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.
Equations
- borel α = MeasurableSpace.generateFrom {s : Set α | IsOpen s}
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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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Equations
- (_ : OpensMeasurableSpace αᵒᵈ) = (_ : OpensMeasurableSpace αᵒᵈ)
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- (_ : BorelSpace αᵒᵈ) = (_ : BorelSpace αᵒᵈ)
In a BorelSpace all open sets are measurable.
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- (_ : OpensMeasurableSpace α) = (_ : OpensMeasurableSpace α)
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- (_ : BorelSpace ↑s) = (_ : BorelSpace ↑s)
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- (_ : BorelSpace α) = (_ : BorelSpace α)
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- (_ : OpensMeasurableSpace ↑s) = (_ : OpensMeasurableSpace ↑s)
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- (_ : MeasurableSpace.CountablyGenerated α) = (_ : MeasurableSpace.CountablyGenerated α)
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- (_ : HasCountableSeparatingOn α MeasurableSet s) = (_ : HasCountableSeparatingOn α MeasurableSet s)
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
- (_ : Filter.IsMeasurablyGenerated (nhds a)) = (_ : Filter.IsMeasurablyGenerated (nhds a))
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
- (_ : MeasurableSingletonClass α) = (_ : MeasurableSingletonClass α)
Equations
- (_ : OpensMeasurableSpace ((i : ι) → π i)) = (_ : OpensMeasurableSpace ((i : ι) → π i))
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
- (_ : SecondCountableTopologyEither α β) = (_ : SecondCountableTopologyEither α β)
Equations
- (_ : SecondCountableTopologyEither α β) = (_ : SecondCountableTopologyEither α β)
If either α or β has second-countable topology, then the open sets in α × β belong to the
product sigma-algebra.
Equations
- (_ : OpensMeasurableSpace (α × β)) = (_ : OpensMeasurableSpace (α × β))
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- (_ : Filter.IsMeasurablyGenerated (nhdsWithin a (Set.Ici b))) = (_ : Filter.IsMeasurablyGenerated (nhdsWithin a (Set.Ici b)))
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- (_ : Filter.IsMeasurablyGenerated (nhdsWithin a (Set.Iic b))) = (_ : Filter.IsMeasurablyGenerated (nhdsWithin a (Set.Iic b)))
Equations
- (_ : Filter.IsMeasurablyGenerated (nhdsWithin x (Set.Icc a b))) = (_ : Filter.IsMeasurablyGenerated (nhdsWithin x (Set.Icc a b)))
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- (_ : Filter.IsMeasurablyGenerated Filter.atTop) = (_ : Filter.IsMeasurablyGenerated (⨅ (i : α), Filter.principal (Set.Ici i)))
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- (_ : Filter.IsMeasurablyGenerated Filter.atBot) = (_ : Filter.IsMeasurablyGenerated (⨅ (i : α), Filter.principal (Set.Iic i)))
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- (_ : Filter.IsMeasurablyGenerated (Filter.cocompact α)) = (_ : Filter.IsMeasurablyGenerated (Filter.cocompact α))
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- (_ : Filter.IsMeasurablyGenerated (nhdsWithin a (Set.Ioi b))) = (_ : Filter.IsMeasurablyGenerated (nhdsWithin a (Set.Ioi b)))
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- (_ : Filter.IsMeasurablyGenerated (nhdsWithin a (Set.Iio b))) = (_ : Filter.IsMeasurablyGenerated (nhdsWithin a (Set.Iio b)))
Equations
- (_ : Filter.IsMeasurablyGenerated (nhdsWithin x (Set.uIcc a b))) = (_ : Filter.IsMeasurablyGenerated (nhdsWithin x (Set.Icc (a ⊓ b) (a ⊔ b))))
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
- (_ : MeasurableAdd γ) = (_ : MeasurableAdd γ)
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- (_ : MeasurableMul γ) = (_ : MeasurableMul γ)
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- (_ : MeasurableSub γ) = (_ : MeasurableSub γ)
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- (_ : MeasurableNeg γ) = (_ : MeasurableNeg γ)
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- (_ : MeasurableInv γ) = (_ : MeasurableInv γ)
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- (_ : MeasurableSMul M α) = (_ : MeasurableSMul M α)
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- (_ : MeasurableSup γ) = (_ : MeasurableSup γ)
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- (_ : MeasurableSup₂ γ) = (_ : MeasurableSup₂ γ)
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- (_ : MeasurableInf γ) = (_ : MeasurableInf γ)
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- (_ : MeasurableInf₂ γ) = (_ : MeasurableInf₂ γ)
A homeomorphism between two Borel spaces is a measurable equivalence.
Equations
- Homeomorph.toMeasurableEquiv h = { toEquiv := h.toEquiv, measurable_toFun := (_ : Measurable ⇑h), measurable_invFun := (_ : Measurable ⇑(Homeomorph.symm h)) }
Instances For
Equations
- (_ : MeasurableInv γ) = (_ : MeasurableInv γ)
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- (_ : MeasurableAdd₂ γ) = (_ : MeasurableAdd₂ γ)
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- (_ : MeasurableMul₂ γ) = (_ : MeasurableMul₂ γ)
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- (_ : MeasurableSub₂ γ) = (_ : MeasurableSub₂ γ)
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- (_ : MeasurableSMul₂ M α) = (_ : MeasurableSMul₂ M α)
Equations
- (_ : BorelSpace ((i : ι) → π i)) = (_ : BorelSpace ((i : ι) → π i))
Equations
- (_ : BorelSpace (α × β)) = (_ : BorelSpace (α × β))
Given a measurable embedding to a Borel space which is also a topological embedding, then the source space is also a Borel space.
Equations
- (_ : BorelSpace (ULift.{u_6, u_1} α)) = (_ : BorelSpace (ULift.{u_6, u_1} α))
Equations
- (_ : BorelSpace α) = (_ : BorelSpace α)
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 h.toFun), measurable_invFun := (_ : Measurable h.invFun) }
Instances For
Equations
- NNReal.measurableSpace = Subtype.instMeasurableSpace
Equations
- NNReal.borelSpace = (_ : BorelSpace ↑fun (r : ℝ) => Real.le 0 r)
Equations
Equations
- ENNReal.borelSpace = (_ : BorelSpace ENNReal)
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.
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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ℝ≥0∞ is MeasurableEquiv to ℝ≥0 ⊕ Unit.
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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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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.