Tendsto right Lim nhds LT
ProbabilityTheory.tendsto_rightLim_nhdsLT
Plain-language statement
The right-limit regularization inherits left limits of h along T.
Exact Lean statement
lemma tendsto_rightLim_nhdsLT (hTd : Dense T)
(hr : βαΆ y in π[<] x, Tendsto h (π[T β© Set.Ioi y] y) (π (r y))) {L : β}
(hL : Tendsto h (π[T β© Set.Iio x] x) (π L)) :
Tendsto r (π[<] x) (π L)Formal artifact
Lean source
lemma tendsto_rightLim_nhdsLT (hTd : Dense T) (hr : βαΆ y in π[<] x, Tendsto h (π[T β© Set.Ioi y] y) (π (r y))) {L : β} (hL : Tendsto h (π[T β© Set.Iio x] x) (π L)) : Tendsto r (π[<] x) (π L) := by by_cases hex : β u, u < x swap Β· have hempty : Set.Iio x = β
:= Set.eq_empty_iff_forall_notMem.2 (fun u hu β¦ hex β¨u, huβ©) rw [nhdsWithin, hempty, Filter.principal_empty, inf_bot_eq] exact tendsto_bot rw [(closed_nhds_basis L).tendsto_right_iff] rintro C β¨hCmem, hCclosedβ© have hev : βαΆ s in π[<] x β π T, h s β C := by rw [nhdsWithin_inf_principal, Set.inter_comm]; exact hL.eventually hCmem obtain β¨v, hvx, hvβ© := (nhdsLT_basis_of_exists_lt hex).eventually_iff.1 (Filter.eventually_inf_principal.1 hev) filter_upwards [Ioo_mem_nhdsLT hvx, hr] with y hy hr have hne := nhdsWithin_Ioi_inter_neBot hTd y rw [Set.inter_comm] at hne refine hCclosed.mem_of_tendsto hr ?_ rw [Set.inter_comm, β nhdsWithin_inf_principal] refine Filter.eventually_inf_principal.2 ?_ filter_upwards [Ioo_mem_nhdsGT hy.2] with s hs hsT exact hv β¨hy.1.trans hs.1, hs.2β© hsT- Project
- Brownian motion
- License
- Apache-2.0
- Commit
- 5077304f5e73
- Source
- BrownianMotion/StochasticIntegral/Quasimartingale/CadlagModification.lean:356-379
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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 π[Set.Ioi a] a under the inclusion D β Ξ± 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.