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Project-declaredLean 4.33.0-rc1 · mathlib@0434c033

Tendsto right Lim comp of lt

ProbabilityTheory.tendsto_rightLim_comp_of_lt

Plain-language statement

Along a strictly increasing sequence u → x from the left, the regularized values r (u k) tend to the left limit of h at x along T' ⊇ T.

Exact Lean statement

lemma tendsto_rightLim_comp_of_lt (hTd : Dense T) {T' : Set ι} (hTT' : T ⊆ T')
    (hr : ∀ y, Tendsto h (𝓝[T ∩ Set.Ioi y] y) (𝓝 (r y))) {u : ℕ → ι} {L : ℝ}
    (hux : ∀ k, u k < x) (hutend : Tendsto u atTop (𝓝 x))
    (hL : Tendsto h (𝓝[T' ∩ Set.Iio x] x) (𝓝 L)) :
    Tendsto (fun k ↦ r (u k)) atTop (𝓝 L)

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma tendsto_rightLim_comp_of_lt (hTd : Dense T) {T' : Set ι} (hTT' : T  T')    (hr :  y, Tendsto h (𝓝[T ∩ Set.Ioi y] y) (𝓝 (r y))) {u :   ι} {L : }    (hux :  k, u k < x) (hutend : Tendsto u atTop (𝓝 x))    (hL : Tendsto h (𝓝[T' ∩ Set.Iio x] x) (𝓝 L)) :    Tendsto (fun k  r (u k)) atTop (𝓝 L) := by  rw [(closed_nhds_basis L).tendsto_right_iff]  rintro C hCmem, hCclosed  have hev : ᶠ s in 𝓝[<] x ⊓ 𝓟 T', h s  C := by    rw [nhdsWithin_inf_principal, Set.inter_comm]; exact hL.eventually hCmem  obtain v, hvx, hv := (nhdsLT_basis_of_exists_lt u 0, hux 0).eventually_iff.1    (Filter.eventually_inf_principal.1 hev)  have hevk : ᶠ k in atTop, u k  Set.Ioi v :=    hutend (IsOpen.mem_nhds isOpen_Ioi hvx)  filter_upwards [hevk] with k hk  have hne := nhdsWithin_Ioi_inter_neBot hTd (u k)  rw [Set.inter_comm] at hne  refine hCclosed.mem_of_tendsto (hr (u k)) ?_  rw [Set.inter_comm,  nhdsWithin_inf_principal]  refine Filter.eventually_inf_principal.2 ?_  filter_upwards [Ioo_mem_nhdsGT (hux k)] with s hs hsT  exact hv hk.trans hs.1, hs.2 (hTT' hsT)
Project
Brownian motion
License
Apache-2.0
Commit
5077304f5e73
Source
BrownianMotion/StochasticIntegral/Quasimartingale/CadlagModification.lean:384-404

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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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