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Atlas.DifferentialAnalysis.code.SimpleApproximationFix

At any point x where the k-th rational test value r_k satisfies r_k ≤ f x, the standard eapprox simple-function approximation at stage n > k also satisfies r_k ≤ eapprox f n x.

theorem SimpleApproximation.eapprox_ge_of_rational {X : Type u_1} [MeasurableSpace X] {f : X → ENNReal} (hf : Measurable f) (q : ℚ) (x : X) (hqf : ↑(↑q).toNNReal ≤ f x) {n : ℕ} (hn : Encodable.encode q < n) :

A rational lower bound on f x is preserved by the standard simple-function approximation eapprox f n once n exceeds the encoding index of the rational.

theorem SimpleApproximation.toNNReal_nat_div (k d : ℕ) :
(↑(↑k / ↑d)).toNNReal = ↑k / ↑d

A small bridge lemma: the nonnegative real reduction of the rational k / d (for naturals k, d) equals the corresponding NNReal quotient.

theorem SimpleApproximation.eapprox_uniform_on_bounded {X : Type u_1} [MeasurableSpace X] {f : X → ENNReal} (hf : Measurable f) (M : NNReal) {ε : ENNReal} (hε : 0 < ε) :
∃ (N : ℕ), ∀ (n : ℕ), N ≤ n → ∀ (x : X), f x ≤ ↑M → f x - (MeasureTheory.SimpleFunc.eapprox f n) x ≤ ε

Uniform ε-approximation of a measurable [0, ∞]-valued function f on the set where f ≤ M: there is an N such that for all n ≥ N, every point x with f x ≤ M satisfies f x − eapprox f n x ≤ ε.

theorem SimpleApproximation.exists_monotone_simple_approx_uniform {X : Type u_1} [MeasurableSpace X] {f : X → ENNReal} (hf : Measurable f) :
∃ (g : ℕ → X → ENNReal), (∀ (n : ℕ), Measurable (g n)) ∧ (∀ (n : ℕ), (Set.range (g n)).Finite) ∧ (∀ (n : ℕ) (x : X), g n x ≤ g (n + 1) x) ∧ (∀ (x : X), Filter.Tendsto (fun (n : ℕ) => g n x) Filter.atTop (nhds (f x))) ∧ ∀ (M : NNReal) {ε : ENNReal}, 0 < ε → ∃ (N : ℕ), ∀ (n : ℕ), N ≤ n → ∀ (x : X), f x ≤ ↑M → f x - g n x ≤ ε

Melrose Prop. 3.3 (Simple approximation): every measurable [0, ∞]-valued function f is the pointwise limit of an increasing sequence of measurable simple functions, with uniform approximation on every set {f ≤ M}.