Borel (measurable) space #
Main definitions #
borel α
: the leastσ
-algebra that contains all open sets;class BorelSpace
: a space withTopologicalSpace
andMeasurableSpace
structures such that‹MeasurableSpace α› = borel α
;class OpensMeasurableSpace
: a space withTopologicalSpace
andMeasurableSpace
structures such that all open sets are measurable; equivalently,borel α ≤ ‹MeasurableSpace α›
.BorelSpace
instances onEmpty
,Unit
,Bool
,Nat
,Int
,Rat
;MeasurableSpace
andBorelSpace
instances 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 → β
andg : α → γ
are measurable andop : β × γ → δ
is continuous, thenfun x => op (f x, g y)
is measurable;Measurable.add
etc : dot notation for arithmetic operations onMeasurable
predicates, and similarly fordist
andedist
;AEMeasurable.add
: similar dot notation for almost everywhere measurable functions;Measurable.ennreal*
: special cases for arithmetic operations onℝ≥0∞
.
MeasurableSpace
structure generated by TopologicalSpace
.
Equations
- 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
α
is a topological space with instances[MeasurableSpace α] [BorelSpace α]
, thenborelize α
replaces the former instance byborel α
; - otherwise,
borelize α
adds instancesborel α : MeasurableSpace α
and⟨rfl⟩ : BorelSpace α
.
Finally, borelize α β γ
runs borelize α; borelize β; borelize γ
.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Add instances borel e : MeasurableSpace e
and ⟨rfl⟩ : BorelSpace e
.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Given a type e
, an assumption i : MeasurableSpace e
, and an instance [BorelSpace e]
,
replace i
with borel e
.
Equations
- One or more equations did not get rendered due to their size.
Instances For
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
.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
In a BorelSpace
all open sets are measurable.
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
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.
Equations
- ⋯ = ⋯
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
.
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
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
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
If either α
or β
has second-countable topology, then the open sets in α × β
belong to the
product sigma-algebra.
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
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.
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
A homeomorphism between two Borel spaces is a measurable equivalence.
Equations
- Homeomorph.toMeasurableEquiv h = { toEquiv := h.toEquiv, measurable_toFun := ⋯, measurable_invFun := ⋯ }
Instances For
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Given a measurable embedding to a Borel space which is also a topological embedding, then the source space is also a Borel space.
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
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
Equations
Equations
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
.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Alias of aemeasurable_coe_nnreal_real_iff
.
ℝ≥0∞
is MeasurableEquiv
to ℝ≥0 ⊕ Unit
.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Equations
Equations
Equations
Equations
- One or more equations did not get rendered due to their size.
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
.
Instances For
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.