import OAI.Probability.FreeIsing.Estimates.ProjectiveExtension namespace OAI noncomputable section open MeasureTheory ProbabilityTheory open scoped NNReal namespace Problem367.BrownianExistence theorem exists_preWienerMeasure : ∃ ν : Measure (ℝ≥0 → ℝ), IsProbabilityMeasure ν ∧ IsProjectiveLimit ν BrownianReal.projectiveFamily := CountableProjective.exists_projective_limit BrownianReal.projectiveFamily BrownianReal.isProjectiveMeasureFamily_projectiveFamily def preWienerMeasure : Measure (ℝ≥0 → ℝ) := Classical.choose exists_preWienerMeasure instance : IsProbabilityMeasure preWienerMeasure := (Classical.choose_spec exists_preWienerMeasure).1 theorem preWienerMeasure_projectiveLimit : IsProjectiveLimit preWienerMeasure BrownianReal.projectiveFamily := (Classical.choose_spec exists_preWienerMeasure).2 theorem coordinate_isPreBrownianReal : IsPreBrownianReal (fun t (ω : ℝ≥0 → ℝ) => ω t) preWienerMeasure where hasLaw I := { aemeasurable := (Finset.measurable_restrict I).aemeasurable map_eq := preWienerMeasure_projectiveLimit I } end Problem367.BrownianExistence end end OAI