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PhyslibAlpha.Mathematics.MeasureTheory.BoundedMeasurable

Bounded measurable functions

i. Overview

The bounded measurable functions on a space `Ω` are the observables of a classical system with outcomes in `Ω`. They form a vector lattice under the pointwise operations. The least upper bound of a sequence bounded above is its pointwise supremum. Every bounded measurable function is uniformly approximated from below by a staircase, a finite combination of indicator functions, and it is integrable against every finite measure.

ii. Key results

  • `BoundedMeasurable Ω` is the space of bounded measurable real functions on `Ω`.
  • `BoundedMeasurable.isLUB_range_iff` proves that least upper bounds of sequences are pointwise.
  • `BoundedMeasurable.abs_sub_staircase_le` proves that the staircase approximation is uniform.

iii. Table of contents

  • A. The vector space
  • B. The lattice order
  • C. Least upper bounds of sequences
  • D. Indicators and staircases
  • E. Integrability

A. The vector space

B. The lattice order

C. Least upper bounds of sequences

D. Indicators and staircases

E. Integrability

43 declarations

definition

R\mathbb{R}-submodule of bounded measurable functions on Ω\Omega

The submodule of the R\mathbb{R}-vector space of functions Ω→R\Omega \to \mathbb{R} consisting of functions ff that are measurable and bounded. A function ff is in this submodule if it is measurable and there exists a constant CC such that ∣f(x)∣≤C|f(x)| \le C for all x∈Ωx \in \Omega.

definition

Space of bounded measurable functions f:Ω→Rf: \Omega \to \mathbb{R}

For a measurable space Ω\Omega, the type `BoundedMeasurable Ω` represents the set of all real-valued functions f:Ω→Rf: \Omega \to \mathbb{R} that are both measurable and bounded. A function ff is bounded if there exists a constant C∈RC \in \mathbb{R} such that ∣f(x)∣≤C|f(x)| \le C for all x∈Ωx \in \Omega.

instance

BoundedMeasurable Ω\text{BoundedMeasurable } \Omega is an additive commutative group

The set of bounded measurable functions f:Ω→Rf: \Omega \to \mathbb{R} on a measurable space Ω\Omega, denoted as BoundedMeasurable Ω\text{BoundedMeasurable } \Omega, forms an additive commutative group. The group operations (addition, negation, and the zero element) are defined pointwise.

instance

BoundedMeasurable Ω\text{BoundedMeasurable } \Omega is a vector space over R\mathbb{R}

The set of bounded measurable functions f:Ω→Rf: \Omega \to \mathbb{R} on a measurable space Ω\Omega, denoted as BoundedMeasurable Ω\text{BoundedMeasurable } \Omega, forms a vector space (a module) over the real numbers R\mathbb{R}. The scalar multiplication is defined pointwise, such that for any c∈Rc \in \mathbb{R} and f∈BoundedMeasurable Ωf \in \text{BoundedMeasurable } \Omega, (c⋅f)(x)=c⋅f(x)(c \cdot f)(x) = c \cdot f(x) for all x∈Ωx \in \Omega.

instance

Treating f∈BoundedMeasurable Ωf \in \text{BoundedMeasurable } \Omega as a function f:Ω→Rf: \Omega \to \mathbb{R}

The type BoundedMeasurable Ω\text{BoundedMeasurable } \Omega of bounded measurable functions on a measurable space Ω\Omega is equipped with a structure that allows its elements to be treated as functions from Ω\Omega to the real numbers R\mathbb{R}. For any f∈BoundedMeasurable Ωf \in \text{BoundedMeasurable } \Omega, the evaluation at x∈Ωx \in \Omega is denoted by f(x)∈Rf(x) \in \mathbb{R}. This mapping is injective, meaning that if two bounded measurable functions ff and gg satisfy f(x)=g(x)f(x) = g(x) for all x∈Ωx \in \Omega, then f=gf = g.

theorem

Pointwise equality (∀x,f(x)=g(x))(\forall x, f(x) = g(x)) implies f=gf = g for bounded measurable functions

Let Ω\Omega be a measurable space. For any two bounded measurable functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega, if f(x)=g(x)f(x) = g(x) for all x∈Ωx \in \Omega, then f=gf = g.

theorem

Bounded measurable functions are measurable

Let Ω\Omega be a measurable space. For any function ff in the space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega, the function f:Ω→Rf: \Omega \to \mathbb{R} is measurable.

theorem

Every f∈BoundedMeasurable Ωf \in \text{BoundedMeasurable } \Omega has a global bound CC

For any bounded measurable function f∈BoundedMeasurable Ωf \in \text{BoundedMeasurable } \Omega on a measurable space Ω\Omega, there exists a constant C∈RC \in \mathbb{R} such that for all x∈Ωx \in \Omega, the absolute value of the function satisfies ∣f(x)∣≤C|f(x)| \le C.

definition

Constructor for a bounded measurable function f:Ω→Rf: \Omega \to \mathbb{R}

Given a function f:Ω→Rf: \Omega \to \mathbb{R} on a measurable space Ω\Omega, a proof that ff is measurable, and a proof that ff is bounded (i.e., there exists a constant CC such that ∣f(x)∣≤C|f(x)| \le C for all x∈Ωx \in \Omega), this function constructs an element of the type `BoundedMeasurable Ω`.

theorem

mk(f,hf,hb)(x)=f(x)\text{mk}(f, h_f, h_b)(x) = f(x)

Let Ω\Omega be a measurable space. Given a function f:Ω→Rf: \Omega \to \mathbb{R}, a proof hfh_f that ff is measurable, and a proof hbh_b that ff is bounded, let mk(f,hf,hb)\text{mk}(f, h_f, h_b) denote the element of the space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega constructed from ff. For any x∈Ωx \in \Omega, the evaluation of this constructed function at xx satisfies (mk(f,hf,hb))(x)=f(x)(\text{mk}(f, h_f, h_b))(x) = f(x).

theorem

(0:BoundedMeasurable Ω)(x)=0(0 : \text{BoundedMeasurable } \Omega)(x) = 0

Let Ω\Omega be a measurable space. For any x∈Ωx \in \Omega, the value of the zero function 0∈BoundedMeasurable Ω0 \in \text{BoundedMeasurable } \Omega evaluated at xx is 00.

theorem

(f+g)(x)=f(x)+g(x)(f + g)(x) = f(x) + g(x) for Bounded Measurable Functions

Let Ω\Omega be a measurable space. For any two bounded measurable functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega and any x∈Ωx \in \Omega, the sum (f+g)(f + g) evaluated at xx satisfies (f+g)(x)=f(x)+g(x)(f + g)(x) = f(x) + g(x).

theorem

Pointwise negation of bounded measurable functions ((−f)(x)=−f(x)(-f)(x) = -f(x))

Let Ω\Omega be a measurable space and BoundedMeasurable Ω\text{BoundedMeasurable } \Omega be the space of bounded measurable functions f:Ω→Rf: \Omega \to \mathbb{R}. For any function f∈BoundedMeasurable Ωf \in \text{BoundedMeasurable } \Omega and any point x∈Ωx \in \Omega, the negation of the function evaluated at xx is equal to the negative of the value of ff at xx: (−f)(x)=−f(x)(-f)(x) = -f(x)

theorem

(f−g)(x)=f(x)−g(x)(f - g)(x) = f(x) - g(x) for Bounded Measurable Functions

Let Ω\Omega be a measurable space. For any two bounded measurable functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega and any point x∈Ωx \in \Omega, the subtraction operation (f−g)(f - g) is defined pointwise such that (f−g)(x)=f(x)−g(x)(f - g)(x) = f(x) - g(x).

theorem

Pointwise evaluation of real scalar multiplication: (c⋅f)(x)=c⋅f(x)(c \cdot f)(x) = c \cdot f(x) for bounded measurable functions

Let Ω\Omega be a measurable space. For any real number c∈Rc \in \mathbb{R}, any bounded measurable function f∈BoundedMeasurable Ωf \in \text{BoundedMeasurable } \Omega, and any point x∈Ωx \in \Omega, the scalar multiplication (c⋅f)(c \cdot f) evaluated at xx is equal to the product of cc and the value of ff at xx: (c⋅f)(x)=c⋅f(x)(c \cdot f)(x) = c \cdot f(x)

theorem

Pointwise evaluation of natural scalar multiplication: (n⋅f)(x)=n⋅f(x)(n \cdot f)(x) = n \cdot f(x)

Let Ω\Omega be a measurable space. For any natural number n∈Nn \in \mathbb{N}, any bounded measurable function f∈BoundedMeasurable Ωf \in \text{BoundedMeasurable } \Omega, and any point x∈Ωx \in \Omega, the evaluation of the natural scalar multiplication n⋅fn \cdot f at xx satisfies (n⋅f)(x)=n⋅f(x)(n \cdot f)(x) = n \cdot f(x).

theorem

Pointwise evaluation of finite sums: (∑i∈tfi)(x)=∑i∈tfi(x)(\sum_{i \in t} f_i)(x) = \sum_{i \in t} f_i(x) for bounded measurable functions

Let Ω\Omega be a measurable space. For any finite index set tt, any family of functions fif_i in the space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega indexed by i∈ti \in t, and any point x∈Ωx \in \Omega, the value of the finite sum at xx is equal to the sum of the values of each function at xx: (∑i∈tfi)(x)=∑i∈tfi(x)\left( \sum_{i \in t} f_i \right)(x) = \sum_{i \in t} f_i(x)

instance

The constant function 11 as a bounded measurable function

For a measurable space Ω\Omega, the constant function f:Ω→Rf: \Omega \to \mathbb{R} defined by f(x)=1f(x) = 1 for all x∈Ωx \in \Omega is both measurable and bounded. This definition provides the multiplicative identity element 11 for the space of bounded measurable functions on Ω\Omega.

theorem

1(x)=11(x) = 1 for bounded measurable functions

Let Ω\Omega be a measurable space. For any x∈Ωx \in \Omega, the evaluation of the constant function 11 in the space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega at the point xx is equal to the real number 11: 1(x)=11(x) = 1

instance

Pointwise order f≤gf \le g on bounded measurable functions

For bounded measurable functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega, the relation f≤gf \le g is defined pointwise, meaning f(x)≤g(x)f(x) \le g(x) for all x∈Ωx \in \Omega.

instance

Pointwise strict order f<gf < g on bounded measurable functions

For bounded measurable functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega, the strict inequality f<gf < g is defined by the condition that f≤gf \le g holds pointwise and g≤fg \le f does not hold. Explicitly, this means f(x)≤g(x)f(x) \le g(x) for all x∈Ωx \in \Omega and there exists at least one x∈Ωx \in \Omega such that f(x)<g(x)f(x) < g(x).

instance

Pointwise maximum in BoundedMeasurable Ω\text{BoundedMeasurable } \Omega

The space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega is equipped with a maximum operation. For any functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega, their maximum max⁡(f,g)\max(f, g) is defined pointwise by (max⁡(f,g))(x)=max⁡(f(x),g(x))(\max(f, g))(x) = \max(f(x), g(x)) for all x∈Ωx \in \Omega.

instance

Pointwise minimum of bounded measurable functions

The space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega is equipped with a minimum operation. For any two functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega, their minimum min⁡(f,g)\min(f, g) is defined pointwise by (min⁡(f,g))(x)=min⁡(f(x),g(x))(\min(f, g))(x) = \min(f(x), g(x)) for all x∈Ωx \in \Omega. This operation results in another bounded measurable function.

instance

Lattice structure of BoundedMeasurable Ω\text{BoundedMeasurable } \Omega

The space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega on a measurable space Ω\Omega forms a lattice under the pointwise partial order. For any two functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega, the relation f≤gf \le g holds if f(x)≤g(x)f(x) \le g(x) for all x∈Ωx \in \Omega. The supremum f⊔gf \sqcup g and infimum f⊓gf \sqcap g are defined by the pointwise maximum and minimum functions, respectively.

theorem

f≤g  ⟺  ∀x,f(x)≤g(x)f \le g \iff \forall x, f(x) \le g(x) for bounded measurable functions

Let ff and gg be bounded measurable functions from a measurable space Ω\Omega to the real numbers R\mathbb{R}. The relation f≤gf \le g holds if and only if f(x)≤g(x)f(x) \le g(x) for all x∈Ωx \in \Omega.

theorem

(f⊔g)(x)=max⁡(f(x),g(x))(f \sqcup g)(x) = \max(f(x), g(x)) for Bounded Measurable Functions

Let Ω\Omega be a measurable space, and let ff and gg be bounded measurable functions in the space BoundedMeasurable Ω\text{BoundedMeasurable } \Omega. For any x∈Ωx \in \Omega, the value of their supremum (join) f⊔gf \sqcup g evaluated at xx is equal to the maximum of their individual values at xx, i.e., (f⊔g)(x)=max⁡(f(x),g(x))(f \sqcup g)(x) = \max(f(x), g(x)).

theorem

(f⊓g)(x)=min⁡(f(x),g(x))(f \sqcap g)(x) = \min(f(x), g(x)) for Bounded Measurable Functions

For any two bounded measurable functions f,g:Ω→Rf, g: \Omega \to \mathbb{R} and any point x∈Ωx \in \Omega, the value of their infimum f⊓gf \sqcap g evaluated at xx is equal to the minimum of the values of ff and gg at that point, i.e., (f⊓g)(x)=min⁡(f(x),g(x))(f \sqcap g)(x) = \min(f(x), g(x)).

theorem

f+(x)=max⁡(f(x),0)f^+(x) = \max(f(x), 0) for Bounded Measurable Functions

Let Ω\Omega be a measurable space, and let ff be a bounded measurable function in BoundedMeasurable Ω\text{BoundedMeasurable } \Omega. For any x∈Ωx \in \Omega, the value of its positive part f+f^+ evaluated at xx is equal to the maximum of f(x)f(x) and 00, i.e., f+(x)=max⁡(f(x),0)f^+(x) = \max(f(x), 0).

theorem

f−(x)=max⁡(−f(x),0)f^-(x) = \max(-f(x), 0) for Bounded Measurable Functions

For any bounded measurable function f:Ω→Rf: \Omega \to \mathbb{R} and any point x∈Ωx \in \Omega, the value of its negative part f−f^- evaluated at xx is equal to the maximum of −f(x)-f(x) and 00, which is f−(x)=max⁡(−f(x),0)f^-(x) = \max(-f(x), 0).

instance

BoundedMeasurable Ω\text{BoundedMeasurable } \Omega is an ordered additive monoid

The space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega on a measurable space Ω\Omega forms an ordered additive monoid. This means that the pointwise addition and the pointwise partial order ≤\le are compatible: for any functions f,g,h∈BoundedMeasurable Ωf, g, h \in \text{BoundedMeasurable } \Omega, if f≤gf \le g (i.e., f(x)≤g(x)f(x) \le g(x) for all x∈Ωx \in \Omega), then f+h≤g+hf + h \le g + h.

instance

Scalar multiplication by c≥0c \ge 0 is monotonic in BoundedMeasurable Ω\text{BoundedMeasurable } \Omega

Let Ω\Omega be a measurable space. In the space of bounded measurable functions BoundedMeasurable Ω\text{BoundedMeasurable } \Omega, scalar multiplication by a non-negative real number preserves the pointwise ordering. Specifically, for any c∈Rc \in \mathbb{R} such that c≥0c \ge 0 and any functions f,g∈BoundedMeasurable Ωf, g \in \text{BoundedMeasurable } \Omega, if f(x)≤g(x)f(x) \le g(x) for all x∈Ωx \in \Omega, then (c⋅f)(x)≤(c⋅g)(x)(c \cdot f)(x) \le (c \cdot g)(x) for all x∈Ωx \in \Omega.

definition

Pointwise supremum sup⁡nfn\sup_n f_n of bounded measurable functions

For a sequence of bounded measurable functions (fn)n∈N(f_n)_{n \in \mathbb{N}} on a measurable space Ω\Omega and a bounded measurable function gg such that fn≤gf_n \le g pointwise for all nn, the pointwise supremum sup⁡n∈Nfn\sup_{n \in \mathbb{N}} f_n is the bounded measurable function defined by x↦sup⁡n∈Nfn(x)x \mapsto \sup_{n \in \mathbb{N}} f_n(x).

theorem

The least upper bound of a sequence in BoundedMeasurable Ω\text{BoundedMeasurable } \Omega is its pointwise supremum.

Let Ω\Omega be a measurable space. Let (fn)n∈N(f_n)_{n \in \mathbb{N}} be a sequence of bounded measurable functions in BoundedMeasurable Ω\text{BoundedMeasurable } \Omega and let g∈BoundedMeasurable Ωg \in \text{BoundedMeasurable } \Omega. Then gg is the least upper bound of the set {fn:n∈N}\{f_n : n \in \mathbb{N}\} if and only if for every x∈Ωx \in \Omega, g(x)g(x) is the least upper bound of the set of real values {fn(x):n∈N}\{f_n(x) : n \in \mathbb{N}\} in R\mathbb{R}. This means that a sequence has a least upper bound gg exactly when gg is its pointwise supremum.

definition

Indicator function of a measurable set

For a measurable set s⊆Ωs \subseteq \Omega with a proof of measurability hsh_s, this definition constructs the indicator function 1s:Ω→R\mathbb{1}_s: \Omega \to \mathbb{R} as an element of the space of bounded measurable functions. The function 1s\mathbb{1}_s is defined to be 11 if x∈sx \in s and 00 if x∉sx \notin s.

theorem

The value 1s(x)\mathbb{1}_s(x) is 11 if x∈sx \in s and 00 otherwise

For a measurable space Ω\Omega, let s⊆Ωs \subseteq \Omega be a measurable set and let 1s\mathbb{1}_s denote its indicator function in the space of bounded measurable functions. For any point x∈Ωx \in \Omega, the value 1s(x)\mathbb{1}_s(x) is equal to 11 if x∈sx \in s and 00 if x∉sx \notin s.

theorem

0≤1s0 \le \mathbb{1}_s

For any measurable set s⊆Ωs \subseteq \Omega in a measurable space Ω\Omega, the indicator function 1s\mathbb{1}_s is non-negative, meaning that for all x∈Ωx \in \Omega, 0≤1s(x)0 \le \mathbb{1}_s(x).

theorem

Indicator function 1s\mathbb{1}_s is less than or equal to 11

Let ss be a measurable subset of a measurable space Ω\Omega. The indicator function 1s\mathbb{1}_s of the set ss satisfies 1s≤1\mathbb{1}_s \le 1, where the inequality is defined pointwise as 1s(x)≤1\mathbb{1}_s(x) \le 1 for all x∈Ωx \in \Omega.

theorem

Pointwise sum of indicators of disjoint sets equals the indicator of their union

Let {sn}n∈N\{s_n\}_{n \in \mathbb{N}} be a sequence of pairwise disjoint subsets of a space Ω\Omega. For any point x∈Ωx \in \Omega, the sum of the indicator functions 1sn(x)\mathbb{1}_{s_n}(x) converges to the indicator function of the union of these sets, 1⋃n∈Nsn(x)\mathbb{1}_{\bigcup_{n \in \mathbb{N}} s_n}(x). That is, ∑n=0∞1sn(x)=1⋃n=0∞sn(x)\sum_{n=0}^{\infty} \mathbb{1}_{s_n}(x) = \mathbb{1}_{\bigcup_{n=0}^{\infty} s_n}(x)

theorem

1⋃sn\mathbb{1}_{\bigcup s_n} is the Least Upper Bound of the Partial Sums ∑n<N1sn\sum_{n < N} \mathbb{1}_{s_n} for Disjoint sns_n

Let Ω\Omega be a measurable space and {sn}n∈N\{s_n\}_{n \in \mathbb{N}} be a sequence of pairwise disjoint measurable subsets of Ω\Omega. Let 1sn\mathbb{1}_{s_n} denote the indicator function of sns_n in the space of bounded measurable functions. Then, the indicator function of the union of these sets, 1⋃n=0∞sn\mathbb{1}_{\bigcup_{n=0}^\infty s_n}, is the least upper bound (supremum) of the set of partial sums {∑n=0N−11sn∣N∈N}\left\{ \sum_{n=0}^{N-1} \mathbb{1}_{s_n} \mid N \in \mathbb{N} \right\} with respect to the pointwise ordering.

definition

Staircase approximation ⌊Ng⌋N\frac{\lfloor Ng \rfloor}{N} for a bounded measurable function gg

For a bounded measurable function g:Ω→Rg: \Omega \to \mathbb{R} and natural numbers NN and KK, the staircase function staircase(g,N,K)\text{staircase}(g, N, K) is a bounded measurable function defined as the sum of indicator functions of superlevel sets: staircase(g,N,K)=∑k=1NK1N1{x∈Ω∣g(x)≥kN}\text{staircase}(g, N, K) = \sum_{k=1}^{NK} \frac{1}{N} \mathbb{1}_{\{x \in \Omega \mid g(x) \ge \frac{k}{N}\}} where 1S\mathbb{1}_S is the indicator function of the set SS. For a nonnegative function gg bounded above by KK, this construction yields the value ⌊N⋅g(x)⌋N\frac{\lfloor N \cdot g(x) \rfloor}{N} at each point x∈Ωx \in \Omega.

theorem

Pointwise evaluation of the staircase function as ⌊N⋅g(x)⌋N\frac{\lfloor N \cdot g(x) \rfloor}{N}

Let Ω\Omega be a measurable space and g:Ω→Rg: \Omega \to \mathbb{R} be a bounded measurable function. For any natural numbers NN and KK where N>0N > 0, and any point x∈Ωx \in \Omega such that 0≤g(x)≤K0 \le g(x) \le K, the value of the staircase function staircase(g,N,K)\text{staircase}(g, N, K) at xx is given by: staircase(g,N,K)(x)=⌊N⋅g(x)⌋N\text{staircase}(g, N, K)(x) = \frac{\lfloor N \cdot g(x) \rfloor}{N} where staircase(g,N,K)\text{staircase}(g, N, K) is defined as the sum of indicator functions ∑k=1NK1N1{x∈Ω∣g(x)≥kN}\sum_{k=1}^{NK} \frac{1}{N} \mathbb{1}_{\{x \in \Omega \mid g(x) \ge \frac{k}{N}\}}.

theorem

Uniform error bound ∣g−staircase(g,N,K)∣≤1N|g - \text{staircase}(g, N, K)| \le \frac{1}{N} for nonnegative bounded functions

Let Ω\Omega be a measurable space and g:Ω→Rg: \Omega \to \mathbb{R} be a bounded measurable function. Suppose gg is nonnegative and bounded above by a natural number KK, such that 0≤g(x)≤K0 \le g(x) \le K for all x∈Ωx \in \Omega. For any natural number N>0N > 0, the staircase approximation staircase(g,N,K)\text{staircase}(g, N, K) satisfies the uniform error bound: ∣g(x)−staircase(g,N,K)(x)∣≤1N |g(x) - \text{staircase}(g, N, K)(x)| \le \frac{1}{N} for all x∈Ωx \in \Omega.

theorem

Bounded Measurable Functions are Integrable against Finite Measures

Let Ω\Omega be a measurable space and μ\mu be a finite measure on Ω\Omega. For any bounded measurable function f:Ω→Rf: \Omega \to \mathbb{R}, it holds that ff is integrable with respect to μ\mu.