@@ -4,7 +4,7 @@ From mathcomp Require Import all_ssreflect ssralg ssrnum ssrint interval finmap.
44From mathcomp Require Import mathcomp_extra boolp classical_sets functions.
55From mathcomp Require Import cardinality fsbigop .
66Require Import signed reals ereal topology normedtype sequences real_interval.
7- Require Import esum measure lebesgue_measure lebesgue_integral numfun exp.
7+ Require Import esum measure lebesgue_measure lebesgue_integral numfun exp convex itv .
88
99(***************************************************************************** *)
1010(* Hoelder's Inequality *)
@@ -220,10 +220,7 @@ Section lnorm.
220220Context (R : realType).
221221Local Open Scope ereal_scope.
222222
223- Definition lnorm (p : R) (f : R^nat) : \bar R :=
224- (\sum_(x <oo) (`|f x| `^ p)%:E) `^ p^-1.
225-
226- Local Notation "`| f |~ p" := (lnorm p f).
223+ Local Notation "'N_ p [ f ]" := 'N[counting]_p[f].
227224
228225Lemma ge0_integral_count (a : nat -> \bar R) : (forall k, 0 <= a k) ->
229226 \int[counting]_t (a t) = \sum_(k <oo) (a k).
@@ -236,9 +233,9 @@ rewrite (@ge0_integral_measure_series _ _ R (fun n => [the measure _ _ of \d_ n]
236233by apply: eq_eseriesr=> i _; rewrite integral_dirac//= indicE mem_set// mul1e.
237234Qed .
238235
239- Lemma Lnorm_lnorm_eq p (f : R^nat) : 'N[counting]_p [f] = `| f |~p .
236+ Lemma lnormE p (f : R^nat) : 'N_p [f] = (\sum_(k <oo) ( `| f k | `^ p)%:E) `^ p^-1 .
240237Proof .
241- rewrite /lnorm - ge0_integral_count// => k.
238+ rewrite /Lnorm ge0_integral_count// => k.
242239by rewrite lee_fin powR_ge0.
243240Qed .
244241
@@ -247,60 +244,23 @@ Proof.
247244rewrite /poweR. case:x => //. case: ifPn => //.
248245Qed .
249246
250- Lemma not_summable_lnorm_ifty p (f : R^nat) : (0 < p)%R ->
251- ~summable [set: nat] (fun t : nat => (`|f t| `^ p)%:E) -> `| f |~p = +oo%E.
252- Proof .
253- rewrite /summable /lnorm=>p0.
254- rewrite ltNge leye_eq => /negP /negPn /eqP.
255- rewrite nneseries_esum; last first.
256- move=> n _; rewrite lee_fin powR_ge0//.
257- rewrite -fun_true.
258- under eq_esum => i _ do rewrite gee0_abs ?lee_fin ?powR_ge0//.
259- by move=> ->; rewrite poweRyr// gt_eqF// invr_gt0.
260- Qed .
261-
262- Lemma lnorm_ifty_not_summable p (f : R^nat) : (0 < p)%R ->
263- lnorm p f = +oo%E -> ~summable [set: nat] (fun t : nat => (`|f t| `^ p)%:E).
264- Proof .
265- rewrite /summable /lnorm=>p0 /poweRyr_inv.
266- under eq_esum => i _ do rewrite gee0_abs ?lee_fin ?powR_ge0//.
267- rewrite nneseries_esum; last first.
268- move=> n _; rewrite lee_fin powR_ge0//.
269- rewrite -fun_true => ->//.
270- Qed .
271-
272- Lemma lnorm_ge0 (p : R) (f : R^nat) : (0 <= `| f |~p)%E.
273- Proof .
274- rewrite /lnorm poweR_ge0//.
275- Qed .
276-
277247End lnorm.
278248
279- Declare Scope lnorm_scope.
280- Notation "`| f |~ p" := (lnorm p f) : lnorm_scope.
281-
282249Section hoelder_sums.
283250Context (R : realType).
284251Local Open Scope ereal_scope.
285- Local Open Scope lnorm_scope.
286252
287- Lemma hoelder_sums (f g : R^nat) (p q : R) :
288- measurable_fun setT f -> measurable_fun setT g ->
289- (0 < p)%R -> (0 < q)%R -> (p^-1 + q^-1 = 1)%R ->
290- `| (f \* g)%R |~(1) <= `| f |~p * `| g |~q.
291- Proof .
292- move=> mf mg p0 q0 pq; rewrite -!Lnorm_lnorm_eq hoelder//.
293- Qed .
253+ Local Notation "'N_ p [ f ]" := 'N[counting]_p[f].
294254
295- Lemma hoelder_sum2 (a1 a2 b1 b2 : R) (p q : R) : (0 <= a1)%R -> (0 <= a2)%R -> (0 <= b1)%R -> (0 <= b2)%R ->
255+ Lemma hoelder2 (a1 a2 b1 b2 : R) (p q : R) : (0 <= a1)%R -> (0 <= a2)%R -> (0 <= b1)%R -> (0 <= b2)%R ->
296256 (0 < p)%R -> (0 < q)%R -> (p^-1 + q^-1 = 1)%R ->
297257 (a1 * b1 + a2 * b2 <= (a1`^p + a2`^p) `^ (p^-1) * (b1`^q + b2`^q)`^(q^-1))%R.
298258Proof .
299259move=> a10 a20 b10 b20 p0 q0 pq.
300260pose f := fun a b n => match n with 0%nat => a | 1%nat => b | _ => 0%R:R end.
301261have mf a b : measurable_fun setT (f a b). done.
302- have := @hoelder_sums (f a1 a2) (f b1 b2) p q (mf a1 a2) (mf b1 b2) p0 q0 pq.
303- rewrite /lnorm .
262+ have := @hoelder _ _ _ counting (f a1 a2) (f b1 b2) p q (mf a1 a2) (mf b1 b2) p0 q0 pq.
263+ rewrite !lnormE .
304264rewrite (nneseries_split 2); last by move=> k; rewrite lee_fin powR_ge0.
305265rewrite ereal_series_cond eseries0 ?adde0; last first.
306266 case=>//; case=>// n n2; rewrite /f /= mulr0 normr0 powR0//.
@@ -332,7 +292,7 @@ Variable mu : {measure set T -> \bar R}.
332292Local Open Scope ereal_scope.
333293Local Open Scope convex_scope.
334294
335- Local Notation "`| f |~ p " := (Lnorm mu p f) .
295+ Local Notation "'N_ p [ f ] " := 'N[counting]_p[f] .
336296
337297Lemma ln_le0 (x : R) : (x <= 1 -> ln x <= 0)%R.
338298Proof .
@@ -358,6 +318,8 @@ rewrite ger_powR//.
358318apply/andP; split=>//.
359319Qed .
360320
321+ Local Open Scope convex_scope.
322+
361323Lemma convex_powR (t : {i01 R}) (x y : R^o) p : (1 <= p)%R ->
362324 (0 <= x)%R -> (0 <= y)%R ->
363325 ((x <| t |> y) `^ p <= (x `^ p : R^o) <| t |> y `^ p)%R.
@@ -402,7 +364,7 @@ apply: (le_trans (y:=(w1 *: (x `^ p : R^o) + w2 *: (y `^ p : R^o)) `^ (p^-1) * (
402364 pose b1 := (w1 `^ (q^-1))%R.
403365 pose b2 := (w2 `^ (q^-1))%R.
404366 have : (a1 * b1 + a2 * b2 <= (a1 `^ p + a2 `^ p)`^(p^-1) * (b1 `^ q + b2 `^ q)`^(q^-1))%R.
405- apply hoelder_sum2 => //.
367+ apply hoelder2 => //.
406368 - by rewrite /a1 mulr_ge0// powR_ge0.
407369 - by rewrite /a2 mulr_ge0// powR_ge0.
408370 - by rewrite /b1 powR_ge0.
0 commit comments