import Mathlib.MeasureTheory.Measure.Portmanteau import Mathlib.Topology.Algebra.Order.LiminfLimsup namespace OAI namespace FiniteFactor open MeasureTheory Filter open scoped Topology ENNReal NNReal /-- Compact subsets carrying uniformly almost all approximating mass carry all limiting mass as their uniform losses tend to zero. -/ theorem finiteMeasure_ae_of_compact_approximation {X : Type*} [MeasurableSpace X] [TopologicalSpace X] [T2Space X] [OpensMeasurableSpace X] [HasOuterApproxClosed X] (μ : ℕ → FiniteMeasure X) (ν : FiniteMeasure X) (hlim : Tendsto μ atTop (𝓝 ν)) (Z : Set X) (hZ : MeasurableSet Z) (hcompact : ∀ ε : ℝ≥0, 0 < ε → ∃ K, IsCompact K ∧ K ⊆ Z ∧ ∀ n, (μ n : Measure X) Kᶜ ≤ ε) : ∀ᵐ x ∂(ν : Measure X), x ∈ Z := by have hmass : Tendsto (fun n => (μ n : Measure X) Set.univ) atTop (𝓝 ((ν : Measure X) Set.univ)) := by simpa only [Function.comp_def, FiniteMeasure.ennreal_mass] using (ENNReal.continuous_coe.tendsto ν.mass).comp hlim.mass have hfull : (ν : Measure X) Set.univ ≤ (ν : Measure X) Z := by apply ENNReal.le_of_forall_pos_le_add intro ε hε _ obtain ⟨K,hK,hKZ,hbound⟩ := hcompact ε hε have hle : ∀ n, (μ n : Measure X) Set.univ ≤ (μ n : Measure X) K + ε := by intro n rw [← measure_add_measure_compl hK.isClosed.measurableSet] exact add_le_add le_rfl (hbound n) have hsup := Filter.limsup_le_limsup (f := atTop) (Eventually.of_forall hle) rw [hmass.limsup_eq, limsup_add_const atTop _ _ (by isBoundedDefault) (by isBoundedDefault)] at hsup exact hsup.trans (add_le_add ((FiniteMeasure.limsup_measure_closed_le_of_tendsto hlim hK.isClosed).trans (measure_mono hKZ)) le_rfl) rw [ae_iff] change (ν : Measure X) Zᶜ = 0 rw [measure_compl hZ (by finiteness), tsub_eq_zero_of_le hfull] /-- The loss outside a product compact set is bounded by its two marginal losses. The identity set itself may only be Borel. -/ theorem measure_pair_compact_loss {X : Type*} [MeasurableSpace X] (μ : Measure (X × X)) (Q : Set X) (hQ : MeasurableSet Q) (Z : Set (X × X)) (hZ : ∀ᵐ z ∂μ, z ∈ Z) : μ ((Q ×ˢ Q) ∩ Z)ᶜ ≤ (μ.map Prod.fst) Qᶜ + (μ.map Prod.snd) Qᶜ := by have he : (((Q ×ˢ Q) ∩ Z)ᶜ : Set (X × X)) =ᵐ[μ] ((Q ×ˢ Q)ᶜ : Set (X × X)) := by filter_upwards [hZ] with z hz apply propext change (¬ (z ∈ Q ×ˢ Q ∧ z ∈ Z)) ↔ ¬ z ∈ Q ×ˢ Q simp [hz] rw [measure_congr he] have hs : (Q ×ˢ Q)ᶜ = (Prod.fst ⁻¹' Qᶜ) ∪ (Prod.snd ⁻¹' Qᶜ) := by ext z simp only [Set.mem_compl_iff, Set.mem_prod, Set.mem_union, Set.mem_preimage] tauto rw [hs, Measure.map_apply measurable_fst hQ.compl, Measure.map_apply measurable_snd hQ.compl] exact measure_union_le _ _ end FiniteFactor end OAI