+1)f(x)⌋=k}\text{meshPiece } f \text{ } M \text{ } n \text{ } k = \{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\} is a measurable set.

definition

Mesh index ⌊(n+1)f(x)⌋\lfloor (n+1) f(x) \rfloor of a point x∈Ωx \in \Omega

For a measurable function f:Ω→Rf : \Omega \to \mathbb{R} bounded by MM (such that ∣f(x)∣≤M|f(x)| \le M for all x∈Ωx \in \Omega) and a scale n∈Nn \in \mathbb{N}, the function `meshIndexOf` assigns to each point x∈Ωx \in \Omega an integer index k=⌊(n+1)f(x)⌋k = \lfloor (n+1) f(x) \rfloor. This index kk represents the mesh cell that contains the value f(x)f(x) and is proven to satisfy the bound ∣k∣≤⌈(n+1)M⌉|k| \le \lceil (n+1)M \rceil, making it a valid element of the mesh index set MeshIndex M n\text{MeshIndex } M \text{ } n.

theorem

The mesh index of xx equals ⌊(n+1)f(x)⌋\lfloor (n+1) f(x) \rfloor

Let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function bounded by MM, such that ∣f(x)∣≤M|f(x)| \le M for all x∈Ωx \in \Omega. For any scale n∈Nn \in \mathbb{N} and any point x∈Ωx \in \Omega, the integer value of the mesh index assigned to xx is equal to ⌊(n+1)f(x)⌋\lfloor (n+1) f(x) \rfloor.

theorem

xx belongs to the mesh piece of its index

Let f:Ω→Rf: \Omega \to \mathbb{R} be a function bounded by MM (i.e., ∣f(x)∣≤M|f(x)| \le M for all x∈Ωx \in \Omega). For any scale n∈Nn \in \mathbb{N} and any point x∈Ωx \in \Omega, xx belongs to the mesh piece (cell) corresponding to the index k=⌊(n+1)f(x)⌋k = \lfloor (n+1) f(x) \rfloor.

theorem

The mesh pieces form a partition of Ω\Omega

For a function f:Ω→Rf: \Omega \to \mathbb{R} bounded by MM (such that ∣f(x)∣≤M|f(x)| \leq M for all x∈Ωx \in \Omega) and a scale n∈Nn \in \mathbb{N}, the collection of mesh pieces {x∈Ω∣⌊(n+1)f(x)⌋=k}\{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\}, where kk ranges over the mesh index set {k∈Z∣∣k∣≤⌈(n+1)M⌉}\{k \in \mathbb{Z} \mid |k| \leq \lceil (n+1)M \rceil \}, forms a partition of the domain Ω\Omega.

theorem

Value of the mesh simple function at xx is ⌊(n+1)f(x)⌋n+1\frac{\lfloor (n+1)f(x) \rfloor}{n+1}

For a real-valued function f:Ω→Rf: \Omega \to \mathbb{R}, a bound M∈RM \in \mathbb{R}, and a scale n∈Nn \in \mathbb{N}, the value of the mesh simple function at a point x∈Ωx \in \Omega—constructed using the weights meshWeight(k)=kn+1\text{meshWeight}(k) = \frac{k}{n+1} and the partition meshPiece(k)={x∈Ω∣⌊(n+1)f(x)⌋=k}\text{meshPiece}(k) = \{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\}—is given by simpleValue⁡(meshWeight⁡,meshPiece⁡,x)=⌊(n+1)f(x)⌋n+1. \operatorname{simpleValue}(\operatorname{meshWeight}, \operatorname{meshPiece}, x) = \frac{\lfloor (n+1)f(x) \rfloor}{n+1}.

theorem

Uniform Convergence of the Mesh Approximation ∣fn(x)−f(x)∣≤1n+1|f_n(x) - f(x)| \le \frac{1}{n+1}

For a function f:Ω→Rf: \Omega \to \mathbb{R} and a real-valued bound MM, let fnf_n be the mesh simple function approximation at scale n∈Nn \in \mathbb{N}, which is defined by the weights kn+1\frac{k}{n+1} and the mesh pieces {x∈Ω∣⌊(n+1)f(x)⌋=k}\{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\}. For any point x∈Ωx \in \Omega, the absolute difference between the simple function value and the function value satisfies: ∣fn(x)−f(x)∣≤1n+1 |f_n(x) - f(x)| \le \frac{1}{n+1} where n+1n+1 represents the mesh resolution.

theorem

simpleValue⁡(a+b,s,x)=simpleValue⁡(a,s,x)+simpleValue⁡(b,s,x)\operatorname{simpleValue}(a + b, s, x) = \operatorname{simpleValue}(a, s, x) + \operatorname{simpleValue}(b, s, x)

For an index set ι\iota, a collection of sets s:ι→P(Ω)s : \iota \to \mathcal{P}(\Omega), weight functions a,b:ι→Ra, b : \iota \to \mathbb{R}, and a point x∈Ωx \in \Omega, the evaluation of the simple function at xx is additive with respect to the weights. That is, simpleValue⁡(a+b,s,x)=simpleValue⁡(a,s,x)+simpleValue⁡(b,s,x),\operatorname{simpleValue}(a + b, s, x) = \operatorname{simpleValue}(a, s, x) + \operatorname{simpleValue}(b, s, x), where (a+b)i=ai+bi(a + b)_i = a_i + b_i denotes the pointwise addition of the weights.

theorem

simpleValue(r⋅c,s,x)=r⋅simpleValue(c,s,x)\text{simpleValue}(r \cdot c, s, x) = r \cdot \text{simpleValue}(c, s, x)

Let r∈Rr \in \mathbb{R} be a scalar, c:ι→Rc: \iota \to \mathbb{R} be a function representing weights, s:ι→P(Ω)s: \iota \to \mathcal{P}(\Omega) be a collection of sets, and x∈Ωx \in \Omega be a point. The value of the simple function (defined by the weights cc and the sets ss) at the point xx is homogeneous with respect to the weights. That is, simpleValue(r⋅c,s,x)=r⋅simpleValue(c,s,x), \text{simpleValue}(r \cdot c, s, x) = r \cdot \text{simpleValue}(c, s, x), where r⋅cr \cdot c denotes the pointwise scalar multiplication of the weights.

theorem

The Intersection of Two Partitions is a Partition

Let Ω\Omega be a set, and let ι\iota and ι′\iota' be finite index sets. If {si}i∈ι\{s_i\}_{i \in \iota} and {sj′}j∈ι′\{s'_j\}_{j \in \iota'} are both partitions of Ω\Omega, then the collection of pairwise intersections {si∩sj′}(i,j)∈ι×ι′\{s_i \cap s'_j\}_{(i, j) \in \iota \times \iota'} is also a partition of Ω\Omega.

theorem

Equality of a simple function's value and its value on a refined product partition

Let Ω\Omega be a set, and let {si}i∈ι\{s_i\}_{i \in \iota} and {sj′}j∈ι′\{s'_j\}_{j \in \iota'} be two finite partitions of Ω\Omega. Given a set of coefficients c:ι→Rc: \iota \to \mathbb{R}, for any x∈Ωx \in \Omega, the value of the simple function defined by (c,s)(c, s) at xx is equal to the value of the simple function defined on the product partition {si∩sj′}(i,j)∈ι×ι′\{s_i \cap s'_j\}_{(i, j) \in \iota \times \iota'} using the coefficients cic_i for each pair (i,j)(i, j). That is, ∑i∈ιci1si(x)=∑(i,j)∈ι×ι′ci1si∩sj′(x)\sum_{i \in \iota} c_i \mathbb{1}_{s_i}(x) = \sum_{(i, j) \in \iota \times \iota'} c_i \mathbb{1}_{s_i \cap s'_j}(x), where 1A\mathbb{1}_A denotes the indicator function of a set AA.

theorem

Equality of simple function values under partition refinement (second component)

Let Ω\Omega be a space, and let {si}i∈ι\{s_i\}_{i \in \iota} and {sj′}j∈ι′\{s'_j\}_{j \in \iota'} be two finite partitions of Ω\Omega. For any collection of coefficients c′:ι′→Rc' : \iota' \to \mathbb{R} and any point x∈Ωx \in \Omega, the value of the simple function associated with coefficients c′c' and partition s′s' at xx is equal to the value of the simple function defined on the product partition {si∩sj′}(i,j)∈ι×ι′\{s_i \cap s'_j\}_{(i, j) \in \iota \times \iota'} where the coefficient for the index (i,j)(i, j) is cj′c'_j. That is, simpleValue(c′,s′,x)=simpleValue((i,j)↦cj′,(i,j)↦si∩sj′,x)\text{simpleValue}(c', s', x) = \text{simpleValue}((i, j) \mapsto c'_j, (i, j) \mapsto s_i \cap s'_j, x)

theorem

Pointwise Sum of Simple Functions via Common Refinement of Partitions

Let Ω\Omega be a set, and let II and JJ be finite index sets. Let {si}i∈I\{s_i\}_{i \in I} and {sj′}j∈J\{s'_j\}_{j \in J} be partitions of Ω\Omega. For any weight functions a:I→Ra : I \to \mathbb{R} and b:J→Rb : J \to \mathbb{R}, and for any point x∈Ωx \in \Omega, the sum of the simple functions defined by (a,s)(a, s) and (b,s′)(b, s') at xx is equal to the simple function defined by the common refinement partition {si∩sj′}(i,j)∈I×J\{s_i \cap s'_j\}_{(i,j) \in I \times J} with weights ai+bja_i + b_j. Mathematically: simpleValue(a,s,x)+simpleValue(b,s′,x)=simpleValue((i,j)↦ai+bj,(i,j)↦si∩sj′,x)\text{simpleValue}(a, s, x) + \text{simpleValue}(b, s', x) = \text{simpleValue}((i, j) \mapsto a_i + b_j, (i, j) \mapsto s_i \cap s'_j, x), where simpleValue(c,σ,x)\text{simpleValue}(c, \sigma, x) denotes the value at xx of the simple function associated with weights cc and partition σ\sigma.

theorem

Invariance of Simple Integral under Partition Refinement (First Component)

Let Ω\Omega be a set and μ\mu be an effect-valued measure on Ω\Omega taking values in a space EE. Let ι\iota and ι′\iota' be finite index sets, and let {si}i∈ι\{s_i\}_{i \in \iota} and {sj′}j∈ι′\{s'_j\}_{j \in \iota'} be two partitions of Ω\Omega. For any collection of coefficients c:ι→Rc : \iota \to \mathbb{R}, the integral of the simple function defined by the weights cc and the partition ss is equal to the integral of the simple function defined on the product partition {si∩sj′}(i,j)∈ι×ι′\{s_i \cap s'_j\}_{(i, j) \in \iota \times \iota'} where the weight for the index (i,j)(i, j) is given by cic_i. That is, simpleIntegral(μ,c,s)=simpleIntegral(μ,(i,j)↦ci,(i,j)↦si∩sj′)\text{simpleIntegral}(\mu, c, s) = \text{simpleIntegral}(\mu, (i, j) \mapsto c_i, (i, j) \mapsto s_i \cap s'_j)

theorem

Simple Integral over a Partition Equals its Integral over a Common Refinement (Second Component)

Let μ\mu be an effect-valued measure on a space Ω\Omega with values in EE. Let {si}i∈ι\{s_i\}_{i \in \iota} and {sj′}j∈ι′\{s'_j\}_{j \in \iota'} be two finite partitions of Ω\Omega. For any weight function c′:ι′→Rc' : \iota' \to \mathbb{R}, the simple integral of c′c' with respect to the partition {sj′}\{s'_j\} is equal to the simple integral over the common refinement partition {si∩sj′}(i,j)∈ι×ι′\{s_i \cap s'_j\}_{(i, j) \in \iota \times \iota'} where the weights are given by the second component cj′c'_j. Mathematically: simpleIntegral(μ,c′,s′)=simpleIntegral(μ,(i,j)↦cj′,(i,j)↦si∩sj′) \text{simpleIntegral}(\mu, c', s') = \text{simpleIntegral}(\mu, (i, j) \mapsto c'_j, (i, j) \mapsto s_i \cap s'_j)

theorem

The Difference of Two Simple Integrals is a Simple Integral over the Common Refinement Partition

Let μ\mu be an effect-valued measure on a space Ω\Omega taking values in EE. Suppose {si}i∈ι\{s_i\}_{i \in \iota} and {sj′}j∈ι′\{s'_j\}_{j \in \iota'} are two finite partitions of Ω\Omega with corresponding weight functions c:ι→Rc: \iota \to \mathbb{R} and c′:ι′→Rc': \iota' \to \mathbb{R}. The difference of the two simple integrals is equal to the simple integral over the common refinement partition {si∩sj′}(i,j)∈ι×ι′\{s_i \cap s'_j\}_{(i, j) \in \iota \times \iota'} with weights given by the pointwise difference ci−cj′c_i - c'_j. That is: simpleIntegral(μ,c,s)−simpleIntegral(μ,c′,s′)=simpleIntegral(μ,(i,j)↦ci−cj′,(i,j)↦si∩sj′) \text{simpleIntegral}(\mu, c, s) - \text{simpleIntegral}(\mu, c', s') = \text{simpleIntegral}(\mu, (i, j) \mapsto c_i - c'_j, (i, j) \mapsto s_i \cap s'_j)

theorem

The Sum of Two Simple Integrals is a Simple Integral over the Common Refinement Partition

Let μ\mu be an effect-valued measure on a space Ω\Omega taking values in EE. Suppose {si}i∈ι\{s_i\}_{i \in \iota} and {sj′}j∈ι′\{s'_j\}_{j \in \iota'} are two finite partitions of Ω\Omega with corresponding weights c:ι→Rc: \iota \to \mathbb{R} and c′:ι′→Rc': \iota' \to \mathbb{R}. The sum of the two simple integrals is equal to the simple integral over the common refinement partition {si∩sj′}(i,j)∈ι×ι′\{s_i \cap s'_j\}_{(i,j) \in \iota \times \iota'} with weights given by the pointwise sum ci+cj′c_i + c'_j. That is: simpleIntegral(μ,c,s)+simpleIntegral(μ,c′,s′)=simpleIntegral(μ,(i,j)↦ci+cj′,(i,j)↦si∩sj′) \text{simpleIntegral}(\mu, c, s) + \text{simpleIntegral}(\mu, c', s') = \text{simpleIntegral}(\mu, (i, j) \mapsto c_i + c'_j, (i, j) \mapsto s_i \cap s'_j)

theorem

∑i∈ιμ(si)=1\sum_{i \in \iota} \mu(s_i) = 1 for a finite partition {si}\{s_i\}

Let μ\mu be an effect-valued measure on a space Ω\Omega with values in EE, where EE is an ordered space with a unit element 11. If {si}i∈ι\{s_i\}_{i \in \iota} is a finite partition of Ω\Omega, then the sum of the measures of the sets sis_i is equal to the unit element 11 of EE: ∑i∈ιμ(si)=1\sum_{i \in \iota} \mu(s_i) = 1

theorem

The order-unit norm of a simple integral is bounded by the maximum weight ∣ci∣≤δ|c_i| \le \delta

Let μ\mu be an effect-valued measure on a space Ω\Omega with values in an ordered space EE possessing an Archimedean order unit. Let {si}i∈ι\{s_i\}_{i \in \iota} be a finite partition of Ω\Omega and ci∈Rc_i \in \mathbb{R} be a set of weights. If there exists a constant δ≥0\delta \ge 0 such that ∣ci∣≤δ|c_i| \le \delta for every i∈ιi \in \iota where sis_i is non-empty, then the order-unit norm of the simple integral of these weights against μ\mu is bounded by δ\delta: ∥∑i∈ιciμ(si)∥≤δ\left\| \sum_{i \in \iota} c_i \mu(s_i) \right\| \le \delta where ∥⋅∥\|\cdot\| denotes the order-unit norm.

theorem

The simple integral is non-negative if weights are non-negative on all non-empty pieces of the partition.

Let μ\mu be an effect-valued measure on a space Ω\Omega taking values in an ordered space EE. Let {si}i∈ι\{s_i\}_{i \in \iota} be a finite partition of Ω\Omega and let ci∈Rc_i \in \mathbb{R} be a collection of weights. If for every i∈ιi \in \iota such that the set sis_i is non-empty, the weight cic_i is non-negative (ci≥0c_i \ge 0), then the simple integral of these weights against μ\mu is non-negative: 0≤∑i∈ιciμ(si)0 \le \sum_{i \in \iota} c_i \mu(s_i)

theorem

∥∫g dμ−∫g′ dμ∥≤ϵ+ϵ′\|\int g \, d\mu - \int g' \, d\mu\| \le \epsilon + \epsilon' for simple functions g,g′g, g' approximating ff within ϵ,ϵ′\epsilon, \epsilon'

Let μ\mu be an effect-valued measure on a space Ω\Omega with values in an ordered space EE possessing an Archimedean order unit. Let f:Ω→Rf: \Omega \to \mathbb{R} be a function. Suppose gg and g′g' are two real-valued simple functions on Ω\Omega defined by finite partitions {si}i∈ι\{s_i\}_{i \in \iota} and {sj′}j∈ι′\{s'_j\}_{j \in \iota'} with weights cic_i and cj′c'_j, respectively. If there exist non-negative real numbers ϵ,ϵ′≥0\epsilon, \epsilon' \ge 0 such that the simple functions satisfy ∣g(x)−f(x)∣≤ϵ|g(x) - f(x)| \le \epsilon and ∣g′(x)−f(x)∣≤ϵ′|g'(x) - f(x)| \le \epsilon' for all x∈Ωx \in \Omega, then the order-unit norm ∥⋅∥\|\cdot\| of the difference of their simple integrals satisfies: ∥∑i∈ιciμ(si)−∑j∈ι′cj′μ(sj′)∥≤ϵ+ϵ′\left\| \sum_{i \in \iota} c_i \mu(s_i) - \sum_{j \in \iota'} c'_j \mu(s'_j) \right\| \le \epsilon + \epsilon' where ∑ciμ(si)\sum c_i \mu(s_i) and ∑cj′μ(sj′)\sum c'_j \mu(s'_j) are the simple integrals of gg and g′g' against μ\mu.

theorem

The order-unit norm of a scalar multiple satisfies ∥c⋅x∥≤∣c∣⋅∥x∥\|c \cdot x\| \le |c| \cdot \|x\|

Let EE be an ordered space with an Archimedean order unit 11. For any real scalar c∈Rc \in \mathbb{R} and any element x∈Ex \in E, the order-unit norm ∥⋅∥\| \cdot \| satisfies the inequality: ∥c⋅x∥≤∣c∣⋅∥x∥\|c \cdot x\| \le |c| \cdot \|x\| where the order-unit norm ∥x∥\|x\| is defined as the infimum of all r≥0r \ge 0 such that −r⋅1≤x≤r⋅1-r \cdot 1 \le x \le r \cdot 1.

theorem

∥y∥<r  ⟹  y≤r⋅1\|y\| < r \implies y \le r \cdot 1

Let EE be an ordered space with an Archimedean order unit 11. For any element y∈Ey \in E and any real number r∈Rr \in \mathbb{R}, if the order-unit norm of yy (denoted ∥y∥\|y\|) satisfies ∥y∥<r\|y\| < r, then y≤r⋅1y \leq r \cdot 1.

instance

Normed additive commutative group structure on EE induced by the order-unit norm

The space EE is equipped with the structure of a normed additive commutative group. This structure is induced by the order-unit norm ∥⋅∥\|\cdot\| associated with an Archimedean order unit 1∈E1 \in E, where the norm of an element x∈Ex \in E is defined as ∥x∥=inf⁡{r∈R≥0∣−r⋅1≤x≤r⋅1}\|x\| = \inf \{r \in \mathbb{R}_{\ge 0} \mid -r \cdot 1 \le x \le r \cdot 1\}. This structure provides the necessary metric and topological framework for the space, where the distance between two elements is given by d(x,y)=∥x−y∥d(x, y) = \|x - y\|.

theorem

d(x,y)=∥x−y∥d(x, y) = \|x - y\|

For any elements x,yx, y in the space EE, the distance d(x,y)d(x, y) is equal to the order-unit norm of their difference, ∥x−y∥\|x - y\|.

theorem

Scalar Multiplication Preserves Sequence Convergence: an→L  ⟹  c⋅an→c⋅La_n \to L \implies c \cdot a_n \to c \cdot L

Let EE be a space equipped with an Archimedean order-unit norm ∥⋅∥\|\cdot\|. For any sequence (an)n∈N(a_n)_{n \in \mathbb{N}} in EE and any limit L∈EL \in E, if ana_n converges to LL (with respect to the topology induced by the order-unit norm), then for any real scalar c∈Rc \in \mathbb{R}, the scaled sequence (c⋅an)n∈N(c \cdot a_n)_{n \in \mathbb{N}} converges to c⋅Lc \cdot L.

theorem

The sequence of mesh simple integrals is Cauchy

Let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function such that ∣f(x)∣≤M|f(x)| \leq M for some bound M∈RM \in \mathbb{R} and all x∈Ωx \in \Omega. Let μ\mu be an effect-valued measure on Ω\Omega taking values in an Archimedean order-unit space EE equipped with the order-unit norm ∥⋅∥\|\cdot\|. For each n∈Nn \in \mathbb{N}, let InI_n be the integral of the simple function approximating ff at scale nn, defined as: In=∑kkn+1μ({x∈Ω∣⌊(n+1)f(x)⌋=k})I_n = \sum_{k} \frac{k}{n+1} \mu\left(\left\{x \in \Omega \mid \left\lfloor (n+1)f(x) \right\rfloor = k\right\}\right) where the sum ranges over the mesh index set {k∈Z∣∣k∣≤⌈(n+1)M⌉}\{k \in \mathbb{Z} \mid |k| \leq \lceil (n+1)M \rceil \}. Then the sequence (In)n∈N(I_n)_{n \in \mathbb{N}} is a Cauchy sequence in EE.

definition

Integral of a bounded measurable function against an effect-valued measure μ\mu

Let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function bounded by a constant MM (such that ∣f(x)∣≤M|f(x)| \leq M for all x∈Ωx \in \Omega), and let μ\mu be an effect-valued measure on Ω\Omega taking values in a space EE that is complete with respect to its order-unit norm. The **integral** of ff against μ\mu is defined as the limit of the integrals of a sequence of simple functions that approximate ff uniformly. Specifically, it is the limit as n→∞n \to \infty of the mesh simple integrals: lim⁡n→∞∑kkn+1μ({x∈Ω∣⌊(n+1)f(x)⌋=k})\lim_{n \to \infty} \sum_{k} \frac{k}{n+1} \mu\left(\left\{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\right\}\right) where the sum is taken over integers kk such that ∣k∣≤⌈(n+1)M⌉|k| \leq \lceil (n+1)M \rceil. This limit exists because the sequence of simple integrals is Cauchy in the complete space EE.

theorem

Mesh simple integrals converge to the integral ∫f dμ\int f \, d\mu

Let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function bounded by M∈RM \in \mathbb{R}, such that ∣f(x)∣≤M|f(x)| \leq M for all x∈Ωx \in \Omega. Let μ\mu be an effect-valued measure on Ω\Omega taking values in a space EE that is complete with respect to its order-unit norm. For each n∈Nn \in \mathbb{N}, consider the mesh simple integral InI_n defined as: In=∑kkn+1μ({x∈Ω∣⌊(n+1)f(x)⌋=k})I_n = \sum_{k} \frac{k}{n+1} \mu\left(\left\{x \in \Omega \mid \lfloor (n+1)f(x) \rfloor = k\right\}\right) where the sum is taken over the mesh index set {k∈Z∣∣k∣≤⌈(n+1)M⌉}\{k \in \mathbb{Z} \mid |k| \leq \lceil (n+1)M \rceil \}. Then the sequence (In)n∈N(I_n)_{n \in \mathbb{N}} converges to the integral of ff against μ\mu as n→∞n \to \infty in the topology of the order-unit norm: lim⁡n→∞In=∫f dμ\lim_{n \to \infty} I_n = \int f \, d\mu

theorem

Simple integrals of uniform approximations of ff converge to ∫fdμ\int f d\mu

Let Ω\Omega be a sample space and EE be an order-unit space that is complete with respect to its order-unit norm. Let μ\mu be an effect-valued measure on Ω\Omega taking values in EE, and let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function bounded by a constant MM (i.e., ∣f(x)∣≤M|f(x)| \leq M for all x∈Ωx \in \Omega). Consider a sequence of simple functions gn:Ω→Rg_n: \Omega \to \mathbb{R}, each defined by a finite index set ιn\iota_n, real weights cn,ic_{n,i}, and a measurable partition {sn,i}i∈ιn\{s_{n,i}\}_{i \in \iota_n} of Ω\Omega, such that gn(x)=∑i∈ιncn,i1sn,i(x)g_n(x) = \sum_{i \in \iota_n} c_{n,i} \mathbb{1}_{s_{n,i}}(x). If the sequence gng_n converges to ff uniformly—specifically, if there exists a sequence of non-negative real numbers ϵn\epsilon_n such that ϵn→0\epsilon_n \to 0 as n→∞n \to \infty and ∣gn(x)−f(x)∣≤ϵn|g_n(x) - f(x)| \leq \epsilon_n for all nn and x∈Ωx \in \Omega—then the sequence of simple integrals of gng_n against μ\mu converges to the integral of ff against μ\mu in the norm of EE: lim⁡n→∞∑i∈ιncn,iμ(sn,i)=∫fdμ\lim_{n \to \infty} \sum_{i \in \iota_n} c_{n,i} \mu(s_{n,i}) = \int f d\mu This result ensures that the integral of ff is independent of the specific choice of approximating simple functions, provided they converge uniformly to ff.

theorem

The Integral of a Bounded Function against an Effect-Valued Measure is Independent of the Bound MM

Let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function and μ\mu be an effect-valued measure on Ω\Omega taking values in a space EE that is complete with respect to its order-unit norm. Suppose MM and M′M' are real numbers such that ∣f(x)∣≤M|f(x)| \leq M and ∣f(x)∣≤M′|f(x)| \leq M' for all x∈Ωx \in \Omega. Then the integral of ff against μ\mu constructed using the bound MM is equal to the integral constructed using the bound M′M', i.e., integral hf hM μ=integral hf hM′ μ\text{integral } hf \, hM \, \mu = \text{integral } hf \, hM' \, \mu where hfhf is the proof of measurability of ff, and hM,hM′hM, hM' are the proofs of boundedness by MM and M′M' respectively.

theorem

The Integral of a Simple Function Equals its Simple Integral

Let μ\mu be an effect-valued measure on a space Ω\Omega taking values in a complete space EE equipped with an order-unit norm. Let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function such that ∣f(x)∣≤M|f(x)| \leq M for some M∈RM \in \mathbb{R}. If ff is a simple function defined by a finite partition {si}i∈ι\{s_i\}_{i \in \iota} of Ω\Omega and weights ci∈Rc_i \in \mathbb{R} such that f(x)=∑i∈ιci1si(x)f(x) = \sum_{i \in \iota} c_i \mathbb{1}_{s_i}(x) for all x∈Ωx \in \Omega, then the integral of ff against μ\mu (constructed via uniform limits) is equal to its simple integral: ∫f dμ=∑i∈ιciμ(si)\int f \, d\mu = \sum_{i \in \iota} c_i \mu(s_i)

theorem

If f≥0f \geq 0, then ∫f dμ≥0\int f \, d\mu \geq 0 for effect-valued measures

Let (Ω,Σ)(\Omega, \Sigma) be a measurable space and EE be an Archimedean order-unit space that is complete with respect to its order-unit norm. Let μ\mu be an effect-valued measure on Ω\Omega with values in EE. If f:Ω→Rf: \Omega \to \mathbb{R} is a measurable function bounded by a constant MM (such that ∣f(x)∣≤M|f(x)| \leq M for all x∈Ωx \in \Omega) and ff is non-negative (i.e., f(x)≥0f(x) \geq 0 for all x∈Ωx \in \Omega), then its integral against μ\mu is also non-negative: 0≤∫f dμ0 \leq \int f \, d\mu

theorem

Additivity of the effect-valued integral: ∫(f+g) dμ=∫f dμ+∫g dμ\int (f + g) \, d\mu = \int f \, d\mu + \int g \, d\mu

Let Ω\Omega be a measurable space and EE be a space that is complete with respect to its order-unit norm. Let f,g:Ω→Rf, g: \Omega \to \mathbb{R} be measurable functions such that ∣f(x)∣≤M|f(x)| \leq M and ∣g(x)∣≤M′|g(x)| \leq M' for all x∈Ωx \in \Omega and constants M,M′∈RM, M' \in \mathbb{R}. For an effect-valued measure μ\mu on Ω\Omega taking values in EE, the integral of the sum f+gf + g is equal to the sum of the individual integrals: ∫(f+g) dμ=∫f dμ+∫g dμ\int (f + g) \, d\mu = \int f \, d\mu + \int g \, d\mu This property holds assuming the measurability and boundedness of f+gf+g (with bound M+M′M + M'), which are derived from the properties of ff and gg.

theorem

Homogeneity of the effect-valued integral: ∫(c⋅f) dμ=c⋅∫f dμ\int (c \cdot f) \, d\mu = c \cdot \int f \, d\mu

Let f:Ω→Rf: \Omega \to \mathbb{R} be a measurable function bounded by a constant MM (i.e., ∣f(x)∣≤M|f(x)| \leq M for all x∈Ωx \in \Omega), and let μ\mu be an effect-valued measure taking values in a complete order-unit space EE. For any scalar c∈Rc \in \mathbb{R}, let c⋅fc \cdot f be the function x↦c⋅f(x)x \mapsto c \cdot f(x). If c⋅fc \cdot f is measurable and bounded by ∣c∣⋅M|c| \cdot M, then the integral of c⋅fc \cdot f against μ\mu satisfies: ∫(c⋅f) dμ=c⋅∫f dμ\int (c \cdot f) \, d\mu = c \cdot \int f \, d\mu