Alt Set eq upcrossings Before
ProbabilityTheory.altSet_eq_upcrossingsBefore
Plain-language statement
altSet X F a b m is exactly the event of at least m upcrossings of [a, b] by the monotone enumeration finIdx F t of F.
Exact Lean statement
lemma altSet_eq_upcrossingsBefore (hab : a < b) :
altSet X F a b m = {ω | m ≤ upcrossingsBefore a b (fun k ↦ X (finIdx F t k)) #F ω}Formal artifact
Lean source
lemma altSet_eq_upcrossingsBefore (hab : a < b) : altSet X F a b m = {ω | m ≤ upcrossingsBefore a b (fun k ↦ X (finIdx F t k)) #F ω} := by refine subset_antisymm ?_ ?_ · rintro ω ⟨c, hc1, hc2, hca, hcb⟩ have hex : ∀ i, i < 2 * m → ∃ k, k < #F ∧ finIdx F t k = c i := fun i hi ↦ exists_finIdx_eq (hc2 i hi) let c' : ℕ → ℕ := fun i ↦ if hi : i < 2 * m then (hex i hi).choose else 0 have hc'spec : ∀ i (hi : i < 2 * m), c' i < #F ∧ finIdx F t (c' i) = c i := by grind refine le_upcrossingsBefore_of_alternating hab (c := c') ?_ (by grind) ?_ ?_ · intro i hi obtain ⟨hlt1, heq1⟩ := hc'spec i (by lia) obtain ⟨hlt2, heq2⟩ := hc'spec (i + 1) hi rw [← finIdx_lt_finIdx_iff (t := t) hlt1 hlt2, heq1, heq2] exact hc1 i hi · intro i hi obtain ⟨_, heq⟩ := hc'spec (2 * i) (by lia) simp only [heq] exact hca i hi · intro i hi obtain ⟨_, heq⟩ := hc'spec (2 * i + 1) (by lia) simp only [heq] exact hcb i hi · intro ω hω obtain ⟨c, hmono, hcN, ha, hb⟩ := exists_alternating_of_le_upcrossingsBefore hab hω exact ⟨fun i ↦ finIdx F t (c i), fun i hi ↦ finIdx_lt_of_lt (hmono i hi) (hcN (i + 1) hi), fun i hi ↦ finIdx_mem (hcN i hi), fun i hi ↦ ha i hi, fun i hi ↦ hb i hi⟩- Project
- Brownian motion
- License
- Apache-2.0
- Commit
- 5077304f5e73
- Source
- BrownianMotion/StochasticIntegral/Quasimartingale/MaximalInequality.lean:238-263
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Source project: Brownian motion
Person-level attribution pending.
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Dense.comap_val_nhdsWithin_Iio_neBot
Plain-language statement
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Source project: Brownian motion
Person-level attribution pending.
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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.