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8 changes: 8 additions & 0 deletions CHANGELOG_UNRELEASED.md
Original file line number Diff line number Diff line change
Expand Up @@ -44,6 +44,9 @@
+ definition `product_subprobability`
+ lemma `product_subprobability_setC`

- in `lebesgue_integral_theory/lebesgue_integrable.v`
+ lemma `null_set_integrable`

- new file `lebesgue_integral_theory/giry.v`
+ definition `measure_eq`
+ definition `giry`
Expand Down Expand Up @@ -72,6 +75,9 @@
- in `subspace_topology.v`:
+ definition `from_subspace`

- in `lebesgue_integrable.v`:
+ lemma `integrable_set0`

### Changed

- in `charge.v`:
Expand Down Expand Up @@ -118,6 +124,8 @@
`integration_by_substitution_onem`,
`Rintegration_by_substitution_onem`

- in `lebesgue_integral_theory/lebesgue_integrable.v`
+ lemma `null_set_integral`

### Deprecated

Expand Down
3 changes: 2 additions & 1 deletion theories/charge.v
Original file line number Diff line number Diff line change
Expand Up @@ -1260,7 +1260,8 @@ rewrite (le_trans (le_abse_integral _ _ _))//=.
by case/integrableP : intnf => /= + _; exact: measurable_funTS.
rewrite le_eqVlt; apply/orP; left; apply/eqP.
under eq_integral do rewrite abse_id.
by apply: null_set_integral => //=; exact: integrableS intnf.
apply: null_set_integral => //=.
by apply: measurable_funTS; apply: measurable_int intnf.
Qed.

End dominates_induced.
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20 changes: 17 additions & 3 deletions theories/lebesgue_integral_theory/lebesgue_integrable.v
Original file line number Diff line number Diff line change
Expand Up @@ -135,6 +135,12 @@ apply/integrableP; split=> //; under eq_integral do rewrite (gee0_abs (lexx 0)).
by rewrite integral0.
Qed.

Lemma integrable_set0 f : mu.-integrable set0 f.
Proof.
apply/integrableP; split; first exact: measurable_fun_set0.
by rewrite integral_set0.
Qed.

Lemma eq_integrable f g : {in D, f =1 g} -> mu_int f -> mu_int g.
Proof.
move=> fg /integrableP[mf fi]; apply/integrableP; split.
Expand Down Expand Up @@ -811,11 +817,19 @@ congr (_ - _); apply: ge0_negligible_integral => //; apply: (measurable_int mu).
exact: integrable_funeneg.
Qed.

Lemma null_set_integrable (N : set T) (f : T -> \bar R) :
measurable N -> measurable_fun N f -> mu N = 0 -> mu.-integrable N f.
Proof.
move=> mN mf muN0.
by rewrite (negligible_integrable mN) ?setDv//; exact: integrable_set0.
Qed.

Lemma null_set_integral (N : set T) (f : T -> \bar R) :
measurable N -> mu.-integrable N f ->
mu N = 0 -> \int[mu]_(x in N) f x = 0.
measurable N -> measurable_fun N f -> mu N = 0 -> \int[mu]_(x in N) f x = 0.
Proof.
by move=> mN intf ?; rewrite (negligible_integral mN mN)// setDv integral_set0.
move=> mN mf N0.
rewrite (negligible_integral mN mN) ?setDv ?integral_set0//.
exact: null_set_integrable.
Qed.

End negligible_integral.
Expand Down
4 changes: 2 additions & 2 deletions theories/probability.v
Original file line number Diff line number Diff line change
Expand Up @@ -1876,8 +1876,8 @@ Lemma normal_prob_dominates : normal_prob `<< mu.
Proof.
apply/null_content_dominatesP=> A mA muA0; rewrite /normal_prob /normal_pdf.
have [s0|s0] := eqVneq sigma 0.
apply: null_set_integral => //=; apply: (integrableS measurableT) => //=.
exact: integrable_indic_itv.
apply: null_set_integral => //=; apply: measurable_funTS => /=.
exact/measurable_EFinP/measurable_indic.
apply/eqP; rewrite eq_le; apply/andP; split; last first.
apply: integral_ge0 => x _.
by rewrite lee_fin mulr_ge0 ?normal_peak_ge0 ?normal_fun_ge0.
Expand Down