Context stringlengths 57 6.04k | file_name stringlengths 21 79 | start int64 14 1.49k | end int64 18 1.5k | theorem stringlengths 25 1.55k | proof stringlengths 5 7.36k | rank int64 0 2.4k |
|---|---|---|---|---|---|---|
import Mathlib.Analysis.SpecificLimits.Basic
import Mathlib.Order.Interval.Set.IsoIoo
import Mathlib.Topology.Order.MonotoneContinuity
import Mathlib.Topology.UrysohnsBounded
#align_import topology.tietze_extension from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
section TietzeExten... | Mathlib/Topology/TietzeExtension.lean | 134 | 143 | theorem TietzeExtension.of_retract {Y : Type v} {Z : Type w} [TopologicalSpace Y]
[TopologicalSpace Z] [TietzeExtension.{u, w} Z] (ι : C(Y, Z)) (r : C(Z, Y))
(h : r.comp ι = .id Y) : TietzeExtension.{u, v} Y where
exists_restrict_eq' s hs f := by |
obtain ⟨g, hg⟩ := (ι.comp f).exists_restrict_eq hs
use r.comp g
ext1 x
have := congr(r.comp $(hg))
rw [← r.comp_assoc ι, h, f.id_comp] at this
congrm($this x)
| 1,770 |
import Mathlib.Analysis.SpecificLimits.Basic
import Mathlib.Order.Interval.Set.IsoIoo
import Mathlib.Topology.Order.MonotoneContinuity
import Mathlib.Topology.UrysohnsBounded
#align_import topology.tietze_extension from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
variable {X Y : T... | Mathlib/Topology/TietzeExtension.lean | 169 | 213 | theorem tietze_extension_step (f : X →ᵇ ℝ) (e : C(X, Y)) (he : ClosedEmbedding e) :
∃ g : Y →ᵇ ℝ, ‖g‖ ≤ ‖f‖ / 3 ∧ dist (g.compContinuous e) f ≤ 2 / 3 * ‖f‖ := by |
have h3 : (0 : ℝ) < 3 := by norm_num1
have h23 : 0 < (2 / 3 : ℝ) := by norm_num1
-- In the trivial case `f = 0`, we take `g = 0`
rcases eq_or_ne f 0 with (rfl | hf)
· use 0
simp
replace hf : 0 < ‖f‖ := norm_pos_iff.2 hf
/- Otherwise, the closed sets `e '' (f ⁻¹' (Iic (-‖f‖ / 3)))` and `e '' (f ⁻¹' (I... | 1,770 |
import Mathlib.Analysis.SpecificLimits.Basic
import Mathlib.Order.Interval.Set.IsoIoo
import Mathlib.Topology.Order.MonotoneContinuity
import Mathlib.Topology.UrysohnsBounded
#align_import topology.tietze_extension from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
variable {X Y : T... | Mathlib/Topology/TietzeExtension.lean | 220 | 262 | theorem exists_extension_norm_eq_of_closedEmbedding' (f : X →ᵇ ℝ) (e : C(X, Y))
(he : ClosedEmbedding e) : ∃ g : Y →ᵇ ℝ, ‖g‖ = ‖f‖ ∧ g.compContinuous e = f := by |
/- For the proof, we iterate `tietze_extension_step`. Each time we apply it to the difference
between the previous approximation and `f`. -/
choose F hF_norm hF_dist using fun f : X →ᵇ ℝ => tietze_extension_step f e he
set g : ℕ → Y →ᵇ ℝ := fun n => (fun g => g + F (f - g.compContinuous e))^[n] 0
have g0 :... | 1,770 |
import Mathlib.MeasureTheory.OuterMeasure.Operations
import Mathlib.Analysis.SpecificLimits.Basic
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology E... | Mathlib/MeasureTheory/OuterMeasure/OfFunction.lean | 139 | 169 | theorem ofFunction_union_of_top_of_nonempty_inter {s t : Set α}
(h : ∀ u, (s ∩ u).Nonempty → (t ∩ u).Nonempty → m u = ∞) :
OuterMeasure.ofFunction m m_empty (s ∪ t) =
OuterMeasure.ofFunction m m_empty s + OuterMeasure.ofFunction m m_empty t := by |
refine le_antisymm (measure_union_le _ _) (le_iInf₂ fun f hf ↦ ?_)
set μ := OuterMeasure.ofFunction m m_empty
rcases Classical.em (∃ i, (s ∩ f i).Nonempty ∧ (t ∩ f i).Nonempty) with (⟨i, hs, ht⟩ | he)
· calc
μ s + μ t ≤ ∞ := le_top
_ = m (f i) := (h (f i) hs ht).symm
_ ≤ ∑' i, m (f i) := ENNR... | 1,771 |
import Mathlib.MeasureTheory.OuterMeasure.OfFunction
import Mathlib.MeasureTheory.PiSystem
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
... | Mathlib/MeasureTheory/OuterMeasure/Caratheodory.lean | 62 | 62 | theorem isCaratheodory_empty : IsCaratheodory m ∅ := by | simp [IsCaratheodory, m.empty, diff_empty]
| 1,772 |
import Mathlib.MeasureTheory.OuterMeasure.OfFunction
import Mathlib.MeasureTheory.PiSystem
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
... | Mathlib/MeasureTheory/OuterMeasure/Caratheodory.lean | 65 | 66 | theorem isCaratheodory_compl : IsCaratheodory m s₁ → IsCaratheodory m s₁ᶜ := by |
simp [IsCaratheodory, diff_eq, add_comm]
| 1,772 |
import Mathlib.MeasureTheory.OuterMeasure.OfFunction
import Mathlib.MeasureTheory.PiSystem
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
... | Mathlib/MeasureTheory/OuterMeasure/Caratheodory.lean | 82 | 84 | theorem measure_inter_union (h : s₁ ∩ s₂ ⊆ ∅) (h₁ : IsCaratheodory m s₁) {t : Set α} :
m (t ∩ (s₁ ∪ s₂)) = m (t ∩ s₁) + m (t ∩ s₂) := by |
rw [h₁, Set.inter_assoc, Set.union_inter_cancel_left, inter_diff_assoc, union_diff_cancel_left h]
| 1,772 |
import Mathlib.MeasureTheory.OuterMeasure.OfFunction
import Mathlib.MeasureTheory.PiSystem
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
... | Mathlib/MeasureTheory/OuterMeasure/Caratheodory.lean | 97 | 100 | theorem isCaratheodory_inter (h₁ : IsCaratheodory m s₁) (h₂ : IsCaratheodory m s₂) :
IsCaratheodory m (s₁ ∩ s₂) := by |
rw [← isCaratheodory_compl_iff, Set.compl_inter]
exact isCaratheodory_union _ (isCaratheodory_compl _ h₁) (isCaratheodory_compl _ h₂)
| 1,772 |
import Mathlib.MeasureTheory.OuterMeasure.OfFunction
import Mathlib.MeasureTheory.PiSystem
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
... | Mathlib/MeasureTheory/OuterMeasure/Caratheodory.lean | 115 | 128 | theorem isCaratheodory_iUnion_nat {s : ℕ → Set α} (h : ∀ i, IsCaratheodory m (s i))
(hd : Pairwise (Disjoint on s)) : IsCaratheodory m (⋃ i, s i) := by |
apply (isCaratheodory_iff_le' m).mpr
intro t
have hp : m (t ∩ ⋃ i, s i) ≤ ⨆ n, m (t ∩ ⋃ i < n, s i) := by
convert m.iUnion fun i => t ∩ s i using 1
· simp [inter_iUnion]
· simp [ENNReal.tsum_eq_iSup_nat, isCaratheodory_sum m h hd]
refine le_trans (add_le_add_right hp _) ... | 1,772 |
import Mathlib.MeasureTheory.OuterMeasure.Caratheodory
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
namespace MeasureTheory
open Outer... | Mathlib/MeasureTheory/OuterMeasure/Induced.lean | 49 | 49 | theorem extend_eq {s : α} (h : P s) : extend m s = m s h := by | simp [extend, h]
| 1,773 |
import Mathlib.MeasureTheory.OuterMeasure.Caratheodory
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
namespace MeasureTheory
open Outer... | Mathlib/MeasureTheory/OuterMeasure/Induced.lean | 52 | 52 | theorem extend_eq_top {s : α} (h : ¬P s) : extend m s = ∞ := by | simp [extend, h]
| 1,773 |
import Mathlib.MeasureTheory.OuterMeasure.Caratheodory
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
namespace MeasureTheory
open Outer... | Mathlib/MeasureTheory/OuterMeasure/Induced.lean | 55 | 62 | theorem smul_extend {R} [Zero R] [SMulWithZero R ℝ≥0∞] [IsScalarTower R ℝ≥0∞ ℝ≥0∞]
[NoZeroSMulDivisors R ℝ≥0∞] {c : R} (hc : c ≠ 0) :
c • extend m = extend fun s h => c • m s h := by |
ext1 s
dsimp [extend]
by_cases h : P s
· simp [h]
· simp [h, ENNReal.smul_top, hc]
| 1,773 |
import Mathlib.MeasureTheory.OuterMeasure.Caratheodory
#align_import measure_theory.measure.outer_measure from "leanprover-community/mathlib"@"343e80208d29d2d15f8050b929aa50fe4ce71b55"
noncomputable section
open Set Function Filter
open scoped Classical NNReal Topology ENNReal
namespace MeasureTheory
open Outer... | Mathlib/MeasureTheory/OuterMeasure/Induced.lean | 65 | 68 | theorem le_extend {s : α} (h : P s) : m s h ≤ extend m s := by |
simp only [extend, le_iInf_iff]
intro
rfl
| 1,773 |
import Mathlib.MeasureTheory.OuterMeasure.Induced
import Mathlib.MeasureTheory.OuterMeasure.AE
import Mathlib.Order.Filter.CountableInter
#align_import measure_theory.measure.measure_space_def from "leanprover-community/mathlib"@"c14c8fcde993801fca8946b0d80131a1a81d1520"
noncomputable section
open scoped Classic... | Mathlib/MeasureTheory/Measure/MeasureSpaceDef.lean | 148 | 149 | theorem outerMeasure_le_iff {m : OuterMeasure α} : m ≤ μ.1 ↔ ∀ s, MeasurableSet s → m s ≤ μ s := by |
simpa only [μ.trimmed] using OuterMeasure.le_trim_iff (m₂ := μ.1)
| 1,774 |
import Mathlib.MeasureTheory.MeasurableSpace.Basic
import Mathlib.MeasureTheory.Measure.MeasureSpaceDef
#align_import measure_theory.function.ae_measurable_sequence from "leanprover-community/mathlib"@"d003c55042c3cd08aefd1ae9a42ef89441cdaaf3"
open MeasureTheory
open scoped Classical
variable {ι : Sort*} {α β γ... | Mathlib/MeasureTheory/Function/AEMeasurableSequence.lean | 50 | 56 | theorem mk_eq_fun_of_mem_aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) {x : α} (hx : x ∈ aeSeqSet hf p)
(i : ι) : (hf i).mk (f i) x = f i x :=
haveI h_ss : aeSeqSet hf p ⊆ { x | ∀ i, f i x = (hf i).mk (f i) x } := by |
rw [aeSeqSet, ← compl_compl { x | ∀ i, f i x = (hf i).mk (f i) x }, Set.compl_subset_compl]
refine Set.Subset.trans (Set.compl_subset_compl.mpr fun x h => ?_) (subset_toMeasurable _ _)
exact h.1
(h_ss hx i).symm
| 1,775 |
import Mathlib.MeasureTheory.MeasurableSpace.Basic
import Mathlib.MeasureTheory.Measure.MeasureSpaceDef
#align_import measure_theory.function.ae_measurable_sequence from "leanprover-community/mathlib"@"d003c55042c3cd08aefd1ae9a42ef89441cdaaf3"
open MeasureTheory
open scoped Classical
variable {ι : Sort*} {α β γ... | Mathlib/MeasureTheory/Function/AEMeasurableSequence.lean | 59 | 61 | theorem aeSeq_eq_mk_of_mem_aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) {x : α}
(hx : x ∈ aeSeqSet hf p) (i : ι) : aeSeq hf p i x = (hf i).mk (f i) x := by |
simp only [aeSeq, hx, if_true]
| 1,775 |
import Mathlib.MeasureTheory.MeasurableSpace.Basic
import Mathlib.MeasureTheory.Measure.MeasureSpaceDef
#align_import measure_theory.function.ae_measurable_sequence from "leanprover-community/mathlib"@"d003c55042c3cd08aefd1ae9a42ef89441cdaaf3"
open MeasureTheory
open scoped Classical
variable {ι : Sort*} {α β γ... | Mathlib/MeasureTheory/Function/AEMeasurableSequence.lean | 64 | 66 | theorem aeSeq_eq_fun_of_mem_aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) {x : α}
(hx : x ∈ aeSeqSet hf p) (i : ι) : aeSeq hf p i x = f i x := by |
simp only [aeSeq_eq_mk_of_mem_aeSeqSet hf hx i, mk_eq_fun_of_mem_aeSeqSet hf hx i]
| 1,775 |
import Mathlib.MeasureTheory.MeasurableSpace.Basic
import Mathlib.MeasureTheory.Measure.MeasureSpaceDef
#align_import measure_theory.function.ae_measurable_sequence from "leanprover-community/mathlib"@"d003c55042c3cd08aefd1ae9a42ef89441cdaaf3"
open MeasureTheory
open scoped Classical
variable {ι : Sort*} {α β γ... | Mathlib/MeasureTheory/Function/AEMeasurableSequence.lean | 69 | 78 | theorem prop_of_mem_aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) {x : α} (hx : x ∈ aeSeqSet hf p) :
p x fun n => aeSeq hf p n x := by |
simp only [aeSeq, hx, if_true]
rw [funext fun n => mk_eq_fun_of_mem_aeSeqSet hf hx n]
have h_ss : aeSeqSet hf p ⊆ { x | p x fun n => f n x } := by
rw [← compl_compl { x | p x fun n => f n x }, aeSeqSet, Set.compl_subset_compl]
refine Set.Subset.trans (Set.compl_subset_compl.mpr ?_) (subset_toMeasurable _... | 1,775 |
import Mathlib.MeasureTheory.MeasurableSpace.Basic
import Mathlib.MeasureTheory.Measure.MeasureSpaceDef
#align_import measure_theory.function.ae_measurable_sequence from "leanprover-community/mathlib"@"d003c55042c3cd08aefd1ae9a42ef89441cdaaf3"
open MeasureTheory
open scoped Classical
variable {ι : Sort*} {α β γ... | Mathlib/MeasureTheory/Function/AEMeasurableSequence.lean | 81 | 86 | theorem fun_prop_of_mem_aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) {x : α} (hx : x ∈ aeSeqSet hf p) :
p x fun n => f n x := by |
have h_eq : (fun n => f n x) = fun n => aeSeq hf p n x :=
funext fun n => (aeSeq_eq_fun_of_mem_aeSeqSet hf hx n).symm
rw [h_eq]
exact prop_of_mem_aeSeqSet hf hx
| 1,775 |
import Mathlib.MeasureTheory.MeasurableSpace.Basic
import Mathlib.MeasureTheory.Measure.MeasureSpaceDef
#align_import measure_theory.function.ae_measurable_sequence from "leanprover-community/mathlib"@"d003c55042c3cd08aefd1ae9a42ef89441cdaaf3"
open MeasureTheory
open scoped Classical
variable {ι : Sort*} {α β γ... | Mathlib/MeasureTheory/Function/AEMeasurableSequence.lean | 100 | 105 | theorem measure_compl_aeSeqSet_eq_zero [Countable ι] (hf : ∀ i, AEMeasurable (f i) μ)
(hp : ∀ᵐ x ∂μ, p x fun n => f n x) : μ (aeSeqSet hf p)ᶜ = 0 := by |
rw [aeSeqSet, compl_compl, measure_toMeasurable]
have hf_eq := fun i => (hf i).ae_eq_mk
simp_rw [Filter.EventuallyEq, ← ae_all_iff] at hf_eq
exact Filter.Eventually.and hf_eq hp
| 1,775 |
import Mathlib.Topology.Semicontinuous
import Mathlib.MeasureTheory.Function.AEMeasurableSequence
import Mathlib.MeasureTheory.Order.Lattice
import Mathlib.Topology.Order.Lattice
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
#align_import measure_theory.constructions.borel_space.basic from "leanprover-c... | Mathlib/MeasureTheory/Constructions/BorelSpace/Order.lean | 54 | 74 | theorem borel_eq_generateFrom_Iio : borel α = .generateFrom (range Iio) := by |
refine le_antisymm ?_ (generateFrom_le ?_)
· rw [borel_eq_generateFrom_of_subbasis (@OrderTopology.topology_eq_generate_intervals α _ _ _)]
letI : MeasurableSpace α := MeasurableSpace.generateFrom (range Iio)
have H : ∀ a : α, MeasurableSet (Iio a) := fun a => GenerateMeasurable.basic _ ⟨_, rfl⟩
refine... | 1,776 |
import Mathlib.Topology.Semicontinuous
import Mathlib.MeasureTheory.Function.AEMeasurableSequence
import Mathlib.MeasureTheory.Order.Lattice
import Mathlib.Topology.Order.Lattice
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
#align_import measure_theory.constructions.borel_space.basic from "leanprover-c... | Mathlib/MeasureTheory/Constructions/BorelSpace/Order.lean | 81 | 92 | theorem borel_eq_generateFrom_Iic :
borel α = MeasurableSpace.generateFrom (range Iic) := by |
rw [borel_eq_generateFrom_Ioi]
refine le_antisymm ?_ ?_
· refine MeasurableSpace.generateFrom_le fun t ht => ?_
obtain ⟨u, rfl⟩ := ht
rw [← compl_Iic]
exact (MeasurableSpace.measurableSet_generateFrom (mem_range.mpr ⟨u, rfl⟩)).compl
· refine MeasurableSpace.generateFrom_le fun t ht => ?_
obtain... | 1,776 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.function.ae_measurable_order from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open MeasureTheory Set TopologicalSpace
open scoped Classical
open ENNReal NNReal
| Mathlib/MeasureTheory/Function/AEMeasurableOrder.lean | 34 | 107 | theorem MeasureTheory.aemeasurable_of_exist_almost_disjoint_supersets {α : Type*}
{m : MeasurableSpace α} (μ : Measure α) {β : Type*} [CompleteLinearOrder β] [DenselyOrdered β]
[TopologicalSpace β] [OrderTopology β] [SecondCountableTopology β] [MeasurableSpace β]
[BorelSpace β] (s : Set β) (s_count : s.Coun... |
haveI : Encodable s := s_count.toEncodable
have h' : ∀ p q, ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧
{ x | f x < p } ⊆ u ∧ { x | q < f x } ⊆ v ∧ (p ∈ s → q ∈ s → p < q → μ (u ∩ v) = 0) := by
intro p q
by_cases H : p ∈ s ∧ q ∈ s ∧ p < q
· rcases h p H.1 q H.2.1 H.2.2 with ⟨u, v, hu, hv, h'u, h'v... | 1,777 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.function.ae_measurable_order from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open MeasureTheory Set TopologicalSpace
open scoped Classical
open ENNReal NNReal
theorem MeasureTheory.aemeasurab... | Mathlib/MeasureTheory/Function/AEMeasurableOrder.lean | 113 | 127 | theorem ENNReal.aemeasurable_of_exist_almost_disjoint_supersets {α : Type*} {m : MeasurableSpace α}
(μ : Measure α) (f : α → ℝ≥0∞)
(h : ∀ (p : ℝ≥0) (q : ℝ≥0), p < q →
∃ u v, MeasurableSet u ∧ MeasurableSet v ∧
{ x | f x < p } ⊆ u ∧ { x | (q : ℝ≥0∞) < f x } ⊆ v ∧ μ (u ∩ v) = 0) :
AEMeasurable f... |
obtain ⟨s, s_count, s_dense, _, s_top⟩ :
∃ s : Set ℝ≥0∞, s.Countable ∧ Dense s ∧ 0 ∉ s ∧ ∞ ∉ s :=
ENNReal.exists_countable_dense_no_zero_top
have I : ∀ x ∈ s, x ≠ ∞ := fun x xs hx => s_top (hx ▸ xs)
apply MeasureTheory.aemeasurable_of_exist_almost_disjoint_supersets μ s s_count s_dense _
rintro p hp q ... | 1,777 |
import Mathlib.Probability.Process.Adapted
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import probability.process.stopping from "leanprover-community/mathlib"@"ba074af83b6cf54c3104e59402b39410ddbd6dca"
open Filter Order TopologicalSpace
open scoped Classical MeasureTheory NNReal ENNReal Top... | Mathlib/Probability/Process/Stopping.lean | 72 | 82 | theorem IsStoppingTime.measurableSet_lt_of_pred [PredOrder ι] (hτ : IsStoppingTime f τ) (i : ι) :
MeasurableSet[f i] {ω | τ ω < i} := by |
by_cases hi_min : IsMin i
· suffices {ω : Ω | τ ω < i} = ∅ by rw [this]; exact @MeasurableSet.empty _ (f i)
ext1 ω
simp only [Set.mem_setOf_eq, Set.mem_empty_iff_false, iff_false_iff]
rw [isMin_iff_forall_not_lt] at hi_min
exact hi_min (τ ω)
have : {ω : Ω | τ ω < i} = τ ⁻¹' Set.Iic (pred i) := by... | 1,778 |
import Mathlib.Probability.Notation
import Mathlib.Probability.Process.Stopping
#align_import probability.martingale.basic from "leanprover-community/mathlib"@"ba074af83b6cf54c3104e59402b39410ddbd6dca"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheor... | Mathlib/Probability/Martingale/Basic.lean | 75 | 79 | theorem martingale_const_fun [OrderBot ι] (ℱ : Filtration ι m0) (μ : Measure Ω) [IsFiniteMeasure μ]
{f : Ω → E} (hf : StronglyMeasurable[ℱ ⊥] f) (hfint : Integrable f μ) :
Martingale (fun _ => f) ℱ μ := by |
refine ⟨fun i => hf.mono <| ℱ.mono bot_le, fun i j _ => ?_⟩
rw [condexp_of_stronglyMeasurable (ℱ.le _) (hf.mono <| ℱ.mono bot_le) hfint]
| 1,779 |
import Mathlib.Probability.Notation
import Mathlib.Probability.Process.Stopping
#align_import probability.martingale.basic from "leanprover-community/mathlib"@"ba074af83b6cf54c3104e59402b39410ddbd6dca"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheor... | Mathlib/Probability/Martingale/Basic.lean | 109 | 113 | theorem setIntegral_eq [SigmaFiniteFiltration μ ℱ] (hf : Martingale f ℱ μ) {i j : ι} (hij : i ≤ j)
{s : Set Ω} (hs : MeasurableSet[ℱ i] s) : ∫ ω in s, f i ω ∂μ = ∫ ω in s, f j ω ∂μ := by |
rw [← @setIntegral_condexp _ _ _ _ _ (ℱ i) m0 _ _ _ (ℱ.le i) _ (hf.integrable j) hs]
refine setIntegral_congr_ae (ℱ.le i s hs) ?_
filter_upwards [hf.2 i j hij] with _ heq _ using heq.symm
| 1,779 |
import Mathlib.Probability.Notation
import Mathlib.Probability.Process.Stopping
#align_import probability.martingale.basic from "leanprover-community/mathlib"@"ba074af83b6cf54c3104e59402b39410ddbd6dca"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheor... | Mathlib/Probability/Martingale/Basic.lean | 119 | 121 | theorem add (hf : Martingale f ℱ μ) (hg : Martingale g ℱ μ) : Martingale (f + g) ℱ μ := by |
refine ⟨hf.adapted.add hg.adapted, fun i j hij => ?_⟩
exact (condexp_add (hf.integrable j) (hg.integrable j)).trans ((hf.2 i j hij).add (hg.2 i j hij))
| 1,779 |
import Mathlib.Probability.Notation
import Mathlib.Probability.Process.Stopping
#align_import probability.martingale.basic from "leanprover-community/mathlib"@"ba074af83b6cf54c3104e59402b39410ddbd6dca"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheor... | Mathlib/Probability/Martingale/Basic.lean | 128 | 129 | theorem sub (hf : Martingale f ℱ μ) (hg : Martingale g ℱ μ) : Martingale (f - g) ℱ μ := by |
rw [sub_eq_add_neg]; exact hf.add hg.neg
| 1,779 |
import Mathlib.Probability.Notation
import Mathlib.Probability.Process.Stopping
#align_import probability.martingale.basic from "leanprover-community/mathlib"@"ba074af83b6cf54c3104e59402b39410ddbd6dca"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheor... | Mathlib/Probability/Martingale/Basic.lean | 132 | 135 | theorem smul (c : ℝ) (hf : Martingale f ℱ μ) : Martingale (c • f) ℱ μ := by |
refine ⟨hf.adapted.smul c, fun i j hij => ?_⟩
refine (condexp_smul c (f j)).trans ((hf.2 i j hij).mono fun x hx => ?_)
simp only [Pi.smul_apply, hx]
| 1,779 |
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
#align_import probability.martingale.optional_stopping from "leanprover-community/mathlib"@"70fd9563a21e7b963887c9360bd29b2393e6225a"
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheory
vari... | Mathlib/Probability/Martingale/OptionalStopping.lean | 42 | 63 | theorem Submartingale.expected_stoppedValue_mono [SigmaFiniteFiltration μ 𝒢]
(hf : Submartingale f 𝒢 μ) (hτ : IsStoppingTime 𝒢 τ) (hπ : IsStoppingTime 𝒢 π) (hle : τ ≤ π)
{N : ℕ} (hbdd : ∀ ω, π ω ≤ N) : μ[stoppedValue f τ] ≤ μ[stoppedValue f π] := by |
rw [← sub_nonneg, ← integral_sub', stoppedValue_sub_eq_sum' hle hbdd]
· simp only [Finset.sum_apply]
have : ∀ i, MeasurableSet[𝒢 i] {ω : Ω | τ ω ≤ i ∧ i < π ω} := by
intro i
refine (hτ i).inter ?_
convert (hπ i).compl using 1
ext x
simp; rfl
rw [integral_finset_sum]
· ref... | 1,780 |
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
#align_import probability.martingale.optional_stopping from "leanprover-community/mathlib"@"70fd9563a21e7b963887c9360bd29b2393e6225a"
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheory
vari... | Mathlib/Probability/Martingale/OptionalStopping.lean | 69 | 80 | theorem submartingale_of_expected_stoppedValue_mono [IsFiniteMeasure μ] (hadp : Adapted 𝒢 f)
(hint : ∀ i, Integrable (f i) μ) (hf : ∀ τ π : Ω → ℕ, IsStoppingTime 𝒢 τ → IsStoppingTime 𝒢 π →
τ ≤ π → (∃ N, ∀ ω, π ω ≤ N) → μ[stoppedValue f τ] ≤ μ[stoppedValue f π]) :
Submartingale f 𝒢 μ := by |
refine submartingale_of_setIntegral_le hadp hint fun i j hij s hs => ?_
classical
specialize hf (s.piecewise (fun _ => i) fun _ => j) _ (isStoppingTime_piecewise_const hij hs)
(isStoppingTime_const 𝒢 j) (fun x => (ite_le_sup _ _ (x ∈ s)).trans (max_eq_right hij).le)
⟨j, fun _ => le_rfl⟩
rwa [stoppedVa... | 1,780 |
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
#align_import probability.martingale.optional_stopping from "leanprover-community/mathlib"@"70fd9563a21e7b963887c9360bd29b2393e6225a"
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheory
vari... | Mathlib/Probability/Martingale/OptionalStopping.lean | 112 | 133 | theorem smul_le_stoppedValue_hitting [IsFiniteMeasure μ] (hsub : Submartingale f 𝒢 μ) {ε : ℝ≥0}
(n : ℕ) : ε • μ {ω | (ε : ℝ) ≤ (range (n + 1)).sup' nonempty_range_succ fun k => f k ω} ≤
ENNReal.ofReal (∫ ω in {ω | (ε : ℝ) ≤ (range (n + 1)).sup' nonempty_range_succ fun k => f k ω},
stoppedValue f (hitting... |
have hn : Set.Icc 0 n = {k | k ≤ n} := by ext x; simp
have : ∀ ω, ((ε : ℝ) ≤ (range (n + 1)).sup' nonempty_range_succ fun k => f k ω) →
(ε : ℝ) ≤ stoppedValue f (hitting f {y : ℝ | ↑ε ≤ y} 0 n) ω := by
intro x hx
simp_rw [le_sup'_iff, mem_range, Nat.lt_succ_iff] at hx
refine stoppedValue_hitting_... | 1,780 |
import Mathlib.Order.Interval.Set.Monotone
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
import Mathlib.Tactic.AdaptationNote
#align_import probability.martingale.upcrossing from "leanprover-community/mathlib"@"2c1d8ca2812b64f88992a5294ea3dba144755cd1"
open Topological... | Mathlib/Probability/Martingale/Upcrossing.lean | 168 | 170 | theorem upperCrossingTime_succ : upperCrossingTime a b f N (n + 1) ω =
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω := by |
rw [upperCrossingTime]
| 1,781 |
import Mathlib.Order.Interval.Set.Monotone
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
import Mathlib.Tactic.AdaptationNote
#align_import probability.martingale.upcrossing from "leanprover-community/mathlib"@"2c1d8ca2812b64f88992a5294ea3dba144755cd1"
open Topological... | Mathlib/Probability/Martingale/Upcrossing.lean | 173 | 176 | theorem upperCrossingTime_succ_eq (ω : Ω) : upperCrossingTime a b f N (n + 1) ω =
hitting f (Set.Ici b) (lowerCrossingTime a b f N n ω) N ω := by |
simp only [upperCrossingTime_succ]
rfl
| 1,781 |
import Mathlib.Order.Interval.Set.Monotone
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
import Mathlib.Tactic.AdaptationNote
#align_import probability.martingale.upcrossing from "leanprover-community/mathlib"@"2c1d8ca2812b64f88992a5294ea3dba144755cd1"
open Topological... | Mathlib/Probability/Martingale/Upcrossing.lean | 186 | 189 | theorem upperCrossingTime_le : upperCrossingTime a b f N n ω ≤ N := by |
cases n
· simp only [upperCrossingTime_zero, Pi.bot_apply, bot_le, Nat.zero_eq]
· simp only [upperCrossingTime_succ, hitting_le]
| 1,781 |
import Mathlib.Order.Interval.Set.Monotone
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
import Mathlib.Tactic.AdaptationNote
#align_import probability.martingale.upcrossing from "leanprover-community/mathlib"@"2c1d8ca2812b64f88992a5294ea3dba144755cd1"
open Topological... | Mathlib/Probability/Martingale/Upcrossing.lean | 197 | 198 | theorem lowerCrossingTime_le : lowerCrossingTime a b f N n ω ≤ N := by |
simp only [lowerCrossingTime, hitting_le ω]
| 1,781 |
import Mathlib.Order.Interval.Set.Monotone
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
import Mathlib.Tactic.AdaptationNote
#align_import probability.martingale.upcrossing from "leanprover-community/mathlib"@"2c1d8ca2812b64f88992a5294ea3dba144755cd1"
open Topological... | Mathlib/Probability/Martingale/Upcrossing.lean | 201 | 203 | theorem upperCrossingTime_le_lowerCrossingTime :
upperCrossingTime a b f N n ω ≤ lowerCrossingTime a b f N n ω := by |
simp only [lowerCrossingTime, le_hitting upperCrossingTime_le ω]
| 1,781 |
import Mathlib.Order.Interval.Set.Monotone
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
import Mathlib.Tactic.AdaptationNote
#align_import probability.martingale.upcrossing from "leanprover-community/mathlib"@"2c1d8ca2812b64f88992a5294ea3dba144755cd1"
open Topological... | Mathlib/Probability/Martingale/Upcrossing.lean | 206 | 209 | theorem lowerCrossingTime_le_upperCrossingTime_succ :
lowerCrossingTime a b f N n ω ≤ upperCrossingTime a b f N (n + 1) ω := by |
rw [upperCrossingTime_succ]
exact le_hitting lowerCrossingTime_le ω
| 1,781 |
import Mathlib.Order.Interval.Set.Monotone
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
import Mathlib.Tactic.AdaptationNote
#align_import probability.martingale.upcrossing from "leanprover-community/mathlib"@"2c1d8ca2812b64f88992a5294ea3dba144755cd1"
open Topological... | Mathlib/Probability/Martingale/Upcrossing.lean | 212 | 216 | theorem lowerCrossingTime_mono (hnm : n ≤ m) :
lowerCrossingTime a b f N n ω ≤ lowerCrossingTime a b f N m ω := by |
suffices Monotone fun n => lowerCrossingTime a b f N n ω by exact this hnm
exact monotone_nat_of_le_succ fun n =>
le_trans lowerCrossingTime_le_upperCrossingTime_succ upperCrossingTime_le_lowerCrossingTime
| 1,781 |
import Mathlib.Order.Interval.Set.Monotone
import Mathlib.Probability.Process.HittingTime
import Mathlib.Probability.Martingale.Basic
import Mathlib.Tactic.AdaptationNote
#align_import probability.martingale.upcrossing from "leanprover-community/mathlib"@"2c1d8ca2812b64f88992a5294ea3dba144755cd1"
open Topological... | Mathlib/Probability/Martingale/Upcrossing.lean | 219 | 223 | theorem upperCrossingTime_mono (hnm : n ≤ m) :
upperCrossingTime a b f N n ω ≤ upperCrossingTime a b f N m ω := by |
suffices Monotone fun n => upperCrossingTime a b f N n ω by exact this hnm
exact monotone_nat_of_le_succ fun n =>
le_trans upperCrossingTime_le_lowerCrossingTime lowerCrossingTime_le_upperCrossingTime_succ
| 1,781 |
import Mathlib.Probability.Martingale.Upcrossing
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Constructions.Polish
#align_import probability.martingale.convergence from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
open TopologicalSpace Filter Me... | Mathlib/Probability/Martingale/Convergence.lean | 110 | 127 | theorem not_frequently_of_upcrossings_lt_top (hab : a < b) (hω : upcrossings a b f ω ≠ ∞) :
¬((∃ᶠ n in atTop, f n ω < a) ∧ ∃ᶠ n in atTop, b < f n ω) := by |
rw [← lt_top_iff_ne_top, upcrossings_lt_top_iff] at hω
replace hω : ∃ k, ∀ N, upcrossingsBefore a b f N ω < k := by
obtain ⟨k, hk⟩ := hω
exact ⟨k + 1, fun N => lt_of_le_of_lt (hk N) k.lt_succ_self⟩
rintro ⟨h₁, h₂⟩
rw [frequently_atTop] at h₁ h₂
refine Classical.not_not.2 hω ?_
push_neg
intro k
... | 1,782 |
import Mathlib.Probability.Martingale.Upcrossing
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Constructions.Polish
#align_import probability.martingale.convergence from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
open TopologicalSpace Filter Me... | Mathlib/Probability/Martingale/Convergence.lean | 141 | 152 | theorem tendsto_of_uncrossing_lt_top (hf₁ : liminf (fun n => (‖f n ω‖₊ : ℝ≥0∞)) atTop < ∞)
(hf₂ : ∀ a b : ℚ, a < b → upcrossings a b f ω < ∞) :
∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c) := by |
by_cases h : IsBoundedUnder (· ≤ ·) atTop fun n => |f n ω|
· rw [isBoundedUnder_le_abs] at h
refine tendsto_of_no_upcrossings Rat.denseRange_cast ?_ h.1 h.2
intro a ha b hb hab
obtain ⟨⟨a, rfl⟩, ⟨b, rfl⟩⟩ := ha, hb
exact not_frequently_of_upcrossings_lt_top hab (hf₂ a b (Rat.cast_lt.1 hab)).ne
· ... | 1,782 |
import Mathlib.Probability.Martingale.Upcrossing
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Constructions.Polish
#align_import probability.martingale.convergence from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
open TopologicalSpace Filter Me... | Mathlib/Probability/Martingale/Convergence.lean | 156 | 183 | theorem Submartingale.upcrossings_ae_lt_top' [IsFiniteMeasure μ] (hf : Submartingale f ℱ μ)
(hbdd : ∀ n, snorm (f n) 1 μ ≤ R) (hab : a < b) : ∀ᵐ ω ∂μ, upcrossings a b f ω < ∞ := by |
refine ae_lt_top (hf.adapted.measurable_upcrossings hab) ?_
have := hf.mul_lintegral_upcrossings_le_lintegral_pos_part a b
rw [mul_comm, ← ENNReal.le_div_iff_mul_le] at this
· refine (lt_of_le_of_lt this (ENNReal.div_lt_top ?_ ?_)).ne
· have hR' : ∀ n, ∫⁻ ω, ‖f n ω - a‖₊ ∂μ ≤ R + ‖a‖₊ * μ Set.univ := by
... | 1,782 |
import Mathlib.Probability.Martingale.Basic
#align_import probability.martingale.centering from "leanprover-community/mathlib"@"bea6c853b6edbd15e9d0941825abd04d77933ed0"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheory
variable {Ω E : Type*} {m0 : ... | Mathlib/Probability/Martingale/Centering.lean | 50 | 51 | theorem predictablePart_zero : predictablePart f ℱ μ 0 = 0 := by |
simp_rw [predictablePart, Finset.range_zero, Finset.sum_empty]
| 1,783 |
import Mathlib.Probability.Martingale.Basic
#align_import probability.martingale.centering from "leanprover-community/mathlib"@"bea6c853b6edbd15e9d0941825abd04d77933ed0"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheory
variable {Ω E : Type*} {m0 : ... | Mathlib/Probability/Martingale/Centering.lean | 75 | 79 | theorem martingalePart_eq_sum : martingalePart f ℱ μ = fun n =>
f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i|ℱ i]) := by |
unfold martingalePart predictablePart
ext1 n
rw [Finset.eq_sum_range_sub f n, ← add_sub, ← Finset.sum_sub_distrib]
| 1,783 |
import Mathlib.Probability.Martingale.Basic
#align_import probability.martingale.centering from "leanprover-community/mathlib"@"bea6c853b6edbd15e9d0941825abd04d77933ed0"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheory
variable {Ω E : Type*} {m0 : ... | Mathlib/Probability/Martingale/Centering.lean | 86 | 90 | theorem integrable_martingalePart (hf_int : ∀ n, Integrable (f n) μ) (n : ℕ) :
Integrable (martingalePart f ℱ μ n) μ := by |
rw [martingalePart_eq_sum]
exact (hf_int 0).add
(integrable_finset_sum' _ fun i _ => ((hf_int _).sub (hf_int _)).sub integrable_condexp)
| 1,783 |
import Mathlib.Probability.Martingale.Basic
#align_import probability.martingale.centering from "leanprover-community/mathlib"@"bea6c853b6edbd15e9d0941825abd04d77933ed0"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheory
variable {Ω E : Type*} {m0 : ... | Mathlib/Probability/Martingale/Centering.lean | 93 | 131 | theorem martingale_martingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrable (f n) μ)
[SigmaFiniteFiltration μ ℱ] : Martingale (martingalePart f ℱ μ) ℱ μ := by |
refine ⟨adapted_martingalePart hf, fun i j hij => ?_⟩
-- ⊢ μ[martingalePart f ℱ μ j | ℱ i] =ᵐ[μ] martingalePart f ℱ μ i
have h_eq_sum : μ[martingalePart f ℱ μ j|ℱ i] =ᵐ[μ]
f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k|ℱ i] - μ[μ[f (k + 1) - f k|ℱ k]|ℱ i]) := by
rw [martingalePart_eq_sum]
refine (c... | 1,783 |
import Mathlib.Probability.Martingale.Convergence
import Mathlib.Probability.Martingale.OptionalStopping
import Mathlib.Probability.Martingale.Centering
#align_import probability.martingale.borel_cantelli from "leanprover-community/mathlib"@"2196ab363eb097c008d4497125e0dde23fb36db2"
open Filter
open scoped NNRea... | Mathlib/Probability/Martingale/BorelCantelli.lean | 75 | 90 | theorem leastGE_eq_min (π : Ω → ℕ) (r : ℝ) (ω : Ω) {n : ℕ} (hπn : ∀ ω, π ω ≤ n) :
leastGE f r (π ω) ω = min (π ω) (leastGE f r n ω) := by |
classical
refine le_antisymm (le_min (leastGE_le _) (leastGE_mono (hπn ω) r ω)) ?_
by_cases hle : π ω ≤ leastGE f r n ω
· rw [min_eq_left hle, leastGE]
by_cases h : ∃ j ∈ Set.Icc 0 (π ω), f j ω ∈ Set.Ici r
· refine hle.trans (Eq.le ?_)
rw [leastGE, ← hitting_eq_hitting_of_exists (hπn ω) h]
· ... | 1,784 |
import Mathlib.Probability.Martingale.Convergence
import Mathlib.Probability.Martingale.OptionalStopping
import Mathlib.Probability.Martingale.Centering
#align_import probability.martingale.borel_cantelli from "leanprover-community/mathlib"@"2196ab363eb097c008d4497125e0dde23fb36db2"
open Filter
open scoped NNRea... | Mathlib/Probability/Martingale/BorelCantelli.lean | 93 | 98 | theorem stoppedValue_stoppedValue_leastGE (f : ℕ → Ω → ℝ) (π : Ω → ℕ) (r : ℝ) {n : ℕ}
(hπn : ∀ ω, π ω ≤ n) : stoppedValue (fun i => stoppedValue f (leastGE f r i)) π =
stoppedValue (stoppedProcess f (leastGE f r n)) π := by |
ext1 ω
simp (config := { unfoldPartialApp := true }) only [stoppedProcess, stoppedValue]
rw [leastGE_eq_min _ _ _ hπn]
| 1,784 |
import Mathlib.Probability.Martingale.Convergence
import Mathlib.Probability.Martingale.OptionalStopping
import Mathlib.Probability.Martingale.Centering
#align_import probability.martingale.borel_cantelli from "leanprover-community/mathlib"@"2196ab363eb097c008d4497125e0dde23fb36db2"
open Filter
open scoped NNRea... | Mathlib/Probability/Martingale/BorelCantelli.lean | 101 | 115 | theorem Submartingale.stoppedValue_leastGE [IsFiniteMeasure μ] (hf : Submartingale f ℱ μ) (r : ℝ) :
Submartingale (fun i => stoppedValue f (leastGE f r i)) ℱ μ := by |
rw [submartingale_iff_expected_stoppedValue_mono]
· intro σ π hσ hπ hσ_le_π hπ_bdd
obtain ⟨n, hπ_le_n⟩ := hπ_bdd
simp_rw [stoppedValue_stoppedValue_leastGE f σ r fun i => (hσ_le_π i).trans (hπ_le_n i)]
simp_rw [stoppedValue_stoppedValue_leastGE f π r hπ_le_n]
refine hf.expected_stoppedValue_mono ?_... | 1,784 |
import Mathlib.Probability.Martingale.Convergence
import Mathlib.Probability.Martingale.OptionalStopping
import Mathlib.Probability.Martingale.Centering
#align_import probability.martingale.borel_cantelli from "leanprover-community/mathlib"@"2196ab363eb097c008d4497125e0dde23fb36db2"
open Filter
open scoped NNRea... | Mathlib/Probability/Martingale/BorelCantelli.lean | 120 | 132 | theorem norm_stoppedValue_leastGE_le (hr : 0 ≤ r) (hf0 : f 0 = 0)
(hbdd : ∀ᵐ ω ∂μ, ∀ i, |f (i + 1) ω - f i ω| ≤ R) (i : ℕ) :
∀ᵐ ω ∂μ, stoppedValue f (leastGE f r i) ω ≤ r + R := by |
filter_upwards [hbdd] with ω hbddω
change f (leastGE f r i ω) ω ≤ r + R
by_cases heq : leastGE f r i ω = 0
· rw [heq, hf0, Pi.zero_apply]
exact add_nonneg hr R.coe_nonneg
· obtain ⟨k, hk⟩ := Nat.exists_eq_succ_of_ne_zero heq
rw [hk, add_comm, ← sub_le_iff_le_add]
have := not_mem_of_lt_hitting (hk... | 1,784 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 215 | 219 | theorem measure_eq_iSup (H : InnerRegularWRT μ p q) (hU : q U) :
μ U = ⨆ (K) (_ : K ⊆ U) (_ : p K), μ K := by |
refine
le_antisymm (le_of_forall_lt fun r hr => ?_) (iSup₂_le fun K hK => iSup_le fun _ => μ.mono hK)
simpa only [lt_iSup_iff, exists_prop] using H hU r hr
| 1,785 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 222 | 228 | theorem exists_subset_lt_add (H : InnerRegularWRT μ p q) (h0 : p ∅) (hU : q U) (hμU : μ U ≠ ∞)
(hε : ε ≠ 0) : ∃ K, K ⊆ U ∧ p K ∧ μ U < μ K + ε := by |
rcases eq_or_ne (μ U) 0 with h₀ | h₀
· refine ⟨∅, empty_subset _, h0, ?_⟩
rwa [measure_empty, h₀, zero_add, pos_iff_ne_zero]
· rcases H hU _ (ENNReal.sub_lt_self hμU h₀ hε) with ⟨K, hKU, hKc, hrK⟩
exact ⟨K, hKU, hKc, ENNReal.lt_add_of_sub_lt_right (Or.inl hμU) hrK⟩
| 1,785 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 244 | 252 | theorem map' {α β} [MeasurableSpace α] [MeasurableSpace β] {μ : Measure α} {pa qa : Set α → Prop}
(H : InnerRegularWRT μ pa qa) (f : α ≃ᵐ β) {pb qb : Set β → Prop}
(hAB : ∀ U, qb U → qa (f ⁻¹' U)) (hAB' : ∀ K, pa K → pb (f '' K)) :
InnerRegularWRT (map f μ) pb qb := by |
intro U hU r hr
rw [f.map_apply U] at hr
rcases H (hAB U hU) r hr with ⟨K, hKU, hKc, hK⟩
refine ⟨f '' K, image_subset_iff.2 hKU, hAB' _ hKc, ?_⟩
rwa [f.map_apply, f.preimage_image]
| 1,785 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 254 | 257 | theorem smul (H : InnerRegularWRT μ p q) (c : ℝ≥0∞) : InnerRegularWRT (c • μ) p q := by |
intro U hU r hr
rw [smul_apply, H.measure_eq_iSup hU, smul_eq_mul] at hr
simpa only [ENNReal.mul_iSup, lt_iSup_iff, exists_prop] using hr
| 1,785 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 260 | 264 | theorem trans {q' : Set α → Prop} (H : InnerRegularWRT μ p q) (H' : InnerRegularWRT μ q q') :
InnerRegularWRT μ p q' := by |
intro U hU r hr
rcases H' hU r hr with ⟨F, hFU, hqF, hF⟩; rcases H hqF _ hF with ⟨K, hKF, hpK, hrK⟩
exact ⟨K, hKF.trans hFU, hpK, hrK⟩
| 1,785 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 339 | 344 | theorem _root_.Set.exists_isOpen_lt_of_lt [OuterRegular μ] (A : Set α) (r : ℝ≥0∞) (hr : μ A < r) :
∃ U, U ⊇ A ∧ IsOpen U ∧ μ U < r := by |
rcases OuterRegular.outerRegular (measurableSet_toMeasurable μ A) r
(by rwa [measure_toMeasurable]) with
⟨U, hAU, hUo, hU⟩
exact ⟨U, (subset_toMeasurable _ _).trans hAU, hUo, hU⟩
| 1,785 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 349 | 353 | theorem _root_.Set.measure_eq_iInf_isOpen (A : Set α) (μ : Measure α) [OuterRegular μ] :
μ A = ⨅ (U : Set α) (_ : A ⊆ U) (_ : IsOpen U), μ U := by |
refine le_antisymm (le_iInf₂ fun s hs => le_iInf fun _ => μ.mono hs) ?_
refine le_of_forall_lt' fun r hr => ?_
simpa only [iInf_lt_iff, exists_prop] using A.exists_isOpen_lt_of_lt r hr
| 1,785 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 361 | 366 | theorem _root_.Set.exists_isOpen_le_add (A : Set α) (μ : Measure α) [OuterRegular μ] {ε : ℝ≥0∞}
(hε : ε ≠ 0) : ∃ U, U ⊇ A ∧ IsOpen U ∧ μ U ≤ μ A + ε := by |
rcases eq_or_ne (μ A) ∞ with (H | H)
· exact ⟨univ, subset_univ _, isOpen_univ, by simp only [H, _root_.top_add, le_top]⟩
· rcases A.exists_isOpen_lt_add H hε with ⟨U, AU, U_open, hU⟩
exact ⟨U, AU, U_open, hU.le⟩
| 1,785 |
import Mathlib.Topology.MetricSpace.HausdorffDistance
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.measure.regular from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set Filter ENNReal Topology NNReal TopologicalSpace
namespace MeasureTh... | Mathlib/MeasureTheory/Measure/Regular.lean | 369 | 374 | theorem _root_.MeasurableSet.exists_isOpen_diff_lt [OuterRegular μ] {A : Set α}
(hA : MeasurableSet A) (hA' : μ A ≠ ∞) {ε : ℝ≥0∞} (hε : ε ≠ 0) :
∃ U, U ⊇ A ∧ IsOpen U ∧ μ U < ∞ ∧ μ (U \ A) < ε := by |
rcases A.exists_isOpen_lt_add hA' hε with ⟨U, hAU, hUo, hU⟩
use U, hAU, hUo, hU.trans_le le_top
exact measure_diff_lt_of_lt_add hA hAU hA' hU
| 1,785 |
import Mathlib.Dynamics.Ergodic.MeasurePreserving
import Mathlib.Dynamics.Minimal
import Mathlib.GroupTheory.GroupAction.Hom
import Mathlib.MeasureTheory.Group.MeasurableEquiv
import Mathlib.MeasureTheory.Measure.Regular
#align_import measure_theory.group.action from "leanprover-community/mathlib"@"f2ce6086713c78a7f8... | Mathlib/MeasureTheory/Group/Action.lean | 90 | 95 | theorem measurePreserving_smul : MeasurePreserving (c • ·) μ μ :=
{ measurable := measurable_const_smul c
map_eq := by |
ext1 s hs
rw [map_apply (measurable_const_smul c) hs]
exact SMulInvariantMeasure.measure_preimage_smul c hs }
| 1,786 |
import Mathlib.Dynamics.Ergodic.MeasurePreserving
import Mathlib.Dynamics.Minimal
import Mathlib.GroupTheory.GroupAction.Hom
import Mathlib.MeasureTheory.Group.MeasurableEquiv
import Mathlib.MeasureTheory.Measure.Regular
#align_import measure_theory.group.action from "leanprover-community/mathlib"@"f2ce6086713c78a7f8... | Mathlib/MeasureTheory/Group/Action.lean | 114 | 126 | theorem smulInvariantMeasure_map [SMul M α] [SMul M β]
[MeasurableSMul M β]
(μ : Measure α) [SMulInvariantMeasure M α μ] (f : α → β)
(hsmul : ∀ (m : M) a, f (m • a) = m • f a) (hf : Measurable f) :
SMulInvariantMeasure M β (map f μ) where
measure_preimage_smul m S hS := calc
map f μ ((m • ·) ⁻¹' S... | rw [preimage_preimage]
_ = μ ((f <| m • ·) ⁻¹' S) := by simp_rw [hsmul]
_ = μ ((m • ·) ⁻¹' (f ⁻¹' S)) := by rw [← preimage_preimage]
_ = μ (f ⁻¹' S) := by rw [SMulInvariantMeasure.measure_preimage_smul m (hS.preimage hf)]
_ = map f μ S := (map_apply hf hS).symm
| 1,786 |
import Mathlib.MeasureTheory.Group.Action
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Group.Pointwise
#align_import measure_theory.group.fundamental_domain from "leanprover-community/mathlib"@"3b52265189f3fb43aa631edffce5d060fafaf82f"
open scoped ENNReal Pointwise Topology NNRea... | Mathlib/MeasureTheory/Group/FundamentalDomain.lean | 121 | 137 | theorem mk_of_measure_univ_le [IsFiniteMeasure μ] [Countable G] (h_meas : NullMeasurableSet s μ)
(h_ae_disjoint : ∀ g ≠ (1 : G), AEDisjoint μ (g • s) s)
(h_qmp : ∀ g : G, QuasiMeasurePreserving (g • · : α → α) μ μ)
(h_measure_univ_le : μ (univ : Set α) ≤ ∑' g : G, μ (g • s)) : IsFundamentalDomain G s μ :=
... |
replace h_meas : ∀ g : G, NullMeasurableSet (g • s) μ := fun g => by
rw [← inv_inv g, ← preimage_smul]; exact h_meas.preimage (h_qmp g⁻¹)
have h_meas' : NullMeasurableSet {a | ∃ g : G, g • a ∈ s} μ := by
rw [← iUnion_smul_eq_setOf_exists]; exact .iUnion h_meas
rw [ae_iff_measure_eq h_... | 1,787 |
import Mathlib.MeasureTheory.Group.Action
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Group.Pointwise
#align_import measure_theory.group.fundamental_domain from "leanprover-community/mathlib"@"3b52265189f3fb43aa631edffce5d060fafaf82f"
open scoped ENNReal Pointwise Topology NNRea... | Mathlib/MeasureTheory/Group/FundamentalDomain.lean | 588 | 590 | theorem mem_fundamentalFrontier :
x ∈ fundamentalFrontier G s ↔ x ∈ s ∧ ∃ g : G, g ≠ 1 ∧ x ∈ g • s := by |
simp [fundamentalFrontier]
| 1,787 |
import Mathlib.MeasureTheory.Group.Action
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Group.Pointwise
#align_import measure_theory.group.fundamental_domain from "leanprover-community/mathlib"@"3b52265189f3fb43aa631edffce5d060fafaf82f"
open scoped ENNReal Pointwise Topology NNRea... | Mathlib/MeasureTheory/Group/FundamentalDomain.lean | 595 | 597 | theorem mem_fundamentalInterior :
x ∈ fundamentalInterior G s ↔ x ∈ s ∧ ∀ g : G, g ≠ 1 → x ∉ g • s := by |
simp [fundamentalInterior]
| 1,787 |
import Mathlib.MeasureTheory.Group.Action
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Group.Pointwise
#align_import measure_theory.group.fundamental_domain from "leanprover-community/mathlib"@"3b52265189f3fb43aa631edffce5d060fafaf82f"
open scoped ENNReal Pointwise Topology NNRea... | Mathlib/MeasureTheory/Group/FundamentalDomain.lean | 649 | 651 | theorem fundamentalFrontier_smul [Group H] [MulAction H α] [SMulCommClass H G α] (g : H) :
fundamentalFrontier G (g • s) = g • fundamentalFrontier G s := by |
simp_rw [fundamentalFrontier, smul_set_inter, smul_set_iUnion, smul_comm g (_ : G) (_ : Set α)]
| 1,787 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.function.floor from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set
section FloorRing
variable {α R : Type*} [MeasurableSpace α] [LinearOrderedRing R] [FloorRing R] [TopologicalSpace R]
... | Mathlib/MeasureTheory/Function/Floor.lean | 47 | 50 | theorem measurable_fract [BorelSpace R] : Measurable (Int.fract : R → R) := by |
intro s hs
rw [Int.preimage_fract]
exact MeasurableSet.iUnion fun z => measurable_id.sub_const _ (hs.inter measurableSet_Ico)
| 1,788 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.function.floor from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
open Set
section FloorRing
variable {α R : Type*} [MeasurableSpace α] [LinearOrderedRing R] [FloorRing R] [TopologicalSpace R]
... | Mathlib/MeasureTheory/Function/Floor.lean | 59 | 62 | theorem MeasurableSet.image_fract [BorelSpace R] {s : Set R} (hs : MeasurableSet s) :
MeasurableSet (Int.fract '' s) := by |
simp only [Int.image_fract, sub_eq_add_neg, image_add_right']
exact MeasurableSet.iUnion fun m => (measurable_add_const _ hs).inter measurableSet_Ico
| 1,788 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.function.simple_func from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
noncomputable section
open Set hiding restrict restrict_apply
open Filter ENNReal
open Function (support)
open scoped Cla... | Mathlib/MeasureTheory/Function/SimpleFunc.lean | 66 | 67 | theorem coe_injective ⦃f g : α →ₛ β⦄ (H : (f : α → β) = g) : f = g := by |
cases f; cases g; congr
| 1,789 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.function.simple_func from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
noncomputable section
open Set hiding restrict restrict_apply
open Filter ENNReal
open Function (support)
open scoped Cla... | Mathlib/MeasureTheory/Function/SimpleFunc.lean | 125 | 126 | theorem forall_mem_range {f : α →ₛ β} {p : β → Prop} : (∀ y ∈ f.range, p y) ↔ ∀ x, p (f x) := by |
simp only [mem_range, Set.forall_mem_range]
| 1,789 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.function.simple_func from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
noncomputable section
open Set hiding restrict restrict_apply
open Filter ENNReal
open Function (support)
open scoped Cla... | Mathlib/MeasureTheory/Function/SimpleFunc.lean | 129 | 130 | theorem exists_range_iff {f : α →ₛ β} {p : β → Prop} : (∃ y ∈ f.range, p y) ↔ ∃ x, p (f x) := by |
simpa only [mem_range, exists_prop] using Set.exists_range_iff
| 1,789 |
import Mathlib.MeasureTheory.Function.SimpleFunc
import Mathlib.MeasureTheory.Constructions.BorelSpace.Metrizable
#align_import measure_theory.function.simple_func_dense from "leanprover-community/mathlib"@"7317149f12f55affbc900fc873d0d422485122b9"
open Set Function Filter TopologicalSpace ENNReal EMetric Finset
... | Mathlib/MeasureTheory/Function/SimpleFuncDense.lean | 87 | 92 | theorem nearestPtInd_succ (e : ℕ → α) (N : ℕ) (x : α) :
nearestPtInd e (N + 1) x =
if ∀ k ≤ N, edist (e (N + 1)) x < edist (e k) x then N + 1 else nearestPtInd e N x := by |
simp only [nearestPtInd, coe_piecewise, Set.piecewise]
congr
simp
| 1,790 |
import Mathlib.MeasureTheory.Function.SimpleFunc
import Mathlib.MeasureTheory.Constructions.BorelSpace.Metrizable
#align_import measure_theory.function.simple_func_dense from "leanprover-community/mathlib"@"7317149f12f55affbc900fc873d0d422485122b9"
open Set Function Filter TopologicalSpace ENNReal EMetric Finset
... | Mathlib/MeasureTheory/Function/SimpleFuncDense.lean | 95 | 99 | theorem nearestPtInd_le (e : ℕ → α) (N : ℕ) (x : α) : nearestPtInd e N x ≤ N := by |
induction' N with N ihN; · simp
simp only [nearestPtInd_succ]
split_ifs
exacts [le_rfl, ihN.trans N.le_succ]
| 1,790 |
import Mathlib.MeasureTheory.Function.SimpleFunc
import Mathlib.MeasureTheory.Constructions.BorelSpace.Metrizable
#align_import measure_theory.function.simple_func_dense from "leanprover-community/mathlib"@"7317149f12f55affbc900fc873d0d422485122b9"
open Set Function Filter TopologicalSpace ENNReal EMetric Finset
... | Mathlib/MeasureTheory/Function/SimpleFuncDense.lean | 102 | 113 | theorem edist_nearestPt_le (e : ℕ → α) (x : α) {k N : ℕ} (hk : k ≤ N) :
edist (nearestPt e N x) x ≤ edist (e k) x := by |
induction' N with N ihN generalizing k
· simp [nonpos_iff_eq_zero.1 hk, le_refl]
· simp only [nearestPt, nearestPtInd_succ, map_apply]
split_ifs with h
· rcases hk.eq_or_lt with (rfl | hk)
exacts [le_rfl, (h k (Nat.lt_succ_iff.1 hk)).le]
· push_neg at h
rcases h with ⟨l, hlN, hxl⟩
r... | 1,790 |
import Mathlib.MeasureTheory.Function.SimpleFunc
import Mathlib.MeasureTheory.Constructions.BorelSpace.Metrizable
#align_import measure_theory.function.simple_func_dense from "leanprover-community/mathlib"@"7317149f12f55affbc900fc873d0d422485122b9"
open Set Function Filter TopologicalSpace ENNReal EMetric Finset
... | Mathlib/MeasureTheory/Function/SimpleFuncDense.lean | 116 | 121 | theorem tendsto_nearestPt {e : ℕ → α} {x : α} (hx : x ∈ closure (range e)) :
Tendsto (fun N => nearestPt e N x) atTop (𝓝 x) := by |
refine (atTop_basis.tendsto_iff nhds_basis_eball).2 fun ε hε => ?_
rcases EMetric.mem_closure_iff.1 hx ε hε with ⟨_, ⟨N, rfl⟩, hN⟩
rw [edist_comm] at hN
exact ⟨N, trivial, fun n hn => (edist_nearestPt_le e x hn).trans_lt hN⟩
| 1,790 |
import Mathlib.MeasureTheory.Function.SimpleFunc
import Mathlib.MeasureTheory.Constructions.BorelSpace.Metrizable
#align_import measure_theory.function.simple_func_dense from "leanprover-community/mathlib"@"7317149f12f55affbc900fc873d0d422485122b9"
open Set Function Filter TopologicalSpace ENNReal EMetric Finset
... | Mathlib/MeasureTheory/Function/SimpleFuncDense.lean | 140 | 145 | theorem approxOn_mem {f : β → α} (hf : Measurable f) {s : Set α} {y₀ : α} (h₀ : y₀ ∈ s)
[SeparableSpace s] (n : ℕ) (x : β) : approxOn f hf s y₀ h₀ n x ∈ s := by |
haveI : Nonempty s := ⟨⟨y₀, h₀⟩⟩
suffices ∀ n, (Nat.casesOn n y₀ ((↑) ∘ denseSeq s) : α) ∈ s by apply this
rintro (_ | n)
exacts [h₀, Subtype.mem _]
| 1,790 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
import Mathlib.Topology.Order.LeftRightLim
#align_import measure_theory.measure.stieltjes from "leanprover-community/mathlib"@"20d5763051978e9bc6428578ed070445df6a18b3"
noncomputable section
open scoped Classical
open Set Filter Function ENNReal NNReal T... | Mathlib/MeasureTheory/Measure/Stieltjes.lean | 71 | 73 | theorem rightLim_eq (f : StieltjesFunction) (x : ℝ) : Function.rightLim f x = f x := by |
rw [← f.mono.continuousWithinAt_Ioi_iff_rightLim_eq, continuousWithinAt_Ioi_iff_Ici]
exact f.right_continuous' x
| 1,791 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
import Mathlib.Topology.Order.LeftRightLim
#align_import measure_theory.measure.stieltjes from "leanprover-community/mathlib"@"20d5763051978e9bc6428578ed070445df6a18b3"
noncomputable section
open scoped Classical
open Set Filter Function ENNReal NNReal T... | Mathlib/MeasureTheory/Measure/Stieltjes.lean | 76 | 80 | theorem iInf_Ioi_eq (f : StieltjesFunction) (x : ℝ) : ⨅ r : Ioi x, f r = f x := by |
suffices Function.rightLim f x = ⨅ r : Ioi x, f r by rw [← this, f.rightLim_eq]
rw [f.mono.rightLim_eq_sInf, sInf_image']
rw [← neBot_iff]
infer_instance
| 1,791 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
import Mathlib.Topology.Order.LeftRightLim
#align_import measure_theory.measure.stieltjes from "leanprover-community/mathlib"@"20d5763051978e9bc6428578ed070445df6a18b3"
noncomputable section
open scoped Classical
open Set Filter Function ENNReal NNReal T... | Mathlib/MeasureTheory/Measure/Stieltjes.lean | 83 | 89 | theorem iInf_rat_gt_eq (f : StieltjesFunction) (x : ℝ) :
⨅ r : { r' : ℚ // x < r' }, f r = f x := by |
rw [← iInf_Ioi_eq f x]
refine (Real.iInf_Ioi_eq_iInf_rat_gt _ ?_ f.mono).symm
refine ⟨f x, fun y => ?_⟩
rintro ⟨y, hy_mem, rfl⟩
exact f.mono (le_of_lt hy_mem)
| 1,791 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
import Mathlib.Topology.Order.LeftRightLim
#align_import measure_theory.measure.stieltjes from "leanprover-community/mathlib"@"20d5763051978e9bc6428578ed070445df6a18b3"
noncomputable section
open scoped Classical
open Set Filter Function ENNReal NNReal T... | Mathlib/MeasureTheory/Measure/Stieltjes.lean | 138 | 142 | theorem countable_leftLim_ne (f : StieltjesFunction) : Set.Countable { x | leftLim f x ≠ f x } := by |
refine Countable.mono ?_ f.mono.countable_not_continuousAt
intro x hx h'x
apply hx
exact tendsto_nhds_unique (f.mono.tendsto_leftLim x) (h'x.tendsto.mono_left nhdsWithin_le_nhds)
| 1,791 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 44 | 54 | theorem borel_eq_generateFrom_Iio_rat : borel ℝ = .generateFrom (⋃ a : ℚ, {Iio (a : ℝ)}) := by |
rw [borel_eq_generateFrom_Iio]
refine le_antisymm
(generateFrom_le ?_)
(generateFrom_mono <| iUnion_subset fun q ↦ singleton_subset_iff.mpr <| mem_range_self _)
rintro _ ⟨a, rfl⟩
have : IsLUB (range ((↑) : ℚ → ℝ) ∩ Iio a) a := by
simp [isLUB_iff_le_iff, mem_upperBounds, ← le_iff_forall_rat_lt_imp_l... | 1,792 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 56 | 66 | theorem borel_eq_generateFrom_Ioi_rat : borel ℝ = .generateFrom (⋃ a : ℚ, {Ioi (a : ℝ)}) := by |
rw [borel_eq_generateFrom_Ioi]
refine le_antisymm
(generateFrom_le ?_)
(generateFrom_mono <| iUnion_subset fun q ↦ singleton_subset_iff.mpr <| mem_range_self _)
rintro _ ⟨a, rfl⟩
have : IsGLB (range ((↑) : ℚ → ℝ) ∩ Ioi a) a := by
simp [isGLB_iff_le_iff, mem_lowerBounds, ← le_iff_forall_lt_rat_imp_l... | 1,792 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 68 | 74 | theorem borel_eq_generateFrom_Iic_rat : borel ℝ = .generateFrom (⋃ a : ℚ, {Iic (a : ℝ)}) := by |
rw [borel_eq_generateFrom_Ioi_rat, iUnion_singleton_eq_range, iUnion_singleton_eq_range]
refine le_antisymm (generateFrom_le ?_) (generateFrom_le ?_) <;>
rintro _ ⟨q, rfl⟩ <;>
dsimp only <;>
[rw [← compl_Iic]; rw [← compl_Ioi]] <;>
exact MeasurableSet.compl (GenerateMeasurable.basic _ (mem_range_self q))
| 1,792 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 76 | 82 | theorem borel_eq_generateFrom_Ici_rat : borel ℝ = .generateFrom (⋃ a : ℚ, {Ici (a : ℝ)}) := by |
rw [borel_eq_generateFrom_Iio_rat, iUnion_singleton_eq_range, iUnion_singleton_eq_range]
refine le_antisymm (generateFrom_le ?_) (generateFrom_le ?_) <;>
rintro _ ⟨q, rfl⟩ <;>
dsimp only <;>
[rw [← compl_Ici]; rw [← compl_Iio]] <;>
exact MeasurableSet.compl (GenerateMeasurable.basic _ (mem_range_self q))
| 1,792 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 84 | 88 | theorem isPiSystem_Ioo_rat :
IsPiSystem (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) := by |
convert isPiSystem_Ioo ((↑) : ℚ → ℝ) ((↑) : ℚ → ℝ)
ext x
simp [eq_comm]
| 1,792 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 91 | 94 | theorem isPiSystem_Iio_rat : IsPiSystem (⋃ a : ℚ, {Iio (a : ℝ)}) := by |
convert isPiSystem_image_Iio (((↑) : ℚ → ℝ) '' univ)
ext x
simp only [iUnion_singleton_eq_range, mem_range, image_univ, mem_image, exists_exists_eq_and]
| 1,792 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 96 | 99 | theorem isPiSystem_Ioi_rat : IsPiSystem (⋃ a : ℚ, {Ioi (a : ℝ)}) := by |
convert isPiSystem_image_Ioi (((↑) : ℚ → ℝ) '' univ)
ext x
simp only [iUnion_singleton_eq_range, mem_range, image_univ, mem_image, exists_exists_eq_and]
| 1,792 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 101 | 104 | theorem isPiSystem_Iic_rat : IsPiSystem (⋃ a : ℚ, {Iic (a : ℝ)}) := by |
convert isPiSystem_image_Iic (((↑) : ℚ → ℝ) '' univ)
ext x
simp only [iUnion_singleton_eq_range, mem_range, image_univ, mem_image, exists_exists_eq_and]
| 1,792 |
import Mathlib.MeasureTheory.Constructions.BorelSpace.Order
#align_import measure_theory.constructions.borel_space.basic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
univers... | Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean | 106 | 109 | theorem isPiSystem_Ici_rat : IsPiSystem (⋃ a : ℚ, {Ici (a : ℝ)}) := by |
convert isPiSystem_image_Ici (((↑) : ℚ → ℝ) '' univ)
ext x
simp only [iUnion_singleton_eq_range, mem_range, image_univ, mem_image, exists_exists_eq_and]
| 1,792 |
import Mathlib.Dynamics.Ergodic.MeasurePreserving
import Mathlib.MeasureTheory.Function.SimpleFunc
import Mathlib.MeasureTheory.Measure.MutuallySingular
import Mathlib.MeasureTheory.Measure.Count
import Mathlib.Topology.IndicatorConstPointwise
import Mathlib.MeasureTheory.Constructions.BorelSpace.Real
#align_import m... | Mathlib/MeasureTheory/Integral/Lebesgue.lean | 82 | 86 | theorem SimpleFunc.lintegral_eq_lintegral {m : MeasurableSpace α} (f : α →ₛ ℝ≥0∞) (μ : Measure α) :
∫⁻ a, f a ∂μ = f.lintegral μ := by |
rw [MeasureTheory.lintegral]
exact le_antisymm (iSup₂_le fun g hg => lintegral_mono hg <| le_rfl)
(le_iSup₂_of_le f le_rfl le_rfl)
| 1,793 |
import Mathlib.Dynamics.Ergodic.MeasurePreserving
import Mathlib.MeasureTheory.Function.SimpleFunc
import Mathlib.MeasureTheory.Measure.MutuallySingular
import Mathlib.MeasureTheory.Measure.Count
import Mathlib.Topology.IndicatorConstPointwise
import Mathlib.MeasureTheory.Constructions.BorelSpace.Real
#align_import m... | Mathlib/MeasureTheory/Integral/Lebesgue.lean | 90 | 93 | theorem lintegral_mono' {m : MeasurableSpace α} ⦃μ ν : Measure α⦄ (hμν : μ ≤ ν) ⦃f g : α → ℝ≥0∞⦄
(hfg : f ≤ g) : ∫⁻ a, f a ∂μ ≤ ∫⁻ a, g a ∂ν := by |
rw [lintegral, lintegral]
exact iSup_mono fun φ => iSup_mono' fun hφ => ⟨le_trans hφ hfg, lintegral_mono (le_refl φ) hμν⟩
| 1,793 |
import Mathlib.Dynamics.Ergodic.MeasurePreserving
import Mathlib.MeasureTheory.Function.SimpleFunc
import Mathlib.MeasureTheory.Measure.MutuallySingular
import Mathlib.MeasureTheory.Measure.Count
import Mathlib.Topology.IndicatorConstPointwise
import Mathlib.MeasureTheory.Constructions.BorelSpace.Real
#align_import m... | Mathlib/MeasureTheory/Integral/Lebesgue.lean | 114 | 120 | theorem iSup_lintegral_measurable_le_eq_lintegral (f : α → ℝ≥0∞) :
⨆ (g : α → ℝ≥0∞) (_ : Measurable g) (_ : g ≤ f), ∫⁻ a, g a ∂μ = ∫⁻ a, f a ∂μ := by |
apply le_antisymm
· exact iSup_le fun i => iSup_le fun _ => iSup_le fun h'i => lintegral_mono h'i
· rw [lintegral]
refine iSup₂_le fun i hi => le_iSup₂_of_le i i.measurable <| le_iSup_of_le hi ?_
exact le_of_eq (i.lintegral_eq_lintegral _).symm
| 1,793 |
import Mathlib.MeasureTheory.Integral.Lebesgue
#align_import measure_theory.measure.giry_monad from "leanprover-community/mathlib"@"56f4cd1ef396e9fd389b5d8371ee9ad91d163625"
noncomputable section
open scoped Classical
open ENNReal
open scoped Classical
open Set Filter
variable {α β : Type*}
namespace MeasureT... | Mathlib/MeasureTheory/Measure/GiryMonad.lean | 78 | 82 | theorem measurable_map (f : α → β) (hf : Measurable f) :
Measurable fun μ : Measure α => map f μ := by |
refine measurable_of_measurable_coe _ fun s hs => ?_
simp_rw [map_apply hf hs]
exact measurable_coe (hf hs)
| 1,794 |
import Mathlib.MeasureTheory.Integral.Lebesgue
#align_import measure_theory.measure.giry_monad from "leanprover-community/mathlib"@"56f4cd1ef396e9fd389b5d8371ee9ad91d163625"
noncomputable section
open scoped Classical
open ENNReal
open scoped Classical
open Set Filter
variable {α β : Type*}
namespace MeasureT... | Mathlib/MeasureTheory/Measure/GiryMonad.lean | 85 | 88 | theorem measurable_dirac : Measurable (Measure.dirac : α → Measure α) := by |
refine measurable_of_measurable_coe _ fun s hs => ?_
simp_rw [dirac_apply' _ hs]
exact measurable_one.indicator hs
| 1,794 |
import Mathlib.MeasureTheory.Integral.Lebesgue
#align_import measure_theory.measure.giry_monad from "leanprover-community/mathlib"@"56f4cd1ef396e9fd389b5d8371ee9ad91d163625"
noncomputable section
open scoped Classical
open ENNReal
open scoped Classical
open Set Filter
variable {α β : Type*}
namespace MeasureT... | Mathlib/MeasureTheory/Measure/GiryMonad.lean | 91 | 96 | theorem measurable_lintegral {f : α → ℝ≥0∞} (hf : Measurable f) :
Measurable fun μ : Measure α => ∫⁻ x, f x ∂μ := by |
simp only [lintegral_eq_iSup_eapprox_lintegral, hf, SimpleFunc.lintegral]
refine measurable_iSup fun n => Finset.measurable_sum _ fun i _ => ?_
refine Measurable.const_mul ?_ _
exact measurable_coe ((SimpleFunc.eapprox f n).measurableSet_preimage _)
| 1,794 |
import Mathlib.MeasureTheory.Integral.Lebesgue
#align_import measure_theory.measure.giry_monad from "leanprover-community/mathlib"@"56f4cd1ef396e9fd389b5d8371ee9ad91d163625"
noncomputable section
open scoped Classical
open ENNReal
open scoped Classical
open Set Filter
variable {α β : Type*}
namespace MeasureT... | Mathlib/MeasureTheory/Measure/GiryMonad.lean | 118 | 120 | theorem join_zero : (0 : Measure (Measure α)).join = 0 := by |
ext1 s hs
simp only [hs, join_apply, lintegral_zero_measure, coe_zero, Pi.zero_apply]
| 1,794 |
import Mathlib.MeasureTheory.Integral.Lebesgue
#align_import measure_theory.measure.giry_monad from "leanprover-community/mathlib"@"56f4cd1ef396e9fd389b5d8371ee9ad91d163625"
noncomputable section
open scoped Classical
open ENNReal
open scoped Classical
open Set Filter
variable {α β : Type*}
namespace MeasureT... | Mathlib/MeasureTheory/Measure/GiryMonad.lean | 128 | 149 | theorem lintegral_join {m : Measure (Measure α)} {f : α → ℝ≥0∞} (hf : Measurable f) :
∫⁻ x, f x ∂join m = ∫⁻ μ, ∫⁻ x, f x ∂μ ∂m := by |
simp_rw [lintegral_eq_iSup_eapprox_lintegral hf, SimpleFunc.lintegral,
join_apply (SimpleFunc.measurableSet_preimage _ _)]
suffices
∀ (s : ℕ → Finset ℝ≥0∞) (f : ℕ → ℝ≥0∞ → Measure α → ℝ≥0∞), (∀ n r, Measurable (f n r)) →
Monotone (fun n μ => ∑ r ∈ s n, r * f n r μ) →
⨆ n, ∑ r ∈ s n, r * ∫⁻ μ, f... | 1,794 |
import Mathlib.MeasureTheory.Integral.Lebesgue
import Mathlib.Topology.MetricSpace.ThickenedIndicator
open MeasureTheory Topology Metric Filter Set ENNReal NNReal
open scoped Topology ENNReal NNReal BoundedContinuousFunction
section auxiliary
namespace MeasureTheory
variable {Ω : Type*} [TopologicalSpace Ω] [Mea... | Mathlib/MeasureTheory/Measure/HasOuterApproxClosed.lean | 56 | 65 | theorem tendsto_lintegral_nn_filter_of_le_const {ι : Type*} {L : Filter ι} [L.IsCountablyGenerated]
(μ : Measure Ω) [IsFiniteMeasure μ] {fs : ι → Ω →ᵇ ℝ≥0} {c : ℝ≥0}
(fs_le_const : ∀ᶠ i in L, ∀ᵐ ω : Ω ∂μ, fs i ω ≤ c) {f : Ω → ℝ≥0}
(fs_lim : ∀ᵐ ω : Ω ∂μ, Tendsto (fun i ↦ fs i ω) L (𝓝 (f ω))) :
Tendsto (... |
refine tendsto_lintegral_filter_of_dominated_convergence (fun _ ↦ c)
(eventually_of_forall fun i ↦ (ENNReal.continuous_coe.comp (fs i).continuous).measurable) ?_
(@lintegral_const_lt_top _ _ μ _ _ (@ENNReal.coe_ne_top c)).ne ?_
· simpa only [Function.comp_apply, ENNReal.coe_le_coe] using fs_le_const
· si... | 1,795 |
import Mathlib.MeasureTheory.Integral.Lebesgue
import Mathlib.Topology.MetricSpace.ThickenedIndicator
open MeasureTheory Topology Metric Filter Set ENNReal NNReal
open scoped Topology ENNReal NNReal BoundedContinuousFunction
section auxiliary
namespace MeasureTheory
variable {Ω : Type*} [TopologicalSpace Ω] [Mea... | Mathlib/MeasureTheory/Measure/HasOuterApproxClosed.lean | 75 | 85 | theorem measure_of_cont_bdd_of_tendsto_filter_indicator {ι : Type*} {L : Filter ι}
[L.IsCountablyGenerated] [TopologicalSpace Ω] [OpensMeasurableSpace Ω] (μ : Measure Ω)
[IsFiniteMeasure μ] {c : ℝ≥0} {E : Set Ω} (E_mble : MeasurableSet E) (fs : ι → Ω →ᵇ ℝ≥0)
(fs_bdd : ∀ᶠ i in L, ∀ᵐ ω : Ω ∂μ, fs i ω ≤ c)
... |
convert tendsto_lintegral_nn_filter_of_le_const μ fs_bdd fs_lim
have aux : ∀ ω, indicator E (fun _ ↦ (1 : ℝ≥0∞)) ω = ↑(indicator E (fun _ ↦ (1 : ℝ≥0)) ω) :=
fun ω ↦ by simp only [ENNReal.coe_indicator, ENNReal.coe_one]
simp_rw [← aux, lintegral_indicator _ E_mble]
simp only [lintegral_one, Measure.restrict... | 1,795 |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.