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import MIL.Common
import Mathlib.Analysis.NormedSpace.FiniteDimension
import Mathlib.Analysis.Convolution
import Mathlib.MeasureTheory.Function.Jacobian
import Mathlib.MeasureTheory.Integral.Bochner
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
open Set Filter
open Topology Filter ENNReal
open MeasureTheory
noncomputable section
variable {α : Type*} [MeasurableSpace α]
variable {μ : Measure α}
section
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f : α → E}
example {f g : α → E} (hf : Integrable f μ) (hg : Integrable g μ) :
∫ a, f a + g a ∂μ = ∫ a, f a ∂μ + ∫ a, g a ∂μ :=
integral_add hf hg
example {s : Set α} (c : E) : ∫ x in s, c ∂μ = (μ s).toReal • c :=
setIntegral_const c
open Filter
example {F : ℕ → α → E} {f : α → E} (bound : α → ℝ) (hmeas : ∀ n, AEStronglyMeasurable (F n) μ)
(hint : Integrable bound μ) (hbound : ∀ n, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound a)
(hlim : ∀ᵐ a ∂μ, Tendsto (fun n : ℕ ↦ F n a) atTop (𝓝 (f a))) :
Tendsto (fun n ↦ ∫ a, F n a ∂μ) atTop (𝓝 (∫ a, f a ∂μ)) :=
tendsto_integral_of_dominated_convergence bound hmeas hint hbound hlim
example {α : Type*} [MeasurableSpace α] {μ : Measure α} [SigmaFinite μ] {β : Type*}
[MeasurableSpace β] {ν : Measure β} [SigmaFinite ν] (f : α × β → E)
(hf : Integrable f (μ.prod ν)) : ∫ z, f z ∂ μ.prod ν = ∫ x, ∫ y, f (x, y) ∂ν ∂μ :=
integral_prod f hf
end
section
open Convolution
variable {𝕜 : Type*} {G : Type*} {E : Type*} {E' : Type*} {F : Type*} [NormedAddCommGroup E]
[NormedAddCommGroup E'] [NormedAddCommGroup F] [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E]
[NormedSpace 𝕜 E'] [NormedSpace 𝕜 F] [MeasurableSpace G] [NormedSpace ℝ F] [CompleteSpace F]
[Sub G]
example (f : G → E) (g : G → E') (L : E →L[𝕜] E' →L[𝕜] F) (μ : Measure G) :
f ⋆[L, μ] g = fun x ↦ ∫ t, L (f t) (g (x - t)) ∂μ :=
rfl
end
example {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [FiniteDimensional ℝ E]
[MeasurableSpace E] [BorelSpace E] (μ : Measure E) [μ.IsAddHaarMeasure] {F : Type*}
[NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] {s : Set E} {f : E → E}
{f' : E → E →L[ℝ] E} (hs : MeasurableSet s)
(hf : ∀ x : E, x ∈ s → HasFDerivWithinAt f (f' x) s x) (h_inj : InjOn f s) (g : E → F) :
∫ x in f '' s, g x ∂μ = ∫ x in s, |(f' x).det| • g (f x) ∂μ :=
integral_image_eq_integral_abs_det_fderiv_smul μ hs hf h_inj g