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test with hints
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affeldt-aist committed May 4, 2023
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78 changes: 24 additions & 54 deletions theories/kernel.v
Original file line number Diff line number Diff line change
Expand Up @@ -120,8 +120,7 @@ Definition kseries : X -> {measure set Y -> \bar R} :=
fun x => [the measure _ _ of mseries (k ^~ x) 0].

Lemma measurable_fun_kseries (U : set Y) :
measurable U ->
measurable_fun setT (kseries ^~ U).
measurable U -> measurable_fun setT (kseries ^~ U).
Proof.
move=> mU.
by apply: ge0_emeasurable_fun_sum => // n; exact/measurable_kernel.
Expand Down Expand Up @@ -210,8 +209,7 @@ Definition kzero : X -> {measure set Y -> \bar R} :=
fun _ : X => [the measure _ _ of mzero].

Let measurable_fun_kzero U : measurable U ->
measurable_fun setT (kzero ^~ U).
Proof. by move=> ?/=; exact: measurable_fun_cst. Qed.
measurable_fun setT (kzero ^~ U). Proof. by []. Qed.

HB.instance Definition _ :=
@isKernel.Build _ _ X Y R kzero measurable_fun_kzero.
Expand Down Expand Up @@ -422,13 +420,12 @@ have CT : C setT by exists setT => //; exists setT => //; rewrite setMTT.
have CXY : C `<=` XY.
move=> _ [A mA [B mB <-]]; split; first exact: measurableM.
rewrite phiM.
apply: emeasurable_funM => //; first exact/measurable_kernel/measurableI.
by apply/EFin_measurable_fun; rewrite (_ : \1_ _ = mindic R mA).
by apply: emeasurable_funM => //; [exact/measurable_kernel/measurableI|auto].
suff monoB : monotone_class setT XY by exact: monotone_class_subset.
split => //; [exact: CXY| |exact: xsection_ndseq_closed].
move=> A B BA [mA mphiA] [mB mphiB]; split; first exact: measurableD.
suff : phi (A `\` B) = (fun x => phi A x - phi B x).
by move=> ->; exact: emeasurable_funB.
by move=> ->; auto.
rewrite funeqE => x; rewrite /phi/= xsectionD// measureD.
- by rewrite setIidr//; exact: le_xsection.
- exact: measurable_xsection.
Expand All @@ -454,9 +451,9 @@ Let phi A := fun x => k x (xsection A x).
Let XY := [set A | measurable A /\ measurable_fun setT (phi A)].

Lemma measurable_fun_xsection_finite_kernel A :
A \in measurable -> measurable_fun setT (phi A).
measurable A -> measurable_fun setT (phi A).
Proof.
move: A; suff : measurable `<=` XY by move=> + A; rewrite inE => /[apply] -[].
move: A; suff : measurable `<=` XY by move=> + A => /[apply] -[].
move=> /= A mA; rewrite /XY/=; split => //; rewrite (_ : phi _ =
(fun x => mrestr (k x) measurableT (xsection A x))); last first.
by apply/funext => x//=; rewrite /mrestr setIT.
Expand Down Expand Up @@ -487,15 +484,12 @@ rewrite (_ : (fun x => _) =
transitivity (lim (fun n => \int[l x]_y (k_ n (x, y))%:E)); last first.
rewrite is_cvg_lim_esupE//.
apply: ereal_nondecreasing_is_cvg => m n mn.
apply: ge0_le_integral => //.
apply: ge0_le_integral => //; [|by auto| |by auto|].
- by move=> y _; rewrite lee_fin.
- exact/EFin_measurable_fun/measurable_fun_prod1.
- by move=> y _; rewrite lee_fin.
- exact/EFin_measurable_fun/measurable_fun_prod1.
- by move=> y _; rewrite lee_fin; exact/lefP/ndk_.
rewrite -monotone_convergence//.
rewrite -monotone_convergence//; [|by auto| |].
- by apply: eq_integral => y _; apply/esym/cvg_lim => //; exact: k_k.
- by move=> n; exact/EFin_measurable_fun/measurable_fun_prod1.
- by move=> n y _; rewrite lee_fin.
- by move=> y _ m n mn; rewrite lee_fin; exact/lefP/ndk_.
apply: measurable_fun_lim_esup => n.
Expand All @@ -505,22 +499,15 @@ rewrite [X in measurable_fun _ X](_ : _ = (fun x => \int[l x]_y
by apply/funext => x; apply: eq_integral => y _; rewrite fimfunE.
rewrite [X in measurable_fun _ X](_ : _ = (fun x => \sum_(r \in range (k_ n))
(\int[l x]_y (r * \1_(k_ n @^-1` [set r]) (x, y))%:E))); last first.
apply/funext => x; rewrite -ge0_integral_fsum//.
apply/funext => x; rewrite -ge0_integral_fsum//; [|by auto|].
- by apply: eq_integral => y _; rewrite -fsumEFin.
- move=> r.
apply/EFin_measurable_fun/measurable_funrM/measurable_fun_prod1 => /=.
rewrite (_ : \1_ _ = mindic R (measurable_sfunP (k_ n) (measurable_set1 r)))//.
exact/measurable_funP.
- by move=> m y _; rewrite nnfun_muleindic_ge0.
apply: emeasurable_fun_fsum => // r.
rewrite [X in measurable_fun _ X](_ : _ = (fun x => r%:E *
\int[l x]_y (\1_(k_ n @^-1` [set r]) (x, y))%:E)); last first.
apply/funext => x; under eq_integral do rewrite EFinM.
have [r0|r0] := leP 0%R r.
rewrite ge0_integralM//; last by move=> y _; rewrite lee_fin.
apply/EFin_measurable_fun/measurable_fun_prod1 => /=.
rewrite (_ : \1_ _ = mindic R (measurable_sfunP (k_ n) (measurable_set1 r)))//.
exact/measurable_funP.
by rewrite ge0_integralM//; [auto|move=> y _; rewrite lee_fin].
rewrite integral0_eq; last first.
by move=> y _; rewrite preimage_nnfun0// indic0 mule0.
by rewrite integral0_eq ?mule0// => y _; rewrite preimage_nnfun0// indic0.
Expand Down Expand Up @@ -785,16 +772,14 @@ apply: measurable_fun_if => //.
[set t | k t setT == +oo]); last first.
by apply/seteqP; split=> x /= /orP//.
by apply: measurableU; exact: kernel_measurable_eq_cst.
- exact: measurable_fun_cst.
- apply/emeasurable_funM; first exact/measurable_funTS/measurable_kernel.
apply/EFin_measurable_fun; rewrite setTI.
apply: (@measurable_fun_comp _ _ _ _ _ _ [set r : R | r != 0%R]).
+ exact: open_measurable.
+ by move=> /= _ [x /norP[s0 soo]] <-; rewrite -eqe fineK ?ge0_fin_numE ?ltey.
+ apply: open_continuous_measurable_fun => //; apply/in_setP => x /= x0.
exact: inv_continuous.
+ apply: measurable_funT_comp; last exact/measurable_funS/measurable_kernel.
exact: measurable_fun_fine.
+ by apply: measurable_funT_comp => //; exact/measurable_funS/measurable_kernel.
Qed.

Section knormalize.
Expand All @@ -815,15 +800,12 @@ rewrite (_ : (fun _ => _) = (fun x =>
else f x U * (fine (f x setT))^-1%:E)); last first.
apply/funext => x; case: ifPn => [/orP[->//|->]|]; first by case: ifPn.
by rewrite negb_or=> /andP[/negbTE -> /negbTE ->].
apply: measurable_fun_if => //;
[exact: kernel_measurable_fun_eq_cst|exact: measurable_fun_cst|].
apply: measurable_fun_if => //; first exact: kernel_measurable_fun_eq_cst.
apply: measurable_fun_if => //.
- rewrite setTI [X in measurable X](_ : _ = [set t | f t setT != 0]).
exact: kernel_measurable_neq_cst.
by apply/seteqP; split => [x /negbT//|x /negbTE].
- apply: (@measurable_funS _ _ _ _ setT) => //.
exact: kernel_measurable_fun_eq_cst.
- exact: measurable_fun_cst.
- exact/measurable_funTS/kernel_measurable_fun_eq_cst.
- apply: emeasurable_funM.
by have := measurable_kernel f U mU; exact: measurable_funS.
apply/EFin_measurable_fun.
Expand All @@ -834,7 +816,7 @@ apply: measurable_fun_if => //.
by rewrite ge0_fin_numE// lt_neqAle leey ftoo.
+ apply: open_continuous_measurable_fun => //; apply/in_setP => x /= x0.
exact: inv_continuous.
+ apply: measurable_funT_comp => /=; first exact: measurable_fun_fine.
+ apply: measurable_funT_comp => //=.
by have := measurable_kernel f _ measurableT; exact: measurable_funS.
Qed.

Expand Down Expand Up @@ -937,7 +919,6 @@ apply: (@le_lt_trans _ _ (\int[l x]__ r%:num%:E)).
apply: ge0_le_integral => //.
- have /measurable_fun_prod1 := measurable_kernel k _ measurableT.
exact.
- exact/measurable_fun_cst.
- by move=> y _; exact/ltW/hr.
by rewrite integral_cst//= EFinM lte_pmul2l.
Qed.
Expand Down Expand Up @@ -1026,7 +1007,7 @@ Let k_2_ge0 n x : (0 <= k_2 n x)%R. Proof. by []. Qed.
HB.instance Definition _ n := @isNonNegFun.Build _ _ _ (k_2_ge0 n).

Let mk_2 n : measurable_fun setT (k_2 n).
Proof. by apply: measurable_funT_comp => //; exact: measurable_fun_snd. Qed.
Proof. exact: measurable_funT_comp. Qed.

HB.instance Definition _ n := @isMeasurableFun.Build _ _ _ _ (mk_2 n).

Expand Down Expand Up @@ -1086,19 +1067,13 @@ Let integral_kcomp_nnsfun x (f : {nnsfun Z >-> R}) :
\int[(l \; k) x]_z (f z)%:E = \int[l x]_y (\int[k (x, y)]_z (f z)%:E).
Proof.
under [in LHS]eq_integral do rewrite fimfunE -fsumEFin//.
rewrite ge0_integral_fsum//; last 2 first.
- move=> r; apply/EFin_measurable_fun/measurable_funrM.
have fr : measurable (f @^-1` [set r]) by exact/measurable_sfunP.
by rewrite (_ : \1__ = mindic R fr).
rewrite ge0_integral_fsum//; [|by auto|]; last first.
- by move=> r z _; rewrite EFinM nnfun_muleindic_ge0.
under [in RHS]eq_integral.
move=> y _.
under eq_integral.
by move=> z _; rewrite fimfunE -fsumEFin//; over.
rewrite /= ge0_integral_fsum//; last 2 first.
- move=> r; apply/EFin_measurable_fun/measurable_funrM.
have fr : measurable (f @^-1` [set r]) by exact/measurable_sfunP.
by rewrite (_ : \1__ = mindic R fr).
rewrite /= ge0_integral_fsum//; [|by auto|]; last first.
- by move=> r z _; rewrite EFinM nnfun_muleindic_ge0.
under eq_fsbigr.
move=> r _.
Expand Down Expand Up @@ -1138,32 +1113,27 @@ move=> f0 mf.
have [f_ [ndf_ f_f]] := approximation measurableT mf (fun z _ => f0 z).
transitivity (\int[(l \; k) x]_z (lim (EFin \o f_^~ z))).
by apply/eq_integral => z _; apply/esym/cvg_lim => //=; exact: f_f.
rewrite monotone_convergence//; last 3 first.
by move=> n; exact/EFin_measurable_fun.
rewrite monotone_convergence//; [|by auto| |]; last 2 first.
by move=> n z _; rewrite lee_fin.
by move=> z _ a b /ndf_ /lefP ab; rewrite lee_fin.
rewrite (_ : (fun _ => _) =
(fun n => \int[l x]_y (\int[k (x, y)]_z (f_ n z)%:E)))//; last first.
by apply/funext => n; rewrite integral_kcomp_nnsfun.
transitivity (\int[l x]_y lim (fun n => \int[k (x, y)]_z (f_ n z)%:E)).
rewrite -monotone_convergence//; last 3 first.
- move=> n; apply: measurable_fun_integral_kernel => //.
- move=> n; apply: measurable_fun_integral_kernel => //; last by auto.
+ move=> U mU; have := measurable_kernel k _ mU.
by move=> /measurable_fun_prod1; exact.
+ by move=> z; rewrite lee_fin.
+ exact/EFin_measurable_fun.
- by move=> n y _; apply: integral_ge0 => // z _; rewrite lee_fin.
- move=> y _ a b ab; apply: ge0_le_integral => //.
- move=> y _ a b ab; apply: ge0_le_integral => //; [|by auto| |by auto|].
+ by move=> z _; rewrite lee_fin.
+ exact/EFin_measurable_fun.
+ by move=> z _; rewrite lee_fin.
+ exact/EFin_measurable_fun.
+ by move: ab => /ndf_ /lefP ab z _; rewrite lee_fin.
apply: eq_integral => y _; rewrite -monotone_convergence//; last 3 first.
- by move=> n; exact/EFin_measurable_fun.
- by move=> n z _; rewrite lee_fin.
- by move=> z _ a b /ndf_ /lefP; rewrite lee_fin.
by apply: eq_integral => z _; apply/cvg_lim => //; exact: f_f.
apply: eq_integral => y _; rewrite -monotone_convergence//; [|auto| |].
- by apply: eq_integral => z _; apply/cvg_lim => //; exact: f_f.
- by move=> n z _; rewrite lee_fin.
- by move=> z _ a b /ndf_ /lefP; rewrite lee_fin.
Qed.

End integral_kcomp.
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