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Project-declaredLean 4.33.0-rc1 · mathlib@0434c033

Null Measurable debut

MeasureTheory.nullMeasurable_debut

Plain-language statement

The début of an analytic set in is universally measurable: it is null-measurable for any finite measure.

Exact Lean statement

lemma nullMeasurable_debut {ι : Type}
    [ConditionallyCompleteLinearOrder ι] [DenselyOrdered ι] [NoMaxOrder ι]
    [TopologicalSpace ι] [OrderTopology ι] [MeasurableSpace ι] [PolishSpace ι] [BorelSpace ι]
    {P : Measure Ω} [IsFiniteMeasure P] {s : Set (ι × Ω)}
    (hs : IsPavingAnalytic MeasurableSet s) (u : ι) :
    NullMeasurable (debut s u) P

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma nullMeasurable_debut {ι : Type}    [ConditionallyCompleteLinearOrder ι] [DenselyOrdered ι] [NoMaxOrder ι]    [TopologicalSpace ι] [OrderTopology ι] [MeasurableSpace ι] [PolishSpace ι] [BorelSpace ι]    {P : Measure Ω} [IsFiniteMeasure P] {s : Set (ι × Ω)}    (hs : IsPavingAnalytic MeasurableSet s) (u : ι) :    NullMeasurable (debut s u) P := by  have h_lt (r : ι) : NullMeasurableSet {ω | debut s u ω < r} P :=    hs.nullMeasurableSet_debut_lt u r  refine nullMeasurable_of_Iio fun x  ?_  cases x with  | top =>    obtain v, hv := exists_seq_tendsto (atTop : Filter ι)    have : debut s u ⁻¹' Set.Iio (⊤ : WithTop ι) = ⋃ (n : ), {ω | debut s u ω < v n} := by      ext ω      simp only [Set.mem_preimage, Set.mem_Iio, Set.mem_iUnion, Set.mem_ofPred_eq]      refine fun h_debut  ?_, fun i, h_lt  lt_top_of_lt h_lt      lift debut s u ω to ι using h_debut.ne with x      norm_cast      exact (Tendsto.eventually_gt_atTop hv x).exists    rw [this]    exact NullMeasurableSet.iUnion fun n  mod_cast h_lt (v n)  | coe r => exact h_lt r
Project
Brownian motion
License
Apache-2.0
Commit
5077304f5e73
Source
BrownianMotion/Choquet/Debut.lean:361-382

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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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