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[Merged by Bors] - feat(measure_theory/function/uniform_integrable): Uniform integrability and Vitali convergence theorem#12408

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JasonKYi/uniform_integrability
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[Merged by Bors] - feat(measure_theory/function/uniform_integrable): Uniform integrability and Vitali convergence theorem#12408
kex-y wants to merge 152 commits intomasterfrom
JasonKYi/uniform_integrability

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@kex-y kex-y commented Mar 2, 2022

This PR defines uniform integrability (both in the measure theory sense as well as the probability theory sense) and proves the Vitali convergence theorem which establishes a relation between convergence in measure and uniform integrability with convergence in Lp.


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kex-y and others added 2 commits March 5, 2022 15:54
Co-authored-by: Rémy Degenne <remydegenne@gmail.com>
kex-y and others added 3 commits March 5, 2022 18:08
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The proof of lemma unif_integrable_of_tendsto_Lp did essentially the following:

  • write f as g + (f - g) and say that f was unif_integrable as sum of unif_integrable functions
  • state that g was unif integrable since it's a single function in Lp
  • prove that if a sequence f of Lp tends to 0 in snorm, then it is unif_integrable

I cut the lemma in several pieces and added unif_integrable.add, unif_integrable.neg, unif_integrable.sub, unif_integrable_const. Overall, the proof of unif_integrable_of_tendsto_Lp was a bit long because you did not develop enough API about your new definition.

Please review my commit and change anything you don't like!

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kex-y commented Mar 6, 2022

Thanks a lot! The changes look great

@RemyDegenne
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I added congr_ae lemmas for unif_integrable and used them to remove measurability assumptions from Vitali's convergence theorem.

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This PR is now looking quite good, but I have an issue with the names. IMany different lemmas have the name snorm_indicator_ge_le and small variations on that. Can you make those more distinct?

Among all those results, some lemmas prove the existence of an M and use sets where the norm is large and others prove the existence of a delta and use any sets with measure less than delta. The names should in particular reflect that difference.

@RemyDegenne RemyDegenne added awaiting-author A reviewer has asked the author a question or requested changes and removed awaiting-review The author would like community review of the PR labels Mar 7, 2022
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kex-y commented Mar 7, 2022

I've changed the names of the lemmas now and added some doc string. Hopefully, it is more clear now.

@kex-y kex-y added awaiting-review The author would like community review of the PR and removed awaiting-author A reviewer has asked the author a question or requested changes labels Mar 7, 2022
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Thanks ! Those names are good.
bors r+

@github-actions github-actions bot added ready-to-merge All that is left is for bors to build and merge this PR. (Remember you need to say `bors r+`.) and removed awaiting-review The author would like community review of the PR labels Mar 7, 2022
bors bot pushed a commit that referenced this pull request Mar 7, 2022
…ty and Vitali convergence theorem (#12408)

This PR defines uniform integrability (both in the measure theory sense as well as the probability theory sense) and proves the Vitali convergence theorem which establishes a relation between convergence in measure and uniform integrability with convergence in Lp.
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bors bot commented Mar 7, 2022

Pull request successfully merged into master.

Build succeeded:

@bors bors bot changed the title feat(measure_theory/function/uniform_integrable): Uniform integrability and Vitali convergence theorem [Merged by Bors] - feat(measure_theory/function/uniform_integrable): Uniform integrability and Vitali convergence theorem Mar 7, 2022
@bors bors bot closed this Mar 7, 2022
@bors bors bot deleted the JasonKYi/uniform_integrability branch March 7, 2022 21:30
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4 participants