theorem
integration_properties
{α : Type u_1}
[MeasurableSpace α]
{μ : MeasureTheory.Measure α}
:
(∀ (f : α → ℝ), 0 ≤ᵐ[μ] f → 0 ≤ ∫ (x : α), f x ∂μ) ∧ (∀ (f g : α → ℝ) (a b : ℝ),
MeasureTheory.Integrable f μ →
MeasureTheory.Integrable g μ →
∫ (x : α), a • f x + b • g x ∂μ = a • ∫ (x : α), f x ∂μ + b • ∫ (x : α), g x ∂μ) ∧ (∀ (f g : α → ℝ),
MeasureTheory.Integrable f μ →
MeasureTheory.Integrable g μ → f ≤ᵐ[μ] g → ∫ (x : α), f x ∂μ ≤ ∫ (x : α), g x ∂μ) ∧ (∀ (f g : α → ℝ), f =ᵐ[μ] g → ∫ (x : α), f x ∂μ = ∫ (x : α), g x ∂μ) ∧ ∀ (f : α → ℝ), ‖∫ (x : α), f x ∂μ‖ ≤ ∫ (x : α), ‖f x‖ ∂μ
Basic properties of the Lebesgue (Bochner) integral. Bundles the five
standard facts about integration of real-valued functions against a measure μ:
- Positivity: if
f ≥ 0a.e. then∫ f dμ ≥ 0. - Linearity: for integrable
f, gand real scalarsa, b,∫ (a·f + b·g) dμ = a·∫ f dμ + b·∫ g dμ. - Monotonicity: if
f ≤ ga.e. (both integrable) then∫ f dμ ≤ ∫ g dμ. - a.e. congruence: if
f = ga.e. then∫ f dμ = ∫ g dμ. - Triangle inequality:
|∫ f dμ| ≤ ∫ |f| dμ.