Mathlib.Analysis.SpecialFunctions
SpecialFunctions — Mathlib-shaped helpers for real-power convergence, power integrals, and Jacobi polynomials.
PowerIntegral 1 core · 2 supporting This module evaluates the deterministic interval integrals that appear after the polynomial-tail layer-cake reduction. ★ integral_rpow_neg_Ioc
Power-law interval integrals
This module evaluates the deterministic interval integrals that appear after the polynomial-tail
layer-cake reduction. The helper zero_notMem_uIcc supplies the positivity side condition needed
by intervalIntegral on a window 0 < a <= b.
The two public evaluations are integral_rpow_neg_Ioc, for the non-logarithmic case
kappa != 1, and integral_inv_neg_Ioc, for the boundary case kappa = 1. Together they
convert the threshold integral over (t0^(-1), lam^(-1)] into the
lam^(kappa - 1) / log (1 / lam) alternatives used by the J and I moment bounds.
Power integral, κ ≠ 1. If the exponent κ is not equal to 1, a is positive, and a is at most b, then the interval integral of t ↦ t^{-κ} over (a, b] equals (b^{1-κ} − a^{1-κ})/(1−κ).
Formal statement
Proof (Lean source)
2 supporting declarations (lemmas, instances)
-
zero_notMem_uIcctheorem — 0 ∉ [[a,b]] when 0 < a ≤ b.Proof (Lean source)
theorem zero_notMem_uIcc {a b : ℝ} (ha : 0 < a) (hab : a ≤ b) : (0 : ℝ) ∉ uIcc a b := by rw [Set.uIcc_of_le hab, Set.mem_Icc] exact fun h => absurd h.1 (not_le.mpr ha) -
integral_inv_neg_Ioctheorem — Power integral, κ = 1. ∫ t in (a,b], t^{-1} = log b − log a.Proof (Lean source)
theorem integral_inv_neg_Ioc {a b : ℝ} (ha : 0 < a) (hab : a ≤ b) : ∫ t in Ioc a b, t ^ (-(1 : ℝ)) = log b - log a := by have hcongr : EqOn (fun t : ℝ => t ^ (-(1 : ℝ))) (fun t => t⁻¹) (Ioc a b) := fun t _ => by simp [Real.rpow_neg_one] rw [setIntegral_congr_fun measurableSet_Ioc hcongr, ← intervalIntegral.integral_of_le hab, integral_inv (zero_notMem_uIcc ha hab), Real.log_div (ne_of_gt (lt_of_lt_of_le ha hab)) (ne_of_gt ha)]