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Project-declaredLean 4.33.0-rc1 Β· mathlib@0434c033

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 : βˆ€αΆ  y in 𝓝[<] x, Tendsto h (𝓝[T ∩ Set.Ioi y] y) (𝓝 (r y))) {L : ℝ}
    (hL : Tendsto h (𝓝[T ∩ Set.Iio x] x) (𝓝 L)) :
    Tendsto r (𝓝[<] x) (𝓝 L)

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma tendsto_rightLim_nhdsLT (hTd : Dense T)    (hr : βˆ€αΆ  y in 𝓝[<] x, Tendsto h (𝓝[T ∩ Set.Ioi y] y) (𝓝 (r y))) {L : ℝ}    (hL : Tendsto h (𝓝[T ∩ Set.Iio x] x) (𝓝 L)) :    Tendsto r (𝓝[<] x) (𝓝 L) := by  by_cases hex : βˆƒ u, u < x  swap  Β· have hempty : Set.Iio x = βˆ… := Set.eq_empty_iff_forall_notMem.2      (fun u hu ↦ hex ⟨u, hu⟩)    rw [nhdsWithin, hempty, Filter.principal_empty, inf_bot_eq]    exact tendsto_bot  rw [(closed_nhds_basis L).tendsto_right_iff]  rintro C ⟨hCmem, hCclosed⟩  have hev : βˆ€αΆ  s in 𝓝[<] x βŠ“ π“Ÿ 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 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, ← nhdsWithin_inf_principal]  refine Filter.eventually_inf_principal.2 ?_  filter_upwards [Ioo_mem_nhdsGT hy.2] with s hs hsT  exact hv ⟨hy.1.trans hs.1, hs.2⟩ hsT
Project
Brownian motion
License
Apache-2.0
Commit
5077304f5e73
Source
BrownianMotion/StochasticIntegral/Quasimartingale/CadlagModification.lean:356-379

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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 β†’ Ξ± 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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