Borel (measurable) space #
Main definitions #
borel α: the leastσ-algebra that contains all open sets;class BorelSpace: a space withTopologicalSpaceandMeasurableSpacestructures such that‹MeasurableSpace α› = borel α;class OpensMeasurableSpace: a space withTopologicalSpaceandMeasurableSpacestructures such that all open sets are measurable; equivalently,borel α ≤ ‹MeasurableSpace α›.BorelSpaceinstances onEmpty,Unit,Bool,Nat,Int,Rat;MeasurableSpaceandBorelSpaceinstances onℝ,ℝ≥0,ℝ≥0∞.
Main statements #
IsOpen.measurableSet,IsClosed.measurableSet: open and closed sets are measurable;Continuous.measurable: a continuous function is measurable;Continuous.measurable2: iff : α → βandg : α → γare measurable andop : β × γ → δis continuous, thenfun x => op (f x, g y)is measurable;Measurable.addetc : dot notation for arithmetic operations onMeasurablepredicates, and similarly fordistandedist;AEMeasurable.add: similar dot notation for almost everywhere measurable functions;Measurable.ennreal*: special cases for arithmetic operations onℝ≥0∞.
MeasurableSpace structure generated by TopologicalSpace.
Equations
- borel α = MeasurableSpace.generateFrom {s | IsOpen s}
Instances For
Borel-measurable sets are measurable.
A space with MeasurableSpace and TopologicalSpace structures such that
all open sets are measurable.
Instances
The measurable sets are exactly the Borel-measurable sets.
A space with MeasurableSpace and TopologicalSpace structures such that
the σ-algebra of measurable sets is exactly the σ-algebra generated by open sets.
Instances
The behaviour of borelize α depends on the existing assumptions on α.
- if
αis a topological space with instances[MeasurableSpace α] [BorelSpace α], thenborelize αreplaces the former instance byborel α; - otherwise,
borelize αadds instancesborel α : MeasurableSpace αand⟨rfl⟩ : BorelSpace α.
Finally, borelize α β γ runs borelize α; borelize β; borelize γ.
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Instances For
Add instances borel e : MeasurableSpace e and ⟨rfl⟩ : BorelSpace e.
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Given a type e, an assumption i : MeasurableSpace e, and an instance [BorelSpace e],
replace i with borel e.
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Given a type $t, if there is an assumption [i : MeasurableSpace $t], then try to prove
[BorelSpace $t] and replace i with borel $t. Otherwise, add instances
borel $t : MeasurableSpace $t and ⟨rfl⟩ : BorelSpace $t.
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In a BorelSpace all open sets are measurable.
If s is a measurable set, then 𝓝[s] a is a measurably generated filter for
each a. This cannot be an instance because it depends on a non-instance hs : MeasurableSet s.
The projection out of
SecondCountableTopologyEither
The typeclass SecondCountableTopologyEither α β registers the fact that at least one of
the two spaces has second countable topology. This is the right assumption to ensure that continuous
maps from α to β are strongly measurable.
Instances
If either α or β has second-countable topology, then the open sets in α × β belong to the
product sigma-algebra.
Two finite measures on a Borel space are equal if they agree on all closed-open intervals. If
α is a conditionally complete linear order with no top element,
MeasureTheory.Measure.ext_of_Ico is an extensionality lemma with weaker assumptions on μ and
ν.
Two finite measures on a Borel space are equal if they agree on all open-closed intervals. If
α is a conditionally complete linear order with no top element,
MeasureTheory.Measure.ext_of_Ioc is an extensionality lemma with weaker assumptions on μ and
ν.
Two measures which are finite on closed-open intervals are equal if the agree on all closed-open intervals.
Two measures which are finite on closed-open intervals are equal if the agree on all open-closed intervals.
Two measures which are finite on closed-open intervals are equal if the agree on all closed-open intervals.
Two measures which are finite on closed-open intervals are equal if the agree on all open-closed intervals.
Two finite measures on a Borel space are equal if they agree on all left-infinite right-closed intervals.
Two finite measures on a Borel space are equal if they agree on all left-closed right-infinite intervals.
A continuous function from an OpensMeasurableSpace to a BorelSpace
is measurable.
A continuous function from an OpensMeasurableSpace to a BorelSpace
is ae-measurable.
If a function is defined piecewise in terms of functions which are continuous on their respective pieces, then it is measurable.
A homeomorphism between two Borel spaces is a measurable equivalence.
Equations
- Homeomorph.toMeasurableEquiv h = { toEquiv := h.toEquiv, measurable_toFun := (_ : Measurable ↑h), measurable_invFun := (_ : Measurable ↑(Homeomorph.symm h)) }
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If a function is the least upper bound of countably many measurable functions, then it is measurable.
If a function is the least upper bound of countably many measurable functions on a measurable
set s, and coincides with a measurable function outside of s, then it is measurable.
If a function is the greatest lower bound of countably many measurable functions, then it is measurable.
If a function is the greatest lower bound of countably many measurable functions on a measurable
set s, and coincides with a measurable function outside of s, then it is measurable.
If a set is a right-neighborhood of all of its points, then it is measurable.
liminf over a general filter is measurable. See measurable_liminf for the version over ℕ.
limsup over a general filter is measurable. See measurable_limsup for the version over ℕ.
liminf over ℕ is measurable. See measurable_liminf' for a version with a general filter.
limsup over ℕ is measurable. See measurable_limsup' for a version with a general filter.
Convert a Homeomorph to a MeasurableEquiv.
Equations
- Homemorph.toMeasurableEquiv h = { toEquiv := h.toEquiv, measurable_toFun := (_ : Measurable h.toFun), measurable_invFun := (_ : Measurable h.invFun) }
Instances For
Equations
Equations
- NNReal.measurableSpace = Subtype.instMeasurableSpace
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One can cut out ℝ≥0∞ into the sets {0}, Ico (t^n) (t^(n+1)) for n : ℤ and {∞}. This
gives a way to compute the measure of a set in terms of sets on which a given function f does not
fluctuate by more than t.
If a set has a closed thickening with finite measure, then the measure of its r-closed
thickenings converges to the measure of its closure as r tends to 0.
If a closed set has a closed thickening with finite measure, then the measure of its closed
r-thickenings converge to its measure as r tends to 0.
If a set has a thickening with finite measure, then the measures of its r-thickenings
converge to the measure of its closure as r > 0 tends to 0.
If a closed set has a thickening with finite measure, then the measure of its
r-thickenings converge to its measure as r > 0 tends to 0.
Given a compact set in a proper space, the measure of its r-closed thickenings converges to
its measure as r tends to 0.
The intervals (-(n + 1), (n + 1)) form a finite spanning sets in the set of open intervals
with rational endpoints for a locally finite measure μ on ℝ.
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ℝ≥0∞ is MeasurableEquiv to ℝ≥0 ⊕ Unit.
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note: ℝ≥0∞ can probably be generalized in a future version of this lemma.
The set of finite EReal numbers is MeasurableEquiv to ℝ.