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
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 : ℝ≥0 ↦ {ω | (ε : ℝ≥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 : ℝ≥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 : ℝ≥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 := ℝ≥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
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.
Source project: Brownian motion
Person-level attribution pending.
Dense comap val nhds Within Iio ne Bot
Dense.comap_val_nhdsWithin_Iio_neBot
Plain-language statement
This is the dual of Dense.comap_val_nhdsWithin_Ioi_neBot.
Source project: Brownian motion
Person-level attribution pending.
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.
Source project: Brownian motion
Person-level attribution pending.