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
-submodule of bounded measurable functions on
The submodule of the -vector space of functions consisting of functions that are measurable and bounded. A function is in this submodule if it is measurable and there exists a constant such that for all .
Space of bounded measurable functions
For a measurable space , the type `BoundedMeasurable Ω` represents the set of all real-valued functions that are both measurable and bounded. A function is bounded if there exists a constant such that for all .
is an additive commutative group
The set of bounded measurable functions on a measurable space , denoted as , forms an additive commutative group. The group operations (addition, negation, and the zero element) are defined pointwise.
is a vector space over
The set of bounded measurable functions on a measurable space , denoted as , forms a vector space (a module) over the real numbers . The scalar multiplication is defined pointwise, such that for any and , for all .
Treating as a function
The type of bounded measurable functions on a measurable space is equipped with a structure that allows its elements to be treated as functions from to the real numbers . For any , the evaluation at is denoted by . This mapping is injective, meaning that if two bounded measurable functions and satisfy for all , then .
Pointwise equality implies for bounded measurable functions
Let be a measurable space. For any two bounded measurable functions , if for all , then .
Bounded measurable functions are measurable
Let be a measurable space. For any function in the space of bounded measurable functions , the function is measurable.
Every has a global bound
For any bounded measurable function on a measurable space , there exists a constant such that for all , the absolute value of the function satisfies .
Constructor for a bounded measurable function
Given a function on a measurable space , a proof that is measurable, and a proof that is bounded (i.e., there exists a constant such that for all ), this function constructs an element of the type `BoundedMeasurable Ω`.
Let be a measurable space. Given a function , a proof that is measurable, and a proof that is bounded, let denote the element of the space of bounded measurable functions constructed from . For any , the evaluation of this constructed function at satisfies .
Let be a measurable space. For any , the value of the zero function evaluated at is .
for Bounded Measurable Functions
Let be a measurable space. For any two bounded measurable functions and any , the sum evaluated at satisfies .
Pointwise negation of bounded measurable functions ()
Let be a measurable space and be the space of bounded measurable functions . For any function and any point , the negation of the function evaluated at is equal to the negative of the value of at :
for Bounded Measurable Functions
Let be a measurable space. For any two bounded measurable functions and any point , the subtraction operation is defined pointwise such that .
Pointwise evaluation of real scalar multiplication: for bounded measurable functions
Let be a measurable space. For any real number , any bounded measurable function , and any point , the scalar multiplication evaluated at is equal to the product of and the value of at :
Pointwise evaluation of natural scalar multiplication:
Let be a measurable space. For any natural number , any bounded measurable function , and any point , the evaluation of the natural scalar multiplication at satisfies .
Pointwise evaluation of finite sums: for bounded measurable functions
Let be a measurable space. For any finite index set , any family of functions in the space of bounded measurable functions indexed by , and any point , the value of the finite sum at is equal to the sum of the values of each function at :
The constant function as a bounded measurable function
For a measurable space , the constant function defined by for all is both measurable and bounded. This definition provides the multiplicative identity element for the space of bounded measurable functions on .
for bounded measurable functions
Let be a measurable space. For any , the evaluation of the constant function in the space of bounded measurable functions at the point is equal to the real number :
Pointwise order on bounded measurable functions
For bounded measurable functions , the relation is defined pointwise, meaning for all .
Pointwise strict order on bounded measurable functions
For bounded measurable functions , the strict inequality is defined by the condition that holds pointwise and does not hold. Explicitly, this means for all and there exists at least one such that .
Pointwise maximum in
The space of bounded measurable functions is equipped with a maximum operation. For any functions , their maximum is defined pointwise by for all .
Pointwise minimum of bounded measurable functions
The space of bounded measurable functions is equipped with a minimum operation. For any two functions , their minimum is defined pointwise by for all . This operation results in another bounded measurable function.
Lattice structure of
The space of bounded measurable functions on a measurable space forms a lattice under the pointwise partial order. For any two functions , the relation holds if for all . The supremum and infimum are defined by the pointwise maximum and minimum functions, respectively.
for bounded measurable functions
Let and be bounded measurable functions from a measurable space to the real numbers . The relation holds if and only if for all .
for Bounded Measurable Functions
Let be a measurable space, and let and be bounded measurable functions in the space . For any , the value of their supremum (join) evaluated at is equal to the maximum of their individual values at , i.e., .
for Bounded Measurable Functions
For any two bounded measurable functions and any point , the value of their infimum evaluated at is equal to the minimum of the values of and at that point, i.e., .
for Bounded Measurable Functions
Let be a measurable space, and let be a bounded measurable function in . For any , the value of its positive part evaluated at is equal to the maximum of and , i.e., .
for Bounded Measurable Functions
For any bounded measurable function and any point , the value of its negative part evaluated at is equal to the maximum of and , which is .
is an ordered additive monoid
The space of bounded measurable functions on a measurable space forms an ordered additive monoid. This means that the pointwise addition and the pointwise partial order are compatible: for any functions , if (i.e., for all ), then .
Scalar multiplication by is monotonic in
Let be a measurable space. In the space of bounded measurable functions , scalar multiplication by a non-negative real number preserves the pointwise ordering. Specifically, for any such that and any functions , if for all , then for all .
Pointwise supremum of bounded measurable functions
For a sequence of bounded measurable functions on a measurable space and a bounded measurable function such that pointwise for all , the pointwise supremum is the bounded measurable function defined by .
The least upper bound of a sequence in is its pointwise supremum.
Let be a measurable space. Let be a sequence of bounded measurable functions in and let . Then is the least upper bound of the set if and only if for every , is the least upper bound of the set of real values in . This means that a sequence has a least upper bound exactly when is its pointwise supremum.
Indicator function of a measurable set
For a measurable set with a proof of measurability , this definition constructs the indicator function as an element of the space of bounded measurable functions. The function is defined to be if and if .
The value is if and otherwise
For a measurable space , let be a measurable set and let denote its indicator function in the space of bounded measurable functions. For any point , the value is equal to if and if .
For any measurable set in a measurable space , the indicator function is non-negative, meaning that for all , .
Indicator function is less than or equal to
Let be a measurable subset of a measurable space . The indicator function of the set satisfies , where the inequality is defined pointwise as for all .
Pointwise sum of indicators of disjoint sets equals the indicator of their union
Let be a sequence of pairwise disjoint subsets of a space . For any point , the sum of the indicator functions converges to the indicator function of the union of these sets, . That is,
is the Least Upper Bound of the Partial Sums for Disjoint
Let be a measurable space and be a sequence of pairwise disjoint measurable subsets of . Let denote the indicator function of in the space of bounded measurable functions. Then, the indicator function of the union of these sets, , is the least upper bound (supremum) of the set of partial sums with respect to the pointwise ordering.
Staircase approximation for a bounded measurable function
For a bounded measurable function and natural numbers and , the staircase function is a bounded measurable function defined as the sum of indicator functions of superlevel sets: where is the indicator function of the set . For a nonnegative function bounded above by , this construction yields the value at each point .
Pointwise evaluation of the staircase function as
Let be a measurable space and be a bounded measurable function. For any natural numbers and where , and any point such that , the value of the staircase function at is given by: where is defined as the sum of indicator functions .
Uniform error bound for nonnegative bounded functions
Let be a measurable space and be a bounded measurable function. Suppose is nonnegative and bounded above by a natural number , such that for all . For any natural number , the staircase approximation satisfies the uniform error bound: for all .
Bounded Measurable Functions are Integrable against Finite Measures
Let be a measurable space and be a finite measure on . For any bounded measurable function , it holds that is integrable with respect to .
