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minor gen
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CHANGELOG_UNRELEASED.md

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@@ -116,7 +116,7 @@
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- in `hoelder.v`:
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+ definition `Lnorm` generalized to functions with codomain `\bar R`
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(this impacts the notation `'N_p[f]`)
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+ lemmas `Lnorm1`, `eq_Lnorm` (from `f : _ -> R` to `f : _ -> \bar R`)
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+ lemmas `Lnorm1`, `eq_Lnorm`, `Lnorm_counting` (from `f : _ -> R` to `f : _ -> \bar R`)
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- in `probability.v`
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+ lemma `cantelli`

theories/hoelder.v

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@@ -176,10 +176,10 @@ Section lnorm.
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Context d {T : measurableType d} {R : realType}.
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Local Open Scope ereal_scope.
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(** lp-norm is just Lp-norm applied to counting *)
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Local Notation "'N_ p [ f ]" := (Lnorm counting p (EFin \o f)).
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Local Notation "'N_ p [ f ]" := (Lnorm counting p f).
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Lemma Lnorm_counting p (f : R^nat) : (0 < p)%R ->
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'N_p%:E [f] = (\sum_(k <oo) (`| f k | `^ p)%:E) `^ p^-1.
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Lemma Lnorm_counting p (f : (\bar R)^nat) : (0 < p)%R ->
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'N_p%:E [f] = (\sum_(k <oo) (`| f k | `^ p)) `^ p^-1.
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Proof.
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by move=> p0; rewrite unlock ge0_integral_count// => k; rewrite poweR_ge0.
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Qed.
@@ -293,7 +293,7 @@ Qed.
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Lemma hoelder (f g : T -> R) p q :
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measurable_fun [set: T] f -> measurable_fun [set: T] g ->
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(0 < p)%R -> (0 < q)%R -> (p^-1 + q^-1 = 1)%R ->
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'N_1[(f \* g)%R] <= 'N_p%:E[f] * 'N_q%:E[g].
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'N_1[(f \* g)%R] <= 'N_p%:E[f] * 'N_q%:E[g].
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Proof.
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move=> mf mg p0 q0 pq.
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have [f0|f0] := eqVneq 'N_p%:E[f] 0%E; first exact: hoelder0.

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