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Project-declaredLean 4.33.0-rc1 · mathlib@0434c033

Measure Theory Submartingale i Sup of Real ne top

MeasureTheory.Submartingale.iSup_ofReal_ne_top

Plain-language statement

Alternative form of Submartingale.ae_bddAbove.

Exact Lean statement

lemma _root_.MeasureTheory.Submartingale.iSup_ofReal_ne_top (hsub : Submartingale Y 𝓕 P)
    (hnonneg : 0 ≤ Y) (n : ι) : ∀ᵐ ω ∂P, ⨆ i ≤ n, ENNReal.ofReal (Y i ω) ≠ ∞

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma _root_.MeasureTheory.Submartingale.iSup_ofReal_ne_top (hsub : Submartingale Y 𝓕 P)    (hnonneg : 0  Y) (n : ι) : ᵐ ω ∂P, ⨆ i  n, ENNReal.ofReal (Y i ω) := by  let supY (ω : Ω) := ⨆ i  n, ENNReal.ofReal (Y i ω)  have hmeasY (i : ι) : Measurable (Y i) :=    (hsub.stronglyMeasurable i).measurable.mono (𝓕.le _) (le_refl _)  change P {ω | ¬supY ω  ∞} = 0  push Not  convert Antitone.measure_iInter (s := fun ε : 0  {ω | (ε : 0∞)  supY ω}) ?_ ?_ ?_  · ext ω    simp only [Set.mem_ofPred_eq, Set.mem_iInter]    constructor    · simp +contextual    · apply ENNReal.eq_top_of_forall_nnreal_le  · symm    erw [ le_bot_iff]    calc      _  ⨅ ε > (0 : 0), ENNReal.ofReal (ε⁻¹ • ∫ ω in {ω | ε  supY ω}, Y n ω ∂P) := by        gcongr with ε        refine le_iInf fun hε0  ?_        rw [ENNReal.ofReal_smul, le_inv_smul_iff_of_pos hε0, ENNReal.le_ofReal_iff_toReal_le]        · simp only [Measure.nnreal_smul_coe_apply, ENNReal.toReal_mul, ENNReal.coe_toReal]          exact maximal_ineq_countable_ennreal hsub hnonneg ε n        · finiteness        · exact setIntegral_nonneg (measurableSet_le measurable_const (by fun_prop))            fun ω _  hnonneg n ω      _  ⨅ ε > (0 : 0), ENNReal.ofReal (ε⁻¹ • ∫ ω, Y n ω ∂P) := by        gcongr with ε hε0        · exact .of_forall (hnonneg n)        · exact hsub.integrable n        · exact P.restrict_le_self      _ = 0 := by        apply iInf_eq_of_tendsto        · intro ε₁ ε₂ h          refine le_iInf fun hε₁  ?_          simp only [iInf_pos (hε₁.trans_le h)]          gcongr          exact integral_nonneg (hnonneg n)        · convert (ENNReal.tendsto_ofReal ((tendsto_inv_atTop_zero (𝕜 := 0)).smul_const            (∫ ω, Y n ω ∂P))).congr' ?_          · simp          · filter_upwards [eventually_gt_atTop 0] with ε hε0            simp [hε0]  · exact Set.monotone_preimage.comp_antitone ENNReal.coe_mono.Ici  · exact fun r  (measurableSet_le measurable_const (by fun_prop)).nullMeasurableSet  · use 0; finiteness
Project
Brownian motion
License
Apache-2.0
Commit
5077304f5e73
Source
BrownianMotion/StochasticIntegral/DoobLp.lean:247-291

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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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