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[Merged by Bors] - feat(measure_theory/interval_integral): more versions of FTC-1#3709

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urkud wants to merge 27 commits intomasterfrom
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[Merged by Bors] - feat(measure_theory/interval_integral): more versions of FTC-1#3709
urkud wants to merge 27 commits intomasterfrom
FTC-strict

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@urkud urkud commented Aug 6, 2020

Left/right derivative, strict derivative, differentiability in both endpoints.

Other changes:

  • rename filter.tendsto_le_left and filter.tendsto_le_right to filter.tendsto.mono_left and filter.tendsto.mono_right, swap arguments;
  • rename order_top.tendsto_at_top to order_top.tendsto_at_top_nhds;
  • introduce tendsto_Ixx_class instead of is_interval_generated.

Some lemmas assume (l : filter α) [is_interval_generated l] (_ : pure b ≤ l) (l ≤ 𝓝 b).
This is a fancy way to say “l is one of pure b, 𝓝[Iic b] b, 𝓝[Ici b] b, 𝓝 b
in order to prove a lemma for the three non-trivial cases simultaneously.

@urkud urkud added needs-documentation This PR is missing required documentation awaiting-review The author would like community review of the PR WIP Work in progress and removed awaiting-review The author would like community review of the PR labels Aug 6, 2020
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urkud commented Aug 7, 2020

While adding docs I found some holes in API. I'll work on this tonight or tomorrow.

@urkud urkud added awaiting-review The author would like community review of the PR and removed WIP Work in progress needs-documentation This PR is missing required documentation labels Aug 8, 2020
@urkud urkud requested a review from sgouezel August 9, 2020 05:21
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Some lemmas assume (l : filter α) [is_interval_generated l] (_ : pure b ≤ l) (l ≤ 𝓝 b).
This is a fancy way to say “l is one of pure b, 𝓝[Iic b] b, 𝓝[Ici b] b, 𝓝 b
in order to prove a lemma for the three non-trivial cases simultaneously.

Should this be mentioned in a module doc string?

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This is very nice: the formulations of the different versions of the FTC are really neat, and you have been able to factor out the proof part very efficiently. Thanks!

the difference $F_μ(b)-F_μ(a)$, where $F_μ(a)=μ(-∞, a]$ is the
[cumulative distribution function](https://en.wikipedia.org/wiki/Cumulative_distribution_function)
of `μ`.

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Could you add comments on the different versions of the FTC you prove, in the file-level docstring?

@sgouezel sgouezel 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 Aug 9, 2020
urkud added 2 commits August 10, 2020 13:21
Now `interval_integral` has `#exit` and many outdated docstrings.
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urkud commented Aug 12, 2020

While working on the docs I've realized that I have no has_strict_fderiv_at for ∫ x in a..b, f x ∂μ as a function of both a and b. tl;dr: I refactored FTC again (almost done, will finish tomorrow).

@urkud urkud 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 Aug 17, 2020
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urkud commented Aug 17, 2020

I rewrote large parts of this PR to add differentiability in both endpoints.

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Thanks! In addition to minor comments, my main concern is that the file-level docstring could (should?) be exanded a lot, both in the statements section (can you explain what you prove, maybe not all versions but at least one or two relevant versions), and also in the implementation section (comment on the specific type classes you introduce, and how they are used and how they make it possible to avoid proof duplication).

@PatrickMassot PatrickMassot 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 Aug 19, 2020
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urkud commented Aug 20, 2020

@sgouezel I tried to address all your comments.

@urkud urkud 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 Aug 20, 2020
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bors r+

Thanks!

@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 Aug 21, 2020
bors bot pushed a commit that referenced this pull request Aug 21, 2020
Left/right derivative, strict derivative, differentiability in both endpoints.

Other changes:

* rename `filter.tendsto_le_left` and `filter.tendsto_le_right` to `filter.tendsto.mono_left` and `filter.tendsto.mono_right`, swap arguments;
* rename `order_top.tendsto_at_top` to `order_top.tendsto_at_top_nhds`;
* introduce `tendsto_Ixx_class` instead of `is_interval_generated`.



Co-authored-by: sgouezel <sebastien.gouezel@univ-rennes1.fr>
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bors bot commented Aug 21, 2020

Pull request successfully merged into master.

Build succeeded:

@bors bors bot changed the title feat(measure_theory/interval_integral): more versions of FTC-1 [Merged by Bors] - feat(measure_theory/interval_integral): more versions of FTC-1 Aug 21, 2020
@bors bors bot closed this Aug 21, 2020
@bors bors bot deleted the FTC-strict branch August 21, 2020 11:41
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