Borel (measurable) space #
Main definitions #
borel α: the leastσ-algebra that contains all open sets;class BorelSpace: a space withTopologicalSpaceandMeasurableSpacestructures such that‹MeasurableSpace α› = borel α;class OpensMeasurableSpace: a space withTopologicalSpaceandMeasurableSpacestructures such that all open sets are measurable; equivalently,borel α ≤ ‹MeasurableSpace α›.BorelSpaceinstances onEmpty,Unit,Bool,Nat,Int,Rat;MeasurableSpaceandBorelSpaceinstances onℝ,ℝ≥0,ℝ≥0∞.
Main statements #
IsOpen.measurableSet,IsClosed.measurableSet: open and closed sets are measurable;Continuous.measurable: a continuous function is measurable;Continuous.measurable2: iff : α → βandg : α → γare measurable andop : β × γ → δis continuous, thenfun x => op (f x, g y)is measurable;Measurable.addetc : dot notation for arithmetic operations onMeasurablepredicates, and similarly fordistandedist;AEMeasurable.add: similar dot notation for almost everywhere measurable functions;Measurable.ennreal*: special cases for arithmetic operations onℝ≥0∞.
MeasurableSpace structure generated by TopologicalSpace.
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- borel α = MeasurableSpace.generateFrom {s : Set α | IsOpen s}
Instances For
A space with MeasurableSpace and TopologicalSpace structures such that
all open sets are measurable.
Borel-measurable sets are measurable.
Instances
A space with MeasurableSpace and TopologicalSpace structures such that
the σ-algebra of measurable sets is exactly the σ-algebra generated by open sets.
The measurable sets are exactly the Borel-measurable sets.
Instances
The behaviour of borelize α depends on the existing assumptions on α.
- if
αis a topological space with instances[MeasurableSpace α] [BorelSpace α], thenborelize αreplaces the former instance byborel α; - otherwise,
borelize αadds instancesborel α : MeasurableSpace αand⟨rfl⟩ : BorelSpace α.
Finally, borelize α β γ runs borelize α; borelize β; borelize γ.
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Add instances borel e : MeasurableSpace e and ⟨rfl⟩ : BorelSpace e.
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Given a type e, an assumption i : MeasurableSpace e, and an instance [BorelSpace e],
replace i with borel e.
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Given a type $t, if there is an assumption [i : MeasurableSpace $t], then try to prove
[BorelSpace $t] and replace i with borel $t. Otherwise, add instances
borel $t : MeasurableSpace $t and ⟨rfl⟩ : BorelSpace $t.
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- ⋯ = ⋯
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- ⋯ = ⋯
In a BorelSpace all open sets are measurable.
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
If two points are topologically inseparable, then they can't be separated by a Borel measurable set.
If K is a compact set in an R₁ space and s ⊇ K is a Borel measurable superset,
then s includes the closure of K as well.
In an R₁ topological space with Borel measure μ,
the measure of the closure of a compact set K is equal to the measure of K.
See also MeasureTheory.Measure.OuterRegular.measure_closure_eq_of_isCompact
for a version that assumes μ to be outer regular
but does not assume the σ-algebra to be Borel.
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- ⋯ = ⋯
If s is a measurable set, then 𝓝[s] a is a measurably generated filter for
each a. This cannot be an instance because it depends on a non-instance hs : MeasurableSet s.
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
The typeclass SecondCountableTopologyEither α β registers the fact that at least one of
the two spaces has second countable topology. This is the right assumption to ensure that continuous
maps from α to β are strongly measurable.
- out : SecondCountableTopology α ∨ SecondCountableTopology β
The projection out of
SecondCountableTopologyEither
Instances
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- ⋯ = ⋯
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- ⋯ = ⋯
If either α or β has second-countable topology, then the open sets in α × β belong to the
product sigma-algebra.
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
Two finite measures on a Borel space are equal if they agree on all closed-open intervals. If
α is a conditionally complete linear order with no top element,
MeasureTheory.Measure.ext_of_Ico is an extensionality lemma with weaker assumptions on μ and
ν.
Two finite measures on a Borel space are equal if they agree on all open-closed intervals. If
α is a conditionally complete linear order with no top element,
MeasureTheory.Measure.ext_of_Ioc is an extensionality lemma with weaker assumptions on μ and
ν.
Two measures which are finite on closed-open intervals are equal if they agree on all closed-open intervals.
Two measures which are finite on closed-open intervals are equal if they agree on all open-closed intervals.
Two measures which are finite on closed-open intervals are equal if they agree on all closed-open intervals.
Two measures which are finite on closed-open intervals are equal if they agree on all open-closed intervals.
Two finite measures on a Borel space are equal if they agree on all left-infinite right-closed intervals.
Two finite measures on a Borel space are equal if they agree on all left-closed right-infinite intervals.
A continuous function from an OpensMeasurableSpace to a BorelSpace
is measurable.
A continuous function from an OpensMeasurableSpace to a BorelSpace
is ae-measurable.
If a function is defined piecewise in terms of functions which are continuous on their respective pieces, then it is measurable.
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
A homeomorphism between two Borel spaces is a measurable equivalence.
Equations
- Homeomorph.toMeasurableEquiv h = { toEquiv := h.toEquiv, measurable_toFun := ⋯, measurable_invFun := ⋯ }
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
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- ⋯ = ⋯
Given a measurable embedding to a Borel space which is also a topological embedding, then the source space is also a Borel space.
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- ⋯ = ⋯
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- ⋯ = ⋯
If a function is the least upper bound of countably many measurable functions, then it is measurable.
If a function is the least upper bound of countably many measurable functions on a measurable
set s, and coincides with a measurable function outside of s, then it is measurable.
If a function is the greatest lower bound of countably many measurable functions, then it is measurable.
If a function is the greatest lower bound of countably many measurable functions on a measurable
set s, and coincides with a measurable function outside of s, then it is measurable.
If a set is a right-neighborhood of all of its points, then it is measurable.
liminf over a general filter is measurable. See measurable_liminf for the version over ℕ.
limsup over a general filter is measurable. See measurable_limsup for the version over ℕ.
liminf over ℕ is measurable. See measurable_liminf' for a version with a general filter.
limsup over ℕ is measurable. See measurable_limsup' for a version with a general filter.
Convert a Homeomorph to a MeasurableEquiv.
Equations
- Homemorph.toMeasurableEquiv h = { toEquiv := h.toEquiv, measurable_toFun := ⋯, measurable_invFun := ⋯ }
Instances For
Equations
- NNReal.measurableSpace = Subtype.instMeasurableSpace
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One can cut out ℝ≥0∞ into the sets {0}, Ico (t^n) (t^(n+1)) for n : ℤ and {∞}. This
gives a way to compute the measure of a set in terms of sets on which a given function f does not
fluctuate by more than t.
If a set has a closed thickening with finite measure, then the measure of its r-closed
thickenings converges to the measure of its closure as r tends to 0.
If a closed set has a closed thickening with finite measure, then the measure of its closed
r-thickenings converge to its measure as r tends to 0.
If a set has a thickening with finite measure, then the measures of its r-thickenings
converge to the measure of its closure as r > 0 tends to 0.
If a closed set has a thickening with finite measure, then the measure of its
r-thickenings converge to its measure as r > 0 tends to 0.
Given a compact set in a proper space, the measure of its r-closed thickenings converges to
its measure as r tends to 0.
If a measurable space is countably generated and separates points, it arises as the borel sets of some second countable t4 topology (i.e. a separable metrizable one).
If a measurable space on α is countably generated and separates points, there is some
second countable t4 topology on α (i.e. a separable metrizable one) for which every
open set is measurable.
The intervals (-(n + 1), (n + 1)) form a finite spanning sets in the set of open intervals
with rational endpoints for a locally finite measure μ on ℝ.
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Alias of aemeasurable_coe_nnreal_real_iff.
ℝ≥0∞ is MeasurableEquiv to ℝ≥0 ⊕ Unit.
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A limit (over a general filter) of measurable ℝ≥0∞ valued functions is measurable.
Alias of ENNReal.measurable_of_tendsto'.
A limit (over a general filter) of measurable ℝ≥0∞ valued functions is measurable.
A sequential limit of measurable ℝ≥0∞ valued functions is measurable.
Alias of ENNReal.measurable_of_tendsto.
A sequential limit of measurable ℝ≥0∞ valued functions is measurable.
A limit (over a general filter) of a.e.-measurable ℝ≥0∞ valued functions is
a.e.-measurable.
A limit of a.e.-measurable ℝ≥0∞ valued functions is a.e.-measurable.
note: ℝ≥0∞ can probably be generalized in a future version of this lemma.
The set of finite EReal numbers is MeasurableEquiv to ℝ.
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A limit (over a general filter) of measurable ℝ≥0 valued functions is measurable.
Alias of NNReal.measurable_of_tendsto'.
A limit (over a general filter) of measurable ℝ≥0 valued functions is measurable.
A sequential limit of measurable ℝ≥0 valued functions is measurable.
Alias of NNReal.measurable_of_tendsto.
A sequential limit of measurable ℝ≥0 valued functions is measurable.
If a function f : α → ℝ≥0 is measurable and the measure is σ-finite, then there exists
spanning measurable sets with finite measure on which f is bounded.
See also StronglyMeasurable.exists_spanning_measurableSet_norm_le for functions into normed
groups.