All proofs
Project-declaredLean 4.33.0-rc1 · mathlib@0434c033

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

Canonical source
Full Lean sourceLean 4
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' :    := 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

Reuse this declaration

Bring the exact result into your workflow

The import identifies the source module. Your project still needs the pinned package dependency shown on this page.

What this badge means

This completion status comes from the project or community source. It has not yet been represented here as an independent rebuild and axiom audit.

Continue in this project

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.

View proof record
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.

View proof record