[Merged by Bors] - feat(measure_theory/function/uniform_integrable): Uniform integrability and Vitali convergence theorem#12408
[Merged by Bors] - feat(measure_theory/function/uniform_integrable): Uniform integrability and Vitali convergence theorem#12408
Conversation
…nity/mathlib into JasonKYi/uniform_integrability
…nity/mathlib into JasonKYi/uniform_integrability
…nity/mathlib into JasonKYi/uniform_integrability
Co-authored-by: Rémy Degenne <remydegenne@gmail.com>
Co-authored-by: Rémy Degenne <remydegenne@gmail.com>
…r-community/mathlib into JasonKYi/uniform_integrability
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The proof of lemma
I cut the lemma in several pieces and added Please review my commit and change anything you don't like! |
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Thanks a lot! The changes look great |
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I added |
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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 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. |
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I've changed the names of the lemmas now and added some doc string. Hopefully, it is more clear now. |
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Thanks ! Those names are good. |
…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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Pull request successfully merged into master. Build succeeded: |
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.
uniform_integrabilityfile toegorov#12402