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 |
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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 TietzeExtensionClass
universe u u₁ u₂ v w
-- TODO: define *absolute retracts* and then prove they satisfy Tietze extension.
-- Then make instances of that instead and remove this class.
class TietzeExtension (Y : Type v) [TopologicalSpace Y] : Prop where
exists_restrict_eq' {X : Type u} [TopologicalSpace X] [NormalSpace X] (s : Set X)
(hs : IsClosed s) (f : C(s, Y)) : ∃ (g : C(X, Y)), g.restrict s = f
variable {X₁ : Type u₁} [TopologicalSpace X₁]
variable {X : Type u} [TopologicalSpace X] [NormalSpace X] {s : Set X} (hs : IsClosed s)
variable {e : X₁ → X} (he : ClosedEmbedding e)
variable {Y : Type v} [TopologicalSpace Y] [TietzeExtension.{u, v} Y]
theorem ContinuousMap.exists_restrict_eq (f : C(s, Y)) : ∃ (g : C(X, Y)), g.restrict s = f :=
TietzeExtension.exists_restrict_eq' s hs f
#align continuous_map.exists_restrict_eq_of_closed ContinuousMap.exists_restrict_eq
theorem ContinuousMap.exists_extension (f : C(X₁, Y)) :
∃ (g : C(X, Y)), g.comp ⟨e, he.continuous⟩ = f := by
let e' : X₁ ≃ₜ Set.range e := Homeomorph.ofEmbedding _ he.toEmbedding
obtain ⟨g, hg⟩ := (f.comp e'.symm).exists_restrict_eq he.isClosed_range
exact ⟨g, by ext x; simpa using congr($(hg) ⟨e' x, x, rfl⟩)⟩
theorem ContinuousMap.exists_extension' (f : C(X₁, Y)) : ∃ (g : C(X, Y)), g ∘ e = f :=
f.exists_extension he |>.imp fun g hg ↦ by ext x; congrm($(hg) x)
#align continuous_map.exists_extension_of_closed_embedding ContinuousMap.exists_extension'
theorem ContinuousMap.exists_forall_mem_restrict_eq {Y : Type v} [TopologicalSpace Y] (f : C(s, Y))
{t : Set Y} (hf : ∀ x, f x ∈ t) [ht : TietzeExtension.{u, v} t] :
∃ (g : C(X, Y)), (∀ x, g x ∈ t) ∧ g.restrict s = f := by
obtain ⟨g, hg⟩ := mk _ (map_continuous f |>.codRestrict hf) |>.exists_restrict_eq hs
exact ⟨comp ⟨Subtype.val, by continuity⟩ g, by simp, by ext x; congrm(($(hg) x : Y))⟩
theorem ContinuousMap.exists_extension_forall_mem {Y : Type v} [TopologicalSpace Y] (f : C(X₁, Y))
{t : Set Y} (hf : ∀ x, f x ∈ t) [ht : TietzeExtension.{u, v} t] :
∃ (g : C(X, Y)), (∀ x, g x ∈ t) ∧ g.comp ⟨e, he.continuous⟩ = f := by
obtain ⟨g, hg⟩ := mk _ (map_continuous f |>.codRestrict hf) |>.exists_extension he
exact ⟨comp ⟨Subtype.val, by continuity⟩ g, by simp, by ext x; congrm(($(hg) x : Y))⟩
instance Pi.instTietzeExtension {ι : Type*} {Y : ι → Type v} [∀ i, TopologicalSpace (Y i)]
[∀ i, TietzeExtension (Y i)] : TietzeExtension (∀ i, Y i) where
exists_restrict_eq' s hs f := by
obtain ⟨g', hg'⟩ := Classical.skolem.mp <| fun i ↦
ContinuousMap.exists_restrict_eq hs (ContinuousMap.piEquiv _ _ |>.symm f i)
exact ⟨ContinuousMap.piEquiv _ _ g', by ext x i; congrm($(hg' i) x)⟩
instance Prod.instTietzeExtension {Y : Type v} {Z : Type w} [TopologicalSpace Y]
[TietzeExtension.{u, v} Y] [TopologicalSpace Z] [TietzeExtension.{u, w} Z] :
TietzeExtension (Y × Z) where
exists_restrict_eq' s hs f := by
obtain ⟨g₁, hg₁⟩ := (ContinuousMap.fst.comp f).exists_restrict_eq hs
obtain ⟨g₂, hg₂⟩ := (ContinuousMap.snd.comp f).exists_restrict_eq hs
exact ⟨g₁.prodMk g₂, by ext1 x; congrm(($(hg₁) x), $(hg₂) x)⟩
instance Unique.instTietzeExtension {Y : Type v} [TopologicalSpace Y] [Unique Y] :
TietzeExtension.{u, v} Y where
exists_restrict_eq' _ _ f := ⟨.const _ default, by ext x; exact Subsingleton.elim _ _⟩
| 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 : Type*} [TopologicalSpace X] [TopologicalSpace Y] [NormalSpace Y]
open Metric Set Filter
open BoundedContinuousFunction Topology
noncomputable section
namespace BoundedContinuousFunction
| 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' (Ici (‖f‖ / 3)))`
are disjoint, hence by Urysohn's lemma there exists a function `g` that is equal to `-‖f‖ / 3`
on the former set and is equal to `‖f‖ / 3` on the latter set. This function `g` satisfies the
assertions of the lemma. -/
have hf3 : -‖f‖ / 3 < ‖f‖ / 3 := (div_lt_div_right h3).2 (Left.neg_lt_self hf)
have hc₁ : IsClosed (e '' (f ⁻¹' Iic (-‖f‖ / 3))) :=
he.isClosedMap _ (isClosed_Iic.preimage f.continuous)
have hc₂ : IsClosed (e '' (f ⁻¹' Ici (‖f‖ / 3))) :=
he.isClosedMap _ (isClosed_Ici.preimage f.continuous)
have hd : Disjoint (e '' (f ⁻¹' Iic (-‖f‖ / 3))) (e '' (f ⁻¹' Ici (‖f‖ / 3))) := by
refine disjoint_image_of_injective he.inj (Disjoint.preimage _ ?_)
rwa [Iic_disjoint_Ici, not_le]
rcases exists_bounded_mem_Icc_of_closed_of_le hc₁ hc₂ hd hf3.le with ⟨g, hg₁, hg₂, hgf⟩
refine ⟨g, ?_, ?_⟩
· refine (norm_le <| div_nonneg hf.le h3.le).mpr fun y => ?_
simpa [abs_le, neg_div] using hgf y
· refine (dist_le <| mul_nonneg h23.le hf.le).mpr fun x => ?_
have hfx : -‖f‖ ≤ f x ∧ f x ≤ ‖f‖ := by
simpa only [Real.norm_eq_abs, abs_le] using f.norm_coe_le_norm x
rcases le_total (f x) (-‖f‖ / 3) with hle₁ | hle₁
· calc
|g (e x) - f x| = -‖f‖ / 3 - f x := by
rw [hg₁ (mem_image_of_mem _ hle₁), Function.const_apply,
abs_of_nonneg (sub_nonneg.2 hle₁)]
_ ≤ 2 / 3 * ‖f‖ := by linarith
· rcases le_total (f x) (‖f‖ / 3) with hle₂ | hle₂
· simp only [neg_div] at *
calc
dist (g (e x)) (f x) ≤ |g (e x)| + |f x| := dist_le_norm_add_norm _ _
_ ≤ ‖f‖ / 3 + ‖f‖ / 3 := (add_le_add (abs_le.2 <| hgf _) (abs_le.2 ⟨hle₁, hle₂⟩))
_ = 2 / 3 * ‖f‖ := by linarith
· calc
|g (e x) - f x| = f x - ‖f‖ / 3 := by
rw [hg₂ (mem_image_of_mem _ hle₂), abs_sub_comm, Function.const_apply,
abs_of_nonneg (sub_nonneg.2 hle₂)]
_ ≤ 2 / 3 * ‖f‖ := by linarith
| 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 : Type*} [TopologicalSpace X] [TopologicalSpace Y] [NormalSpace Y]
open Metric Set Filter
open BoundedContinuousFunction Topology
noncomputable section
namespace BoundedContinuousFunction
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
have hf3 : -‖f‖ / 3 < ‖f‖ / 3 := (div_lt_div_right h3).2 (Left.neg_lt_self hf)
have hc₁ : IsClosed (e '' (f ⁻¹' Iic (-‖f‖ / 3))) :=
he.isClosedMap _ (isClosed_Iic.preimage f.continuous)
have hc₂ : IsClosed (e '' (f ⁻¹' Ici (‖f‖ / 3))) :=
he.isClosedMap _ (isClosed_Ici.preimage f.continuous)
have hd : Disjoint (e '' (f ⁻¹' Iic (-‖f‖ / 3))) (e '' (f ⁻¹' Ici (‖f‖ / 3))) := by
refine disjoint_image_of_injective he.inj (Disjoint.preimage _ ?_)
rwa [Iic_disjoint_Ici, not_le]
rcases exists_bounded_mem_Icc_of_closed_of_le hc₁ hc₂ hd hf3.le with ⟨g, hg₁, hg₂, hgf⟩
refine ⟨g, ?_, ?_⟩
· refine (norm_le <| div_nonneg hf.le h3.le).mpr fun y => ?_
simpa [abs_le, neg_div] using hgf y
· refine (dist_le <| mul_nonneg h23.le hf.le).mpr fun x => ?_
have hfx : -‖f‖ ≤ f x ∧ f x ≤ ‖f‖ := by
simpa only [Real.norm_eq_abs, abs_le] using f.norm_coe_le_norm x
rcases le_total (f x) (-‖f‖ / 3) with hle₁ | hle₁
· calc
|g (e x) - f x| = -‖f‖ / 3 - f x := by
rw [hg₁ (mem_image_of_mem _ hle₁), Function.const_apply,
abs_of_nonneg (sub_nonneg.2 hle₁)]
_ ≤ 2 / 3 * ‖f‖ := by linarith
· rcases le_total (f x) (‖f‖ / 3) with hle₂ | hle₂
· simp only [neg_div] at *
calc
dist (g (e x)) (f x) ≤ |g (e x)| + |f x| := dist_le_norm_add_norm _ _
_ ≤ ‖f‖ / 3 + ‖f‖ / 3 := (add_le_add (abs_le.2 <| hgf _) (abs_le.2 ⟨hle₁, hle₂⟩))
_ = 2 / 3 * ‖f‖ := by linarith
· calc
|g (e x) - f x| = f x - ‖f‖ / 3 := by
rw [hg₂ (mem_image_of_mem _ hle₂), abs_sub_comm, Function.const_apply,
abs_of_nonneg (sub_nonneg.2 hle₂)]
_ ≤ 2 / 3 * ‖f‖ := by linarith
#align bounded_continuous_function.tietze_extension_step BoundedContinuousFunction.tietze_extension_step
| 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 : g 0 = 0 := rfl
have g_succ : ∀ n, g (n + 1) = g n + F (f - (g n).compContinuous e) := fun n =>
Function.iterate_succ_apply' _ _ _
have hgf : ∀ n, dist ((g n).compContinuous e) f ≤ (2 / 3) ^ n * ‖f‖ := by
intro n
induction' n with n ihn
· simp [g0]
· rw [g_succ n, add_compContinuous, ← dist_sub_right, add_sub_cancel_left, pow_succ', mul_assoc]
refine (hF_dist _).trans (mul_le_mul_of_nonneg_left ?_ (by norm_num1))
rwa [← dist_eq_norm']
have hg_dist : ∀ n, dist (g n) (g (n + 1)) ≤ 1 / 3 * ‖f‖ * (2 / 3) ^ n := by
intro n
calc
dist (g n) (g (n + 1)) = ‖F (f - (g n).compContinuous e)‖ := by
rw [g_succ, dist_eq_norm', add_sub_cancel_left]
_ ≤ ‖f - (g n).compContinuous e‖ / 3 := hF_norm _
_ = 1 / 3 * dist ((g n).compContinuous e) f := by rw [dist_eq_norm', one_div, div_eq_inv_mul]
_ ≤ 1 / 3 * ((2 / 3) ^ n * ‖f‖) := mul_le_mul_of_nonneg_left (hgf n) (by norm_num1)
_ = 1 / 3 * ‖f‖ * (2 / 3) ^ n := by ac_rfl
have hg_cau : CauchySeq g := cauchySeq_of_le_geometric _ _ (by norm_num1) hg_dist
have :
Tendsto (fun n => (g n).compContinuous e) atTop
(𝓝 <| (limUnder atTop g).compContinuous e) :=
((continuous_compContinuous e).tendsto _).comp hg_cau.tendsto_limUnder
have hge : (limUnder atTop g).compContinuous e = f := by
refine tendsto_nhds_unique this (tendsto_iff_dist_tendsto_zero.2 ?_)
refine squeeze_zero (fun _ => dist_nonneg) hgf ?_
rw [← zero_mul ‖f‖]
refine (tendsto_pow_atTop_nhds_zero_of_lt_one ?_ ?_).mul tendsto_const_nhds <;> norm_num1
refine ⟨limUnder atTop g, le_antisymm ?_ ?_, hge⟩
· rw [← dist_zero_left, ← g0]
refine
(dist_le_of_le_geometric_of_tendsto₀ _ _ (by norm_num1)
hg_dist hg_cau.tendsto_limUnder).trans_eq ?_
field_simp [show (3 - 2 : ℝ) = 1 by norm_num1]
· rw [← hge]
exact norm_compContinuous_le _ _
| 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 ENNReal
namespace MeasureTheory
namespace OuterMeasure
section OfFunction
-- Porting note: "set_option eqn_compiler.zeta true" removed
variable {α : Type*} (m : Set α → ℝ≥0∞) (m_empty : m ∅ = 0)
protected def ofFunction : OuterMeasure α :=
let μ s := ⨅ (f : ℕ → Set α) (_ : s ⊆ ⋃ i, f i), ∑' i, m (f i)
{ measureOf := μ
empty :=
le_antisymm
((iInf_le_of_le fun _ => ∅) <| iInf_le_of_le (empty_subset _) <| by simp [m_empty])
(zero_le _)
mono := fun {s₁ s₂} hs => iInf_mono fun f => iInf_mono' fun hb => ⟨hs.trans hb, le_rfl⟩
iUnion_nat := fun s _ =>
ENNReal.le_of_forall_pos_le_add <| by
intro ε hε (hb : (∑' i, μ (s i)) < ∞)
rcases ENNReal.exists_pos_sum_of_countable (ENNReal.coe_pos.2 hε).ne' ℕ with ⟨ε', hε', hl⟩
refine le_trans ?_ (add_le_add_left (le_of_lt hl) _)
rw [← ENNReal.tsum_add]
choose f hf using
show ∀ i, ∃ f : ℕ → Set α, (s i ⊆ ⋃ i, f i) ∧ (∑' i, m (f i)) < μ (s i) + ε' i by
intro i
have : μ (s i) < μ (s i) + ε' i :=
ENNReal.lt_add_right (ne_top_of_le_ne_top hb.ne <| ENNReal.le_tsum _)
(by simpa using (hε' i).ne')
rcases iInf_lt_iff.mp this with ⟨t, ht⟩
exists t
contrapose! ht
exact le_iInf ht
refine le_trans ?_ (ENNReal.tsum_le_tsum fun i => le_of_lt (hf i).2)
rw [← ENNReal.tsum_prod, ← Nat.pairEquiv.symm.tsum_eq]
refine iInf_le_of_le _ (iInf_le _ ?_)
apply iUnion_subset
intro i
apply Subset.trans (hf i).1
apply iUnion_subset
simp only [Nat.pairEquiv_symm_apply]
rw [iUnion_unpair]
intro j
apply subset_iUnion₂ i }
#align measure_theory.outer_measure.of_function MeasureTheory.OuterMeasure.ofFunction
theorem ofFunction_apply (s : Set α) :
OuterMeasure.ofFunction m m_empty s = ⨅ (t : ℕ → Set α) (_ : s ⊆ iUnion t), ∑' n, m (t n) :=
rfl
#align measure_theory.outer_measure.of_function_apply MeasureTheory.OuterMeasure.ofFunction_apply
variable {m m_empty}
theorem ofFunction_le (s : Set α) : OuterMeasure.ofFunction m m_empty s ≤ m s :=
let f : ℕ → Set α := fun i => Nat.casesOn i s fun _ => ∅
iInf_le_of_le f <|
iInf_le_of_le (subset_iUnion f 0) <|
le_of_eq <| tsum_eq_single 0 <| by
rintro (_ | i)
· simp
· simp [m_empty]
#align measure_theory.outer_measure.of_function_le MeasureTheory.OuterMeasure.ofFunction_le
theorem ofFunction_eq (s : Set α) (m_mono : ∀ ⦃t : Set α⦄, s ⊆ t → m s ≤ m t)
(m_subadd : ∀ s : ℕ → Set α, m (⋃ i, s i) ≤ ∑' i, m (s i)) :
OuterMeasure.ofFunction m m_empty s = m s :=
le_antisymm (ofFunction_le s) <|
le_iInf fun f => le_iInf fun hf => le_trans (m_mono hf) (m_subadd f)
#align measure_theory.outer_measure.of_function_eq MeasureTheory.OuterMeasure.ofFunction_eq
theorem le_ofFunction {μ : OuterMeasure α} :
μ ≤ OuterMeasure.ofFunction m m_empty ↔ ∀ s, μ s ≤ m s :=
⟨fun H s => le_trans (H s) (ofFunction_le s), fun H _ =>
le_iInf fun f =>
le_iInf fun hs =>
le_trans (μ.mono hs) <| le_trans (measure_iUnion_le f) <| ENNReal.tsum_le_tsum fun _ => H _⟩
#align measure_theory.outer_measure.le_of_function MeasureTheory.OuterMeasure.le_ofFunction
theorem isGreatest_ofFunction :
IsGreatest { μ : OuterMeasure α | ∀ s, μ s ≤ m s } (OuterMeasure.ofFunction m m_empty) :=
⟨fun _ => ofFunction_le _, fun _ => le_ofFunction.2⟩
#align measure_theory.outer_measure.is_greatest_of_function MeasureTheory.OuterMeasure.isGreatest_ofFunction
theorem ofFunction_eq_sSup : OuterMeasure.ofFunction m m_empty = sSup { μ | ∀ s, μ s ≤ m s } :=
(@isGreatest_ofFunction α m m_empty).isLUB.sSup_eq.symm
#align measure_theory.outer_measure.of_function_eq_Sup MeasureTheory.OuterMeasure.ofFunction_eq_sSup
| 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) := ENNReal.le_tsum i
set I := fun s => { i : ℕ | (s ∩ f i).Nonempty }
have hd : Disjoint (I s) (I t) := disjoint_iff_inf_le.mpr fun i hi => he ⟨i, hi⟩
have hI : ∀ u ⊆ s ∪ t, μ u ≤ ∑' i : I u, μ (f i) := fun u hu =>
calc
μ u ≤ μ (⋃ i : I u, f i) :=
μ.mono fun x hx =>
let ⟨i, hi⟩ := mem_iUnion.1 (hf (hu hx))
mem_iUnion.2 ⟨⟨i, ⟨x, hx, hi⟩⟩, hi⟩
_ ≤ ∑' i : I u, μ (f i) := measure_iUnion_le _
calc
μ s + μ t ≤ (∑' i : I s, μ (f i)) + ∑' i : I t, μ (f i) :=
add_le_add (hI _ subset_union_left) (hI _ subset_union_right)
_ = ∑' i : ↑(I s ∪ I t), μ (f i) :=
(tsum_union_disjoint (f := fun i => μ (f i)) hd ENNReal.summable ENNReal.summable).symm
_ ≤ ∑' i, μ (f i) :=
(tsum_le_tsum_of_inj (↑) Subtype.coe_injective (fun _ _ => zero_le _) (fun _ => le_rfl)
ENNReal.summable ENNReal.summable)
_ ≤ ∑' i, m (f i) := ENNReal.tsum_le_tsum fun i => ofFunction_le _
| 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
namespace MeasureTheory
namespace OuterMeasure
section CaratheodoryMeasurable
universe u
variable {α : Type u} (m : OuterMeasure α)
attribute [local simp] Set.inter_comm Set.inter_left_comm Set.inter_assoc
variable {s s₁ s₂ : Set α}
def IsCaratheodory (s : Set α) : Prop :=
∀ t, m t = m (t ∩ s) + m (t \ s)
#align measure_theory.outer_measure.is_caratheodory MeasureTheory.OuterMeasure.IsCaratheodory
theorem isCaratheodory_iff_le' {s : Set α} :
IsCaratheodory m s ↔ ∀ t, m (t ∩ s) + m (t \ s) ≤ m t :=
forall_congr' fun _ => le_antisymm_iff.trans <| and_iff_right <| measure_le_inter_add_diff _ _ _
#align measure_theory.outer_measure.is_caratheodory_iff_le' MeasureTheory.OuterMeasure.isCaratheodory_iff_le'
@[simp]
| 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
namespace MeasureTheory
namespace OuterMeasure
section CaratheodoryMeasurable
universe u
variable {α : Type u} (m : OuterMeasure α)
attribute [local simp] Set.inter_comm Set.inter_left_comm Set.inter_assoc
variable {s s₁ s₂ : Set α}
def IsCaratheodory (s : Set α) : Prop :=
∀ t, m t = m (t ∩ s) + m (t \ s)
#align measure_theory.outer_measure.is_caratheodory MeasureTheory.OuterMeasure.IsCaratheodory
theorem isCaratheodory_iff_le' {s : Set α} :
IsCaratheodory m s ↔ ∀ t, m (t ∩ s) + m (t \ s) ≤ m t :=
forall_congr' fun _ => le_antisymm_iff.trans <| and_iff_right <| measure_le_inter_add_diff _ _ _
#align measure_theory.outer_measure.is_caratheodory_iff_le' MeasureTheory.OuterMeasure.isCaratheodory_iff_le'
@[simp]
theorem isCaratheodory_empty : IsCaratheodory m ∅ := by simp [IsCaratheodory, m.empty, diff_empty]
#align measure_theory.outer_measure.is_caratheodory_empty MeasureTheory.OuterMeasure.isCaratheodory_empty
| 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
namespace MeasureTheory
namespace OuterMeasure
section CaratheodoryMeasurable
universe u
variable {α : Type u} (m : OuterMeasure α)
attribute [local simp] Set.inter_comm Set.inter_left_comm Set.inter_assoc
variable {s s₁ s₂ : Set α}
def IsCaratheodory (s : Set α) : Prop :=
∀ t, m t = m (t ∩ s) + m (t \ s)
#align measure_theory.outer_measure.is_caratheodory MeasureTheory.OuterMeasure.IsCaratheodory
theorem isCaratheodory_iff_le' {s : Set α} :
IsCaratheodory m s ↔ ∀ t, m (t ∩ s) + m (t \ s) ≤ m t :=
forall_congr' fun _ => le_antisymm_iff.trans <| and_iff_right <| measure_le_inter_add_diff _ _ _
#align measure_theory.outer_measure.is_caratheodory_iff_le' MeasureTheory.OuterMeasure.isCaratheodory_iff_le'
@[simp]
theorem isCaratheodory_empty : IsCaratheodory m ∅ := by simp [IsCaratheodory, m.empty, diff_empty]
#align measure_theory.outer_measure.is_caratheodory_empty MeasureTheory.OuterMeasure.isCaratheodory_empty
theorem isCaratheodory_compl : IsCaratheodory m s₁ → IsCaratheodory m s₁ᶜ := by
simp [IsCaratheodory, diff_eq, add_comm]
#align measure_theory.outer_measure.is_caratheodory_compl MeasureTheory.OuterMeasure.isCaratheodory_compl
@[simp]
theorem isCaratheodory_compl_iff : IsCaratheodory m sᶜ ↔ IsCaratheodory m s :=
⟨fun h => by simpa using isCaratheodory_compl m h, isCaratheodory_compl m⟩
#align measure_theory.outer_measure.is_caratheodory_compl_iff MeasureTheory.OuterMeasure.isCaratheodory_compl_iff
theorem isCaratheodory_union (h₁ : IsCaratheodory m s₁) (h₂ : IsCaratheodory m s₂) :
IsCaratheodory m (s₁ ∪ s₂) := fun t => by
rw [h₁ t, h₂ (t ∩ s₁), h₂ (t \ s₁), h₁ (t ∩ (s₁ ∪ s₂)), inter_diff_assoc _ _ s₁,
Set.inter_assoc _ _ s₁, inter_eq_self_of_subset_right Set.subset_union_left,
union_diff_left, h₂ (t ∩ s₁)]
simp [diff_eq, add_assoc]
#align measure_theory.outer_measure.is_caratheodory_union MeasureTheory.OuterMeasure.isCaratheodory_union
| 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
namespace MeasureTheory
namespace OuterMeasure
section CaratheodoryMeasurable
universe u
variable {α : Type u} (m : OuterMeasure α)
attribute [local simp] Set.inter_comm Set.inter_left_comm Set.inter_assoc
variable {s s₁ s₂ : Set α}
def IsCaratheodory (s : Set α) : Prop :=
∀ t, m t = m (t ∩ s) + m (t \ s)
#align measure_theory.outer_measure.is_caratheodory MeasureTheory.OuterMeasure.IsCaratheodory
theorem isCaratheodory_iff_le' {s : Set α} :
IsCaratheodory m s ↔ ∀ t, m (t ∩ s) + m (t \ s) ≤ m t :=
forall_congr' fun _ => le_antisymm_iff.trans <| and_iff_right <| measure_le_inter_add_diff _ _ _
#align measure_theory.outer_measure.is_caratheodory_iff_le' MeasureTheory.OuterMeasure.isCaratheodory_iff_le'
@[simp]
theorem isCaratheodory_empty : IsCaratheodory m ∅ := by simp [IsCaratheodory, m.empty, diff_empty]
#align measure_theory.outer_measure.is_caratheodory_empty MeasureTheory.OuterMeasure.isCaratheodory_empty
theorem isCaratheodory_compl : IsCaratheodory m s₁ → IsCaratheodory m s₁ᶜ := by
simp [IsCaratheodory, diff_eq, add_comm]
#align measure_theory.outer_measure.is_caratheodory_compl MeasureTheory.OuterMeasure.isCaratheodory_compl
@[simp]
theorem isCaratheodory_compl_iff : IsCaratheodory m sᶜ ↔ IsCaratheodory m s :=
⟨fun h => by simpa using isCaratheodory_compl m h, isCaratheodory_compl m⟩
#align measure_theory.outer_measure.is_caratheodory_compl_iff MeasureTheory.OuterMeasure.isCaratheodory_compl_iff
theorem isCaratheodory_union (h₁ : IsCaratheodory m s₁) (h₂ : IsCaratheodory m s₂) :
IsCaratheodory m (s₁ ∪ s₂) := fun t => by
rw [h₁ t, h₂ (t ∩ s₁), h₂ (t \ s₁), h₁ (t ∩ (s₁ ∪ s₂)), inter_diff_assoc _ _ s₁,
Set.inter_assoc _ _ s₁, inter_eq_self_of_subset_right Set.subset_union_left,
union_diff_left, h₂ (t ∩ s₁)]
simp [diff_eq, add_assoc]
#align measure_theory.outer_measure.is_caratheodory_union MeasureTheory.OuterMeasure.isCaratheodory_union
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]
#align measure_theory.outer_measure.measure_inter_union MeasureTheory.OuterMeasure.measure_inter_union
theorem isCaratheodory_iUnion_lt {s : ℕ → Set α} :
∀ {n : ℕ}, (∀ i < n, IsCaratheodory m (s i)) → IsCaratheodory m (⋃ i < n, s i)
| 0, _ => by simp [Nat.not_lt_zero]
| n + 1, h => by
rw [biUnion_lt_succ]
exact isCaratheodory_union m
(isCaratheodory_iUnion_lt fun i hi => h i <| lt_of_lt_of_le hi <| Nat.le_succ _)
(h n (le_refl (n + 1)))
#align measure_theory.outer_measure.is_caratheodory_Union_lt MeasureTheory.OuterMeasure.isCaratheodory_iUnion_lt
| 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
namespace MeasureTheory
namespace OuterMeasure
section CaratheodoryMeasurable
universe u
variable {α : Type u} (m : OuterMeasure α)
attribute [local simp] Set.inter_comm Set.inter_left_comm Set.inter_assoc
variable {s s₁ s₂ : Set α}
def IsCaratheodory (s : Set α) : Prop :=
∀ t, m t = m (t ∩ s) + m (t \ s)
#align measure_theory.outer_measure.is_caratheodory MeasureTheory.OuterMeasure.IsCaratheodory
theorem isCaratheodory_iff_le' {s : Set α} :
IsCaratheodory m s ↔ ∀ t, m (t ∩ s) + m (t \ s) ≤ m t :=
forall_congr' fun _ => le_antisymm_iff.trans <| and_iff_right <| measure_le_inter_add_diff _ _ _
#align measure_theory.outer_measure.is_caratheodory_iff_le' MeasureTheory.OuterMeasure.isCaratheodory_iff_le'
@[simp]
theorem isCaratheodory_empty : IsCaratheodory m ∅ := by simp [IsCaratheodory, m.empty, diff_empty]
#align measure_theory.outer_measure.is_caratheodory_empty MeasureTheory.OuterMeasure.isCaratheodory_empty
theorem isCaratheodory_compl : IsCaratheodory m s₁ → IsCaratheodory m s₁ᶜ := by
simp [IsCaratheodory, diff_eq, add_comm]
#align measure_theory.outer_measure.is_caratheodory_compl MeasureTheory.OuterMeasure.isCaratheodory_compl
@[simp]
theorem isCaratheodory_compl_iff : IsCaratheodory m sᶜ ↔ IsCaratheodory m s :=
⟨fun h => by simpa using isCaratheodory_compl m h, isCaratheodory_compl m⟩
#align measure_theory.outer_measure.is_caratheodory_compl_iff MeasureTheory.OuterMeasure.isCaratheodory_compl_iff
theorem isCaratheodory_union (h₁ : IsCaratheodory m s₁) (h₂ : IsCaratheodory m s₂) :
IsCaratheodory m (s₁ ∪ s₂) := fun t => by
rw [h₁ t, h₂ (t ∩ s₁), h₂ (t \ s₁), h₁ (t ∩ (s₁ ∪ s₂)), inter_diff_assoc _ _ s₁,
Set.inter_assoc _ _ s₁, inter_eq_self_of_subset_right Set.subset_union_left,
union_diff_left, h₂ (t ∩ s₁)]
simp [diff_eq, add_assoc]
#align measure_theory.outer_measure.is_caratheodory_union MeasureTheory.OuterMeasure.isCaratheodory_union
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]
#align measure_theory.outer_measure.measure_inter_union MeasureTheory.OuterMeasure.measure_inter_union
theorem isCaratheodory_iUnion_lt {s : ℕ → Set α} :
∀ {n : ℕ}, (∀ i < n, IsCaratheodory m (s i)) → IsCaratheodory m (⋃ i < n, s i)
| 0, _ => by simp [Nat.not_lt_zero]
| n + 1, h => by
rw [biUnion_lt_succ]
exact isCaratheodory_union m
(isCaratheodory_iUnion_lt fun i hi => h i <| lt_of_lt_of_le hi <| Nat.le_succ _)
(h n (le_refl (n + 1)))
#align measure_theory.outer_measure.is_caratheodory_Union_lt MeasureTheory.OuterMeasure.isCaratheodory_iUnion_lt
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)
#align measure_theory.outer_measure.is_caratheodory_inter MeasureTheory.OuterMeasure.isCaratheodory_inter
theorem isCaratheodory_sum {s : ℕ → Set α} (h : ∀ i, IsCaratheodory m (s i))
(hd : Pairwise (Disjoint on s)) {t : Set α} :
∀ {n}, (∑ i ∈ Finset.range n, m (t ∩ s i)) = m (t ∩ ⋃ i < n, s i)
| 0 => by simp [Nat.not_lt_zero, m.empty]
| Nat.succ n => by
rw [biUnion_lt_succ, Finset.sum_range_succ, Set.union_comm, isCaratheodory_sum h hd,
m.measure_inter_union _ (h n), add_comm]
intro a
simpa using fun (h₁ : a ∈ s n) i (hi : i < n) h₂ => (hd (ne_of_gt hi)).le_bot ⟨h₁, h₂⟩
#align measure_theory.outer_measure.is_caratheodory_sum MeasureTheory.OuterMeasure.isCaratheodory_sum
set_option linter.deprecated false in -- not immediately obvious how to replace `iUnion` here.
| 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 _) ?_
rw [ENNReal.iSup_add]
refine iSup_le fun n => le_trans (add_le_add_left ?_ _)
(ge_of_eq (isCaratheodory_iUnion_lt m (fun i _ => h i) _))
refine m.mono (diff_subset_diff_right ?_)
exact iUnion₂_subset fun i _ => subset_iUnion _ i
| 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 OuterMeasure
section Extend
variable {α : Type*} {P : α → Prop}
variable (m : ∀ s : α, P s → ℝ≥0∞)
def extend (s : α) : ℝ≥0∞ :=
⨅ h : P s, m s h
#align measure_theory.extend MeasureTheory.extend
| 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 OuterMeasure
section Extend
variable {α : Type*} {P : α → Prop}
variable (m : ∀ s : α, P s → ℝ≥0∞)
def extend (s : α) : ℝ≥0∞ :=
⨅ h : P s, m s h
#align measure_theory.extend MeasureTheory.extend
theorem extend_eq {s : α} (h : P s) : extend m s = m s h := by simp [extend, h]
#align measure_theory.extend_eq MeasureTheory.extend_eq
| 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 OuterMeasure
section Extend
variable {α : Type*} {P : α → Prop}
variable (m : ∀ s : α, P s → ℝ≥0∞)
def extend (s : α) : ℝ≥0∞ :=
⨅ h : P s, m s h
#align measure_theory.extend MeasureTheory.extend
theorem extend_eq {s : α} (h : P s) : extend m s = m s h := by simp [extend, h]
#align measure_theory.extend_eq MeasureTheory.extend_eq
theorem extend_eq_top {s : α} (h : ¬P s) : extend m s = ∞ := by simp [extend, h]
#align measure_theory.extend_eq_top MeasureTheory.extend_eq_top
| 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 OuterMeasure
section Extend
variable {α : Type*} {P : α → Prop}
variable (m : ∀ s : α, P s → ℝ≥0∞)
def extend (s : α) : ℝ≥0∞ :=
⨅ h : P s, m s h
#align measure_theory.extend MeasureTheory.extend
theorem extend_eq {s : α} (h : P s) : extend m s = m s h := by simp [extend, h]
#align measure_theory.extend_eq MeasureTheory.extend_eq
theorem extend_eq_top {s : α} (h : ¬P s) : extend m s = ∞ := by simp [extend, h]
#align measure_theory.extend_eq_top MeasureTheory.extend_eq_top
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]
#align measure_theory.smul_extend MeasureTheory.smul_extend
| 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 Classical
open Set
open Filter hiding map
open Function MeasurableSpace
open scoped Classical
open Topology Filter ENNReal NNReal
variable {α β γ δ : Type*} {ι : Sort*}
namespace MeasureTheory
structure Measure (α : Type*) [MeasurableSpace α] extends OuterMeasure α where
m_iUnion ⦃f : ℕ → Set α⦄ : (∀ i, MeasurableSet (f i)) → Pairwise (Disjoint on f) →
toOuterMeasure (⋃ i, f i) = ∑' i, toOuterMeasure (f i)
trim_le : toOuterMeasure.trim ≤ toOuterMeasure
#align measure_theory.measure MeasureTheory.Measure
theorem Measure.toOuterMeasure_injective [MeasurableSpace α] :
Injective (toOuterMeasure : Measure α → OuterMeasure α)
| ⟨_, _, _⟩, ⟨_, _, _⟩, rfl => rfl
#align measure_theory.measure.to_outer_measure_injective MeasureTheory.Measure.toOuterMeasure_injective
instance Measure.instFunLike [MeasurableSpace α] : FunLike (Measure α) (Set α) ℝ≥0∞ where
coe μ := μ.toOuterMeasure
coe_injective' | ⟨_, _, _⟩, ⟨_, _, _⟩, h => toOuterMeasure_injective <| DFunLike.coe_injective h
#noalign measure_theory.measure.has_coe_to_fun
set_option linter.deprecated false in -- Not immediately obvious how to use `measure_empty` here.
instance Measure.instOuterMeasureClass [MeasurableSpace α] : OuterMeasureClass (Measure α) α where
measure_empty m := m.empty'
measure_iUnion_nat_le m := m.iUnion_nat
measure_mono m := m.mono
section
variable [MeasurableSpace α] {μ μ₁ μ₂ : Measure α} {s s₁ s₂ t : Set α}
namespace Measure
theorem trimmed (μ : Measure α) : μ.toOuterMeasure.trim = μ.toOuterMeasure :=
le_antisymm μ.trim_le μ.1.le_trim
def ofMeasurable (m : ∀ s : Set α, MeasurableSet s → ℝ≥0∞) (m0 : m ∅ MeasurableSet.empty = 0)
(mU :
∀ ⦃f : ℕ → Set α⦄ (h : ∀ i, MeasurableSet (f i)),
Pairwise (Disjoint on f) → m (⋃ i, f i) (MeasurableSet.iUnion h) = ∑' i, m (f i) (h i)) :
Measure α :=
{ toOuterMeasure := inducedOuterMeasure m _ m0
m_iUnion := fun f hf hd =>
show inducedOuterMeasure m _ m0 (iUnion f) = ∑' i, inducedOuterMeasure m _ m0 (f i) by
rw [inducedOuterMeasure_eq m0 mU, mU hf hd]
congr; funext n; rw [inducedOuterMeasure_eq m0 mU]
trim_le := le_inducedOuterMeasure.2 fun s hs ↦ by
rw [OuterMeasure.trim_eq _ hs, inducedOuterMeasure_eq m0 mU hs] }
#align measure_theory.measure.of_measurable MeasureTheory.Measure.ofMeasurable
theorem ofMeasurable_apply {m : ∀ s : Set α, MeasurableSet s → ℝ≥0∞}
{m0 : m ∅ MeasurableSet.empty = 0}
{mU :
∀ ⦃f : ℕ → Set α⦄ (h : ∀ i, MeasurableSet (f i)),
Pairwise (Disjoint on f) → m (⋃ i, f i) (MeasurableSet.iUnion h) = ∑' i, m (f i) (h i)}
(s : Set α) (hs : MeasurableSet s) : ofMeasurable m m0 mU s = m s hs :=
inducedOuterMeasure_eq m0 mU hs
#align measure_theory.measure.of_measurable_apply MeasureTheory.Measure.ofMeasurable_apply
@[ext]
theorem ext (h : ∀ s, MeasurableSet s → μ₁ s = μ₂ s) : μ₁ = μ₂ :=
toOuterMeasure_injective <| by
rw [← trimmed, OuterMeasure.trim_congr (h _), trimmed]
#align measure_theory.measure.ext MeasureTheory.Measure.ext
theorem ext_iff : μ₁ = μ₂ ↔ ∀ s, MeasurableSet s → μ₁ s = μ₂ s :=
⟨by rintro rfl s _hs; rfl, Measure.ext⟩
#align measure_theory.measure.ext_iff MeasureTheory.Measure.ext_iff
theorem ext_iff' : μ₁ = μ₂ ↔ ∀ s, μ₁ s = μ₂ s :=
⟨by rintro rfl s; rfl, fun h ↦ Measure.ext (fun s _ ↦ h s)⟩
| 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 : Type*} [MeasurableSpace α] [MeasurableSpace β] {f : ι → α → β}
{μ : Measure α} {p : α → (ι → β) → Prop}
def aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : Set α :=
(toMeasurable μ { x | (∀ i, f i x = (hf i).mk (f i) x) ∧ p x fun n => f n x }ᶜ)ᶜ
#align ae_seq_set aeSeqSet
noncomputable def aeSeq (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : ι → α → β :=
fun i x => ite (x ∈ aeSeqSet hf p) ((hf i).mk (f i) x) (⟨f i x⟩ : Nonempty β).some
#align ae_seq aeSeq
namespace aeSeq
section MemAESeqSet
| 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 : Type*} [MeasurableSpace α] [MeasurableSpace β] {f : ι → α → β}
{μ : Measure α} {p : α → (ι → β) → Prop}
def aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : Set α :=
(toMeasurable μ { x | (∀ i, f i x = (hf i).mk (f i) x) ∧ p x fun n => f n x }ᶜ)ᶜ
#align ae_seq_set aeSeqSet
noncomputable def aeSeq (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : ι → α → β :=
fun i x => ite (x ∈ aeSeqSet hf p) ((hf i).mk (f i) x) (⟨f i x⟩ : Nonempty β).some
#align ae_seq aeSeq
namespace aeSeq
section MemAESeqSet
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
#align ae_seq.mk_eq_fun_of_mem_ae_seq_set aeSeq.mk_eq_fun_of_mem_aeSeqSet
| 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 : Type*} [MeasurableSpace α] [MeasurableSpace β] {f : ι → α → β}
{μ : Measure α} {p : α → (ι → β) → Prop}
def aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : Set α :=
(toMeasurable μ { x | (∀ i, f i x = (hf i).mk (f i) x) ∧ p x fun n => f n x }ᶜ)ᶜ
#align ae_seq_set aeSeqSet
noncomputable def aeSeq (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : ι → α → β :=
fun i x => ite (x ∈ aeSeqSet hf p) ((hf i).mk (f i) x) (⟨f i x⟩ : Nonempty β).some
#align ae_seq aeSeq
namespace aeSeq
section MemAESeqSet
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
#align ae_seq.mk_eq_fun_of_mem_ae_seq_set aeSeq.mk_eq_fun_of_mem_aeSeqSet
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]
#align ae_seq.ae_seq_eq_mk_of_mem_ae_seq_set aeSeq.aeSeq_eq_mk_of_mem_aeSeqSet
| 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 : Type*} [MeasurableSpace α] [MeasurableSpace β] {f : ι → α → β}
{μ : Measure α} {p : α → (ι → β) → Prop}
def aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : Set α :=
(toMeasurable μ { x | (∀ i, f i x = (hf i).mk (f i) x) ∧ p x fun n => f n x }ᶜ)ᶜ
#align ae_seq_set aeSeqSet
noncomputable def aeSeq (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : ι → α → β :=
fun i x => ite (x ∈ aeSeqSet hf p) ((hf i).mk (f i) x) (⟨f i x⟩ : Nonempty β).some
#align ae_seq aeSeq
namespace aeSeq
section MemAESeqSet
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
#align ae_seq.mk_eq_fun_of_mem_ae_seq_set aeSeq.mk_eq_fun_of_mem_aeSeqSet
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]
#align ae_seq.ae_seq_eq_mk_of_mem_ae_seq_set aeSeq.aeSeq_eq_mk_of_mem_aeSeqSet
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]
#align ae_seq.ae_seq_eq_fun_of_mem_ae_seq_set aeSeq.aeSeq_eq_fun_of_mem_aeSeqSet
| 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 _ _)
exact fun x hx => hx.2
have hx' := Set.mem_of_subset_of_mem h_ss hx
exact 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 : Type*} [MeasurableSpace α] [MeasurableSpace β] {f : ι → α → β}
{μ : Measure α} {p : α → (ι → β) → Prop}
def aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : Set α :=
(toMeasurable μ { x | (∀ i, f i x = (hf i).mk (f i) x) ∧ p x fun n => f n x }ᶜ)ᶜ
#align ae_seq_set aeSeqSet
noncomputable def aeSeq (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : ι → α → β :=
fun i x => ite (x ∈ aeSeqSet hf p) ((hf i).mk (f i) x) (⟨f i x⟩ : Nonempty β).some
#align ae_seq aeSeq
namespace aeSeq
section MemAESeqSet
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
#align ae_seq.mk_eq_fun_of_mem_ae_seq_set aeSeq.mk_eq_fun_of_mem_aeSeqSet
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]
#align ae_seq.ae_seq_eq_mk_of_mem_ae_seq_set aeSeq.aeSeq_eq_mk_of_mem_aeSeqSet
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]
#align ae_seq.ae_seq_eq_fun_of_mem_ae_seq_set aeSeq.aeSeq_eq_fun_of_mem_aeSeqSet
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 _ _)
exact fun x hx => hx.2
have hx' := Set.mem_of_subset_of_mem h_ss hx
exact hx'
#align ae_seq.prop_of_mem_ae_seq_set aeSeq.prop_of_mem_aeSeqSet
| 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 : Type*} [MeasurableSpace α] [MeasurableSpace β] {f : ι → α → β}
{μ : Measure α} {p : α → (ι → β) → Prop}
def aeSeqSet (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : Set α :=
(toMeasurable μ { x | (∀ i, f i x = (hf i).mk (f i) x) ∧ p x fun n => f n x }ᶜ)ᶜ
#align ae_seq_set aeSeqSet
noncomputable def aeSeq (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) : ι → α → β :=
fun i x => ite (x ∈ aeSeqSet hf p) ((hf i).mk (f i) x) (⟨f i x⟩ : Nonempty β).some
#align ae_seq aeSeq
namespace aeSeq
theorem aeSeqSet_measurableSet {hf : ∀ i, AEMeasurable (f i) μ} : MeasurableSet (aeSeqSet hf p) :=
(measurableSet_toMeasurable _ _).compl
#align ae_seq.ae_seq_set_measurable_set aeSeq.aeSeqSet_measurableSet
theorem measurable (hf : ∀ i, AEMeasurable (f i) μ) (p : α → (ι → β) → Prop) (i : ι) :
Measurable (aeSeq hf p i) :=
Measurable.ite aeSeqSet_measurableSet (hf i).measurable_mk <| measurable_const' fun _ _ => rfl
#align ae_seq.measurable aeSeq.measurable
| 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-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace TopologicalSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
section OrderTopology
variable (α)
variable [TopologicalSpace α] [SecondCountableTopology α] [LinearOrder α] [OrderTopology α]
| 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 generateFrom_le ?_
rintro _ ⟨a, rfl | rfl⟩
· rcases em (∃ b, a ⋖ b) with ⟨b, hb⟩ | hcovBy
· rw [hb.Ioi_eq, ← compl_Iio]
exact (H _).compl
· rcases isOpen_biUnion_countable (Ioi a) Ioi fun _ _ ↦ isOpen_Ioi with ⟨t, hat, htc, htU⟩
have : Ioi a = ⋃ b ∈ t, Ici b := by
refine Subset.antisymm ?_ <| iUnion₂_subset fun b hb ↦ Ici_subset_Ioi.2 (hat hb)
refine Subset.trans ?_ <| iUnion₂_mono fun _ _ ↦ Ioi_subset_Ici_self
simpa [CovBy, htU, subset_def] using hcovBy
simp only [this, ← compl_Iio]
exact .biUnion htc <| fun _ _ ↦ (H _).compl
· apply H
· rw [forall_mem_range]
intro a
exact GenerateMeasurable.basic _ isOpen_Iio
| 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-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Filter MeasureTheory MeasurableSpace TopologicalSpace
open scoped Classical Topology NNReal ENNReal MeasureTheory
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
section OrderTopology
variable (α)
variable [TopologicalSpace α] [SecondCountableTopology α] [LinearOrder α] [OrderTopology α]
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 generateFrom_le ?_
rintro _ ⟨a, rfl | rfl⟩
· rcases em (∃ b, a ⋖ b) with ⟨b, hb⟩ | hcovBy
· rw [hb.Ioi_eq, ← compl_Iio]
exact (H _).compl
· rcases isOpen_biUnion_countable (Ioi a) Ioi fun _ _ ↦ isOpen_Ioi with ⟨t, hat, htc, htU⟩
have : Ioi a = ⋃ b ∈ t, Ici b := by
refine Subset.antisymm ?_ <| iUnion₂_subset fun b hb ↦ Ici_subset_Ioi.2 (hat hb)
refine Subset.trans ?_ <| iUnion₂_mono fun _ _ ↦ Ioi_subset_Ici_self
simpa [CovBy, htU, subset_def] using hcovBy
simp only [this, ← compl_Iio]
exact .biUnion htc <| fun _ _ ↦ (H _).compl
· apply H
· rw [forall_mem_range]
intro a
exact GenerateMeasurable.basic _ isOpen_Iio
#align borel_eq_generate_from_Iio borel_eq_generateFrom_Iio
theorem borel_eq_generateFrom_Ioi : borel α = .generateFrom (range Ioi) :=
@borel_eq_generateFrom_Iio αᵒᵈ _ (by infer_instance : SecondCountableTopology α) _ _
#align borel_eq_generate_from_Ioi borel_eq_generateFrom_Ioi
| 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 ⟨u, rfl⟩ := ht
rw [← compl_Ioi]
exact (MeasurableSpace.measurableSet_generateFrom (mem_range.mpr ⟨u, rfl⟩)).compl
| 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.Countable) (s_dense : Dense s) (f : α → β)
(h : ∀ p ∈ s, ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧
{ x | f x < p } ⊆ u ∧ { x | q < f x } ⊆ v ∧ μ (u ∩ v) = 0) :
AEMeasurable f μ := by |
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, hμ⟩
exact ⟨u, v, hu, hv, h'u, h'v, fun _ _ _ => hμ⟩
· refine
⟨univ, univ, MeasurableSet.univ, MeasurableSet.univ, subset_univ _, subset_univ _,
fun ps qs pq => ?_⟩
simp only [not_and] at H
exact (H ps qs pq).elim
choose! u v huv using h'
let u' : β → Set α := fun p => ⋂ q ∈ s ∩ Ioi p, u p q
have u'_meas : ∀ i, MeasurableSet (u' i) := by
intro i
exact MeasurableSet.biInter (s_count.mono inter_subset_left) fun b _ => (huv i b).1
let f' : α → β := fun x => ⨅ i : s, piecewise (u' i) (fun _ => (i : β)) (fun _ => (⊤ : β)) x
have f'_meas : Measurable f' := by
apply measurable_iInf
exact fun i => Measurable.piecewise (u'_meas i) measurable_const measurable_const
let t := ⋃ (p : s) (q : ↥(s ∩ Ioi p)), u' p ∩ v p q
have μt : μ t ≤ 0 :=
calc
μ t ≤ ∑' (p : s) (q : ↥(s ∩ Ioi p)), μ (u' p ∩ v p q) := by
refine (measure_iUnion_le _).trans ?_
refine ENNReal.tsum_le_tsum fun p => ?_
haveI := (s_count.mono (s.inter_subset_left (t := Ioi ↑p))).to_subtype
apply measure_iUnion_le
_ ≤ ∑' (p : s) (q : ↥(s ∩ Ioi p)), μ (u p q ∩ v p q) := by
gcongr with p q
exact biInter_subset_of_mem q.2
_ = ∑' (p : s) (_ : ↥(s ∩ Ioi p)), (0 : ℝ≥0∞) := by
congr
ext1 p
congr
ext1 q
exact (huv p q).2.2.2.2 p.2 q.2.1 q.2.2
_ = 0 := by simp only [tsum_zero]
have ff' : ∀ᵐ x ∂μ, f x = f' x := by
have : ∀ᵐ x ∂μ, x ∉ t := by
have : μ t = 0 := le_antisymm μt bot_le
change μ _ = 0
convert this
ext y
simp only [not_exists, exists_prop, mem_setOf_eq, mem_compl_iff, not_not_mem]
filter_upwards [this] with x hx
apply (iInf_eq_of_forall_ge_of_forall_gt_exists_lt _ _).symm
· intro i
by_cases H : x ∈ u' i
swap
· simp only [H, le_top, not_false_iff, piecewise_eq_of_not_mem]
simp only [H, piecewise_eq_of_mem]
contrapose! hx
obtain ⟨r, ⟨xr, rq⟩, rs⟩ : ∃ r, r ∈ Ioo (i : β) (f x) ∩ s :=
dense_iff_inter_open.1 s_dense (Ioo i (f x)) isOpen_Ioo (nonempty_Ioo.2 hx)
have A : x ∈ v i r := (huv i r).2.2.2.1 rq
refine mem_iUnion.2 ⟨i, ?_⟩
refine mem_iUnion.2 ⟨⟨r, ⟨rs, xr⟩⟩, ?_⟩
exact ⟨H, A⟩
· intro q hq
obtain ⟨r, ⟨xr, rq⟩, rs⟩ : ∃ r, r ∈ Ioo (f x) q ∩ s :=
dense_iff_inter_open.1 s_dense (Ioo (f x) q) isOpen_Ioo (nonempty_Ioo.2 hq)
refine ⟨⟨r, rs⟩, ?_⟩
have A : x ∈ u' r := mem_biInter fun i _ => (huv r i).2.2.1 xr
simp only [A, rq, piecewise_eq_of_mem, Subtype.coe_mk]
exact ⟨f', f'_meas, ff'⟩
| 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.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.Countable) (s_dense : Dense s) (f : α → β)
(h : ∀ p ∈ s, ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧
{ x | f x < p } ⊆ u ∧ { x | q < f x } ⊆ v ∧ μ (u ∩ v) = 0) :
AEMeasurable f μ := by
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, hμ⟩
exact ⟨u, v, hu, hv, h'u, h'v, fun _ _ _ => hμ⟩
· refine
⟨univ, univ, MeasurableSet.univ, MeasurableSet.univ, subset_univ _, subset_univ _,
fun ps qs pq => ?_⟩
simp only [not_and] at H
exact (H ps qs pq).elim
choose! u v huv using h'
let u' : β → Set α := fun p => ⋂ q ∈ s ∩ Ioi p, u p q
have u'_meas : ∀ i, MeasurableSet (u' i) := by
intro i
exact MeasurableSet.biInter (s_count.mono inter_subset_left) fun b _ => (huv i b).1
let f' : α → β := fun x => ⨅ i : s, piecewise (u' i) (fun _ => (i : β)) (fun _ => (⊤ : β)) x
have f'_meas : Measurable f' := by
apply measurable_iInf
exact fun i => Measurable.piecewise (u'_meas i) measurable_const measurable_const
let t := ⋃ (p : s) (q : ↥(s ∩ Ioi p)), u' p ∩ v p q
have μt : μ t ≤ 0 :=
calc
μ t ≤ ∑' (p : s) (q : ↥(s ∩ Ioi p)), μ (u' p ∩ v p q) := by
refine (measure_iUnion_le _).trans ?_
refine ENNReal.tsum_le_tsum fun p => ?_
haveI := (s_count.mono (s.inter_subset_left (t := Ioi ↑p))).to_subtype
apply measure_iUnion_le
_ ≤ ∑' (p : s) (q : ↥(s ∩ Ioi p)), μ (u p q ∩ v p q) := by
gcongr with p q
exact biInter_subset_of_mem q.2
_ = ∑' (p : s) (_ : ↥(s ∩ Ioi p)), (0 : ℝ≥0∞) := by
congr
ext1 p
congr
ext1 q
exact (huv p q).2.2.2.2 p.2 q.2.1 q.2.2
_ = 0 := by simp only [tsum_zero]
have ff' : ∀ᵐ x ∂μ, f x = f' x := by
have : ∀ᵐ x ∂μ, x ∉ t := by
have : μ t = 0 := le_antisymm μt bot_le
change μ _ = 0
convert this
ext y
simp only [not_exists, exists_prop, mem_setOf_eq, mem_compl_iff, not_not_mem]
filter_upwards [this] with x hx
apply (iInf_eq_of_forall_ge_of_forall_gt_exists_lt _ _).symm
· intro i
by_cases H : x ∈ u' i
swap
· simp only [H, le_top, not_false_iff, piecewise_eq_of_not_mem]
simp only [H, piecewise_eq_of_mem]
contrapose! hx
obtain ⟨r, ⟨xr, rq⟩, rs⟩ : ∃ r, r ∈ Ioo (i : β) (f x) ∩ s :=
dense_iff_inter_open.1 s_dense (Ioo i (f x)) isOpen_Ioo (nonempty_Ioo.2 hx)
have A : x ∈ v i r := (huv i r).2.2.2.1 rq
refine mem_iUnion.2 ⟨i, ?_⟩
refine mem_iUnion.2 ⟨⟨r, ⟨rs, xr⟩⟩, ?_⟩
exact ⟨H, A⟩
· intro q hq
obtain ⟨r, ⟨xr, rq⟩, rs⟩ : ∃ r, r ∈ Ioo (f x) q ∩ s :=
dense_iff_inter_open.1 s_dense (Ioo (f x) q) isOpen_Ioo (nonempty_Ioo.2 hq)
refine ⟨⟨r, rs⟩, ?_⟩
have A : x ∈ u' r := mem_biInter fun i _ => (huv r i).2.2.1 xr
simp only [A, rq, piecewise_eq_of_mem, Subtype.coe_mk]
exact ⟨f', f'_meas, ff'⟩
#align measure_theory.ae_measurable_of_exist_almost_disjoint_supersets MeasureTheory.aemeasurable_of_exist_almost_disjoint_supersets
| 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 μ := by |
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 hq hpq
lift p to ℝ≥0 using I p hp
lift q to ℝ≥0 using I q hq
exact h p q (ENNReal.coe_lt_coe.1 hpq)
| 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 Topology
namespace MeasureTheory
variable {Ω β ι : Type*} {m : MeasurableSpace Ω}
def IsStoppingTime [Preorder ι] (f : Filtration ι m) (τ : Ω → ι) :=
∀ i : ι, MeasurableSet[f i] <| {ω | τ ω ≤ i}
#align measure_theory.is_stopping_time MeasureTheory.IsStoppingTime
theorem isStoppingTime_const [Preorder ι] (f : Filtration ι m) (i : ι) :
IsStoppingTime f fun _ => i := fun j => by simp only [MeasurableSet.const]
#align measure_theory.is_stopping_time_const MeasureTheory.isStoppingTime_const
section MeasurableSet
section Preorder
variable [Preorder ι] {f : Filtration ι m} {τ : Ω → ι}
protected theorem IsStoppingTime.measurableSet_le (hτ : IsStoppingTime f τ) (i : ι) :
MeasurableSet[f i] {ω | τ ω ≤ i} :=
hτ i
#align measure_theory.is_stopping_time.measurable_set_le MeasureTheory.IsStoppingTime.measurableSet_le
| 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 ext; simp [Iic_pred_of_not_isMin hi_min]
rw [this]
exact f.mono (pred_le i) _ (hτ.measurableSet_le <| pred i)
| 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 MeasureTheory
variable {Ω E ι : Type*} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : Measure Ω}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f g : ι → Ω → E} {ℱ : Filtration ι m0}
def Martingale (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ ∀ i j, i ≤ j → μ[f j|ℱ i] =ᵐ[μ] f i
#align measure_theory.martingale MeasureTheory.Martingale
def Supermartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → μ[f j|ℱ i] ≤ᵐ[μ] f i) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.supermartingale MeasureTheory.Supermartingale
def Submartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → f i ≤ᵐ[μ] μ[f j|ℱ i]) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.submartingale MeasureTheory.Submartingale
theorem martingale_const (ℱ : Filtration ι m0) (μ : Measure Ω) [IsFiniteMeasure μ] (x : E) :
Martingale (fun _ _ => x) ℱ μ :=
⟨adapted_const ℱ _, fun i j _ => by rw [condexp_const (ℱ.le _)]⟩
#align measure_theory.martingale_const MeasureTheory.martingale_const
| 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 MeasureTheory
variable {Ω E ι : Type*} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : Measure Ω}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f g : ι → Ω → E} {ℱ : Filtration ι m0}
def Martingale (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ ∀ i j, i ≤ j → μ[f j|ℱ i] =ᵐ[μ] f i
#align measure_theory.martingale MeasureTheory.Martingale
def Supermartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → μ[f j|ℱ i] ≤ᵐ[μ] f i) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.supermartingale MeasureTheory.Supermartingale
def Submartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → f i ≤ᵐ[μ] μ[f j|ℱ i]) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.submartingale MeasureTheory.Submartingale
theorem martingale_const (ℱ : Filtration ι m0) (μ : Measure Ω) [IsFiniteMeasure μ] (x : E) :
Martingale (fun _ _ => x) ℱ μ :=
⟨adapted_const ℱ _, fun i j _ => by rw [condexp_const (ℱ.le _)]⟩
#align measure_theory.martingale_const MeasureTheory.martingale_const
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]
#align measure_theory.martingale_const_fun MeasureTheory.martingale_const_fun
variable (E)
theorem martingale_zero (ℱ : Filtration ι m0) (μ : Measure Ω) : Martingale (0 : ι → Ω → E) ℱ μ :=
⟨adapted_zero E ℱ, fun i j _ => by rw [Pi.zero_apply, condexp_zero]; simp⟩
#align measure_theory.martingale_zero MeasureTheory.martingale_zero
variable {E}
namespace Martingale
protected theorem adapted (hf : Martingale f ℱ μ) : Adapted ℱ f :=
hf.1
#align measure_theory.martingale.adapted MeasureTheory.Martingale.adapted
protected theorem stronglyMeasurable (hf : Martingale f ℱ μ) (i : ι) :
StronglyMeasurable[ℱ i] (f i) :=
hf.adapted i
#align measure_theory.martingale.strongly_measurable MeasureTheory.Martingale.stronglyMeasurable
theorem condexp_ae_eq (hf : Martingale f ℱ μ) {i j : ι} (hij : i ≤ j) : μ[f j|ℱ i] =ᵐ[μ] f i :=
hf.2 i j hij
#align measure_theory.martingale.condexp_ae_eq MeasureTheory.Martingale.condexp_ae_eq
protected theorem integrable (hf : Martingale f ℱ μ) (i : ι) : Integrable (f i) μ :=
integrable_condexp.congr (hf.condexp_ae_eq (le_refl i))
#align measure_theory.martingale.integrable MeasureTheory.Martingale.integrable
| 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 MeasureTheory
variable {Ω E ι : Type*} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : Measure Ω}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f g : ι → Ω → E} {ℱ : Filtration ι m0}
def Martingale (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ ∀ i j, i ≤ j → μ[f j|ℱ i] =ᵐ[μ] f i
#align measure_theory.martingale MeasureTheory.Martingale
def Supermartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → μ[f j|ℱ i] ≤ᵐ[μ] f i) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.supermartingale MeasureTheory.Supermartingale
def Submartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → f i ≤ᵐ[μ] μ[f j|ℱ i]) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.submartingale MeasureTheory.Submartingale
theorem martingale_const (ℱ : Filtration ι m0) (μ : Measure Ω) [IsFiniteMeasure μ] (x : E) :
Martingale (fun _ _ => x) ℱ μ :=
⟨adapted_const ℱ _, fun i j _ => by rw [condexp_const (ℱ.le _)]⟩
#align measure_theory.martingale_const MeasureTheory.martingale_const
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]
#align measure_theory.martingale_const_fun MeasureTheory.martingale_const_fun
variable (E)
theorem martingale_zero (ℱ : Filtration ι m0) (μ : Measure Ω) : Martingale (0 : ι → Ω → E) ℱ μ :=
⟨adapted_zero E ℱ, fun i j _ => by rw [Pi.zero_apply, condexp_zero]; simp⟩
#align measure_theory.martingale_zero MeasureTheory.martingale_zero
variable {E}
namespace Martingale
protected theorem adapted (hf : Martingale f ℱ μ) : Adapted ℱ f :=
hf.1
#align measure_theory.martingale.adapted MeasureTheory.Martingale.adapted
protected theorem stronglyMeasurable (hf : Martingale f ℱ μ) (i : ι) :
StronglyMeasurable[ℱ i] (f i) :=
hf.adapted i
#align measure_theory.martingale.strongly_measurable MeasureTheory.Martingale.stronglyMeasurable
theorem condexp_ae_eq (hf : Martingale f ℱ μ) {i j : ι} (hij : i ≤ j) : μ[f j|ℱ i] =ᵐ[μ] f i :=
hf.2 i j hij
#align measure_theory.martingale.condexp_ae_eq MeasureTheory.Martingale.condexp_ae_eq
protected theorem integrable (hf : Martingale f ℱ μ) (i : ι) : Integrable (f i) μ :=
integrable_condexp.congr (hf.condexp_ae_eq (le_refl i))
#align measure_theory.martingale.integrable MeasureTheory.Martingale.integrable
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
#align measure_theory.martingale.set_integral_eq MeasureTheory.Martingale.setIntegral_eq
@[deprecated (since := "2024-04-17")]
alias set_integral_eq := setIntegral_eq
| 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 MeasureTheory
variable {Ω E ι : Type*} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : Measure Ω}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f g : ι → Ω → E} {ℱ : Filtration ι m0}
def Martingale (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ ∀ i j, i ≤ j → μ[f j|ℱ i] =ᵐ[μ] f i
#align measure_theory.martingale MeasureTheory.Martingale
def Supermartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → μ[f j|ℱ i] ≤ᵐ[μ] f i) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.supermartingale MeasureTheory.Supermartingale
def Submartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → f i ≤ᵐ[μ] μ[f j|ℱ i]) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.submartingale MeasureTheory.Submartingale
theorem martingale_const (ℱ : Filtration ι m0) (μ : Measure Ω) [IsFiniteMeasure μ] (x : E) :
Martingale (fun _ _ => x) ℱ μ :=
⟨adapted_const ℱ _, fun i j _ => by rw [condexp_const (ℱ.le _)]⟩
#align measure_theory.martingale_const MeasureTheory.martingale_const
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]
#align measure_theory.martingale_const_fun MeasureTheory.martingale_const_fun
variable (E)
theorem martingale_zero (ℱ : Filtration ι m0) (μ : Measure Ω) : Martingale (0 : ι → Ω → E) ℱ μ :=
⟨adapted_zero E ℱ, fun i j _ => by rw [Pi.zero_apply, condexp_zero]; simp⟩
#align measure_theory.martingale_zero MeasureTheory.martingale_zero
variable {E}
namespace Martingale
protected theorem adapted (hf : Martingale f ℱ μ) : Adapted ℱ f :=
hf.1
#align measure_theory.martingale.adapted MeasureTheory.Martingale.adapted
protected theorem stronglyMeasurable (hf : Martingale f ℱ μ) (i : ι) :
StronglyMeasurable[ℱ i] (f i) :=
hf.adapted i
#align measure_theory.martingale.strongly_measurable MeasureTheory.Martingale.stronglyMeasurable
theorem condexp_ae_eq (hf : Martingale f ℱ μ) {i j : ι} (hij : i ≤ j) : μ[f j|ℱ i] =ᵐ[μ] f i :=
hf.2 i j hij
#align measure_theory.martingale.condexp_ae_eq MeasureTheory.Martingale.condexp_ae_eq
protected theorem integrable (hf : Martingale f ℱ μ) (i : ι) : Integrable (f i) μ :=
integrable_condexp.congr (hf.condexp_ae_eq (le_refl i))
#align measure_theory.martingale.integrable MeasureTheory.Martingale.integrable
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
#align measure_theory.martingale.set_integral_eq MeasureTheory.Martingale.setIntegral_eq
@[deprecated (since := "2024-04-17")]
alias set_integral_eq := setIntegral_eq
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))
#align measure_theory.martingale.add MeasureTheory.Martingale.add
theorem neg (hf : Martingale f ℱ μ) : Martingale (-f) ℱ μ :=
⟨hf.adapted.neg, fun i j hij => (condexp_neg (f j)).trans (hf.2 i j hij).neg⟩
#align measure_theory.martingale.neg MeasureTheory.Martingale.neg
| 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 MeasureTheory
variable {Ω E ι : Type*} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : Measure Ω}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f g : ι → Ω → E} {ℱ : Filtration ι m0}
def Martingale (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ ∀ i j, i ≤ j → μ[f j|ℱ i] =ᵐ[μ] f i
#align measure_theory.martingale MeasureTheory.Martingale
def Supermartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → μ[f j|ℱ i] ≤ᵐ[μ] f i) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.supermartingale MeasureTheory.Supermartingale
def Submartingale [LE E] (f : ι → Ω → E) (ℱ : Filtration ι m0) (μ : Measure Ω) : Prop :=
Adapted ℱ f ∧ (∀ i j, i ≤ j → f i ≤ᵐ[μ] μ[f j|ℱ i]) ∧ ∀ i, Integrable (f i) μ
#align measure_theory.submartingale MeasureTheory.Submartingale
theorem martingale_const (ℱ : Filtration ι m0) (μ : Measure Ω) [IsFiniteMeasure μ] (x : E) :
Martingale (fun _ _ => x) ℱ μ :=
⟨adapted_const ℱ _, fun i j _ => by rw [condexp_const (ℱ.le _)]⟩
#align measure_theory.martingale_const MeasureTheory.martingale_const
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]
#align measure_theory.martingale_const_fun MeasureTheory.martingale_const_fun
variable (E)
theorem martingale_zero (ℱ : Filtration ι m0) (μ : Measure Ω) : Martingale (0 : ι → Ω → E) ℱ μ :=
⟨adapted_zero E ℱ, fun i j _ => by rw [Pi.zero_apply, condexp_zero]; simp⟩
#align measure_theory.martingale_zero MeasureTheory.martingale_zero
variable {E}
namespace Martingale
protected theorem adapted (hf : Martingale f ℱ μ) : Adapted ℱ f :=
hf.1
#align measure_theory.martingale.adapted MeasureTheory.Martingale.adapted
protected theorem stronglyMeasurable (hf : Martingale f ℱ μ) (i : ι) :
StronglyMeasurable[ℱ i] (f i) :=
hf.adapted i
#align measure_theory.martingale.strongly_measurable MeasureTheory.Martingale.stronglyMeasurable
theorem condexp_ae_eq (hf : Martingale f ℱ μ) {i j : ι} (hij : i ≤ j) : μ[f j|ℱ i] =ᵐ[μ] f i :=
hf.2 i j hij
#align measure_theory.martingale.condexp_ae_eq MeasureTheory.Martingale.condexp_ae_eq
protected theorem integrable (hf : Martingale f ℱ μ) (i : ι) : Integrable (f i) μ :=
integrable_condexp.congr (hf.condexp_ae_eq (le_refl i))
#align measure_theory.martingale.integrable MeasureTheory.Martingale.integrable
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
#align measure_theory.martingale.set_integral_eq MeasureTheory.Martingale.setIntegral_eq
@[deprecated (since := "2024-04-17")]
alias set_integral_eq := setIntegral_eq
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))
#align measure_theory.martingale.add MeasureTheory.Martingale.add
theorem neg (hf : Martingale f ℱ μ) : Martingale (-f) ℱ μ :=
⟨hf.adapted.neg, fun i j hij => (condexp_neg (f j)).trans (hf.2 i j hij).neg⟩
#align measure_theory.martingale.neg MeasureTheory.Martingale.neg
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
#align measure_theory.martingale.sub MeasureTheory.Martingale.sub
| 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
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {𝒢 : Filtration ℕ m0} {f : ℕ → Ω → ℝ}
{τ π : Ω → ℕ}
-- We may generalize the below lemma to functions taking value in a `NormedLatticeAddCommGroup`.
-- Similarly, generalize `(Super/Sub)martingale.setIntegral_le`.
| 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]
· refine Finset.sum_nonneg fun i _ => ?_
rw [integral_indicator (𝒢.le _ _ (this _)), integral_sub', sub_nonneg]
· exact hf.setIntegral_le (Nat.le_succ i) (this _)
· exact (hf.integrable _).integrableOn
· exact (hf.integrable _).integrableOn
intro i _
exact Integrable.indicator (Integrable.sub (hf.integrable _) (hf.integrable _))
(𝒢.le _ _ (this _))
· exact hf.integrable_stoppedValue hπ hbdd
· exact hf.integrable_stoppedValue hτ fun ω => le_trans (hle ω) (hbdd ω)
| 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
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {𝒢 : Filtration ℕ m0} {f : ℕ → Ω → ℝ}
{τ π : Ω → ℕ}
-- We may generalize the below lemma to functions taking value in a `NormedLatticeAddCommGroup`.
-- Similarly, generalize `(Super/Sub)martingale.setIntegral_le`.
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]
· refine Finset.sum_nonneg fun i _ => ?_
rw [integral_indicator (𝒢.le _ _ (this _)), integral_sub', sub_nonneg]
· exact hf.setIntegral_le (Nat.le_succ i) (this _)
· exact (hf.integrable _).integrableOn
· exact (hf.integrable _).integrableOn
intro i _
exact Integrable.indicator (Integrable.sub (hf.integrable _) (hf.integrable _))
(𝒢.le _ _ (this _))
· exact hf.integrable_stoppedValue hπ hbdd
· exact hf.integrable_stoppedValue hτ fun ω => le_trans (hle ω) (hbdd ω)
#align measure_theory.submartingale.expected_stopped_value_mono MeasureTheory.Submartingale.expected_stoppedValue_mono
| 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 [stoppedValue_const, stoppedValue_piecewise_const,
integral_piecewise (𝒢.le _ _ hs) (hint _).integrableOn (hint _).integrableOn, ←
integral_add_compl (𝒢.le _ _ hs) (hint j), add_le_add_iff_right] at hf
| 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
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {𝒢 : Filtration ℕ m0} {f : ℕ → Ω → ℝ}
{τ π : Ω → ℕ}
-- We may generalize the below lemma to functions taking value in a `NormedLatticeAddCommGroup`.
-- Similarly, generalize `(Super/Sub)martingale.setIntegral_le`.
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]
· refine Finset.sum_nonneg fun i _ => ?_
rw [integral_indicator (𝒢.le _ _ (this _)), integral_sub', sub_nonneg]
· exact hf.setIntegral_le (Nat.le_succ i) (this _)
· exact (hf.integrable _).integrableOn
· exact (hf.integrable _).integrableOn
intro i _
exact Integrable.indicator (Integrable.sub (hf.integrable _) (hf.integrable _))
(𝒢.le _ _ (this _))
· exact hf.integrable_stoppedValue hπ hbdd
· exact hf.integrable_stoppedValue hτ fun ω => le_trans (hle ω) (hbdd ω)
#align measure_theory.submartingale.expected_stopped_value_mono MeasureTheory.Submartingale.expected_stoppedValue_mono
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 [stoppedValue_const, stoppedValue_piecewise_const,
integral_piecewise (𝒢.le _ _ hs) (hint _).integrableOn (hint _).integrableOn, ←
integral_add_compl (𝒢.le _ _ hs) (hint j), add_le_add_iff_right] at hf
#align measure_theory.submartingale_of_expected_stopped_value_mono MeasureTheory.submartingale_of_expected_stoppedValue_mono
theorem submartingale_iff_expected_stoppedValue_mono [IsFiniteMeasure μ] (hadp : Adapted 𝒢 f)
(hint : ∀ i, Integrable (f i) μ) :
Submartingale f 𝒢 μ ↔ ∀ τ π : Ω → ℕ, IsStoppingTime 𝒢 τ → IsStoppingTime 𝒢 π →
τ ≤ π → (∃ N, ∀ x, π x ≤ N) → μ[stoppedValue f τ] ≤ μ[stoppedValue f π] :=
⟨fun hf _ _ hτ hπ hle ⟨_, hN⟩ => hf.expected_stoppedValue_mono hτ hπ hle hN,
submartingale_of_expected_stoppedValue_mono hadp hint⟩
#align measure_theory.submartingale_iff_expected_stopped_value_mono MeasureTheory.submartingale_iff_expected_stoppedValue_mono
protected theorem Submartingale.stoppedProcess [IsFiniteMeasure μ] (h : Submartingale f 𝒢 μ)
(hτ : IsStoppingTime 𝒢 τ) : Submartingale (stoppedProcess f τ) 𝒢 μ := by
rw [submartingale_iff_expected_stoppedValue_mono]
· intro σ π hσ hπ hσ_le_π hπ_bdd
simp_rw [stoppedValue_stoppedProcess]
obtain ⟨n, hπ_le_n⟩ := hπ_bdd
exact h.expected_stoppedValue_mono (hσ.min hτ) (hπ.min hτ)
(fun ω => min_le_min (hσ_le_π ω) le_rfl) fun ω => (min_le_left _ _).trans (hπ_le_n ω)
· exact Adapted.stoppedProcess_of_discrete h.adapted hτ
· exact fun i =>
h.integrable_stoppedValue ((isStoppingTime_const _ i).min hτ) fun ω => min_le_left _ _
#align measure_theory.submartingale.stopped_process MeasureTheory.Submartingale.stoppedProcess
section Maximal
open Finset
| 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 f {y : ℝ | ↑ε ≤ y} 0 n) ω ∂μ) := by |
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_mem ?_
simp only [Set.mem_setOf_eq, exists_prop, hn]
exact
let ⟨j, hj₁, hj₂⟩ := hx
⟨j, hj₁, hj₂⟩
have h := setIntegral_ge_of_const_le (measurableSet_le measurable_const
(Finset.measurable_range_sup'' fun n _ => (hsub.stronglyMeasurable n).measurable.le (𝒢.le n)))
(measure_ne_top _ _) this (Integrable.integrableOn (hsub.integrable_stoppedValue
(hitting_isStoppingTime hsub.adapted measurableSet_Ici) hitting_le))
rw [ENNReal.le_ofReal_iff_toReal_le, ENNReal.toReal_smul]
· exact h
· exact ENNReal.mul_ne_top (by simp) (measure_ne_top _ _)
· exact le_trans (mul_nonneg ε.coe_nonneg ENNReal.toReal_nonneg) h
| 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 TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω}
noncomputable def lowerCrossingTimeAux [Preorder ι] [InfSet ι] (a : ℝ) (f : ι → Ω → ℝ) (c N : ι) :
Ω → ι :=
hitting f (Set.Iic a) c N
#align measure_theory.lower_crossing_time_aux MeasureTheory.lowerCrossingTimeAux
noncomputable def upperCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) : ℕ → Ω → ι
| 0 => ⊥
| n + 1 => fun ω =>
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω
#align measure_theory.upper_crossing_time MeasureTheory.upperCrossingTime
noncomputable def lowerCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) (n : ℕ) : Ω → ι := fun ω => hitting f (Set.Iic a) (upperCrossingTime a b f N n ω) N ω
#align measure_theory.lower_crossing_time MeasureTheory.lowerCrossingTime
section
variable [Preorder ι] [OrderBot ι] [InfSet ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
@[simp]
theorem upperCrossingTime_zero : upperCrossingTime a b f N 0 = ⊥ :=
rfl
#align measure_theory.upper_crossing_time_zero MeasureTheory.upperCrossingTime_zero
@[simp]
theorem lowerCrossingTime_zero : lowerCrossingTime a b f N 0 = hitting f (Set.Iic a) ⊥ N :=
rfl
#align measure_theory.lower_crossing_time_zero MeasureTheory.lowerCrossingTime_zero
| 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 TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω}
noncomputable def lowerCrossingTimeAux [Preorder ι] [InfSet ι] (a : ℝ) (f : ι → Ω → ℝ) (c N : ι) :
Ω → ι :=
hitting f (Set.Iic a) c N
#align measure_theory.lower_crossing_time_aux MeasureTheory.lowerCrossingTimeAux
noncomputable def upperCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) : ℕ → Ω → ι
| 0 => ⊥
| n + 1 => fun ω =>
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω
#align measure_theory.upper_crossing_time MeasureTheory.upperCrossingTime
noncomputable def lowerCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) (n : ℕ) : Ω → ι := fun ω => hitting f (Set.Iic a) (upperCrossingTime a b f N n ω) N ω
#align measure_theory.lower_crossing_time MeasureTheory.lowerCrossingTime
section
variable [Preorder ι] [OrderBot ι] [InfSet ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
@[simp]
theorem upperCrossingTime_zero : upperCrossingTime a b f N 0 = ⊥ :=
rfl
#align measure_theory.upper_crossing_time_zero MeasureTheory.upperCrossingTime_zero
@[simp]
theorem lowerCrossingTime_zero : lowerCrossingTime a b f N 0 = hitting f (Set.Iic a) ⊥ N :=
rfl
#align measure_theory.lower_crossing_time_zero MeasureTheory.lowerCrossingTime_zero
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]
#align measure_theory.upper_crossing_time_succ MeasureTheory.upperCrossingTime_succ
| 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 TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω}
noncomputable def lowerCrossingTimeAux [Preorder ι] [InfSet ι] (a : ℝ) (f : ι → Ω → ℝ) (c N : ι) :
Ω → ι :=
hitting f (Set.Iic a) c N
#align measure_theory.lower_crossing_time_aux MeasureTheory.lowerCrossingTimeAux
noncomputable def upperCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) : ℕ → Ω → ι
| 0 => ⊥
| n + 1 => fun ω =>
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω
#align measure_theory.upper_crossing_time MeasureTheory.upperCrossingTime
noncomputable def lowerCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) (n : ℕ) : Ω → ι := fun ω => hitting f (Set.Iic a) (upperCrossingTime a b f N n ω) N ω
#align measure_theory.lower_crossing_time MeasureTheory.lowerCrossingTime
section
variable [Preorder ι] [OrderBot ι] [InfSet ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
@[simp]
theorem upperCrossingTime_zero : upperCrossingTime a b f N 0 = ⊥ :=
rfl
#align measure_theory.upper_crossing_time_zero MeasureTheory.upperCrossingTime_zero
@[simp]
theorem lowerCrossingTime_zero : lowerCrossingTime a b f N 0 = hitting f (Set.Iic a) ⊥ N :=
rfl
#align measure_theory.lower_crossing_time_zero MeasureTheory.lowerCrossingTime_zero
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]
#align measure_theory.upper_crossing_time_succ MeasureTheory.upperCrossingTime_succ
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
#align measure_theory.upper_crossing_time_succ_eq MeasureTheory.upperCrossingTime_succ_eq
end
section ConditionallyCompleteLinearOrderBot
variable [ConditionallyCompleteLinearOrderBot ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
| 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 TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω}
noncomputable def lowerCrossingTimeAux [Preorder ι] [InfSet ι] (a : ℝ) (f : ι → Ω → ℝ) (c N : ι) :
Ω → ι :=
hitting f (Set.Iic a) c N
#align measure_theory.lower_crossing_time_aux MeasureTheory.lowerCrossingTimeAux
noncomputable def upperCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) : ℕ → Ω → ι
| 0 => ⊥
| n + 1 => fun ω =>
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω
#align measure_theory.upper_crossing_time MeasureTheory.upperCrossingTime
noncomputable def lowerCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) (n : ℕ) : Ω → ι := fun ω => hitting f (Set.Iic a) (upperCrossingTime a b f N n ω) N ω
#align measure_theory.lower_crossing_time MeasureTheory.lowerCrossingTime
section
variable [Preorder ι] [OrderBot ι] [InfSet ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
@[simp]
theorem upperCrossingTime_zero : upperCrossingTime a b f N 0 = ⊥ :=
rfl
#align measure_theory.upper_crossing_time_zero MeasureTheory.upperCrossingTime_zero
@[simp]
theorem lowerCrossingTime_zero : lowerCrossingTime a b f N 0 = hitting f (Set.Iic a) ⊥ N :=
rfl
#align measure_theory.lower_crossing_time_zero MeasureTheory.lowerCrossingTime_zero
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]
#align measure_theory.upper_crossing_time_succ MeasureTheory.upperCrossingTime_succ
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
#align measure_theory.upper_crossing_time_succ_eq MeasureTheory.upperCrossingTime_succ_eq
end
section ConditionallyCompleteLinearOrderBot
variable [ConditionallyCompleteLinearOrderBot ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
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]
#align measure_theory.upper_crossing_time_le MeasureTheory.upperCrossingTime_le
@[simp]
theorem upperCrossingTime_zero' : upperCrossingTime a b f ⊥ n ω = ⊥ :=
eq_bot_iff.2 upperCrossingTime_le
#align measure_theory.upper_crossing_time_zero' MeasureTheory.upperCrossingTime_zero'
| 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 TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω}
noncomputable def lowerCrossingTimeAux [Preorder ι] [InfSet ι] (a : ℝ) (f : ι → Ω → ℝ) (c N : ι) :
Ω → ι :=
hitting f (Set.Iic a) c N
#align measure_theory.lower_crossing_time_aux MeasureTheory.lowerCrossingTimeAux
noncomputable def upperCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) : ℕ → Ω → ι
| 0 => ⊥
| n + 1 => fun ω =>
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω
#align measure_theory.upper_crossing_time MeasureTheory.upperCrossingTime
noncomputable def lowerCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) (n : ℕ) : Ω → ι := fun ω => hitting f (Set.Iic a) (upperCrossingTime a b f N n ω) N ω
#align measure_theory.lower_crossing_time MeasureTheory.lowerCrossingTime
section
variable [Preorder ι] [OrderBot ι] [InfSet ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
@[simp]
theorem upperCrossingTime_zero : upperCrossingTime a b f N 0 = ⊥ :=
rfl
#align measure_theory.upper_crossing_time_zero MeasureTheory.upperCrossingTime_zero
@[simp]
theorem lowerCrossingTime_zero : lowerCrossingTime a b f N 0 = hitting f (Set.Iic a) ⊥ N :=
rfl
#align measure_theory.lower_crossing_time_zero MeasureTheory.lowerCrossingTime_zero
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]
#align measure_theory.upper_crossing_time_succ MeasureTheory.upperCrossingTime_succ
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
#align measure_theory.upper_crossing_time_succ_eq MeasureTheory.upperCrossingTime_succ_eq
end
section ConditionallyCompleteLinearOrderBot
variable [ConditionallyCompleteLinearOrderBot ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
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]
#align measure_theory.upper_crossing_time_le MeasureTheory.upperCrossingTime_le
@[simp]
theorem upperCrossingTime_zero' : upperCrossingTime a b f ⊥ n ω = ⊥ :=
eq_bot_iff.2 upperCrossingTime_le
#align measure_theory.upper_crossing_time_zero' MeasureTheory.upperCrossingTime_zero'
theorem lowerCrossingTime_le : lowerCrossingTime a b f N n ω ≤ N := by
simp only [lowerCrossingTime, hitting_le ω]
#align measure_theory.lower_crossing_time_le MeasureTheory.lowerCrossingTime_le
| 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 TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω}
noncomputable def lowerCrossingTimeAux [Preorder ι] [InfSet ι] (a : ℝ) (f : ι → Ω → ℝ) (c N : ι) :
Ω → ι :=
hitting f (Set.Iic a) c N
#align measure_theory.lower_crossing_time_aux MeasureTheory.lowerCrossingTimeAux
noncomputable def upperCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) : ℕ → Ω → ι
| 0 => ⊥
| n + 1 => fun ω =>
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω
#align measure_theory.upper_crossing_time MeasureTheory.upperCrossingTime
noncomputable def lowerCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) (n : ℕ) : Ω → ι := fun ω => hitting f (Set.Iic a) (upperCrossingTime a b f N n ω) N ω
#align measure_theory.lower_crossing_time MeasureTheory.lowerCrossingTime
section
variable [Preorder ι] [OrderBot ι] [InfSet ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
@[simp]
theorem upperCrossingTime_zero : upperCrossingTime a b f N 0 = ⊥ :=
rfl
#align measure_theory.upper_crossing_time_zero MeasureTheory.upperCrossingTime_zero
@[simp]
theorem lowerCrossingTime_zero : lowerCrossingTime a b f N 0 = hitting f (Set.Iic a) ⊥ N :=
rfl
#align measure_theory.lower_crossing_time_zero MeasureTheory.lowerCrossingTime_zero
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]
#align measure_theory.upper_crossing_time_succ MeasureTheory.upperCrossingTime_succ
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
#align measure_theory.upper_crossing_time_succ_eq MeasureTheory.upperCrossingTime_succ_eq
end
section ConditionallyCompleteLinearOrderBot
variable [ConditionallyCompleteLinearOrderBot ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
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]
#align measure_theory.upper_crossing_time_le MeasureTheory.upperCrossingTime_le
@[simp]
theorem upperCrossingTime_zero' : upperCrossingTime a b f ⊥ n ω = ⊥ :=
eq_bot_iff.2 upperCrossingTime_le
#align measure_theory.upper_crossing_time_zero' MeasureTheory.upperCrossingTime_zero'
theorem lowerCrossingTime_le : lowerCrossingTime a b f N n ω ≤ N := by
simp only [lowerCrossingTime, hitting_le ω]
#align measure_theory.lower_crossing_time_le MeasureTheory.lowerCrossingTime_le
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]
#align measure_theory.upper_crossing_time_le_lower_crossing_time MeasureTheory.upperCrossingTime_le_lowerCrossingTime
| 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 TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω}
noncomputable def lowerCrossingTimeAux [Preorder ι] [InfSet ι] (a : ℝ) (f : ι → Ω → ℝ) (c N : ι) :
Ω → ι :=
hitting f (Set.Iic a) c N
#align measure_theory.lower_crossing_time_aux MeasureTheory.lowerCrossingTimeAux
noncomputable def upperCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) : ℕ → Ω → ι
| 0 => ⊥
| n + 1 => fun ω =>
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω
#align measure_theory.upper_crossing_time MeasureTheory.upperCrossingTime
noncomputable def lowerCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) (n : ℕ) : Ω → ι := fun ω => hitting f (Set.Iic a) (upperCrossingTime a b f N n ω) N ω
#align measure_theory.lower_crossing_time MeasureTheory.lowerCrossingTime
section
variable [Preorder ι] [OrderBot ι] [InfSet ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
@[simp]
theorem upperCrossingTime_zero : upperCrossingTime a b f N 0 = ⊥ :=
rfl
#align measure_theory.upper_crossing_time_zero MeasureTheory.upperCrossingTime_zero
@[simp]
theorem lowerCrossingTime_zero : lowerCrossingTime a b f N 0 = hitting f (Set.Iic a) ⊥ N :=
rfl
#align measure_theory.lower_crossing_time_zero MeasureTheory.lowerCrossingTime_zero
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]
#align measure_theory.upper_crossing_time_succ MeasureTheory.upperCrossingTime_succ
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
#align measure_theory.upper_crossing_time_succ_eq MeasureTheory.upperCrossingTime_succ_eq
end
section ConditionallyCompleteLinearOrderBot
variable [ConditionallyCompleteLinearOrderBot ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
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]
#align measure_theory.upper_crossing_time_le MeasureTheory.upperCrossingTime_le
@[simp]
theorem upperCrossingTime_zero' : upperCrossingTime a b f ⊥ n ω = ⊥ :=
eq_bot_iff.2 upperCrossingTime_le
#align measure_theory.upper_crossing_time_zero' MeasureTheory.upperCrossingTime_zero'
theorem lowerCrossingTime_le : lowerCrossingTime a b f N n ω ≤ N := by
simp only [lowerCrossingTime, hitting_le ω]
#align measure_theory.lower_crossing_time_le MeasureTheory.lowerCrossingTime_le
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]
#align measure_theory.upper_crossing_time_le_lower_crossing_time MeasureTheory.upperCrossingTime_le_lowerCrossingTime
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
#align measure_theory.lower_crossing_time_le_upper_crossing_time_succ MeasureTheory.lowerCrossingTime_le_upperCrossingTime_succ
| 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 TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω}
noncomputable def lowerCrossingTimeAux [Preorder ι] [InfSet ι] (a : ℝ) (f : ι → Ω → ℝ) (c N : ι) :
Ω → ι :=
hitting f (Set.Iic a) c N
#align measure_theory.lower_crossing_time_aux MeasureTheory.lowerCrossingTimeAux
noncomputable def upperCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) : ℕ → Ω → ι
| 0 => ⊥
| n + 1 => fun ω =>
hitting f (Set.Ici b) (lowerCrossingTimeAux a f (upperCrossingTime a b f N n ω) N ω) N ω
#align measure_theory.upper_crossing_time MeasureTheory.upperCrossingTime
noncomputable def lowerCrossingTime [Preorder ι] [OrderBot ι] [InfSet ι] (a b : ℝ) (f : ι → Ω → ℝ)
(N : ι) (n : ℕ) : Ω → ι := fun ω => hitting f (Set.Iic a) (upperCrossingTime a b f N n ω) N ω
#align measure_theory.lower_crossing_time MeasureTheory.lowerCrossingTime
section
variable [Preorder ι] [OrderBot ι] [InfSet ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
@[simp]
theorem upperCrossingTime_zero : upperCrossingTime a b f N 0 = ⊥ :=
rfl
#align measure_theory.upper_crossing_time_zero MeasureTheory.upperCrossingTime_zero
@[simp]
theorem lowerCrossingTime_zero : lowerCrossingTime a b f N 0 = hitting f (Set.Iic a) ⊥ N :=
rfl
#align measure_theory.lower_crossing_time_zero MeasureTheory.lowerCrossingTime_zero
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]
#align measure_theory.upper_crossing_time_succ MeasureTheory.upperCrossingTime_succ
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
#align measure_theory.upper_crossing_time_succ_eq MeasureTheory.upperCrossingTime_succ_eq
end
section ConditionallyCompleteLinearOrderBot
variable [ConditionallyCompleteLinearOrderBot ι]
variable {a b : ℝ} {f : ι → Ω → ℝ} {N : ι} {n m : ℕ} {ω : Ω}
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]
#align measure_theory.upper_crossing_time_le MeasureTheory.upperCrossingTime_le
@[simp]
theorem upperCrossingTime_zero' : upperCrossingTime a b f ⊥ n ω = ⊥ :=
eq_bot_iff.2 upperCrossingTime_le
#align measure_theory.upper_crossing_time_zero' MeasureTheory.upperCrossingTime_zero'
theorem lowerCrossingTime_le : lowerCrossingTime a b f N n ω ≤ N := by
simp only [lowerCrossingTime, hitting_le ω]
#align measure_theory.lower_crossing_time_le MeasureTheory.lowerCrossingTime_le
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]
#align measure_theory.upper_crossing_time_le_lower_crossing_time MeasureTheory.upperCrossingTime_le_lowerCrossingTime
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
#align measure_theory.lower_crossing_time_le_upper_crossing_time_succ MeasureTheory.lowerCrossingTime_le_upperCrossingTime_succ
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
#align measure_theory.lower_crossing_time_mono MeasureTheory.lowerCrossingTime_mono
| 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 MeasureTheory.Filtration
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {ℱ : Filtration ℕ m0}
variable {a b : ℝ} {f : ℕ → Ω → ℝ} {ω : Ω} {R : ℝ≥0}
section AeConvergence
| 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
induction' k with k ih
· simp only [Nat.zero_eq, zero_le, exists_const]
· obtain ⟨N, hN⟩ := ih
obtain ⟨N₁, hN₁, hN₁'⟩ := h₁ N
obtain ⟨N₂, hN₂, hN₂'⟩ := h₂ N₁
exact ⟨N₂ + 1, Nat.succ_le_of_lt <|
lt_of_le_of_lt hN (upcrossingsBefore_lt_of_exists_upcrossing hab hN₁ hN₁' hN₂ hN₂')⟩
| 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 MeasureTheory.Filtration
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {ℱ : Filtration ℕ m0}
variable {a b : ℝ} {f : ℕ → Ω → ℝ} {ω : Ω} {R : ℝ≥0}
section AeConvergence
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
induction' k with k ih
· simp only [Nat.zero_eq, zero_le, exists_const]
· obtain ⟨N, hN⟩ := ih
obtain ⟨N₁, hN₁, hN₁'⟩ := h₁ N
obtain ⟨N₂, hN₂, hN₂'⟩ := h₂ N₁
exact ⟨N₂ + 1, Nat.succ_le_of_lt <|
lt_of_le_of_lt hN (upcrossingsBefore_lt_of_exists_upcrossing hab hN₁ hN₁' hN₂ hN₂')⟩
#align measure_theory.not_frequently_of_upcrossings_lt_top MeasureTheory.not_frequently_of_upcrossings_lt_top
theorem upcrossings_eq_top_of_frequently_lt (hab : a < b) (h₁ : ∃ᶠ n in atTop, f n ω < a)
(h₂ : ∃ᶠ n in atTop, b < f n ω) : upcrossings a b f ω = ∞ :=
by_contradiction fun h => not_frequently_of_upcrossings_lt_top hab h ⟨h₁, h₂⟩
#align measure_theory.upcrossings_eq_top_of_frequently_lt MeasureTheory.upcrossings_eq_top_of_frequently_lt
| 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
· obtain ⟨a, b, hab, h₁, h₂⟩ := ENNReal.exists_upcrossings_of_not_bounded_under hf₁.ne h
exact
False.elim ((hf₂ a b hab).ne (upcrossings_eq_top_of_frequently_lt (Rat.cast_lt.2 hab) h₁ h₂))
| 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 MeasureTheory.Filtration
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory Topology
namespace MeasureTheory
variable {Ω ι : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {ℱ : Filtration ℕ m0}
variable {a b : ℝ} {f : ℕ → Ω → ℝ} {ω : Ω} {R : ℝ≥0}
section AeConvergence
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
induction' k with k ih
· simp only [Nat.zero_eq, zero_le, exists_const]
· obtain ⟨N, hN⟩ := ih
obtain ⟨N₁, hN₁, hN₁'⟩ := h₁ N
obtain ⟨N₂, hN₂, hN₂'⟩ := h₂ N₁
exact ⟨N₂ + 1, Nat.succ_le_of_lt <|
lt_of_le_of_lt hN (upcrossingsBefore_lt_of_exists_upcrossing hab hN₁ hN₁' hN₂ hN₂')⟩
#align measure_theory.not_frequently_of_upcrossings_lt_top MeasureTheory.not_frequently_of_upcrossings_lt_top
theorem upcrossings_eq_top_of_frequently_lt (hab : a < b) (h₁ : ∃ᶠ n in atTop, f n ω < a)
(h₂ : ∃ᶠ n in atTop, b < f n ω) : upcrossings a b f ω = ∞ :=
by_contradiction fun h => not_frequently_of_upcrossings_lt_top hab h ⟨h₁, h₂⟩
#align measure_theory.upcrossings_eq_top_of_frequently_lt MeasureTheory.upcrossings_eq_top_of_frequently_lt
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
· obtain ⟨a, b, hab, h₁, h₂⟩ := ENNReal.exists_upcrossings_of_not_bounded_under hf₁.ne h
exact
False.elim ((hf₂ a b hab).ne (upcrossings_eq_top_of_frequently_lt (Rat.cast_lt.2 hab) h₁ h₂))
#align measure_theory.tendsto_of_uncrossing_lt_top MeasureTheory.tendsto_of_uncrossing_lt_top
| 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
simp_rw [snorm_one_eq_lintegral_nnnorm] at hbdd
intro n
refine (lintegral_mono ?_ : ∫⁻ ω, ‖f n ω - a‖₊ ∂μ ≤ ∫⁻ ω, ‖f n ω‖₊ + ‖a‖₊ ∂μ).trans ?_
· intro ω
simp_rw [sub_eq_add_neg, ← nnnorm_neg a, ← ENNReal.coe_add, ENNReal.coe_le_coe]
exact nnnorm_add_le _ _
· simp_rw [lintegral_add_right _ measurable_const, lintegral_const]
exact add_le_add (hbdd _) le_rfl
refine ne_of_lt (iSup_lt_iff.2 ⟨R + ‖a‖₊ * μ Set.univ, ENNReal.add_lt_top.2
⟨ENNReal.coe_lt_top, ENNReal.mul_lt_top ENNReal.coe_lt_top.ne (measure_ne_top _ _)⟩,
fun n => le_trans ?_ (hR' n)⟩)
refine lintegral_mono fun ω => ?_
rw [ENNReal.ofReal_le_iff_le_toReal, ENNReal.coe_toReal, coe_nnnorm]
· by_cases hnonneg : 0 ≤ f n ω - a
· rw [posPart_eq_self.2 hnonneg, Real.norm_eq_abs, abs_of_nonneg hnonneg]
· rw [posPart_eq_zero.2 (not_le.1 hnonneg).le]
exact norm_nonneg _
· simp only [Ne, ENNReal.coe_ne_top, not_false_iff]
· simp only [hab, Ne, ENNReal.ofReal_eq_zero, sub_nonpos, not_le]
· simp only [hab, Ne, ENNReal.ofReal_eq_zero, sub_nonpos, not_le, true_or_iff]
· simp only [Ne, ENNReal.ofReal_ne_top, not_false_iff, true_or_iff]
| 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 : MeasurableSpace Ω} {μ : Measure Ω} [NormedAddCommGroup E]
[NormedSpace ℝ E] [CompleteSpace E] {f : ℕ → Ω → E} {ℱ : Filtration ℕ m0} {n : ℕ}
noncomputable def predictablePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
(μ : Measure Ω) : ℕ → Ω → E := fun n => ∑ i ∈ Finset.range n, μ[f (i + 1) - f i|ℱ i]
#align measure_theory.predictable_part MeasureTheory.predictablePart
@[simp]
| 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 : MeasurableSpace Ω} {μ : Measure Ω} [NormedAddCommGroup E]
[NormedSpace ℝ E] [CompleteSpace E] {f : ℕ → Ω → E} {ℱ : Filtration ℕ m0} {n : ℕ}
noncomputable def predictablePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
(μ : Measure Ω) : ℕ → Ω → E := fun n => ∑ i ∈ Finset.range n, μ[f (i + 1) - f i|ℱ i]
#align measure_theory.predictable_part MeasureTheory.predictablePart
@[simp]
theorem predictablePart_zero : predictablePart f ℱ μ 0 = 0 := by
simp_rw [predictablePart, Finset.range_zero, Finset.sum_empty]
#align measure_theory.predictable_part_zero MeasureTheory.predictablePart_zero
theorem adapted_predictablePart : Adapted ℱ fun n => predictablePart f ℱ μ (n + 1) := fun _ =>
Finset.stronglyMeasurable_sum' _ fun _ hin =>
stronglyMeasurable_condexp.mono (ℱ.mono (Finset.mem_range_succ_iff.mp hin))
#align measure_theory.adapted_predictable_part MeasureTheory.adapted_predictablePart
theorem adapted_predictablePart' : Adapted ℱ fun n => predictablePart f ℱ μ n := fun _ =>
Finset.stronglyMeasurable_sum' _ fun _ hin =>
stronglyMeasurable_condexp.mono (ℱ.mono (Finset.mem_range_le hin))
#align measure_theory.adapted_predictable_part' MeasureTheory.adapted_predictablePart'
noncomputable def martingalePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
(μ : Measure Ω) : ℕ → Ω → E := fun n => f n - predictablePart f ℱ μ n
#align measure_theory.martingale_part MeasureTheory.martingalePart
theorem martingalePart_add_predictablePart (ℱ : Filtration ℕ m0) (μ : Measure Ω) (f : ℕ → Ω → E) :
martingalePart f ℱ μ + predictablePart f ℱ μ = f :=
sub_add_cancel _ _
#align measure_theory.martingale_part_add_predictable_part MeasureTheory.martingalePart_add_predictablePart
| 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 : MeasurableSpace Ω} {μ : Measure Ω} [NormedAddCommGroup E]
[NormedSpace ℝ E] [CompleteSpace E] {f : ℕ → Ω → E} {ℱ : Filtration ℕ m0} {n : ℕ}
noncomputable def predictablePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
(μ : Measure Ω) : ℕ → Ω → E := fun n => ∑ i ∈ Finset.range n, μ[f (i + 1) - f i|ℱ i]
#align measure_theory.predictable_part MeasureTheory.predictablePart
@[simp]
theorem predictablePart_zero : predictablePart f ℱ μ 0 = 0 := by
simp_rw [predictablePart, Finset.range_zero, Finset.sum_empty]
#align measure_theory.predictable_part_zero MeasureTheory.predictablePart_zero
theorem adapted_predictablePart : Adapted ℱ fun n => predictablePart f ℱ μ (n + 1) := fun _ =>
Finset.stronglyMeasurable_sum' _ fun _ hin =>
stronglyMeasurable_condexp.mono (ℱ.mono (Finset.mem_range_succ_iff.mp hin))
#align measure_theory.adapted_predictable_part MeasureTheory.adapted_predictablePart
theorem adapted_predictablePart' : Adapted ℱ fun n => predictablePart f ℱ μ n := fun _ =>
Finset.stronglyMeasurable_sum' _ fun _ hin =>
stronglyMeasurable_condexp.mono (ℱ.mono (Finset.mem_range_le hin))
#align measure_theory.adapted_predictable_part' MeasureTheory.adapted_predictablePart'
noncomputable def martingalePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
(μ : Measure Ω) : ℕ → Ω → E := fun n => f n - predictablePart f ℱ μ n
#align measure_theory.martingale_part MeasureTheory.martingalePart
theorem martingalePart_add_predictablePart (ℱ : Filtration ℕ m0) (μ : Measure Ω) (f : ℕ → Ω → E) :
martingalePart f ℱ μ + predictablePart f ℱ μ = f :=
sub_add_cancel _ _
#align measure_theory.martingale_part_add_predictable_part MeasureTheory.martingalePart_add_predictablePart
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]
#align measure_theory.martingale_part_eq_sum MeasureTheory.martingalePart_eq_sum
theorem adapted_martingalePart (hf : Adapted ℱ f) : Adapted ℱ (martingalePart f ℱ μ) :=
Adapted.sub hf adapted_predictablePart'
#align measure_theory.adapted_martingale_part MeasureTheory.adapted_martingalePart
| 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 : MeasurableSpace Ω} {μ : Measure Ω} [NormedAddCommGroup E]
[NormedSpace ℝ E] [CompleteSpace E] {f : ℕ → Ω → E} {ℱ : Filtration ℕ m0} {n : ℕ}
noncomputable def predictablePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
(μ : Measure Ω) : ℕ → Ω → E := fun n => ∑ i ∈ Finset.range n, μ[f (i + 1) - f i|ℱ i]
#align measure_theory.predictable_part MeasureTheory.predictablePart
@[simp]
theorem predictablePart_zero : predictablePart f ℱ μ 0 = 0 := by
simp_rw [predictablePart, Finset.range_zero, Finset.sum_empty]
#align measure_theory.predictable_part_zero MeasureTheory.predictablePart_zero
theorem adapted_predictablePart : Adapted ℱ fun n => predictablePart f ℱ μ (n + 1) := fun _ =>
Finset.stronglyMeasurable_sum' _ fun _ hin =>
stronglyMeasurable_condexp.mono (ℱ.mono (Finset.mem_range_succ_iff.mp hin))
#align measure_theory.adapted_predictable_part MeasureTheory.adapted_predictablePart
theorem adapted_predictablePart' : Adapted ℱ fun n => predictablePart f ℱ μ n := fun _ =>
Finset.stronglyMeasurable_sum' _ fun _ hin =>
stronglyMeasurable_condexp.mono (ℱ.mono (Finset.mem_range_le hin))
#align measure_theory.adapted_predictable_part' MeasureTheory.adapted_predictablePart'
noncomputable def martingalePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
(μ : Measure Ω) : ℕ → Ω → E := fun n => f n - predictablePart f ℱ μ n
#align measure_theory.martingale_part MeasureTheory.martingalePart
theorem martingalePart_add_predictablePart (ℱ : Filtration ℕ m0) (μ : Measure Ω) (f : ℕ → Ω → E) :
martingalePart f ℱ μ + predictablePart f ℱ μ = f :=
sub_add_cancel _ _
#align measure_theory.martingale_part_add_predictable_part MeasureTheory.martingalePart_add_predictablePart
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]
#align measure_theory.martingale_part_eq_sum MeasureTheory.martingalePart_eq_sum
theorem adapted_martingalePart (hf : Adapted ℱ f) : Adapted ℱ (martingalePart f ℱ μ) :=
Adapted.sub hf adapted_predictablePart'
#align measure_theory.adapted_martingale_part MeasureTheory.adapted_martingalePart
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)
#align measure_theory.integrable_martingale_part MeasureTheory.integrable_martingalePart
| 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 (condexp_add (hf_int 0) ?_).trans ?_
· exact integrable_finset_sum' _ fun i _ => ((hf_int _).sub (hf_int _)).sub integrable_condexp
refine (EventuallyEq.add EventuallyEq.rfl (condexp_finset_sum fun i _ => ?_)).trans ?_
· exact ((hf_int _).sub (hf_int _)).sub integrable_condexp
refine EventuallyEq.add ?_ ?_
· rw [condexp_of_stronglyMeasurable (ℱ.le _) _ (hf_int 0)]
· exact (hf 0).mono (ℱ.mono (zero_le i))
· exact eventuallyEq_sum fun k _ => condexp_sub ((hf_int _).sub (hf_int _)) integrable_condexp
refine h_eq_sum.trans ?_
have h_ge : ∀ k, i ≤ k → μ[f (k + 1) - f k|ℱ i] - μ[μ[f (k + 1) - f k|ℱ k]|ℱ i] =ᵐ[μ] 0 := by
intro k hk
have : μ[μ[f (k + 1) - f k|ℱ k]|ℱ i] =ᵐ[μ] μ[f (k + 1) - f k|ℱ i] :=
condexp_condexp_of_le (ℱ.mono hk) (ℱ.le k)
filter_upwards [this] with x hx
rw [Pi.sub_apply, Pi.zero_apply, hx, sub_self]
have h_lt : ∀ k, k < i → μ[f (k + 1) - f k|ℱ i] - μ[μ[f (k + 1) - f k|ℱ k]|ℱ i] =ᵐ[μ]
f (k + 1) - f k - μ[f (k + 1) - f k|ℱ k] := by
refine fun k hk => EventuallyEq.sub ?_ ?_
· rw [condexp_of_stronglyMeasurable]
· exact ((hf (k + 1)).mono (ℱ.mono (Nat.succ_le_of_lt hk))).sub ((hf k).mono (ℱ.mono hk.le))
· exact (hf_int _).sub (hf_int _)
· rw [condexp_of_stronglyMeasurable]
· exact stronglyMeasurable_condexp.mono (ℱ.mono hk.le)
· exact integrable_condexp
rw [martingalePart_eq_sum]
refine EventuallyEq.add EventuallyEq.rfl ?_
rw [← Finset.sum_range_add_sum_Ico _ hij, ←
add_zero (∑ i ∈ Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i|ℱ i]))]
refine (eventuallyEq_sum fun k hk => h_lt k (Finset.mem_range.mp hk)).add ?_
refine (eventuallyEq_sum fun k hk => h_ge k (Finset.mem_Ico.mp hk).1).trans ?_
simp only [Finset.sum_const_zero, Pi.zero_apply]
rfl
| 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 NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators Topology
namespace MeasureTheory
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {ℱ : Filtration ℕ m0} {f : ℕ → Ω → ℝ}
{ω : Ω}
-- TODO: `leastGE` should be defined taking values in `WithTop ℕ` once the `stoppedProcess`
-- refactor is complete
noncomputable def leastGE (f : ℕ → Ω → ℝ) (r : ℝ) (n : ℕ) :=
hitting f (Set.Ici r) 0 n
#align measure_theory.least_ge MeasureTheory.leastGE
theorem Adapted.isStoppingTime_leastGE (r : ℝ) (n : ℕ) (hf : Adapted ℱ f) :
IsStoppingTime ℱ (leastGE f r n) :=
hitting_isStoppingTime hf measurableSet_Ici
#align measure_theory.adapted.is_stopping_time_least_ge MeasureTheory.Adapted.isStoppingTime_leastGE
theorem leastGE_le {i : ℕ} {r : ℝ} (ω : Ω) : leastGE f r i ω ≤ i :=
hitting_le ω
#align measure_theory.least_ge_le MeasureTheory.leastGE_le
-- The following four lemmas shows `leastGE` behaves like a stopped process. Ideally we should
-- define `leastGE` as a stopping time and take its stopped process. However, we can't do that
-- with our current definition since a stopping time takes only finite indicies. An upcomming
-- refactor should hopefully make it possible to have stopping times taking infinity as a value
theorem leastGE_mono {n m : ℕ} (hnm : n ≤ m) (r : ℝ) (ω : Ω) : leastGE f r n ω ≤ leastGE f r m ω :=
hitting_mono hnm
#align measure_theory.least_ge_mono MeasureTheory.leastGE_mono
| 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]
· simp only [hitting, if_neg h, le_rfl]
· rw [min_eq_right (not_le.1 hle).le, leastGE, leastGE, ←
hitting_eq_hitting_of_exists (hπn ω) _]
rw [not_le, leastGE, hitting_lt_iff _ (hπn ω)] at hle
exact
let ⟨j, hj₁, hj₂⟩ := hle
⟨j, ⟨hj₁.1, hj₁.2.le⟩, hj₂⟩
| 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 NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators Topology
namespace MeasureTheory
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {ℱ : Filtration ℕ m0} {f : ℕ → Ω → ℝ}
{ω : Ω}
-- TODO: `leastGE` should be defined taking values in `WithTop ℕ` once the `stoppedProcess`
-- refactor is complete
noncomputable def leastGE (f : ℕ → Ω → ℝ) (r : ℝ) (n : ℕ) :=
hitting f (Set.Ici r) 0 n
#align measure_theory.least_ge MeasureTheory.leastGE
theorem Adapted.isStoppingTime_leastGE (r : ℝ) (n : ℕ) (hf : Adapted ℱ f) :
IsStoppingTime ℱ (leastGE f r n) :=
hitting_isStoppingTime hf measurableSet_Ici
#align measure_theory.adapted.is_stopping_time_least_ge MeasureTheory.Adapted.isStoppingTime_leastGE
theorem leastGE_le {i : ℕ} {r : ℝ} (ω : Ω) : leastGE f r i ω ≤ i :=
hitting_le ω
#align measure_theory.least_ge_le MeasureTheory.leastGE_le
-- The following four lemmas shows `leastGE` behaves like a stopped process. Ideally we should
-- define `leastGE` as a stopping time and take its stopped process. However, we can't do that
-- with our current definition since a stopping time takes only finite indicies. An upcomming
-- refactor should hopefully make it possible to have stopping times taking infinity as a value
theorem leastGE_mono {n m : ℕ} (hnm : n ≤ m) (r : ℝ) (ω : Ω) : leastGE f r n ω ≤ leastGE f r m ω :=
hitting_mono hnm
#align measure_theory.least_ge_mono MeasureTheory.leastGE_mono
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]
· simp only [hitting, if_neg h, le_rfl]
· rw [min_eq_right (not_le.1 hle).le, leastGE, leastGE, ←
hitting_eq_hitting_of_exists (hπn ω) _]
rw [not_le, leastGE, hitting_lt_iff _ (hπn ω)] at hle
exact
let ⟨j, hj₁, hj₂⟩ := hle
⟨j, ⟨hj₁.1, hj₁.2.le⟩, hj₂⟩
#align measure_theory.least_ge_eq_min MeasureTheory.leastGE_eq_min
| 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 NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators Topology
namespace MeasureTheory
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {ℱ : Filtration ℕ m0} {f : ℕ → Ω → ℝ}
{ω : Ω}
-- TODO: `leastGE` should be defined taking values in `WithTop ℕ` once the `stoppedProcess`
-- refactor is complete
noncomputable def leastGE (f : ℕ → Ω → ℝ) (r : ℝ) (n : ℕ) :=
hitting f (Set.Ici r) 0 n
#align measure_theory.least_ge MeasureTheory.leastGE
theorem Adapted.isStoppingTime_leastGE (r : ℝ) (n : ℕ) (hf : Adapted ℱ f) :
IsStoppingTime ℱ (leastGE f r n) :=
hitting_isStoppingTime hf measurableSet_Ici
#align measure_theory.adapted.is_stopping_time_least_ge MeasureTheory.Adapted.isStoppingTime_leastGE
theorem leastGE_le {i : ℕ} {r : ℝ} (ω : Ω) : leastGE f r i ω ≤ i :=
hitting_le ω
#align measure_theory.least_ge_le MeasureTheory.leastGE_le
-- The following four lemmas shows `leastGE` behaves like a stopped process. Ideally we should
-- define `leastGE` as a stopping time and take its stopped process. However, we can't do that
-- with our current definition since a stopping time takes only finite indicies. An upcomming
-- refactor should hopefully make it possible to have stopping times taking infinity as a value
theorem leastGE_mono {n m : ℕ} (hnm : n ≤ m) (r : ℝ) (ω : Ω) : leastGE f r n ω ≤ leastGE f r m ω :=
hitting_mono hnm
#align measure_theory.least_ge_mono MeasureTheory.leastGE_mono
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]
· simp only [hitting, if_neg h, le_rfl]
· rw [min_eq_right (not_le.1 hle).le, leastGE, leastGE, ←
hitting_eq_hitting_of_exists (hπn ω) _]
rw [not_le, leastGE, hitting_lt_iff _ (hπn ω)] at hle
exact
let ⟨j, hj₁, hj₂⟩ := hle
⟨j, ⟨hj₁.1, hj₁.2.le⟩, hj₂⟩
#align measure_theory.least_ge_eq_min MeasureTheory.leastGE_eq_min
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]
#align measure_theory.stopped_value_stopped_value_least_ge MeasureTheory.stoppedValue_stoppedValue_leastGE
| 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 ?_ ?_ ?_ fun ω => (min_le_left _ _).trans (hπ_le_n ω)
· exact hσ.min (hf.adapted.isStoppingTime_leastGE _ _)
· exact hπ.min (hf.adapted.isStoppingTime_leastGE _ _)
· exact fun ω => min_le_min (hσ_le_π ω) le_rfl
· exact fun i => stronglyMeasurable_stoppedValue_of_le hf.adapted.progMeasurable_of_discrete
(hf.adapted.isStoppingTime_leastGE _ _) leastGE_le
· exact fun i => integrable_stoppedValue _ (hf.adapted.isStoppingTime_leastGE _ _) hf.integrable
leastGE_le
| 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 NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators Topology
namespace MeasureTheory
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} {ℱ : Filtration ℕ m0} {f : ℕ → Ω → ℝ}
{ω : Ω}
-- TODO: `leastGE` should be defined taking values in `WithTop ℕ` once the `stoppedProcess`
-- refactor is complete
noncomputable def leastGE (f : ℕ → Ω → ℝ) (r : ℝ) (n : ℕ) :=
hitting f (Set.Ici r) 0 n
#align measure_theory.least_ge MeasureTheory.leastGE
theorem Adapted.isStoppingTime_leastGE (r : ℝ) (n : ℕ) (hf : Adapted ℱ f) :
IsStoppingTime ℱ (leastGE f r n) :=
hitting_isStoppingTime hf measurableSet_Ici
#align measure_theory.adapted.is_stopping_time_least_ge MeasureTheory.Adapted.isStoppingTime_leastGE
theorem leastGE_le {i : ℕ} {r : ℝ} (ω : Ω) : leastGE f r i ω ≤ i :=
hitting_le ω
#align measure_theory.least_ge_le MeasureTheory.leastGE_le
-- The following four lemmas shows `leastGE` behaves like a stopped process. Ideally we should
-- define `leastGE` as a stopping time and take its stopped process. However, we can't do that
-- with our current definition since a stopping time takes only finite indicies. An upcomming
-- refactor should hopefully make it possible to have stopping times taking infinity as a value
theorem leastGE_mono {n m : ℕ} (hnm : n ≤ m) (r : ℝ) (ω : Ω) : leastGE f r n ω ≤ leastGE f r m ω :=
hitting_mono hnm
#align measure_theory.least_ge_mono MeasureTheory.leastGE_mono
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]
· simp only [hitting, if_neg h, le_rfl]
· rw [min_eq_right (not_le.1 hle).le, leastGE, leastGE, ←
hitting_eq_hitting_of_exists (hπn ω) _]
rw [not_le, leastGE, hitting_lt_iff _ (hπn ω)] at hle
exact
let ⟨j, hj₁, hj₂⟩ := hle
⟨j, ⟨hj₁.1, hj₁.2.le⟩, hj₂⟩
#align measure_theory.least_ge_eq_min MeasureTheory.leastGE_eq_min
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]
#align measure_theory.stopped_value_stopped_value_least_ge MeasureTheory.stoppedValue_stoppedValue_leastGE
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 ?_ ?_ ?_ fun ω => (min_le_left _ _).trans (hπ_le_n ω)
· exact hσ.min (hf.adapted.isStoppingTime_leastGE _ _)
· exact hπ.min (hf.adapted.isStoppingTime_leastGE _ _)
· exact fun ω => min_le_min (hσ_le_π ω) le_rfl
· exact fun i => stronglyMeasurable_stoppedValue_of_le hf.adapted.progMeasurable_of_discrete
(hf.adapted.isStoppingTime_leastGE _ _) leastGE_le
· exact fun i => integrable_stoppedValue _ (hf.adapted.isStoppingTime_leastGE _ _) hf.integrable
leastGE_le
#align measure_theory.submartingale.stopped_value_least_ge MeasureTheory.Submartingale.stoppedValue_leastGE
variable {r : ℝ} {R : ℝ≥0}
| 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.symm ▸ k.lt_succ_self : k < leastGE f r i ω) (zero_le _)
simp only [Set.mem_union, Set.mem_Iic, Set.mem_Ici, not_or, not_le] at this
exact (sub_lt_sub_left this _).le.trans ((le_abs_self _).trans (hbddω _))
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
namespace InnerRegularWRT
variable {α : Type*} {m : MeasurableSpace α} {μ : Measure α} {p q : Set α → Prop} {U : Set α}
{ε : ℝ≥0∞}
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
namespace InnerRegularWRT
variable {α : Type*} {m : MeasurableSpace α} {μ : Measure α} {p q : Set α → Prop} {U : Set α}
{ε : ℝ≥0∞}
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
#align measure_theory.measure.inner_regular.measure_eq_supr MeasureTheory.Measure.InnerRegularWRT.measure_eq_iSup
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
namespace InnerRegularWRT
variable {α : Type*} {m : MeasurableSpace α} {μ : Measure α} {p q : Set α → Prop} {U : Set α}
{ε : ℝ≥0∞}
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
#align measure_theory.measure.inner_regular.measure_eq_supr MeasureTheory.Measure.InnerRegularWRT.measure_eq_iSup
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⟩
#align measure_theory.measure.inner_regular.exists_subset_lt_add MeasureTheory.Measure.InnerRegularWRT.exists_subset_lt_add
protected theorem map {α β} [MeasurableSpace α] [MeasurableSpace β]
{μ : Measure α} {pa qa : Set α → Prop}
(H : InnerRegularWRT μ pa qa) {f : α → β} (hf : AEMeasurable f μ) {pb qb : Set β → Prop}
(hAB : ∀ U, qb U → qa (f ⁻¹' U)) (hAB' : ∀ K, pa K → pb (f '' K))
(hB₂ : ∀ U, qb U → MeasurableSet U) :
InnerRegularWRT (map f μ) pb qb := by
intro U hU r hr
rw [map_apply_of_aemeasurable hf (hB₂ _ hU)] at hr
rcases H (hAB U hU) r hr with ⟨K, hKU, hKc, hK⟩
refine ⟨f '' K, image_subset_iff.2 hKU, hAB' _ hKc, ?_⟩
exact hK.trans_le (le_map_apply_image hf _)
#align measure_theory.measure.inner_regular.map MeasureTheory.Measure.InnerRegularWRT.map
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
namespace InnerRegularWRT
variable {α : Type*} {m : MeasurableSpace α} {μ : Measure α} {p q : Set α → Prop} {U : Set α}
{ε : ℝ≥0∞}
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
#align measure_theory.measure.inner_regular.measure_eq_supr MeasureTheory.Measure.InnerRegularWRT.measure_eq_iSup
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⟩
#align measure_theory.measure.inner_regular.exists_subset_lt_add MeasureTheory.Measure.InnerRegularWRT.exists_subset_lt_add
protected theorem map {α β} [MeasurableSpace α] [MeasurableSpace β]
{μ : Measure α} {pa qa : Set α → Prop}
(H : InnerRegularWRT μ pa qa) {f : α → β} (hf : AEMeasurable f μ) {pb qb : Set β → Prop}
(hAB : ∀ U, qb U → qa (f ⁻¹' U)) (hAB' : ∀ K, pa K → pb (f '' K))
(hB₂ : ∀ U, qb U → MeasurableSet U) :
InnerRegularWRT (map f μ) pb qb := by
intro U hU r hr
rw [map_apply_of_aemeasurable hf (hB₂ _ hU)] at hr
rcases H (hAB U hU) r hr with ⟨K, hKU, hKc, hK⟩
refine ⟨f '' K, image_subset_iff.2 hKU, hAB' _ hKc, ?_⟩
exact hK.trans_le (le_map_apply_image hf _)
#align measure_theory.measure.inner_regular.map MeasureTheory.Measure.InnerRegularWRT.map
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]
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
namespace InnerRegularWRT
variable {α : Type*} {m : MeasurableSpace α} {μ : Measure α} {p q : Set α → Prop} {U : Set α}
{ε : ℝ≥0∞}
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
#align measure_theory.measure.inner_regular.measure_eq_supr MeasureTheory.Measure.InnerRegularWRT.measure_eq_iSup
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⟩
#align measure_theory.measure.inner_regular.exists_subset_lt_add MeasureTheory.Measure.InnerRegularWRT.exists_subset_lt_add
protected theorem map {α β} [MeasurableSpace α] [MeasurableSpace β]
{μ : Measure α} {pa qa : Set α → Prop}
(H : InnerRegularWRT μ pa qa) {f : α → β} (hf : AEMeasurable f μ) {pb qb : Set β → Prop}
(hAB : ∀ U, qb U → qa (f ⁻¹' U)) (hAB' : ∀ K, pa K → pb (f '' K))
(hB₂ : ∀ U, qb U → MeasurableSet U) :
InnerRegularWRT (map f μ) pb qb := by
intro U hU r hr
rw [map_apply_of_aemeasurable hf (hB₂ _ hU)] at hr
rcases H (hAB U hU) r hr with ⟨K, hKU, hKc, hK⟩
refine ⟨f '' K, image_subset_iff.2 hKU, hAB' _ hKc, ?_⟩
exact hK.trans_le (le_map_apply_image hf _)
#align measure_theory.measure.inner_regular.map MeasureTheory.Measure.InnerRegularWRT.map
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]
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
#align measure_theory.measure.inner_regular.smul MeasureTheory.Measure.InnerRegularWRT.smul
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
variable {α β : Type*} [MeasurableSpace α] [TopologicalSpace α] {μ : Measure α}
class OuterRegular (μ : Measure α) : Prop where
protected outerRegular :
∀ ⦃A : Set α⦄, MeasurableSet A → ∀ r > μ A, ∃ U, U ⊇ A ∧ IsOpen U ∧ μ U < r
#align measure_theory.measure.outer_regular MeasureTheory.Measure.OuterRegular
#align measure_theory.measure.outer_regular.outer_regular MeasureTheory.Measure.OuterRegular.outerRegular
class Regular (μ : Measure α) extends IsFiniteMeasureOnCompacts μ, OuterRegular μ : Prop where
innerRegular : InnerRegularWRT μ IsCompact IsOpen
#align measure_theory.measure.regular MeasureTheory.Measure.Regular
class WeaklyRegular (μ : Measure α) extends OuterRegular μ : Prop where
protected innerRegular : InnerRegularWRT μ IsClosed IsOpen
#align measure_theory.measure.weakly_regular MeasureTheory.Measure.WeaklyRegular
#align measure_theory.measure.weakly_regular.inner_regular MeasureTheory.Measure.WeaklyRegular.innerRegular
class InnerRegular (μ : Measure α) : Prop where
protected innerRegular : InnerRegularWRT μ IsCompact (fun s ↦ MeasurableSet s)
class InnerRegularCompactLTTop (μ : Measure α) : Prop where
protected innerRegular : InnerRegularWRT μ IsCompact (fun s ↦ MeasurableSet s ∧ μ s ≠ ∞)
-- see Note [lower instance priority]
instance (priority := 100) Regular.weaklyRegular [R1Space α] [Regular μ] :
WeaklyRegular μ where
innerRegular := fun _U hU r hr ↦
let ⟨K, KU, K_comp, hK⟩ := Regular.innerRegular hU r hr
⟨closure K, K_comp.closure_subset_of_isOpen hU KU, isClosed_closure,
hK.trans_le (measure_mono subset_closure)⟩
#align measure_theory.measure.regular.weakly_regular MeasureTheory.Measure.Regular.weaklyRegular
namespace OuterRegular
instance zero : OuterRegular (0 : Measure α) :=
⟨fun A _ _r hr => ⟨univ, subset_univ A, isOpen_univ, hr⟩⟩
#align measure_theory.measure.outer_regular.zero MeasureTheory.Measure.OuterRegular.zero
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
variable {α β : Type*} [MeasurableSpace α] [TopologicalSpace α] {μ : Measure α}
class OuterRegular (μ : Measure α) : Prop where
protected outerRegular :
∀ ⦃A : Set α⦄, MeasurableSet A → ∀ r > μ A, ∃ U, U ⊇ A ∧ IsOpen U ∧ μ U < r
#align measure_theory.measure.outer_regular MeasureTheory.Measure.OuterRegular
#align measure_theory.measure.outer_regular.outer_regular MeasureTheory.Measure.OuterRegular.outerRegular
class Regular (μ : Measure α) extends IsFiniteMeasureOnCompacts μ, OuterRegular μ : Prop where
innerRegular : InnerRegularWRT μ IsCompact IsOpen
#align measure_theory.measure.regular MeasureTheory.Measure.Regular
class WeaklyRegular (μ : Measure α) extends OuterRegular μ : Prop where
protected innerRegular : InnerRegularWRT μ IsClosed IsOpen
#align measure_theory.measure.weakly_regular MeasureTheory.Measure.WeaklyRegular
#align measure_theory.measure.weakly_regular.inner_regular MeasureTheory.Measure.WeaklyRegular.innerRegular
class InnerRegular (μ : Measure α) : Prop where
protected innerRegular : InnerRegularWRT μ IsCompact (fun s ↦ MeasurableSet s)
class InnerRegularCompactLTTop (μ : Measure α) : Prop where
protected innerRegular : InnerRegularWRT μ IsCompact (fun s ↦ MeasurableSet s ∧ μ s ≠ ∞)
-- see Note [lower instance priority]
instance (priority := 100) Regular.weaklyRegular [R1Space α] [Regular μ] :
WeaklyRegular μ where
innerRegular := fun _U hU r hr ↦
let ⟨K, KU, K_comp, hK⟩ := Regular.innerRegular hU r hr
⟨closure K, K_comp.closure_subset_of_isOpen hU KU, isClosed_closure,
hK.trans_le (measure_mono subset_closure)⟩
#align measure_theory.measure.regular.weakly_regular MeasureTheory.Measure.Regular.weaklyRegular
namespace OuterRegular
instance zero : OuterRegular (0 : Measure α) :=
⟨fun A _ _r hr => ⟨univ, subset_univ A, isOpen_univ, hr⟩⟩
#align measure_theory.measure.outer_regular.zero MeasureTheory.Measure.OuterRegular.zero
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⟩
#align set.exists_is_open_lt_of_lt Set.exists_isOpen_lt_of_lt
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
variable {α β : Type*} [MeasurableSpace α] [TopologicalSpace α] {μ : Measure α}
class OuterRegular (μ : Measure α) : Prop where
protected outerRegular :
∀ ⦃A : Set α⦄, MeasurableSet A → ∀ r > μ A, ∃ U, U ⊇ A ∧ IsOpen U ∧ μ U < r
#align measure_theory.measure.outer_regular MeasureTheory.Measure.OuterRegular
#align measure_theory.measure.outer_regular.outer_regular MeasureTheory.Measure.OuterRegular.outerRegular
class Regular (μ : Measure α) extends IsFiniteMeasureOnCompacts μ, OuterRegular μ : Prop where
innerRegular : InnerRegularWRT μ IsCompact IsOpen
#align measure_theory.measure.regular MeasureTheory.Measure.Regular
class WeaklyRegular (μ : Measure α) extends OuterRegular μ : Prop where
protected innerRegular : InnerRegularWRT μ IsClosed IsOpen
#align measure_theory.measure.weakly_regular MeasureTheory.Measure.WeaklyRegular
#align measure_theory.measure.weakly_regular.inner_regular MeasureTheory.Measure.WeaklyRegular.innerRegular
class InnerRegular (μ : Measure α) : Prop where
protected innerRegular : InnerRegularWRT μ IsCompact (fun s ↦ MeasurableSet s)
class InnerRegularCompactLTTop (μ : Measure α) : Prop where
protected innerRegular : InnerRegularWRT μ IsCompact (fun s ↦ MeasurableSet s ∧ μ s ≠ ∞)
-- see Note [lower instance priority]
instance (priority := 100) Regular.weaklyRegular [R1Space α] [Regular μ] :
WeaklyRegular μ where
innerRegular := fun _U hU r hr ↦
let ⟨K, KU, K_comp, hK⟩ := Regular.innerRegular hU r hr
⟨closure K, K_comp.closure_subset_of_isOpen hU KU, isClosed_closure,
hK.trans_le (measure_mono subset_closure)⟩
#align measure_theory.measure.regular.weakly_regular MeasureTheory.Measure.Regular.weaklyRegular
namespace OuterRegular
instance zero : OuterRegular (0 : Measure α) :=
⟨fun A _ _r hr => ⟨univ, subset_univ A, isOpen_univ, hr⟩⟩
#align measure_theory.measure.outer_regular.zero MeasureTheory.Measure.OuterRegular.zero
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⟩
#align set.exists_is_open_lt_of_lt Set.exists_isOpen_lt_of_lt
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
#align set.measure_eq_infi_is_open Set.measure_eq_iInf_isOpen
theorem _root_.Set.exists_isOpen_lt_add [OuterRegular μ] (A : Set α) (hA : μ A ≠ ∞) {ε : ℝ≥0∞}
(hε : ε ≠ 0) : ∃ U, U ⊇ A ∧ IsOpen U ∧ μ U < μ A + ε :=
A.exists_isOpen_lt_of_lt _ (ENNReal.lt_add_right hA hε)
#align set.exists_is_open_lt_add Set.exists_isOpen_lt_add
| 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 MeasureTheory
namespace Measure
def InnerRegularWRT {α} {_ : MeasurableSpace α} (μ : Measure α) (p q : Set α → Prop) :=
∀ ⦃U⦄, q U → ∀ r < μ U, ∃ K, K ⊆ U ∧ p K ∧ r < μ K
#align measure_theory.measure.inner_regular MeasureTheory.Measure.InnerRegularWRT
variable {α β : Type*} [MeasurableSpace α] [TopologicalSpace α] {μ : Measure α}
class OuterRegular (μ : Measure α) : Prop where
protected outerRegular :
∀ ⦃A : Set α⦄, MeasurableSet A → ∀ r > μ A, ∃ U, U ⊇ A ∧ IsOpen U ∧ μ U < r
#align measure_theory.measure.outer_regular MeasureTheory.Measure.OuterRegular
#align measure_theory.measure.outer_regular.outer_regular MeasureTheory.Measure.OuterRegular.outerRegular
class Regular (μ : Measure α) extends IsFiniteMeasureOnCompacts μ, OuterRegular μ : Prop where
innerRegular : InnerRegularWRT μ IsCompact IsOpen
#align measure_theory.measure.regular MeasureTheory.Measure.Regular
class WeaklyRegular (μ : Measure α) extends OuterRegular μ : Prop where
protected innerRegular : InnerRegularWRT μ IsClosed IsOpen
#align measure_theory.measure.weakly_regular MeasureTheory.Measure.WeaklyRegular
#align measure_theory.measure.weakly_regular.inner_regular MeasureTheory.Measure.WeaklyRegular.innerRegular
class InnerRegular (μ : Measure α) : Prop where
protected innerRegular : InnerRegularWRT μ IsCompact (fun s ↦ MeasurableSet s)
class InnerRegularCompactLTTop (μ : Measure α) : Prop where
protected innerRegular : InnerRegularWRT μ IsCompact (fun s ↦ MeasurableSet s ∧ μ s ≠ ∞)
-- see Note [lower instance priority]
instance (priority := 100) Regular.weaklyRegular [R1Space α] [Regular μ] :
WeaklyRegular μ where
innerRegular := fun _U hU r hr ↦
let ⟨K, KU, K_comp, hK⟩ := Regular.innerRegular hU r hr
⟨closure K, K_comp.closure_subset_of_isOpen hU KU, isClosed_closure,
hK.trans_le (measure_mono subset_closure)⟩
#align measure_theory.measure.regular.weakly_regular MeasureTheory.Measure.Regular.weaklyRegular
namespace OuterRegular
instance zero : OuterRegular (0 : Measure α) :=
⟨fun A _ _r hr => ⟨univ, subset_univ A, isOpen_univ, hr⟩⟩
#align measure_theory.measure.outer_regular.zero MeasureTheory.Measure.OuterRegular.zero
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⟩
#align set.exists_is_open_lt_of_lt Set.exists_isOpen_lt_of_lt
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
#align set.measure_eq_infi_is_open Set.measure_eq_iInf_isOpen
theorem _root_.Set.exists_isOpen_lt_add [OuterRegular μ] (A : Set α) (hA : μ A ≠ ∞) {ε : ℝ≥0∞}
(hε : ε ≠ 0) : ∃ U, U ⊇ A ∧ IsOpen U ∧ μ U < μ A + ε :=
A.exists_isOpen_lt_of_lt _ (ENNReal.lt_add_right hA hε)
#align set.exists_is_open_lt_add Set.exists_isOpen_lt_add
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⟩
#align set.exists_is_open_le_add Set.exists_isOpen_le_add
| 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"@"f2ce6086713c78a7f880485f7917ea547a215982"
open ENNReal NNReal Pointwise Topology MeasureTheory MeasureTheory.Measure Set Function
namespace MeasureTheory
universe u v w
variable {G : Type u} {M : Type v} {α : Type w} {s : Set α}
class VAddInvariantMeasure (M α : Type*) [VAdd M α] {_ : MeasurableSpace α} (μ : Measure α) :
Prop where
measure_preimage_vadd : ∀ (c : M) ⦃s : Set α⦄, MeasurableSet s → μ ((fun x => c +ᵥ x) ⁻¹' s) = μ s
#align measure_theory.vadd_invariant_measure MeasureTheory.VAddInvariantMeasure
#align measure_theory.vadd_invariant_measure.measure_preimage_vadd MeasureTheory.VAddInvariantMeasure.measure_preimage_vadd
@[to_additive]
class SMulInvariantMeasure (M α : Type*) [SMul M α] {_ : MeasurableSpace α} (μ : Measure α) :
Prop where
measure_preimage_smul : ∀ (c : M) ⦃s : Set α⦄, MeasurableSet s → μ ((fun x => c • x) ⁻¹' s) = μ s
#align measure_theory.smul_invariant_measure MeasureTheory.SMulInvariantMeasure
#align measure_theory.smul_invariant_measure.measure_preimage_smul MeasureTheory.SMulInvariantMeasure.measure_preimage_smul
section MeasurableSMul
variable {m : MeasurableSpace α} [MeasurableSpace M] [SMul M α] [MeasurableSMul M α] (c : M)
(μ : Measure α) [SMulInvariantMeasure M α μ]
@[to_additive (attr := simp)]
| 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"@"f2ce6086713c78a7f880485f7917ea547a215982"
open ENNReal NNReal Pointwise Topology MeasureTheory MeasureTheory.Measure Set Function
namespace MeasureTheory
universe u v w
variable {G : Type u} {M : Type v} {α : Type w} {s : Set α}
class VAddInvariantMeasure (M α : Type*) [VAdd M α] {_ : MeasurableSpace α} (μ : Measure α) :
Prop where
measure_preimage_vadd : ∀ (c : M) ⦃s : Set α⦄, MeasurableSet s → μ ((fun x => c +ᵥ x) ⁻¹' s) = μ s
#align measure_theory.vadd_invariant_measure MeasureTheory.VAddInvariantMeasure
#align measure_theory.vadd_invariant_measure.measure_preimage_vadd MeasureTheory.VAddInvariantMeasure.measure_preimage_vadd
@[to_additive]
class SMulInvariantMeasure (M α : Type*) [SMul M α] {_ : MeasurableSpace α} (μ : Measure α) :
Prop where
measure_preimage_smul : ∀ (c : M) ⦃s : Set α⦄, MeasurableSet s → μ ((fun x => c • x) ⁻¹' s) = μ s
#align measure_theory.smul_invariant_measure MeasureTheory.SMulInvariantMeasure
#align measure_theory.smul_invariant_measure.measure_preimage_smul MeasureTheory.SMulInvariantMeasure.measure_preimage_smul
section SMulHomClass
universe uM uN uα uβ
variable {M : Type uM} {N : Type uN} {α : Type uα} {β : Type uβ}
[MeasurableSpace M] [MeasurableSpace N] [MeasurableSpace α] [MeasurableSpace β]
@[to_additive]
| 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)
_ = μ (f ⁻¹' ((m • ·) ⁻¹' S)) := map_apply hf <| hS.preimage (measurable_const_smul _)
_ = μ ((m • f ·) ⁻¹' S) := by | 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 NNReal ENNReal MeasureTheory
open MeasureTheory MeasureTheory.Measure Set Function TopologicalSpace Filter
namespace MeasureTheory
structure IsAddFundamentalDomain (G : Type*) {α : Type*} [Zero G] [VAdd G α] [MeasurableSpace α]
(s : Set α) (μ : Measure α := by volume_tac) : Prop where
protected nullMeasurableSet : NullMeasurableSet s μ
protected ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g +ᵥ x ∈ s
protected aedisjoint : Pairwise <| (AEDisjoint μ on fun g : G => g +ᵥ s)
#align measure_theory.is_add_fundamental_domain MeasureTheory.IsAddFundamentalDomain
@[to_additive IsAddFundamentalDomain]
structure IsFundamentalDomain (G : Type*) {α : Type*} [One G] [SMul G α] [MeasurableSpace α]
(s : Set α) (μ : Measure α := by volume_tac) : Prop where
protected nullMeasurableSet : NullMeasurableSet s μ
protected ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g • x ∈ s
protected aedisjoint : Pairwise <| (AEDisjoint μ on fun g : G => g • s)
#align measure_theory.is_fundamental_domain MeasureTheory.IsFundamentalDomain
variable {G H α β E : Type*}
namespace IsFundamentalDomain
variable [Group G] [Group H] [MulAction G α] [MeasurableSpace α] [MulAction H β] [MeasurableSpace β]
[NormedAddCommGroup E] {s t : Set α} {μ : Measure α}
@[to_additive "If for each `x : α`, exactly one of `g +ᵥ x`, `g : G`, belongs to a measurable set
`s`, then `s` is a fundamental domain for the additive action of `G` on `α`."]
theorem mk' (h_meas : NullMeasurableSet s μ) (h_exists : ∀ x : α, ∃! g : G, g • x ∈ s) :
IsFundamentalDomain G s μ where
nullMeasurableSet := h_meas
ae_covers := eventually_of_forall fun x => (h_exists x).exists
aedisjoint a b hab := Disjoint.aedisjoint <| disjoint_left.2 fun x hxa hxb => by
rw [mem_smul_set_iff_inv_smul_mem] at hxa hxb
exact hab (inv_injective <| (h_exists x).unique hxa hxb)
#align measure_theory.is_fundamental_domain.mk' MeasureTheory.IsFundamentalDomain.mk'
#align measure_theory.is_add_fundamental_domain.mk' MeasureTheory.IsAddFundamentalDomain.mk'
@[to_additive "For `s` to be a fundamental domain, it's enough to check
`MeasureTheory.AEDisjoint (g +ᵥ s) s` for `g ≠ 0`."]
theorem mk'' (h_meas : NullMeasurableSet s μ) (h_ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g • x ∈ s)
(h_ae_disjoint : ∀ g, g ≠ (1 : G) → AEDisjoint μ (g • s) s)
(h_qmp : ∀ g : G, QuasiMeasurePreserving ((g • ·) : α → α) μ μ) :
IsFundamentalDomain G s μ where
nullMeasurableSet := h_meas
ae_covers := h_ae_covers
aedisjoint := pairwise_aedisjoint_of_aedisjoint_forall_ne_one h_ae_disjoint h_qmp
#align measure_theory.is_fundamental_domain.mk'' MeasureTheory.IsFundamentalDomain.mk''
#align measure_theory.is_add_fundamental_domain.mk'' MeasureTheory.IsAddFundamentalDomain.mk''
@[to_additive
"If a measurable space has a finite measure `μ` and a countable additive group `G` acts
quasi-measure-preservingly, then to show that a set `s` is a fundamental domain, it is sufficient
to check that its translates `g +ᵥ s` are (almost) disjoint and that the sum `∑' g, μ (g +ᵥ s)` is
sufficiently large."]
| 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 :=
have aedisjoint : Pairwise (AEDisjoint μ on fun g : G => g • s) :=
pairwise_aedisjoint_of_aedisjoint_forall_ne_one h_ae_disjoint h_qmp
{ nullMeasurableSet := h_meas
aedisjoint
ae_covers := by |
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_meas', ← iUnion_smul_eq_setOf_exists]
refine le_antisymm (measure_mono <| subset_univ _) ?_
rw [measure_iUnion₀ aedisjoint h_meas]
exact h_measure_univ_le }
| 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 NNReal ENNReal MeasureTheory
open MeasureTheory MeasureTheory.Measure Set Function TopologicalSpace Filter
namespace MeasureTheory
structure IsAddFundamentalDomain (G : Type*) {α : Type*} [Zero G] [VAdd G α] [MeasurableSpace α]
(s : Set α) (μ : Measure α := by volume_tac) : Prop where
protected nullMeasurableSet : NullMeasurableSet s μ
protected ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g +ᵥ x ∈ s
protected aedisjoint : Pairwise <| (AEDisjoint μ on fun g : G => g +ᵥ s)
#align measure_theory.is_add_fundamental_domain MeasureTheory.IsAddFundamentalDomain
@[to_additive IsAddFundamentalDomain]
structure IsFundamentalDomain (G : Type*) {α : Type*} [One G] [SMul G α] [MeasurableSpace α]
(s : Set α) (μ : Measure α := by volume_tac) : Prop where
protected nullMeasurableSet : NullMeasurableSet s μ
protected ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g • x ∈ s
protected aedisjoint : Pairwise <| (AEDisjoint μ on fun g : G => g • s)
#align measure_theory.is_fundamental_domain MeasureTheory.IsFundamentalDomain
variable {G H α β E : Type*}
section MeasurableSpace
variable (G) [Group G] [MulAction G α] (s : Set α) {x : α}
@[to_additive MeasureTheory.addFundamentalFrontier "The boundary of a fundamental domain, those
points of the domain that also lie in a nontrivial translate."]
def fundamentalFrontier : Set α :=
s ∩ ⋃ (g : G) (_ : g ≠ 1), g • s
#align measure_theory.fundamental_frontier MeasureTheory.fundamentalFrontier
#align measure_theory.add_fundamental_frontier MeasureTheory.addFundamentalFrontier
@[to_additive MeasureTheory.addFundamentalInterior "The interior of a fundamental domain, those
points of the domain not lying in any translate."]
def fundamentalInterior : Set α :=
s \ ⋃ (g : G) (_ : g ≠ 1), g • s
#align measure_theory.fundamental_interior MeasureTheory.fundamentalInterior
#align measure_theory.add_fundamental_interior MeasureTheory.addFundamentalInterior
variable {G s}
@[to_additive (attr := simp) MeasureTheory.mem_addFundamentalFrontier]
| 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 NNReal ENNReal MeasureTheory
open MeasureTheory MeasureTheory.Measure Set Function TopologicalSpace Filter
namespace MeasureTheory
structure IsAddFundamentalDomain (G : Type*) {α : Type*} [Zero G] [VAdd G α] [MeasurableSpace α]
(s : Set α) (μ : Measure α := by volume_tac) : Prop where
protected nullMeasurableSet : NullMeasurableSet s μ
protected ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g +ᵥ x ∈ s
protected aedisjoint : Pairwise <| (AEDisjoint μ on fun g : G => g +ᵥ s)
#align measure_theory.is_add_fundamental_domain MeasureTheory.IsAddFundamentalDomain
@[to_additive IsAddFundamentalDomain]
structure IsFundamentalDomain (G : Type*) {α : Type*} [One G] [SMul G α] [MeasurableSpace α]
(s : Set α) (μ : Measure α := by volume_tac) : Prop where
protected nullMeasurableSet : NullMeasurableSet s μ
protected ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g • x ∈ s
protected aedisjoint : Pairwise <| (AEDisjoint μ on fun g : G => g • s)
#align measure_theory.is_fundamental_domain MeasureTheory.IsFundamentalDomain
variable {G H α β E : Type*}
section MeasurableSpace
variable (G) [Group G] [MulAction G α] (s : Set α) {x : α}
@[to_additive MeasureTheory.addFundamentalFrontier "The boundary of a fundamental domain, those
points of the domain that also lie in a nontrivial translate."]
def fundamentalFrontier : Set α :=
s ∩ ⋃ (g : G) (_ : g ≠ 1), g • s
#align measure_theory.fundamental_frontier MeasureTheory.fundamentalFrontier
#align measure_theory.add_fundamental_frontier MeasureTheory.addFundamentalFrontier
@[to_additive MeasureTheory.addFundamentalInterior "The interior of a fundamental domain, those
points of the domain not lying in any translate."]
def fundamentalInterior : Set α :=
s \ ⋃ (g : G) (_ : g ≠ 1), g • s
#align measure_theory.fundamental_interior MeasureTheory.fundamentalInterior
#align measure_theory.add_fundamental_interior MeasureTheory.addFundamentalInterior
variable {G s}
@[to_additive (attr := simp) MeasureTheory.mem_addFundamentalFrontier]
theorem mem_fundamentalFrontier :
x ∈ fundamentalFrontier G s ↔ x ∈ s ∧ ∃ g : G, g ≠ 1 ∧ x ∈ g • s := by
simp [fundamentalFrontier]
#align measure_theory.mem_fundamental_frontier MeasureTheory.mem_fundamentalFrontier
#align measure_theory.mem_add_fundamental_frontier MeasureTheory.mem_addFundamentalFrontier
@[to_additive (attr := simp) MeasureTheory.mem_addFundamentalInterior]
| 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 NNReal ENNReal MeasureTheory
open MeasureTheory MeasureTheory.Measure Set Function TopologicalSpace Filter
namespace MeasureTheory
structure IsAddFundamentalDomain (G : Type*) {α : Type*} [Zero G] [VAdd G α] [MeasurableSpace α]
(s : Set α) (μ : Measure α := by volume_tac) : Prop where
protected nullMeasurableSet : NullMeasurableSet s μ
protected ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g +ᵥ x ∈ s
protected aedisjoint : Pairwise <| (AEDisjoint μ on fun g : G => g +ᵥ s)
#align measure_theory.is_add_fundamental_domain MeasureTheory.IsAddFundamentalDomain
@[to_additive IsAddFundamentalDomain]
structure IsFundamentalDomain (G : Type*) {α : Type*} [One G] [SMul G α] [MeasurableSpace α]
(s : Set α) (μ : Measure α := by volume_tac) : Prop where
protected nullMeasurableSet : NullMeasurableSet s μ
protected ae_covers : ∀ᵐ x ∂μ, ∃ g : G, g • x ∈ s
protected aedisjoint : Pairwise <| (AEDisjoint μ on fun g : G => g • s)
#align measure_theory.is_fundamental_domain MeasureTheory.IsFundamentalDomain
variable {G H α β E : Type*}
section MeasurableSpace
variable (G) [Group G] [MulAction G α] (s : Set α) {x : α}
@[to_additive MeasureTheory.addFundamentalFrontier "The boundary of a fundamental domain, those
points of the domain that also lie in a nontrivial translate."]
def fundamentalFrontier : Set α :=
s ∩ ⋃ (g : G) (_ : g ≠ 1), g • s
#align measure_theory.fundamental_frontier MeasureTheory.fundamentalFrontier
#align measure_theory.add_fundamental_frontier MeasureTheory.addFundamentalFrontier
@[to_additive MeasureTheory.addFundamentalInterior "The interior of a fundamental domain, those
points of the domain not lying in any translate."]
def fundamentalInterior : Set α :=
s \ ⋃ (g : G) (_ : g ≠ 1), g • s
#align measure_theory.fundamental_interior MeasureTheory.fundamentalInterior
#align measure_theory.add_fundamental_interior MeasureTheory.addFundamentalInterior
variable {G s}
@[to_additive (attr := simp) MeasureTheory.mem_addFundamentalFrontier]
theorem mem_fundamentalFrontier :
x ∈ fundamentalFrontier G s ↔ x ∈ s ∧ ∃ g : G, g ≠ 1 ∧ x ∈ g • s := by
simp [fundamentalFrontier]
#align measure_theory.mem_fundamental_frontier MeasureTheory.mem_fundamentalFrontier
#align measure_theory.mem_add_fundamental_frontier MeasureTheory.mem_addFundamentalFrontier
@[to_additive (attr := simp) MeasureTheory.mem_addFundamentalInterior]
theorem mem_fundamentalInterior :
x ∈ fundamentalInterior G s ↔ x ∈ s ∧ ∀ g : G, g ≠ 1 → x ∉ g • s := by
simp [fundamentalInterior]
#align measure_theory.mem_fundamental_interior MeasureTheory.mem_fundamentalInterior
#align measure_theory.mem_add_fundamental_interior MeasureTheory.mem_addFundamentalInterior
@[to_additive MeasureTheory.addFundamentalFrontier_subset]
theorem fundamentalFrontier_subset : fundamentalFrontier G s ⊆ s :=
inter_subset_left
#align measure_theory.fundamental_frontier_subset MeasureTheory.fundamentalFrontier_subset
#align measure_theory.add_fundamental_frontier_subset MeasureTheory.addFundamentalFrontier_subset
@[to_additive MeasureTheory.addFundamentalInterior_subset]
theorem fundamentalInterior_subset : fundamentalInterior G s ⊆ s :=
diff_subset
#align measure_theory.fundamental_interior_subset MeasureTheory.fundamentalInterior_subset
#align measure_theory.add_fundamental_interior_subset MeasureTheory.addFundamentalInterior_subset
variable (G s)
@[to_additive MeasureTheory.disjoint_addFundamentalInterior_addFundamentalFrontier]
theorem disjoint_fundamentalInterior_fundamentalFrontier :
Disjoint (fundamentalInterior G s) (fundamentalFrontier G s) :=
disjoint_sdiff_self_left.mono_right inf_le_right
#align measure_theory.disjoint_fundamental_interior_fundamental_frontier MeasureTheory.disjoint_fundamentalInterior_fundamentalFrontier
#align measure_theory.disjoint_add_fundamental_interior_add_fundamental_frontier MeasureTheory.disjoint_addFundamentalInterior_addFundamentalFrontier
@[to_additive (attr := simp) MeasureTheory.addFundamentalInterior_union_addFundamentalFrontier]
theorem fundamentalInterior_union_fundamentalFrontier :
fundamentalInterior G s ∪ fundamentalFrontier G s = s :=
diff_union_inter _ _
#align measure_theory.fundamental_interior_union_fundamental_frontier MeasureTheory.fundamentalInterior_union_fundamentalFrontier
#align measure_theory.add_fundamental_interior_union_add_fundamental_frontier MeasureTheory.addFundamentalInterior_union_addFundamentalFrontier
@[to_additive (attr := simp) MeasureTheory.addFundamentalFrontier_union_addFundamentalInterior]
theorem fundamentalFrontier_union_fundamentalInterior :
fundamentalFrontier G s ∪ fundamentalInterior G s = s :=
inter_union_diff _ _
#align measure_theory.fundamental_frontier_union_fundamental_interior MeasureTheory.fundamentalFrontier_union_fundamentalInterior
-- Porting note: there is a typo in `to_additive` in mathlib3, so there is no additive version
@[to_additive (attr := simp) MeasureTheory.sdiff_addFundamentalInterior]
theorem sdiff_fundamentalInterior : s \ fundamentalInterior G s = fundamentalFrontier G s :=
sdiff_sdiff_right_self
#align measure_theory.sdiff_fundamental_interior MeasureTheory.sdiff_fundamentalInterior
#align measure_theory.sdiff_add_fundamental_interior MeasureTheory.sdiff_addFundamentalInterior
@[to_additive (attr := simp) MeasureTheory.sdiff_addFundamentalFrontier]
theorem sdiff_fundamentalFrontier : s \ fundamentalFrontier G s = fundamentalInterior G s :=
diff_self_inter
#align measure_theory.sdiff_fundamental_frontier MeasureTheory.sdiff_fundamentalFrontier
#align measure_theory.sdiff_add_fundamental_frontier MeasureTheory.sdiff_addFundamentalFrontier
@[to_additive (attr := simp) MeasureTheory.addFundamentalFrontier_vadd]
| 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]
[OrderTopology R] [MeasurableSpace R]
theorem Int.measurable_floor [OpensMeasurableSpace R] : Measurable (Int.floor : R → ℤ) :=
measurable_to_countable fun x => by
simpa only [Int.preimage_floor_singleton] using measurableSet_Ico
#align int.measurable_floor Int.measurable_floor
@[measurability]
theorem Measurable.floor [OpensMeasurableSpace R] {f : α → R} (hf : Measurable f) :
Measurable fun x => ⌊f x⌋ :=
Int.measurable_floor.comp hf
#align measurable.floor Measurable.floor
theorem Int.measurable_ceil [OpensMeasurableSpace R] : Measurable (Int.ceil : R → ℤ) :=
measurable_to_countable fun x => by
simpa only [Int.preimage_ceil_singleton] using measurableSet_Ioc
#align int.measurable_ceil Int.measurable_ceil
@[measurability]
theorem Measurable.ceil [OpensMeasurableSpace R] {f : α → R} (hf : Measurable f) :
Measurable fun x => ⌈f x⌉ :=
Int.measurable_ceil.comp hf
#align measurable.ceil Measurable.ceil
| 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]
[OrderTopology R] [MeasurableSpace R]
theorem Int.measurable_floor [OpensMeasurableSpace R] : Measurable (Int.floor : R → ℤ) :=
measurable_to_countable fun x => by
simpa only [Int.preimage_floor_singleton] using measurableSet_Ico
#align int.measurable_floor Int.measurable_floor
@[measurability]
theorem Measurable.floor [OpensMeasurableSpace R] {f : α → R} (hf : Measurable f) :
Measurable fun x => ⌊f x⌋ :=
Int.measurable_floor.comp hf
#align measurable.floor Measurable.floor
theorem Int.measurable_ceil [OpensMeasurableSpace R] : Measurable (Int.ceil : R → ℤ) :=
measurable_to_countable fun x => by
simpa only [Int.preimage_ceil_singleton] using measurableSet_Ioc
#align int.measurable_ceil Int.measurable_ceil
@[measurability]
theorem Measurable.ceil [OpensMeasurableSpace R] {f : α → R} (hf : Measurable f) :
Measurable fun x => ⌈f x⌉ :=
Int.measurable_ceil.comp hf
#align measurable.ceil Measurable.ceil
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)
#align measurable_fract measurable_fract
@[measurability]
theorem Measurable.fract [BorelSpace R] {f : α → R} (hf : Measurable f) :
Measurable fun x => Int.fract (f x) :=
measurable_fract.comp hf
#align measurable.fract Measurable.fract
| 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 Classical
open Topology NNReal ENNReal MeasureTheory
namespace MeasureTheory
variable {α β γ δ : Type*}
structure SimpleFunc.{u, v} (α : Type u) [MeasurableSpace α] (β : Type v) where
toFun : α → β
measurableSet_fiber' : ∀ x, MeasurableSet (toFun ⁻¹' {x})
finite_range' : (Set.range toFun).Finite
#align measure_theory.simple_func MeasureTheory.SimpleFunc
#align measure_theory.simple_func.to_fun MeasureTheory.SimpleFunc.toFun
#align measure_theory.simple_func.measurable_set_fiber' MeasureTheory.SimpleFunc.measurableSet_fiber'
#align measure_theory.simple_func.finite_range' MeasureTheory.SimpleFunc.finite_range'
local infixr:25 " →ₛ " => SimpleFunc
namespace SimpleFunc
section Measurable
variable [MeasurableSpace α]
attribute [coe] toFun
instance instCoeFun : CoeFun (α →ₛ β) fun _ => α → β :=
⟨toFun⟩
#align measure_theory.simple_func.has_coe_to_fun MeasureTheory.SimpleFunc.instCoeFun
| 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 Classical
open Topology NNReal ENNReal MeasureTheory
namespace MeasureTheory
variable {α β γ δ : Type*}
structure SimpleFunc.{u, v} (α : Type u) [MeasurableSpace α] (β : Type v) where
toFun : α → β
measurableSet_fiber' : ∀ x, MeasurableSet (toFun ⁻¹' {x})
finite_range' : (Set.range toFun).Finite
#align measure_theory.simple_func MeasureTheory.SimpleFunc
#align measure_theory.simple_func.to_fun MeasureTheory.SimpleFunc.toFun
#align measure_theory.simple_func.measurable_set_fiber' MeasureTheory.SimpleFunc.measurableSet_fiber'
#align measure_theory.simple_func.finite_range' MeasureTheory.SimpleFunc.finite_range'
local infixr:25 " →ₛ " => SimpleFunc
namespace SimpleFunc
section Measurable
variable [MeasurableSpace α]
attribute [coe] toFun
instance instCoeFun : CoeFun (α →ₛ β) fun _ => α → β :=
⟨toFun⟩
#align measure_theory.simple_func.has_coe_to_fun MeasureTheory.SimpleFunc.instCoeFun
theorem coe_injective ⦃f g : α →ₛ β⦄ (H : (f : α → β) = g) : f = g := by
cases f; cases g; congr
#align measure_theory.simple_func.coe_injective MeasureTheory.SimpleFunc.coe_injective
@[ext]
theorem ext {f g : α →ₛ β} (H : ∀ a, f a = g a) : f = g :=
coe_injective <| funext H
#align measure_theory.simple_func.ext MeasureTheory.SimpleFunc.ext
theorem finite_range (f : α →ₛ β) : (Set.range f).Finite :=
f.finite_range'
#align measure_theory.simple_func.finite_range MeasureTheory.SimpleFunc.finite_range
theorem measurableSet_fiber (f : α →ₛ β) (x : β) : MeasurableSet (f ⁻¹' {x}) :=
f.measurableSet_fiber' x
#align measure_theory.simple_func.measurable_set_fiber MeasureTheory.SimpleFunc.measurableSet_fiber
-- @[simp] -- Porting note (#10618): simp can prove this
theorem apply_mk (f : α → β) (h h') (x : α) : SimpleFunc.mk f h h' x = f x :=
rfl
#align measure_theory.simple_func.apply_mk MeasureTheory.SimpleFunc.apply_mk
def ofFinite [Finite α] [MeasurableSingletonClass α] (f : α → β) : α →ₛ β where
toFun := f
measurableSet_fiber' x := (toFinite (f ⁻¹' {x})).measurableSet
finite_range' := Set.finite_range f
@[deprecated (since := "2024-02-05")] alias ofFintype := ofFinite
def ofIsEmpty [IsEmpty α] : α →ₛ β := ofFinite isEmptyElim
#align measure_theory.simple_func.of_is_empty MeasureTheory.SimpleFunc.ofIsEmpty
protected def range (f : α →ₛ β) : Finset β :=
f.finite_range.toFinset
#align measure_theory.simple_func.range MeasureTheory.SimpleFunc.range
@[simp]
theorem mem_range {f : α →ₛ β} {b} : b ∈ f.range ↔ b ∈ range f :=
Finite.mem_toFinset _
#align measure_theory.simple_func.mem_range MeasureTheory.SimpleFunc.mem_range
theorem mem_range_self (f : α →ₛ β) (x : α) : f x ∈ f.range :=
mem_range.2 ⟨x, rfl⟩
#align measure_theory.simple_func.mem_range_self MeasureTheory.SimpleFunc.mem_range_self
@[simp]
theorem coe_range (f : α →ₛ β) : (↑f.range : Set β) = Set.range f :=
f.finite_range.coe_toFinset
#align measure_theory.simple_func.coe_range MeasureTheory.SimpleFunc.coe_range
theorem mem_range_of_measure_ne_zero {f : α →ₛ β} {x : β} {μ : Measure α} (H : μ (f ⁻¹' {x}) ≠ 0) :
x ∈ f.range :=
let ⟨a, ha⟩ := nonempty_of_measure_ne_zero H
mem_range.2 ⟨a, ha⟩
#align measure_theory.simple_func.mem_range_of_measure_ne_zero MeasureTheory.SimpleFunc.mem_range_of_measure_ne_zero
| 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 Classical
open Topology NNReal ENNReal MeasureTheory
namespace MeasureTheory
variable {α β γ δ : Type*}
structure SimpleFunc.{u, v} (α : Type u) [MeasurableSpace α] (β : Type v) where
toFun : α → β
measurableSet_fiber' : ∀ x, MeasurableSet (toFun ⁻¹' {x})
finite_range' : (Set.range toFun).Finite
#align measure_theory.simple_func MeasureTheory.SimpleFunc
#align measure_theory.simple_func.to_fun MeasureTheory.SimpleFunc.toFun
#align measure_theory.simple_func.measurable_set_fiber' MeasureTheory.SimpleFunc.measurableSet_fiber'
#align measure_theory.simple_func.finite_range' MeasureTheory.SimpleFunc.finite_range'
local infixr:25 " →ₛ " => SimpleFunc
namespace SimpleFunc
section Measurable
variable [MeasurableSpace α]
attribute [coe] toFun
instance instCoeFun : CoeFun (α →ₛ β) fun _ => α → β :=
⟨toFun⟩
#align measure_theory.simple_func.has_coe_to_fun MeasureTheory.SimpleFunc.instCoeFun
theorem coe_injective ⦃f g : α →ₛ β⦄ (H : (f : α → β) = g) : f = g := by
cases f; cases g; congr
#align measure_theory.simple_func.coe_injective MeasureTheory.SimpleFunc.coe_injective
@[ext]
theorem ext {f g : α →ₛ β} (H : ∀ a, f a = g a) : f = g :=
coe_injective <| funext H
#align measure_theory.simple_func.ext MeasureTheory.SimpleFunc.ext
theorem finite_range (f : α →ₛ β) : (Set.range f).Finite :=
f.finite_range'
#align measure_theory.simple_func.finite_range MeasureTheory.SimpleFunc.finite_range
theorem measurableSet_fiber (f : α →ₛ β) (x : β) : MeasurableSet (f ⁻¹' {x}) :=
f.measurableSet_fiber' x
#align measure_theory.simple_func.measurable_set_fiber MeasureTheory.SimpleFunc.measurableSet_fiber
-- @[simp] -- Porting note (#10618): simp can prove this
theorem apply_mk (f : α → β) (h h') (x : α) : SimpleFunc.mk f h h' x = f x :=
rfl
#align measure_theory.simple_func.apply_mk MeasureTheory.SimpleFunc.apply_mk
def ofFinite [Finite α] [MeasurableSingletonClass α] (f : α → β) : α →ₛ β where
toFun := f
measurableSet_fiber' x := (toFinite (f ⁻¹' {x})).measurableSet
finite_range' := Set.finite_range f
@[deprecated (since := "2024-02-05")] alias ofFintype := ofFinite
def ofIsEmpty [IsEmpty α] : α →ₛ β := ofFinite isEmptyElim
#align measure_theory.simple_func.of_is_empty MeasureTheory.SimpleFunc.ofIsEmpty
protected def range (f : α →ₛ β) : Finset β :=
f.finite_range.toFinset
#align measure_theory.simple_func.range MeasureTheory.SimpleFunc.range
@[simp]
theorem mem_range {f : α →ₛ β} {b} : b ∈ f.range ↔ b ∈ range f :=
Finite.mem_toFinset _
#align measure_theory.simple_func.mem_range MeasureTheory.SimpleFunc.mem_range
theorem mem_range_self (f : α →ₛ β) (x : α) : f x ∈ f.range :=
mem_range.2 ⟨x, rfl⟩
#align measure_theory.simple_func.mem_range_self MeasureTheory.SimpleFunc.mem_range_self
@[simp]
theorem coe_range (f : α →ₛ β) : (↑f.range : Set β) = Set.range f :=
f.finite_range.coe_toFinset
#align measure_theory.simple_func.coe_range MeasureTheory.SimpleFunc.coe_range
theorem mem_range_of_measure_ne_zero {f : α →ₛ β} {x : β} {μ : Measure α} (H : μ (f ⁻¹' {x}) ≠ 0) :
x ∈ f.range :=
let ⟨a, ha⟩ := nonempty_of_measure_ne_zero H
mem_range.2 ⟨a, ha⟩
#align measure_theory.simple_func.mem_range_of_measure_ne_zero MeasureTheory.SimpleFunc.mem_range_of_measure_ne_zero
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]
#align measure_theory.simple_func.forall_mem_range MeasureTheory.SimpleFunc.forall_mem_range
| 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
open scoped Classical
open Topology ENNReal MeasureTheory
variable {α β ι E F 𝕜 : Type*}
noncomputable section
namespace MeasureTheory
local infixr:25 " →ₛ " => SimpleFunc
namespace SimpleFunc
variable [MeasurableSpace α] [PseudoEMetricSpace α] [OpensMeasurableSpace α]
noncomputable def nearestPtInd (e : ℕ → α) : ℕ → α →ₛ ℕ
| 0 => const α 0
| N + 1 =>
piecewise (⋂ k ≤ N, { x | edist (e (N + 1)) x < edist (e k) x })
(MeasurableSet.iInter fun _ =>
MeasurableSet.iInter fun _ =>
measurableSet_lt measurable_edist_right measurable_edist_right)
(const α <| N + 1) (nearestPtInd e N)
#align measure_theory.simple_func.nearest_pt_ind MeasureTheory.SimpleFunc.nearestPtInd
noncomputable def nearestPt (e : ℕ → α) (N : ℕ) : α →ₛ α :=
(nearestPtInd e N).map e
#align measure_theory.simple_func.nearest_pt MeasureTheory.SimpleFunc.nearestPt
@[simp]
theorem nearestPtInd_zero (e : ℕ → α) : nearestPtInd e 0 = const α 0 :=
rfl
#align measure_theory.simple_func.nearest_pt_ind_zero MeasureTheory.SimpleFunc.nearestPtInd_zero
@[simp]
theorem nearestPt_zero (e : ℕ → α) : nearestPt e 0 = const α (e 0) :=
rfl
#align measure_theory.simple_func.nearest_pt_zero MeasureTheory.SimpleFunc.nearestPt_zero
| 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
open scoped Classical
open Topology ENNReal MeasureTheory
variable {α β ι E F 𝕜 : Type*}
noncomputable section
namespace MeasureTheory
local infixr:25 " →ₛ " => SimpleFunc
namespace SimpleFunc
variable [MeasurableSpace α] [PseudoEMetricSpace α] [OpensMeasurableSpace α]
noncomputable def nearestPtInd (e : ℕ → α) : ℕ → α →ₛ ℕ
| 0 => const α 0
| N + 1 =>
piecewise (⋂ k ≤ N, { x | edist (e (N + 1)) x < edist (e k) x })
(MeasurableSet.iInter fun _ =>
MeasurableSet.iInter fun _ =>
measurableSet_lt measurable_edist_right measurable_edist_right)
(const α <| N + 1) (nearestPtInd e N)
#align measure_theory.simple_func.nearest_pt_ind MeasureTheory.SimpleFunc.nearestPtInd
noncomputable def nearestPt (e : ℕ → α) (N : ℕ) : α →ₛ α :=
(nearestPtInd e N).map e
#align measure_theory.simple_func.nearest_pt MeasureTheory.SimpleFunc.nearestPt
@[simp]
theorem nearestPtInd_zero (e : ℕ → α) : nearestPtInd e 0 = const α 0 :=
rfl
#align measure_theory.simple_func.nearest_pt_ind_zero MeasureTheory.SimpleFunc.nearestPtInd_zero
@[simp]
theorem nearestPt_zero (e : ℕ → α) : nearestPt e 0 = const α (e 0) :=
rfl
#align measure_theory.simple_func.nearest_pt_zero MeasureTheory.SimpleFunc.nearestPt_zero
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
#align measure_theory.simple_func.nearest_pt_ind_succ MeasureTheory.SimpleFunc.nearestPtInd_succ
| 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
open scoped Classical
open Topology ENNReal MeasureTheory
variable {α β ι E F 𝕜 : Type*}
noncomputable section
namespace MeasureTheory
local infixr:25 " →ₛ " => SimpleFunc
namespace SimpleFunc
variable [MeasurableSpace α] [PseudoEMetricSpace α] [OpensMeasurableSpace α]
noncomputable def nearestPtInd (e : ℕ → α) : ℕ → α →ₛ ℕ
| 0 => const α 0
| N + 1 =>
piecewise (⋂ k ≤ N, { x | edist (e (N + 1)) x < edist (e k) x })
(MeasurableSet.iInter fun _ =>
MeasurableSet.iInter fun _ =>
measurableSet_lt measurable_edist_right measurable_edist_right)
(const α <| N + 1) (nearestPtInd e N)
#align measure_theory.simple_func.nearest_pt_ind MeasureTheory.SimpleFunc.nearestPtInd
noncomputable def nearestPt (e : ℕ → α) (N : ℕ) : α →ₛ α :=
(nearestPtInd e N).map e
#align measure_theory.simple_func.nearest_pt MeasureTheory.SimpleFunc.nearestPt
@[simp]
theorem nearestPtInd_zero (e : ℕ → α) : nearestPtInd e 0 = const α 0 :=
rfl
#align measure_theory.simple_func.nearest_pt_ind_zero MeasureTheory.SimpleFunc.nearestPtInd_zero
@[simp]
theorem nearestPt_zero (e : ℕ → α) : nearestPt e 0 = const α (e 0) :=
rfl
#align measure_theory.simple_func.nearest_pt_zero MeasureTheory.SimpleFunc.nearestPt_zero
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
#align measure_theory.simple_func.nearest_pt_ind_succ MeasureTheory.SimpleFunc.nearestPtInd_succ
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]
#align measure_theory.simple_func.nearest_pt_ind_le MeasureTheory.SimpleFunc.nearestPtInd_le
| 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⟩
rcases hk.eq_or_lt with (rfl | hk)
exacts [(ihN hlN).trans hxl, ihN (Nat.lt_succ_iff.1 hk)]
| 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
open scoped Classical
open Topology ENNReal MeasureTheory
variable {α β ι E F 𝕜 : Type*}
noncomputable section
namespace MeasureTheory
local infixr:25 " →ₛ " => SimpleFunc
namespace SimpleFunc
variable [MeasurableSpace α] [PseudoEMetricSpace α] [OpensMeasurableSpace α]
noncomputable def nearestPtInd (e : ℕ → α) : ℕ → α →ₛ ℕ
| 0 => const α 0
| N + 1 =>
piecewise (⋂ k ≤ N, { x | edist (e (N + 1)) x < edist (e k) x })
(MeasurableSet.iInter fun _ =>
MeasurableSet.iInter fun _ =>
measurableSet_lt measurable_edist_right measurable_edist_right)
(const α <| N + 1) (nearestPtInd e N)
#align measure_theory.simple_func.nearest_pt_ind MeasureTheory.SimpleFunc.nearestPtInd
noncomputable def nearestPt (e : ℕ → α) (N : ℕ) : α →ₛ α :=
(nearestPtInd e N).map e
#align measure_theory.simple_func.nearest_pt MeasureTheory.SimpleFunc.nearestPt
@[simp]
theorem nearestPtInd_zero (e : ℕ → α) : nearestPtInd e 0 = const α 0 :=
rfl
#align measure_theory.simple_func.nearest_pt_ind_zero MeasureTheory.SimpleFunc.nearestPtInd_zero
@[simp]
theorem nearestPt_zero (e : ℕ → α) : nearestPt e 0 = const α (e 0) :=
rfl
#align measure_theory.simple_func.nearest_pt_zero MeasureTheory.SimpleFunc.nearestPt_zero
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
#align measure_theory.simple_func.nearest_pt_ind_succ MeasureTheory.SimpleFunc.nearestPtInd_succ
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]
#align measure_theory.simple_func.nearest_pt_ind_le MeasureTheory.SimpleFunc.nearestPtInd_le
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⟩
rcases hk.eq_or_lt with (rfl | hk)
exacts [(ihN hlN).trans hxl, ihN (Nat.lt_succ_iff.1 hk)]
#align measure_theory.simple_func.edist_nearest_pt_le MeasureTheory.SimpleFunc.edist_nearestPt_le
| 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
open scoped Classical
open Topology ENNReal MeasureTheory
variable {α β ι E F 𝕜 : Type*}
noncomputable section
namespace MeasureTheory
local infixr:25 " →ₛ " => SimpleFunc
namespace SimpleFunc
variable [MeasurableSpace α] [PseudoEMetricSpace α] [OpensMeasurableSpace α]
noncomputable def nearestPtInd (e : ℕ → α) : ℕ → α →ₛ ℕ
| 0 => const α 0
| N + 1 =>
piecewise (⋂ k ≤ N, { x | edist (e (N + 1)) x < edist (e k) x })
(MeasurableSet.iInter fun _ =>
MeasurableSet.iInter fun _ =>
measurableSet_lt measurable_edist_right measurable_edist_right)
(const α <| N + 1) (nearestPtInd e N)
#align measure_theory.simple_func.nearest_pt_ind MeasureTheory.SimpleFunc.nearestPtInd
noncomputable def nearestPt (e : ℕ → α) (N : ℕ) : α →ₛ α :=
(nearestPtInd e N).map e
#align measure_theory.simple_func.nearest_pt MeasureTheory.SimpleFunc.nearestPt
@[simp]
theorem nearestPtInd_zero (e : ℕ → α) : nearestPtInd e 0 = const α 0 :=
rfl
#align measure_theory.simple_func.nearest_pt_ind_zero MeasureTheory.SimpleFunc.nearestPtInd_zero
@[simp]
theorem nearestPt_zero (e : ℕ → α) : nearestPt e 0 = const α (e 0) :=
rfl
#align measure_theory.simple_func.nearest_pt_zero MeasureTheory.SimpleFunc.nearestPt_zero
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
#align measure_theory.simple_func.nearest_pt_ind_succ MeasureTheory.SimpleFunc.nearestPtInd_succ
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]
#align measure_theory.simple_func.nearest_pt_ind_le MeasureTheory.SimpleFunc.nearestPtInd_le
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⟩
rcases hk.eq_or_lt with (rfl | hk)
exacts [(ihN hlN).trans hxl, ihN (Nat.lt_succ_iff.1 hk)]
#align measure_theory.simple_func.edist_nearest_pt_le MeasureTheory.SimpleFunc.edist_nearestPt_le
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⟩
#align measure_theory.simple_func.tendsto_nearest_pt MeasureTheory.SimpleFunc.tendsto_nearestPt
variable [MeasurableSpace β] {f : β → α}
noncomputable def approxOn (f : β → α) (hf : Measurable f) (s : Set α) (y₀ : α) (h₀ : y₀ ∈ s)
[SeparableSpace s] (n : ℕ) : β →ₛ α :=
haveI : Nonempty s := ⟨⟨y₀, h₀⟩⟩
comp (nearestPt (fun k => Nat.casesOn k y₀ ((↑) ∘ denseSeq s) : ℕ → α) n) f hf
#align measure_theory.simple_func.approx_on MeasureTheory.SimpleFunc.approxOn
@[simp]
theorem approxOn_zero {f : β → α} (hf : Measurable f) {s : Set α} {y₀ : α} (h₀ : y₀ ∈ s)
[SeparableSpace s] (x : β) : approxOn f hf s y₀ h₀ 0 x = y₀ :=
rfl
#align measure_theory.simple_func.approx_on_zero MeasureTheory.SimpleFunc.approxOn_zero
| 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 Topology MeasureTheory
open ENNReal (ofReal)
structure StieltjesFunction where
toFun : ℝ → ℝ
mono' : Monotone toFun
right_continuous' : ∀ x, ContinuousWithinAt toFun (Ici x) x
#align stieltjes_function StieltjesFunction
#align stieltjes_function.to_fun StieltjesFunction.toFun
#align stieltjes_function.mono' StieltjesFunction.mono'
#align stieltjes_function.right_continuous' StieltjesFunction.right_continuous'
namespace StieltjesFunction
attribute [coe] toFun
instance instCoeFun : CoeFun StieltjesFunction fun _ => ℝ → ℝ :=
⟨toFun⟩
#align stieltjes_function.has_coe_to_fun StieltjesFunction.instCoeFun
initialize_simps_projections StieltjesFunction (toFun → apply)
@[ext] lemma ext {f g : StieltjesFunction} (h : ∀ x, f x = g x) : f = g := by
exact (StieltjesFunction.mk.injEq ..).mpr (funext (by exact h))
variable (f : StieltjesFunction)
theorem mono : Monotone f :=
f.mono'
#align stieltjes_function.mono StieltjesFunction.mono
theorem right_continuous (x : ℝ) : ContinuousWithinAt f (Ici x) x :=
f.right_continuous' x
#align stieltjes_function.right_continuous StieltjesFunction.right_continuous
| 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 Topology MeasureTheory
open ENNReal (ofReal)
structure StieltjesFunction where
toFun : ℝ → ℝ
mono' : Monotone toFun
right_continuous' : ∀ x, ContinuousWithinAt toFun (Ici x) x
#align stieltjes_function StieltjesFunction
#align stieltjes_function.to_fun StieltjesFunction.toFun
#align stieltjes_function.mono' StieltjesFunction.mono'
#align stieltjes_function.right_continuous' StieltjesFunction.right_continuous'
namespace StieltjesFunction
attribute [coe] toFun
instance instCoeFun : CoeFun StieltjesFunction fun _ => ℝ → ℝ :=
⟨toFun⟩
#align stieltjes_function.has_coe_to_fun StieltjesFunction.instCoeFun
initialize_simps_projections StieltjesFunction (toFun → apply)
@[ext] lemma ext {f g : StieltjesFunction} (h : ∀ x, f x = g x) : f = g := by
exact (StieltjesFunction.mk.injEq ..).mpr (funext (by exact h))
variable (f : StieltjesFunction)
theorem mono : Monotone f :=
f.mono'
#align stieltjes_function.mono StieltjesFunction.mono
theorem right_continuous (x : ℝ) : ContinuousWithinAt f (Ici x) x :=
f.right_continuous' x
#align stieltjes_function.right_continuous StieltjesFunction.right_continuous
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
#align stieltjes_function.right_lim_eq StieltjesFunction.rightLim_eq
| 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 Topology MeasureTheory
open ENNReal (ofReal)
structure StieltjesFunction where
toFun : ℝ → ℝ
mono' : Monotone toFun
right_continuous' : ∀ x, ContinuousWithinAt toFun (Ici x) x
#align stieltjes_function StieltjesFunction
#align stieltjes_function.to_fun StieltjesFunction.toFun
#align stieltjes_function.mono' StieltjesFunction.mono'
#align stieltjes_function.right_continuous' StieltjesFunction.right_continuous'
namespace StieltjesFunction
attribute [coe] toFun
instance instCoeFun : CoeFun StieltjesFunction fun _ => ℝ → ℝ :=
⟨toFun⟩
#align stieltjes_function.has_coe_to_fun StieltjesFunction.instCoeFun
initialize_simps_projections StieltjesFunction (toFun → apply)
@[ext] lemma ext {f g : StieltjesFunction} (h : ∀ x, f x = g x) : f = g := by
exact (StieltjesFunction.mk.injEq ..).mpr (funext (by exact h))
variable (f : StieltjesFunction)
theorem mono : Monotone f :=
f.mono'
#align stieltjes_function.mono StieltjesFunction.mono
theorem right_continuous (x : ℝ) : ContinuousWithinAt f (Ici x) x :=
f.right_continuous' x
#align stieltjes_function.right_continuous StieltjesFunction.right_continuous
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
#align stieltjes_function.right_lim_eq StieltjesFunction.rightLim_eq
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
#align stieltjes_function.infi_Ioi_eq StieltjesFunction.iInf_Ioi_eq
| 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 Topology MeasureTheory
open ENNReal (ofReal)
structure StieltjesFunction where
toFun : ℝ → ℝ
mono' : Monotone toFun
right_continuous' : ∀ x, ContinuousWithinAt toFun (Ici x) x
#align stieltjes_function StieltjesFunction
#align stieltjes_function.to_fun StieltjesFunction.toFun
#align stieltjes_function.mono' StieltjesFunction.mono'
#align stieltjes_function.right_continuous' StieltjesFunction.right_continuous'
namespace StieltjesFunction
attribute [coe] toFun
instance instCoeFun : CoeFun StieltjesFunction fun _ => ℝ → ℝ :=
⟨toFun⟩
#align stieltjes_function.has_coe_to_fun StieltjesFunction.instCoeFun
initialize_simps_projections StieltjesFunction (toFun → apply)
@[ext] lemma ext {f g : StieltjesFunction} (h : ∀ x, f x = g x) : f = g := by
exact (StieltjesFunction.mk.injEq ..).mpr (funext (by exact h))
variable (f : StieltjesFunction)
theorem mono : Monotone f :=
f.mono'
#align stieltjes_function.mono StieltjesFunction.mono
theorem right_continuous (x : ℝ) : ContinuousWithinAt f (Ici x) x :=
f.right_continuous' x
#align stieltjes_function.right_continuous StieltjesFunction.right_continuous
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
#align stieltjes_function.right_lim_eq StieltjesFunction.rightLim_eq
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
#align stieltjes_function.infi_Ioi_eq StieltjesFunction.iInf_Ioi_eq
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)
#align stieltjes_function.infi_rat_gt_eq StieltjesFunction.iInf_rat_gt_eq
@[simps]
protected def id : StieltjesFunction where
toFun := id
mono' _ _ := id
right_continuous' _ := continuousWithinAt_id
#align stieltjes_function.id StieltjesFunction.id
#align stieltjes_function.id_apply StieltjesFunction.id_apply
@[simp]
theorem id_leftLim (x : ℝ) : leftLim StieltjesFunction.id x = x :=
tendsto_nhds_unique (StieltjesFunction.id.mono.tendsto_leftLim x) <|
continuousAt_id.tendsto.mono_left nhdsWithin_le_nhds
#align stieltjes_function.id_left_lim StieltjesFunction.id_leftLim
instance instInhabited : Inhabited StieltjesFunction :=
⟨StieltjesFunction.id⟩
#align stieltjes_function.inhabited StieltjesFunction.instInhabited
noncomputable def _root_.Monotone.stieltjesFunction {f : ℝ → ℝ} (hf : Monotone f) :
StieltjesFunction where
toFun := rightLim f
mono' x y hxy := hf.rightLim hxy
right_continuous' := by
intro x s hs
obtain ⟨l, u, hlu, lus⟩ : ∃ l u : ℝ, rightLim f x ∈ Ioo l u ∧ Ioo l u ⊆ s :=
mem_nhds_iff_exists_Ioo_subset.1 hs
obtain ⟨y, xy, h'y⟩ : ∃ (y : ℝ), x < y ∧ Ioc x y ⊆ f ⁻¹' Ioo l u :=
mem_nhdsWithin_Ioi_iff_exists_Ioc_subset.1 (hf.tendsto_rightLim x (Ioo_mem_nhds hlu.1 hlu.2))
change ∀ᶠ y in 𝓝[≥] x, rightLim f y ∈ s
filter_upwards [Ico_mem_nhdsWithin_Ici ⟨le_refl x, xy⟩] with z hz
apply lus
refine ⟨hlu.1.trans_le (hf.rightLim hz.1), ?_⟩
obtain ⟨a, za, ay⟩ : ∃ a : ℝ, z < a ∧ a < y := exists_between hz.2
calc
rightLim f z ≤ f a := hf.rightLim_le za
_ < u := (h'y ⟨hz.1.trans_lt za, ay.le⟩).2
#align monotone.stieltjes_function Monotone.stieltjesFunction
theorem _root_.Monotone.stieltjesFunction_eq {f : ℝ → ℝ} (hf : Monotone f) (x : ℝ) :
hf.stieltjesFunction x = rightLim f x :=
rfl
#align monotone.stieltjes_function_eq Monotone.stieltjesFunction_eq
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
| 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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
| 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_le]
rw [← this.biUnion_Ioi_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Ioi (b : ℝ)) (by simp)
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
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_le]
rw [← this.biUnion_Ioi_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Ioi (b : ℝ)) (by simp)
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
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_le]
rw [← this.biUnion_Ioi_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Ioi (b : ℝ)) (by simp)
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))
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
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_le]
rw [← this.biUnion_Ioi_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Ioi (b : ℝ)) (by simp)
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))
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))
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
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_le]
rw [← this.biUnion_Ioi_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Ioi (b : ℝ)) (by simp)
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))
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))
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]
#align real.is_pi_system_Ioo_rat Real.isPiSystem_Ioo_rat
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
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_le]
rw [← this.biUnion_Ioi_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Ioi (b : ℝ)) (by simp)
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))
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))
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]
#align real.is_pi_system_Ioo_rat Real.isPiSystem_Ioo_rat
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]
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
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_le]
rw [← this.biUnion_Ioi_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Ioi (b : ℝ)) (by simp)
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))
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))
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]
#align real.is_pi_system_Ioo_rat Real.isPiSystem_Ioo_rat
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]
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]
| 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
universe u v w x y
variable {α β γ δ : Type*} {ι : Sort y} {s t u : Set α}
namespace Real
theorem borel_eq_generateFrom_Ioo_rat :
borel ℝ = .generateFrom (⋃ (a : ℚ) (b : ℚ) (_ : a < b), {Ioo (a : ℝ) (b : ℝ)}) :=
isTopologicalBasis_Ioo_rat.borel_eq_generateFrom
#align real.borel_eq_generate_from_Ioo_rat Real.borel_eq_generateFrom_Ioo_rat
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_le]
rw [← this.biUnion_Iio_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Iio (b : ℝ)) (by simp)
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_le]
rw [← this.biUnion_Ioi_eq, ← image_univ, ← image_inter_preimage, univ_inter, biUnion_image]
exact MeasurableSet.biUnion (to_countable _)
fun b _ => GenerateMeasurable.basic (Ioi (b : ℝ)) (by simp)
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))
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))
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]
#align real.is_pi_system_Ioo_rat Real.isPiSystem_Ioo_rat
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]
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]
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]
| 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 measure_theory.integral.lebesgue from "leanprover-community/mathlib"@"c14c8fcde993801fca8946b0d80131a1a81d1520"
assert_not_exists NormedSpace
set_option autoImplicit true
noncomputable section
open Set hiding restrict restrict_apply
open Filter ENNReal
open Function (support)
open scoped Classical
open Topology NNReal ENNReal MeasureTheory
namespace MeasureTheory
local infixr:25 " →ₛ " => SimpleFunc
variable {α β γ δ : Type*}
section Lintegral
open SimpleFunc
variable {m : MeasurableSpace α} {μ ν : Measure α}
irreducible_def lintegral {_ : MeasurableSpace α} (μ : Measure α) (f : α → ℝ≥0∞) : ℝ≥0∞ :=
⨆ (g : α →ₛ ℝ≥0∞) (_ : ⇑g ≤ f), g.lintegral μ
#align measure_theory.lintegral MeasureTheory.lintegral
@[inherit_doc MeasureTheory.lintegral]
notation3 "∫⁻ "(...)", "r:60:(scoped f => f)" ∂"μ:70 => lintegral μ r
@[inherit_doc MeasureTheory.lintegral]
notation3 "∫⁻ "(...)", "r:60:(scoped f => lintegral volume f) => r
@[inherit_doc MeasureTheory.lintegral]
notation3"∫⁻ "(...)" in "s", "r:60:(scoped f => f)" ∂"μ:70 => lintegral (Measure.restrict μ s) r
@[inherit_doc MeasureTheory.lintegral]
notation3"∫⁻ "(...)" in "s", "r:60:(scoped f => lintegral (Measure.restrict volume s) f) => r
| 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 measure_theory.integral.lebesgue from "leanprover-community/mathlib"@"c14c8fcde993801fca8946b0d80131a1a81d1520"
assert_not_exists NormedSpace
set_option autoImplicit true
noncomputable section
open Set hiding restrict restrict_apply
open Filter ENNReal
open Function (support)
open scoped Classical
open Topology NNReal ENNReal MeasureTheory
namespace MeasureTheory
local infixr:25 " →ₛ " => SimpleFunc
variable {α β γ δ : Type*}
section Lintegral
open SimpleFunc
variable {m : MeasurableSpace α} {μ ν : Measure α}
irreducible_def lintegral {_ : MeasurableSpace α} (μ : Measure α) (f : α → ℝ≥0∞) : ℝ≥0∞ :=
⨆ (g : α →ₛ ℝ≥0∞) (_ : ⇑g ≤ f), g.lintegral μ
#align measure_theory.lintegral MeasureTheory.lintegral
@[inherit_doc MeasureTheory.lintegral]
notation3 "∫⁻ "(...)", "r:60:(scoped f => f)" ∂"μ:70 => lintegral μ r
@[inherit_doc MeasureTheory.lintegral]
notation3 "∫⁻ "(...)", "r:60:(scoped f => lintegral volume f) => r
@[inherit_doc MeasureTheory.lintegral]
notation3"∫⁻ "(...)" in "s", "r:60:(scoped f => f)" ∂"μ:70 => lintegral (Measure.restrict μ s) r
@[inherit_doc MeasureTheory.lintegral]
notation3"∫⁻ "(...)" in "s", "r:60:(scoped f => lintegral (Measure.restrict volume s) f) => r
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)
#align measure_theory.simple_func.lintegral_eq_lintegral MeasureTheory.SimpleFunc.lintegral_eq_lintegral
@[mono]
| 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 measure_theory.integral.lebesgue from "leanprover-community/mathlib"@"c14c8fcde993801fca8946b0d80131a1a81d1520"
assert_not_exists NormedSpace
set_option autoImplicit true
noncomputable section
open Set hiding restrict restrict_apply
open Filter ENNReal
open Function (support)
open scoped Classical
open Topology NNReal ENNReal MeasureTheory
namespace MeasureTheory
local infixr:25 " →ₛ " => SimpleFunc
variable {α β γ δ : Type*}
section Lintegral
open SimpleFunc
variable {m : MeasurableSpace α} {μ ν : Measure α}
irreducible_def lintegral {_ : MeasurableSpace α} (μ : Measure α) (f : α → ℝ≥0∞) : ℝ≥0∞ :=
⨆ (g : α →ₛ ℝ≥0∞) (_ : ⇑g ≤ f), g.lintegral μ
#align measure_theory.lintegral MeasureTheory.lintegral
@[inherit_doc MeasureTheory.lintegral]
notation3 "∫⁻ "(...)", "r:60:(scoped f => f)" ∂"μ:70 => lintegral μ r
@[inherit_doc MeasureTheory.lintegral]
notation3 "∫⁻ "(...)", "r:60:(scoped f => lintegral volume f) => r
@[inherit_doc MeasureTheory.lintegral]
notation3"∫⁻ "(...)" in "s", "r:60:(scoped f => f)" ∂"μ:70 => lintegral (Measure.restrict μ s) r
@[inherit_doc MeasureTheory.lintegral]
notation3"∫⁻ "(...)" in "s", "r:60:(scoped f => lintegral (Measure.restrict volume s) f) => r
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)
#align measure_theory.simple_func.lintegral_eq_lintegral MeasureTheory.SimpleFunc.lintegral_eq_lintegral
@[mono]
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⟩
#align measure_theory.lintegral_mono' MeasureTheory.lintegral_mono'
-- workaround for the known eta-reduction issue with `@[gcongr]`
@[gcongr] theorem lintegral_mono_fn' ⦃f g : α → ℝ≥0∞⦄ (hfg : ∀ x, f x ≤ g x) (h2 : μ ≤ ν) :
lintegral μ f ≤ lintegral ν g :=
lintegral_mono' h2 hfg
theorem lintegral_mono ⦃f g : α → ℝ≥0∞⦄ (hfg : f ≤ g) : ∫⁻ a, f a ∂μ ≤ ∫⁻ a, g a ∂μ :=
lintegral_mono' (le_refl μ) hfg
#align measure_theory.lintegral_mono MeasureTheory.lintegral_mono
-- workaround for the known eta-reduction issue with `@[gcongr]`
@[gcongr] theorem lintegral_mono_fn ⦃f g : α → ℝ≥0∞⦄ (hfg : ∀ x, f x ≤ g x) :
lintegral μ f ≤ lintegral μ g :=
lintegral_mono hfg
theorem lintegral_mono_nnreal {f g : α → ℝ≥0} (h : f ≤ g) : ∫⁻ a, f a ∂μ ≤ ∫⁻ a, g a ∂μ :=
lintegral_mono fun a => ENNReal.coe_le_coe.2 (h a)
#align measure_theory.lintegral_mono_nnreal MeasureTheory.lintegral_mono_nnreal
| 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 MeasureTheory
namespace Measure
variable [MeasurableSpace α] [MeasurableSpace β]
instance instMeasurableSpace : MeasurableSpace (Measure α) :=
⨆ (s : Set α) (_ : MeasurableSet s), (borel ℝ≥0∞).comap fun μ => μ s
#align measure_theory.measure.measurable_space MeasureTheory.Measure.instMeasurableSpace
theorem measurable_coe {s : Set α} (hs : MeasurableSet s) : Measurable fun μ : Measure α => μ s :=
Measurable.of_comap_le <| le_iSup_of_le s <| le_iSup_of_le hs <| le_rfl
#align measure_theory.measure.measurable_coe MeasureTheory.Measure.measurable_coe
theorem measurable_of_measurable_coe (f : β → Measure α)
(h : ∀ (s : Set α), MeasurableSet s → Measurable fun b => f b s) : Measurable f :=
Measurable.of_le_map <|
iSup₂_le fun s hs =>
MeasurableSpace.comap_le_iff_le_map.2 <| by rw [MeasurableSpace.map_comp]; exact h s hs
#align measure_theory.measure.measurable_of_measurable_coe MeasureTheory.Measure.measurable_of_measurable_coe
instance instMeasurableAdd₂ {α : Type*} {m : MeasurableSpace α} : MeasurableAdd₂ (Measure α) := by
refine ⟨Measure.measurable_of_measurable_coe _ fun s hs => ?_⟩
simp_rw [Measure.coe_add, Pi.add_apply]
refine Measurable.add ?_ ?_
· exact (Measure.measurable_coe hs).comp measurable_fst
· exact (Measure.measurable_coe hs).comp measurable_snd
#align measure_theory.measure.has_measurable_add₂ MeasureTheory.Measure.instMeasurableAdd₂
theorem measurable_measure {μ : α → Measure β} :
Measurable μ ↔ ∀ (s : Set β), MeasurableSet s → Measurable fun b => μ b s :=
⟨fun hμ _s hs => (measurable_coe hs).comp hμ, measurable_of_measurable_coe μ⟩
#align measure_theory.measure.measurable_measure MeasureTheory.Measure.measurable_measure
| 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 MeasureTheory
namespace Measure
variable [MeasurableSpace α] [MeasurableSpace β]
instance instMeasurableSpace : MeasurableSpace (Measure α) :=
⨆ (s : Set α) (_ : MeasurableSet s), (borel ℝ≥0∞).comap fun μ => μ s
#align measure_theory.measure.measurable_space MeasureTheory.Measure.instMeasurableSpace
theorem measurable_coe {s : Set α} (hs : MeasurableSet s) : Measurable fun μ : Measure α => μ s :=
Measurable.of_comap_le <| le_iSup_of_le s <| le_iSup_of_le hs <| le_rfl
#align measure_theory.measure.measurable_coe MeasureTheory.Measure.measurable_coe
theorem measurable_of_measurable_coe (f : β → Measure α)
(h : ∀ (s : Set α), MeasurableSet s → Measurable fun b => f b s) : Measurable f :=
Measurable.of_le_map <|
iSup₂_le fun s hs =>
MeasurableSpace.comap_le_iff_le_map.2 <| by rw [MeasurableSpace.map_comp]; exact h s hs
#align measure_theory.measure.measurable_of_measurable_coe MeasureTheory.Measure.measurable_of_measurable_coe
instance instMeasurableAdd₂ {α : Type*} {m : MeasurableSpace α} : MeasurableAdd₂ (Measure α) := by
refine ⟨Measure.measurable_of_measurable_coe _ fun s hs => ?_⟩
simp_rw [Measure.coe_add, Pi.add_apply]
refine Measurable.add ?_ ?_
· exact (Measure.measurable_coe hs).comp measurable_fst
· exact (Measure.measurable_coe hs).comp measurable_snd
#align measure_theory.measure.has_measurable_add₂ MeasureTheory.Measure.instMeasurableAdd₂
theorem measurable_measure {μ : α → Measure β} :
Measurable μ ↔ ∀ (s : Set β), MeasurableSet s → Measurable fun b => μ b s :=
⟨fun hμ _s hs => (measurable_coe hs).comp hμ, measurable_of_measurable_coe μ⟩
#align measure_theory.measure.measurable_measure MeasureTheory.Measure.measurable_measure
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)
#align measure_theory.measure.measurable_map MeasureTheory.Measure.measurable_map
| 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 MeasureTheory
namespace Measure
variable [MeasurableSpace α] [MeasurableSpace β]
instance instMeasurableSpace : MeasurableSpace (Measure α) :=
⨆ (s : Set α) (_ : MeasurableSet s), (borel ℝ≥0∞).comap fun μ => μ s
#align measure_theory.measure.measurable_space MeasureTheory.Measure.instMeasurableSpace
theorem measurable_coe {s : Set α} (hs : MeasurableSet s) : Measurable fun μ : Measure α => μ s :=
Measurable.of_comap_le <| le_iSup_of_le s <| le_iSup_of_le hs <| le_rfl
#align measure_theory.measure.measurable_coe MeasureTheory.Measure.measurable_coe
theorem measurable_of_measurable_coe (f : β → Measure α)
(h : ∀ (s : Set α), MeasurableSet s → Measurable fun b => f b s) : Measurable f :=
Measurable.of_le_map <|
iSup₂_le fun s hs =>
MeasurableSpace.comap_le_iff_le_map.2 <| by rw [MeasurableSpace.map_comp]; exact h s hs
#align measure_theory.measure.measurable_of_measurable_coe MeasureTheory.Measure.measurable_of_measurable_coe
instance instMeasurableAdd₂ {α : Type*} {m : MeasurableSpace α} : MeasurableAdd₂ (Measure α) := by
refine ⟨Measure.measurable_of_measurable_coe _ fun s hs => ?_⟩
simp_rw [Measure.coe_add, Pi.add_apply]
refine Measurable.add ?_ ?_
· exact (Measure.measurable_coe hs).comp measurable_fst
· exact (Measure.measurable_coe hs).comp measurable_snd
#align measure_theory.measure.has_measurable_add₂ MeasureTheory.Measure.instMeasurableAdd₂
theorem measurable_measure {μ : α → Measure β} :
Measurable μ ↔ ∀ (s : Set β), MeasurableSet s → Measurable fun b => μ b s :=
⟨fun hμ _s hs => (measurable_coe hs).comp hμ, measurable_of_measurable_coe μ⟩
#align measure_theory.measure.measurable_measure MeasureTheory.Measure.measurable_measure
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)
#align measure_theory.measure.measurable_map MeasureTheory.Measure.measurable_map
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
#align measure_theory.measure.measurable_dirac MeasureTheory.Measure.measurable_dirac
| 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 MeasureTheory
namespace Measure
variable [MeasurableSpace α] [MeasurableSpace β]
instance instMeasurableSpace : MeasurableSpace (Measure α) :=
⨆ (s : Set α) (_ : MeasurableSet s), (borel ℝ≥0∞).comap fun μ => μ s
#align measure_theory.measure.measurable_space MeasureTheory.Measure.instMeasurableSpace
theorem measurable_coe {s : Set α} (hs : MeasurableSet s) : Measurable fun μ : Measure α => μ s :=
Measurable.of_comap_le <| le_iSup_of_le s <| le_iSup_of_le hs <| le_rfl
#align measure_theory.measure.measurable_coe MeasureTheory.Measure.measurable_coe
theorem measurable_of_measurable_coe (f : β → Measure α)
(h : ∀ (s : Set α), MeasurableSet s → Measurable fun b => f b s) : Measurable f :=
Measurable.of_le_map <|
iSup₂_le fun s hs =>
MeasurableSpace.comap_le_iff_le_map.2 <| by rw [MeasurableSpace.map_comp]; exact h s hs
#align measure_theory.measure.measurable_of_measurable_coe MeasureTheory.Measure.measurable_of_measurable_coe
instance instMeasurableAdd₂ {α : Type*} {m : MeasurableSpace α} : MeasurableAdd₂ (Measure α) := by
refine ⟨Measure.measurable_of_measurable_coe _ fun s hs => ?_⟩
simp_rw [Measure.coe_add, Pi.add_apply]
refine Measurable.add ?_ ?_
· exact (Measure.measurable_coe hs).comp measurable_fst
· exact (Measure.measurable_coe hs).comp measurable_snd
#align measure_theory.measure.has_measurable_add₂ MeasureTheory.Measure.instMeasurableAdd₂
theorem measurable_measure {μ : α → Measure β} :
Measurable μ ↔ ∀ (s : Set β), MeasurableSet s → Measurable fun b => μ b s :=
⟨fun hμ _s hs => (measurable_coe hs).comp hμ, measurable_of_measurable_coe μ⟩
#align measure_theory.measure.measurable_measure MeasureTheory.Measure.measurable_measure
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)
#align measure_theory.measure.measurable_map MeasureTheory.Measure.measurable_map
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
#align measure_theory.measure.measurable_dirac MeasureTheory.Measure.measurable_dirac
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 _)
#align measure_theory.measure.measurable_lintegral MeasureTheory.Measure.measurable_lintegral
def join (m : Measure (Measure α)) : Measure α :=
Measure.ofMeasurable (fun s _ => ∫⁻ μ, μ s ∂m)
(by simp only [measure_empty, lintegral_const, zero_mul])
(by
intro f hf h
simp_rw [measure_iUnion h hf]
apply lintegral_tsum
intro i; exact (measurable_coe (hf i)).aemeasurable)
#align measure_theory.measure.join MeasureTheory.Measure.join
@[simp]
theorem join_apply {m : Measure (Measure α)} {s : Set α} (hs : MeasurableSet s) :
join m s = ∫⁻ μ, μ s ∂m :=
Measure.ofMeasurable_apply s hs
#align measure_theory.measure.join_apply MeasureTheory.Measure.join_apply
@[simp]
| 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 MeasureTheory
namespace Measure
variable [MeasurableSpace α] [MeasurableSpace β]
instance instMeasurableSpace : MeasurableSpace (Measure α) :=
⨆ (s : Set α) (_ : MeasurableSet s), (borel ℝ≥0∞).comap fun μ => μ s
#align measure_theory.measure.measurable_space MeasureTheory.Measure.instMeasurableSpace
theorem measurable_coe {s : Set α} (hs : MeasurableSet s) : Measurable fun μ : Measure α => μ s :=
Measurable.of_comap_le <| le_iSup_of_le s <| le_iSup_of_le hs <| le_rfl
#align measure_theory.measure.measurable_coe MeasureTheory.Measure.measurable_coe
theorem measurable_of_measurable_coe (f : β → Measure α)
(h : ∀ (s : Set α), MeasurableSet s → Measurable fun b => f b s) : Measurable f :=
Measurable.of_le_map <|
iSup₂_le fun s hs =>
MeasurableSpace.comap_le_iff_le_map.2 <| by rw [MeasurableSpace.map_comp]; exact h s hs
#align measure_theory.measure.measurable_of_measurable_coe MeasureTheory.Measure.measurable_of_measurable_coe
instance instMeasurableAdd₂ {α : Type*} {m : MeasurableSpace α} : MeasurableAdd₂ (Measure α) := by
refine ⟨Measure.measurable_of_measurable_coe _ fun s hs => ?_⟩
simp_rw [Measure.coe_add, Pi.add_apply]
refine Measurable.add ?_ ?_
· exact (Measure.measurable_coe hs).comp measurable_fst
· exact (Measure.measurable_coe hs).comp measurable_snd
#align measure_theory.measure.has_measurable_add₂ MeasureTheory.Measure.instMeasurableAdd₂
theorem measurable_measure {μ : α → Measure β} :
Measurable μ ↔ ∀ (s : Set β), MeasurableSet s → Measurable fun b => μ b s :=
⟨fun hμ _s hs => (measurable_coe hs).comp hμ, measurable_of_measurable_coe μ⟩
#align measure_theory.measure.measurable_measure MeasureTheory.Measure.measurable_measure
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)
#align measure_theory.measure.measurable_map MeasureTheory.Measure.measurable_map
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
#align measure_theory.measure.measurable_dirac MeasureTheory.Measure.measurable_dirac
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 _)
#align measure_theory.measure.measurable_lintegral MeasureTheory.Measure.measurable_lintegral
def join (m : Measure (Measure α)) : Measure α :=
Measure.ofMeasurable (fun s _ => ∫⁻ μ, μ s ∂m)
(by simp only [measure_empty, lintegral_const, zero_mul])
(by
intro f hf h
simp_rw [measure_iUnion h hf]
apply lintegral_tsum
intro i; exact (measurable_coe (hf i)).aemeasurable)
#align measure_theory.measure.join MeasureTheory.Measure.join
@[simp]
theorem join_apply {m : Measure (Measure α)} {s : Set α} (hs : MeasurableSet s) :
join m s = ∫⁻ μ, μ s ∂m :=
Measure.ofMeasurable_apply s hs
#align measure_theory.measure.join_apply MeasureTheory.Measure.join_apply
@[simp]
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]
#align measure_theory.measure.join_zero MeasureTheory.Measure.join_zero
theorem measurable_join : Measurable (join : Measure (Measure α) → Measure α) :=
measurable_of_measurable_coe _ fun s hs => by
simp only [join_apply hs]; exact measurable_lintegral (measurable_coe hs)
#align measure_theory.measure.measurable_join MeasureTheory.Measure.measurable_join
| 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 n r μ ∂m = ∫⁻ μ, ⨆ n, ∑ r ∈ s n, r * f n r μ ∂m by
refine
this (fun n => SimpleFunc.range (SimpleFunc.eapprox f n))
(fun n r μ => μ (SimpleFunc.eapprox f n ⁻¹' {r})) ?_ ?_
· exact fun n r => measurable_coe (SimpleFunc.measurableSet_preimage _ _)
· exact fun n m h μ => SimpleFunc.lintegral_mono (SimpleFunc.monotone_eapprox _ h) le_rfl
intro s f hf hm
rw [lintegral_iSup _ hm]
swap
· exact fun n => Finset.measurable_sum _ fun r _ => (hf _ _).const_mul _
congr
funext n
rw [lintegral_finset_sum (s n)]
· simp_rw [lintegral_const_mul _ (hf _ _)]
· exact fun r _ => (hf _ _).const_mul _
| 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] [MeasurableSpace Ω] [OpensMeasurableSpace Ω]
| 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 (fun i ↦ ∫⁻ ω, fs i ω ∂μ) L (𝓝 (∫⁻ ω, f ω ∂μ)) := by |
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
· simpa only [Function.comp_apply, ENNReal.tendsto_coe] using fs_lim
| 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] [MeasurableSpace Ω] [OpensMeasurableSpace Ω]
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 (fun i ↦ ∫⁻ ω, fs i ω ∂μ) L (𝓝 (∫⁻ ω, f ω ∂μ)) := by
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
· simpa only [Function.comp_apply, ENNReal.tendsto_coe] using fs_lim
#align measure_theory.finite_measure.tendsto_lintegral_nn_filter_of_le_const MeasureTheory.tendsto_lintegral_nn_filter_of_le_const
| 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)
(fs_lim : ∀ᵐ ω ∂μ, Tendsto (fun i ↦ fs i ω) L (𝓝 (indicator E (fun _ ↦ (1 : ℝ≥0)) ω))) :
Tendsto (fun n ↦ lintegral μ fun ω ↦ fs n ω) L (𝓝 (μ E)) := by |
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_apply, MeasurableSet.univ, univ_inter]
| 1,795 |
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