Documentation

Mathlib.MeasureTheory.PiSystem

Induction principles for measurable sets, related to π-systems and λ-systems. #

Main statements #

Implementation details #

def IsPiSystem {α : Type u_1} (C : Set (Set α)) :

A π-system is a collection of subsets of α that is closed under binary intersection of non-disjoint sets. Usually it is also required that the collection is nonempty, but we don't do that here.

Equations
Instances For
    theorem IsPiSystem.singleton {α : Type u_1} (S : Set α) :
    theorem IsPiSystem.insert_empty {α : Type u_1} {S : Set (Set α)} (h_pi : IsPiSystem S) :
    theorem IsPiSystem.insert_univ {α : Type u_1} {S : Set (Set α)} (h_pi : IsPiSystem S) :
    IsPiSystem (insert Set.univ S)
    theorem IsPiSystem.comap {α : Type u_1} {β : Type u_2} {S : Set (Set β)} (h_pi : IsPiSystem S) (f : α → β) :
    IsPiSystem {s | ∃ t, t ∈ S ∧ f ⁻¹' t = s}
    theorem isPiSystem_iUnion_of_directed_le {α : Type u_1} {ι : Sort u_2} (p : ι → Set (Set α)) (hp_pi : ∀ (n : ι), IsPiSystem (p n)) (hp_directed : Directed (fun x x_1 => x ≤ x_1) p) :
    IsPiSystem (⋃ (n : ι), p n)
    theorem isPiSystem_iUnion_of_monotone {α : Type u_1} {ι : Type u_2} [SemilatticeSup ι] (p : ι → Set (Set α)) (hp_pi : ∀ (n : ι), IsPiSystem (p n)) (hp_mono : Monotone p) :
    IsPiSystem (⋃ (n : ι), p n)
    theorem isPiSystem_image_Iio {α : Type u_1} [LinearOrder α] (s : Set α) :
    IsPiSystem (Set.Iio '' s)
    theorem isPiSystem_Iio {α : Type u_1} [LinearOrder α] :
    theorem isPiSystem_image_Ioi {α : Type u_1} [LinearOrder α] (s : Set α) :
    IsPiSystem (Set.Ioi '' s)
    theorem isPiSystem_Ioi {α : Type u_1} [LinearOrder α] :
    theorem isPiSystem_image_Iic {α : Type u_1} [LinearOrder α] (s : Set α) :
    IsPiSystem (Set.Iic '' s)
    theorem isPiSystem_Iic {α : Type u_1} [LinearOrder α] :
    theorem isPiSystem_image_Ici {α : Type u_1} [LinearOrder α] (s : Set α) :
    IsPiSystem (Set.Ici '' s)
    theorem isPiSystem_Ici {α : Type u_1} [LinearOrder α] :
    theorem isPiSystem_Ixx_mem {α : Type u_1} [LinearOrder α] {Ixx : α → α → Set α} {p : α → α → Prop} (Hne : {a b : α} → Set.Nonempty (Ixx a b) → p a b) (Hi : ∀ {a₁ b₁ a₂ b₂ : α}, Ixx a₁ b₁ ∩ Ixx a₂ b₂ = Ixx (max a₁ a₂) (min b₁ b₂)) (s : Set α) (t : Set α) :
    IsPiSystem {S | ∃ l, l ∈ s ∧ ∃ u, u ∈ t ∧ p l u ∧ Ixx l u = S}
    theorem isPiSystem_Ixx {α : Type u_1} {ι : Sort u_2} {ι' : Sort u_3} [LinearOrder α] {Ixx : α → α → Set α} {p : α → α → Prop} (Hne : {a b : α} → Set.Nonempty (Ixx a b) → p a b) (Hi : ∀ {a₁ b₁ a₂ b₂ : α}, Ixx a₁ b₁ ∩ Ixx a₂ b₂ = Ixx (max a₁ a₂) (min b₁ b₂)) (f : ι → α) (g : ι' → α) :
    IsPiSystem {S | ∃ i j, p (f i) (g j) ∧ Ixx (f i) (g j) = S}
    theorem isPiSystem_Ioo_mem {α : Type u_1} [LinearOrder α] (s : Set α) (t : Set α) :
    IsPiSystem {S | ∃ l, l ∈ s ∧ ∃ u, u ∈ t ∧ l < u ∧ Set.Ioo l u = S}
    theorem isPiSystem_Ioo {α : Type u_1} {ι : Sort u_2} {ι' : Sort u_3} [LinearOrder α] (f : ι → α) (g : ι' → α) :
    IsPiSystem {S | ∃ l u, f l < g u ∧ Set.Ioo (f l) (g u) = S}
    theorem isPiSystem_Ioc_mem {α : Type u_1} [LinearOrder α] (s : Set α) (t : Set α) :
    IsPiSystem {S | ∃ l, l ∈ s ∧ ∃ u, u ∈ t ∧ l < u ∧ Set.Ioc l u = S}
    theorem isPiSystem_Ioc {α : Type u_1} {ι : Sort u_2} {ι' : Sort u_3} [LinearOrder α] (f : ι → α) (g : ι' → α) :
    IsPiSystem {S | ∃ i j, f i < g j ∧ Set.Ioc (f i) (g j) = S}
    theorem isPiSystem_Ico_mem {α : Type u_1} [LinearOrder α] (s : Set α) (t : Set α) :
    IsPiSystem {S | ∃ l, l ∈ s ∧ ∃ u, u ∈ t ∧ l < u ∧ Set.Ico l u = S}
    theorem isPiSystem_Ico {α : Type u_1} {ι : Sort u_2} {ι' : Sort u_3} [LinearOrder α] (f : ι → α) (g : ι' → α) :
    IsPiSystem {S | ∃ i j, f i < g j ∧ Set.Ico (f i) (g j) = S}
    theorem isPiSystem_Icc_mem {α : Type u_1} [LinearOrder α] (s : Set α) (t : Set α) :
    IsPiSystem {S | ∃ l, l ∈ s ∧ ∃ u, u ∈ t ∧ l ≤ u ∧ Set.Icc l u = S}
    theorem isPiSystem_Icc {α : Type u_1} {ι : Sort u_2} {ι' : Sort u_3} [LinearOrder α] (f : ι → α) (g : ι' → α) :
    IsPiSystem {S | ∃ i j, f i ≤ g j ∧ Set.Icc (f i) (g j) = S}
    inductive generatePiSystem {α : Type u_1} (S : Set (Set α)) :
    Set (Set α)

    Given a collection S of subsets of α, then generatePiSystem S is the smallest π-system containing S.

    Instances For
      theorem generatePiSystem_subset_self {α : Type u_1} {S : Set (Set α)} (h_S : IsPiSystem S) :
      theorem generatePiSystem_eq {α : Type u_1} {S : Set (Set α)} (h_pi : IsPiSystem S) :
      theorem generatePiSystem_mono {α : Type u_1} {S : Set (Set α)} {T : Set (Set α)} (hST : S ⊆ T) :
      theorem generatePiSystem_measurableSet {α : Type u_1} [M : MeasurableSpace α] {S : Set (Set α)} (h_meas_S : ∀ (s : Set α), s ∈ S → MeasurableSet s) (t : Set α) (h_in_pi : t ∈ generatePiSystem S) :
      theorem mem_generatePiSystem_iUnion_elim {α : Type u_1} {β : Type u_2} {g : β → Set (Set α)} (h_pi : ∀ (b : β), IsPiSystem (g b)) (t : Set α) (h_t : t ∈ generatePiSystem (⋃ (b : β), g b)) :
      ∃ T f, t = ⋂ (b : β) (_ : b ∈ T), f b ∧ ∀ (b : β), b ∈ T → f b ∈ g b
      theorem mem_generatePiSystem_iUnion_elim' {α : Type u_1} {β : Type u_2} {g : β → Set (Set α)} {s : Set β} (h_pi : ∀ (b : β), b ∈ s → IsPiSystem (g b)) (t : Set α) (h_t : t ∈ generatePiSystem (⋃ (b : β) (_ : b ∈ s), g b)) :
      ∃ T f, ↑T ⊆ s ∧ t = ⋂ (b : β) (_ : b ∈ T), f b ∧ ∀ (b : β), b ∈ T → f b ∈ g b

      π-system generated by finite intersections of sets of a π-system family #

      def piiUnionInter {α : Type u_1} {ι : Type u_2} (π : ι → Set (Set α)) (S : Set ι) :
      Set (Set α)

      From a set of indices S : Set ι and a family of sets of sets π : ι → Set (Set α), define the set of sets that can be written as ⋂ x ∈ t, f x for some finset t ⊆ S and sets f x ∈ π x. If π is a family of π-systems, then it is a π-system.

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      Instances For
        theorem piiUnionInter_singleton {α : Type u_1} {ι : Type u_2} (π : ι → Set (Set α)) (i : ι) :
        piiUnionInter π {i} = π i ∪ {Set.univ}
        theorem piiUnionInter_singleton_left {α : Type u_1} {ι : Type u_2} (s : ι → Set α) (S : Set ι) :
        piiUnionInter (fun i => {s i}) S = {s' | ∃ t x, s' = ⋂ (i : ι) (_ : i ∈ t), s i}
        theorem generateFrom_piiUnionInter_singleton_left {α : Type u_1} {ι : Type u_2} (s : ι → Set α) (S : Set ι) :
        theorem isPiSystem_piiUnionInter {α : Type u_1} {ι : Type u_2} (π : ι → Set (Set α)) (hpi : ∀ (x : ι), IsPiSystem (π x)) (S : Set ι) :

        If π is a family of π-systems, then piiUnionInter π S is a π-system.

        theorem piiUnionInter_mono_left {α : Type u_1} {ι : Type u_2} {π : ι → Set (Set α)} {π' : ι → Set (Set α)} (h_le : ∀ (i : ι), π i ⊆ π' i) (S : Set ι) :
        theorem piiUnionInter_mono_right {α : Type u_1} {ι : Type u_2} {π : ι → Set (Set α)} {S : Set ι} {T : Set ι} (hST : S ⊆ T) :
        theorem generateFrom_piiUnionInter_le {α : Type u_1} {ι : Type u_2} {m : MeasurableSpace α} (π : ι → Set (Set α)) (h : ∀ (n : ι), MeasurableSpace.generateFrom (π n) ≤ m) (S : Set ι) :
        theorem subset_piiUnionInter {α : Type u_1} {ι : Type u_2} {π : ι → Set (Set α)} {S : Set ι} {i : ι} (his : i ∈ S) :
        π i ⊆ piiUnionInter π S
        theorem mem_piiUnionInter_of_measurableSet {α : Type u_1} {ι : Type u_2} (m : ι → MeasurableSpace α) {S : Set ι} {i : ι} (hiS : i ∈ S) (s : Set α) (hs : MeasurableSet s) :
        s ∈ piiUnionInter (fun n => {s | MeasurableSet s}) S
        theorem le_generateFrom_piiUnionInter {α : Type u_1} {ι : Type u_2} {π : ι → Set (Set α)} (S : Set ι) {x : ι} (hxS : x ∈ S) :
        theorem measurableSet_iSup_of_mem_piiUnionInter {α : Type u_1} {ι : Type u_2} (m : ι → MeasurableSpace α) (S : Set ι) (t : Set α) (ht : t ∈ piiUnionInter (fun n => {s | MeasurableSet s}) S) :
        theorem generateFrom_piiUnionInter_measurableSet {α : Type u_1} {ι : Type u_2} (m : ι → MeasurableSpace α) (S : Set ι) :
        MeasurableSpace.generateFrom (piiUnionInter (fun n => {s | MeasurableSet s}) S) = ⨆ (i : ι) (_ : i ∈ S), m i

        Dynkin systems and Π-λ theorem #

        structure MeasurableSpace.DynkinSystem (α : Type u_2) :
        Type u_2

        A Dynkin system is a collection of subsets of a type α that contains the empty set, is closed under complementation and under countable union of pairwise disjoint sets. The disjointness condition is the only difference with σ-algebras.

        The main purpose of Dynkin systems is to provide a powerful induction rule for σ-algebras generated by a collection of sets which is stable under intersection.

        A Dynkin system is also known as a "λ-system" or a "d-system".

        Instances For
          theorem MeasurableSpace.DynkinSystem.has_iUnion {α : Type u_1} (d : MeasurableSpace.DynkinSystem α) {β : Type u_2} [Countable β] {f : β → Set α} (hd : Pairwise (Disjoint on f)) (h : ∀ (i : β), MeasurableSpace.DynkinSystem.Has d (f i)) :
          MeasurableSpace.DynkinSystem.Has d (⋃ (i : β), f i)
          theorem MeasurableSpace.DynkinSystem.has_diff {α : Type u_1} (d : MeasurableSpace.DynkinSystem α) {s₁ : Set α} {s₂ : Set α} (h₁ : MeasurableSpace.DynkinSystem.Has d s₁) (h₂ : MeasurableSpace.DynkinSystem.Has d s₂) (h : s₂ ⊆ s₁) :
          Equations
          • MeasurableSpace.DynkinSystem.instLEDynkinSystem = { le := fun m₁ m₂ => m₁.Has ≤ m₂.Has }
          Equations
          • One or more equations did not get rendered due to their size.

          Every measurable space (σ-algebra) forms a Dynkin system

          Instances For
            inductive MeasurableSpace.DynkinSystem.GenerateHas {α : Type u_1} (s : Set (Set α)) :
            Set α → Prop

            The least Dynkin system containing a collection of basic sets. This inductive type gives the underlying collection of sets.

            Instances For

              The least Dynkin system containing a collection of basic sets.

              Equations
              • One or more equations did not get rendered due to their size.
              Instances For
                Equations

                If a Dynkin system is closed under binary intersection, then it forms a σ-algebra.

                Instances For

                  If s is in a Dynkin system d, we can form the new Dynkin system {s ∩ t | t ∈ d}.

                  Equations
                  • One or more equations did not get rendered due to their size.
                  Instances For

                    Dynkin's π-λ theorem: Given a collection of sets closed under binary intersections, then the Dynkin system it generates is equal to the σ-algebra it generates. This result is known as the π-λ theorem. A collection of sets closed under binary intersection is called a π-system (often requiring additionally that it is non-empty, but we drop this condition in the formalization).

                    theorem MeasurableSpace.induction_on_inter {α : Type u_1} {C : Set α → Prop} {s : Set (Set α)} [m : MeasurableSpace α] (h_eq : m = MeasurableSpace.generateFrom s) (h_inter : IsPiSystem s) (h_empty : C ∅) (h_basic : (t : Set α) → t ∈ s → C t) (h_compl : (t : Set α) → MeasurableSet t → C t → C tᶜ) (h_union : (f : ℕ → Set α) → Pairwise (Disjoint on f) → (∀ (i : ℕ), MeasurableSet (f i)) → ((i : ℕ) → C (f i)) → C (⋃ (i : ℕ), f i)) ⦃t : Set α⦄ :
                    MeasurableSet t → C t