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ae_eqS, measure_dominates_ae_eq
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IshiguroYoshihiro committed Dec 1, 2023
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Expand Up @@ -3477,6 +3477,25 @@ Proof. by apply: filterS => x /[apply] /= ->. Qed.

End ae_eq.

Section ae_eq_lemmas.
Context d (T : measurableType d) (R : realType).

Lemma ae_eqS (mu : {measure set T -> \bar R}) A B f g :
B `<=` A -> ae_eq mu A f g -> ae_eq mu B f g.
Proof.
move=> BA.
case => N [mN N0 fg]; exists N; split => //.
by apply: subset_trans fg; apply: subsetC => z /= /[swap] /BA ? ->//.
Qed.

Lemma measure_dominates_ae_eq
(mu : {measure set T -> \bar R}) (nu : {measure set T -> \bar R})
(f g : T -> \bar R) E : measurable E ->
nu `<< mu -> ae_eq mu E f g -> ae_eq nu E f g.
Proof. by move=> mE munu [A [mA A0 EA]]; exists A; split => //; exact: munu. Qed.

End ae_eq_lemmas.

Section ae_eq_integral.
Local Open Scope ereal_scope.
Context d (T : measurableType d) (R : realType)
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