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Project-declaredLean 4.33.0-rc1 · mathlib@0434c033

Limsup le of eventually monotone of tendsto on dense

limsup_le_of_eventually_monotone_of_tendsto_on_dense

Plain-language statement

Convergence on a dense set of a collection of monotone function controls the limsup at a point if f is right continuous at a. We prove this under the assumption that α has both a bottom element and a top element. The bottom element is needed because otherwise limsup evaluated at the bottome element may give a junk value to break the inequality.

Exact Lean statement

lemma limsup_le_of_eventually_monotone_of_tendsto_on_dense {ι α β : Type*} [LinearOrder α]
    [BoundedOrder α] [TopologicalSpace α] [OrderTopology α] [DenselyOrdered α]
    [ConditionallyCompleteLinearOrder β] [TopologicalSpace β] [OrderTopology β] {l : Filter ι}
    [l.NeBot] {D : Set α} {F : ι → α → β} {f : α → β} (hF : ∀ᶠ i in l, Monotone (F i))
    (hD : Dense D) (htop : ⊤ ∈ D) (hbot : ⊥ ∈ D) {a : α} (hfa : ContinuousWithinAt f (Set.Ioi a) a)
    (hlim : ∀ t ∈ D, Tendsto (F · t) l (𝓝 (f t))) :
    limsup (F · a) l ≤ f a

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma limsup_le_of_eventually_monotone_of_tendsto_on_dense {ι α β : Type*} [LinearOrder α]    [BoundedOrder α] [TopologicalSpace α] [OrderTopology α] [DenselyOrdered α]    [ConditionallyCompleteLinearOrder β] [TopologicalSpace β] [OrderTopology β] {l : Filter ι}    [l.NeBot] {D : Set α} {F : ι  α  β} {f : α  β} (hF : ᶠ i in l, Monotone (F i))    (hD : Dense D) (htop : ⊤  D) (hbot : ⊥  D) {a : α} (hfa : ContinuousWithinAt f (Set.Ioi a) a)    (hlim :  t  D, Tendsto (F · t) l (𝓝 (f t))) :    limsup (F · a) l  f a := by  by_cases! ha : a =  · rw [ha, (hlim ⊤ htop).limsup_eq]  · have : (comap ((↑) : D  α) (𝓝[>] a)).NeBot := hD.comap_val_nhdsWithin_Ioi_neBot ha.lt_top    refine (isClosed_Ici (a := limsup (F · a) l)).mem_of_tendsto (Tendsto.comp hfa      (tendsto_comap (f := ((↑) : D  α)))) ?_    rw [eventually_comap, eventually_nhdsWithin_iff]    filter_upwards with z hz d rfl    simp only [Function.comp_apply, Set.mem_Ici,  (hlim d d.2).limsup_eq]    refine limsup_le_limsup ?_ ?_ (hlim d d.2).isBoundedUnder_le    · filter_upwards [hF] with i hi using hi hz.le    · refine (hlim ⊥ hbot).isCoboundedUnder_le.trans ?_      filter_upwards [hF] with i hi using hi bot_le
Project
Brownian motion
License
Apache-2.0
Commit
5077304f5e73
Source
BrownianMotion/StochasticIntegral/DoobMeyer.lean:971-989

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Related declarations

Project-declaredLean 4.33.0-rc1

Continuous Within At Iio indicator Ioc

continuousWithinAt_Iio_indicator_Ioc

Plain-language statement

The indicator of a half-open interval Ioc a b with constant value c is left-continuous: when approached from the left it is eventually constant, so it is continuous within Iio t at t for every t.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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Project-declaredLean 4.33.0-rc1

Dense comap val nhds Within Ioi ne Bot

Dense.comap_val_nhdsWithin_Ioi_neBot

Project documentation

This is an auxillary lemma used to prove Dense.monotone_of_isRightContinuous. It is saying that if D is a dense set and a, b are two points such that a < b, then the comap of 𝓝[Set.Ioi a] a under the inclusion D → α is nontrivial. Note that a < b is necessary as this is clearly not true if a is a top element.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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