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Proof of Young's convolution inequality #231

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@js2357 js2357 commented Feb 9, 2025

Proof of Young's convolution inequality.

  • I proved AEMeasurable.lintegral_prod_right' by analogy to MeasureTheory.AEStronglyMeasurable.integral_prod_right'. I noticed that the latter theorem has no left version. Was that an intentional decision, or should we add some left theorems?
  • I added some extra theorems at the end of the file that weren't needed for the proof, but might be worth adding to Mathlib anyway.

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... etc. Thanks!

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js2357 commented Feb 13, 2025

When I tried to write the ‖L‖ₑ version of the theorem, neither version conveniently implied the other, so I ended up proving a third version that implies both of the other two. This leaves two new questions:

  1. For the theorems proven as intermediate steps (e.g., the case where all exponents are real), do we want to have all three versions of all of those, or just the most general version? I think it's fine to have only the general version; if someone ever wants to use one of the intermediate results instead of the final theorem, it's fairly easy to go from the general version to either of the other versions.
  2. Are we happy with the naming convention for the three versions? I currently have them as eLpNorm_convolution_le, eLpNorm_convolution_le', and eLpNorm_convolution_le'', with the unprimed version being the most general one, but I could also see an argument for letting the classical statement be the unprimed version, or for giving them all more descriptive names.

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  1. Yeah, no problem. Drop them.
  2. See my suggestions below.

[μ.IsAddLeftInvariant] {p q : ENNReal} (hpq : p.IsConjExponent q)
(hL : ∀ (x y : G), ‖L (f x) (g y)‖ ≤ ‖f x‖ * ‖g y‖)
(hf : AEStronglyMeasurable f μ) (hg : AEStronglyMeasurable g μ) (x₀ : G) :
∫⁻ (a : G), ‖(L (f a)) (g (x₀ - a))‖ₑ ∂μ ≤ eLpNorm f p μ * eLpNorm g q μ := by

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Suggested change
∫⁻ (a : G), ‖(L (f a)) (g (x₀ - a))‖ₑ ∂μ ≤ eLpNorm f p μ * eLpNorm g q μ := by
∫⁻ a, ‖L (f a) (g (x₀ - a))‖ₑ ∂μ ≤ eLpNorm f p μ * eLpNorm g q μ := by

/-- A generalization of Young's convolution inequality for the `ℒr` seminorm of a convolution
`(f ⋆[L, μ] g)`, which applies for any `L`. -/
theorem eLpNorm_convolution_le'' {p q r : ℝ≥0∞}
(hp : p ≥ 1) (hq : q ≥ 1) (hr : r ≥ 1) (hpqr : 1 / p + 1 / q = 1 / r + 1)

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Suggested change
(hp : p ≥ 1) (hq : q ≥ 1) (hr : r ≥ 1) (hpqr : 1 / p + 1 / q = 1 / r + 1)
(hp : 1 ≤ p) (hq : 1 ≤ q) (hr : 1 ≤ r) (hpqr : p⁻¹ + q⁻¹ = r⁻¹ + 1)

and everywhere else

replace hL : ∀ (x y : G), ‖L (f x) (g y)‖ ≤ 1 * ‖f x‖ * ‖g y‖ := by simpa using hL
simpa using eLpNorm_convolution_le hp hq hr hpqr hf hg hL

/-- A generalization of Young's convolution inequality for the `ℒr` seminorm of a convolution

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Suggested change
/-- A generalization of Young's convolution inequality for the `ℒr` seminorm of a convolution
/-- A generalization of **Young's convolution** inequality for the `ℒr` seminorm of a convolution

/-- A generalization of Young's convolution inequality that allows an arbitrary `L` as long as
a bound on the size of `L` (on the ranges of `f` and `g`) is known. See also
`eLpNorm_convolution_le''`, which is stated similarly in terms of `‖L‖ₑ`. -/
theorem eLpNorm_convolution_le {p q r : ℝ≥0∞}

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Here's a suggestion for 2.

Suggested change
theorem eLpNorm_convolution_le {p q r : ℝ≥0∞}
theorem eLpNorm_convolution_le_of_norm_le_mul {p q r : ℝ≥0∞}

/-- **Young's convolution inequality**: the `ℒr` seminorm of a convolution `(f ⋆[L, μ] g)` is
bounded by the product of the `ℒp` and `ℒq` seminorms, where `1 / p + 1 / q = 1 / r + 1` and
`‖L‖ₑ ≤ 1`. This includes the standard form of the inequality, in which `L` is multiplication. -/
theorem eLpNorm_convolution_le' {p q r : ℝ≥0∞}

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Suggested change
theorem eLpNorm_convolution_le' {p q r : ℝ≥0∞}
theorem eLpNorm_convolution_le_of_norm_le {p q r : ℝ≥0∞}


/-- A generalization of Young's convolution inequality for the `ℒr` seminorm of a convolution
`(f ⋆[L, μ] g)`, which applies for any `L`. -/
theorem eLpNorm_convolution_le'' {p q r : ℝ≥0∞}

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Suggested change
theorem eLpNorm_convolution_le'' {p q r : ℝ≥0∞}
theorem eLpNorm_convolution_le_enorm_mul {p q r : ℝ≥0∞}

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3 participants