probability.process.filtration | Mathlib porting status

Changes since the initial port

The following section lists changes to this file in mathlib3 and mathlib4 that occured after the initial port. Most recent changes are shown first. Hovering over a commit will show all commits associated with the same mathlib3 commit.

Changes in mathlib3

f2ce6086

(last sync)

Changes in mathlib3port

mathlib3

mathlib3port

e160cefe

bump to nightly-2024-03-17-08

mathlib commit https://github.com/leanprover-community/mathlib/commit/65a1391a0106c9204fe45bc73a039f056558cb83

22f01ce4

Diff

@@ -142,7 +142,7 @@ instance : SupSet (Filtration ι m) :=
     { seq := fun i => sSup ((fun f : Filtration ι m => f i) '' s)
       mono' := fun i j hij => by
         refine' sSup_le fun m' hm' => _
-        rw [Set.mem_image] at hm' 
+        rw [Set.mem_image] at hm'
         obtain ⟨f, hf_mem, hfm'⟩ := hm'
         rw [← hfm']
         refine' (f.mono hij).trans _
@@ -150,7 +150,7 @@ instance : SupSet (Filtration ι m) :=
         exact le_sSup hfj_mem
       le' := fun i => by
         refine' sSup_le fun m' hm' => _
-        rw [Set.mem_image] at hm' 
+        rw [Set.mem_image] at hm'
         obtain ⟨f, hf_mem, hfm'⟩ := hm'
         rw [← hfm']
         exact f.le i }⟩
@@ -348,8 +348,8 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
     refine' generate_from_le _
     rintro t ⟨hn, u, hu, hu'⟩
     obtain heq | heq | heq | heq := Set.indicator_const_preimage (s n) u (1 : β)
-    pick_goal 4; rw [Set.mem_singleton_iff] at heq 
-    all_goals rw [HEq] at hu' ; rw [← hu']
+    pick_goal 4; rw [Set.mem_singleton_iff] at heq
+    all_goals rw [HEq] at hu'; rw [← hu']
     exacts [measurable_set_empty _, MeasurableSet.univ, measurable_set_generate_from ⟨n, hn, rfl⟩,
       MeasurableSet.compl (measurable_set_generate_from ⟨n, hn, rfl⟩)]
 #align measure_theory.filtration.filtration_of_set_eq_natural MeasureTheory.Filtration.filtrationOfSet_eq_natural

e160cefe

bump to nightly-2024-01-08-06

mathlib commit https://github.com/leanprover-community/mathlib/commit/65a1391a0106c9204fe45bc73a039f056558cb83

22d4d150

Diff

@@ -167,7 +167,7 @@ noncomputable instance : InfSet (Filtration ι m) :=
     { seq := fun i => if Set.Nonempty s then sInf ((fun f : Filtration ι m => f i) '' s) else m
       mono' := fun i j hij => by
         by_cases h_nonempty : Set.Nonempty s
-        swap; · simp only [h_nonempty, Set.nonempty_image_iff, if_false, le_refl]
+        swap; · simp only [h_nonempty, Set.image_nonempty, if_false, le_refl]
         simp only [h_nonempty, if_true, le_sInf_iff, Set.mem_image, forall_exists_index, and_imp,
           forall_apply_eq_imp_iff₂]
         refine' fun f hf_mem => le_trans _ (f.mono hij)

e160cefe

bump to nightly-2023-09-24-06

mathlib commit https://github.com/leanprover-community/mathlib/commit/ce64cd319bb6b3e82f31c2d38e79080d377be451

5655435f

Diff

@@ -3,7 +3,7 @@ Copyright (c) 2021 Kexing Ying. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying, Rémy Degenne
 -/
-import Mathbin.MeasureTheory.Function.ConditionalExpectation.Real
+import MeasureTheory.Function.ConditionalExpectation.Real
 
 #align_import probability.process.filtration from "leanprover-community/mathlib"@"e160cefedc932ce41c7049bf0c4b0f061d06216e"

e160cefe

bump to nightly-2023-07-20-09

mathlib commit https://github.com/leanprover-community/mathlib/commit/8ea5598db6caeddde6cb734aa179cc2408dbd345

9c56d0dd

Diff

@@ -2,14 +2,11 @@
 Copyright (c) 2021 Kexing Ying. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying, Rémy Degenne
-
-! This file was ported from Lean 3 source module probability.process.filtration
-! leanprover-community/mathlib commit e160cefedc932ce41c7049bf0c4b0f061d06216e
-! Please do not edit these lines, except to modify the commit id
-! if you have ported upstream changes.
 -/
 import Mathbin.MeasureTheory.Function.ConditionalExpectation.Real
 
+#align_import probability.process.filtration from "leanprover-community/mathlib"@"e160cefedc932ce41c7049bf0c4b0f061d06216e"
+
 /-!
 # Filtrations

e160cefe

bump to nightly-2023-06-20-11

mathlib commit https://github.com/leanprover-community/mathlib/commit/0723536a0522d24fc2f159a096fb3304bef77472

23e5bef2

Diff

@@ -291,11 +291,11 @@ theorem measurableSet_filtrationOfSet {s : ι → Set Ω} (hsm : ∀ i, measurab
 #align measure_theory.measurable_set_filtration_of_set MeasureTheory.measurableSet_filtrationOfSet
 -/
 
-#print MeasureTheory.measurableSet_filtration_of_set' /-
-theorem measurableSet_filtration_of_set' {s : ι → Set Ω} (hsm : ∀ n, measurable_set[m] (s n))
+#print MeasureTheory.measurableSet_filtrationOfSet' /-
+theorem measurableSet_filtrationOfSet' {s : ι → Set Ω} (hsm : ∀ n, measurable_set[m] (s n))
     (i : ι) : measurable_set[filtrationOfSet hsm i] (s i) :=
   measurableSet_filtrationOfSet hsm i le_rfl
-#align measure_theory.measurable_set_filtration_of_set' MeasureTheory.measurableSet_filtration_of_set'
+#align measure_theory.measurable_set_filtration_of_set' MeasureTheory.measurableSet_filtrationOfSet'
 -/
 
 end OfSet

e160cefe

bump to nightly-2023-06-20-03

mathlib commit https://github.com/leanprover-community/mathlib/commit/0723536a0522d24fc2f159a096fb3304bef77472

1fb3229c

Diff

@@ -4,7 +4,7 @@ Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying, Rémy Degenne
 
 ! This file was ported from Lean 3 source module probability.process.filtration
-! leanprover-community/mathlib commit f2ce6086713c78a7f880485f7917ea547a215982
+! leanprover-community/mathlib commit e160cefedc932ce41c7049bf0c4b0f061d06216e
 ! Please do not edit these lines, except to modify the commit id
 ! if you have ported upstream changes.
 -/
@@ -13,6 +13,9 @@ import Mathbin.MeasureTheory.Function.ConditionalExpectation.Real
 /-!
 # Filtrations
 
+> THIS FILE IS SYNCHRONIZED WITH MATHLIB4.
+> Any changes to this file require a corresponding PR to mathlib4.
+
 This file defines filtrations of a measurable space and σ-finite filtrations.
 
 ## Main definitions

f2ce6086

bump to nightly-2023-06-18-23

mathlib commit https://github.com/leanprover-community/mathlib/commit/2a0ce625dbb0ffbc7d1316597de0b25c1ec75303

3b5e23dc

Diff

@@ -41,6 +41,7 @@ open scoped Classical MeasureTheory NNReal ENNReal Topology BigOperators
 
 namespace MeasureTheory
 
+#print MeasureTheory.Filtration /-
 /-- A `filtration` on a measurable space `Ω` with σ-algebra `m` is a monotone
 sequence of sub-σ-algebras of `m`. -/
 structure Filtration {Ω : Type _} (ι : Type _) [Preorder ι] (m : MeasurableSpace Ω) where
@@ -48,6 +49,7 @@ structure Filtration {Ω : Type _} (ι : Type _) [Preorder ι] (m : MeasurableSp
   mono' : Monotone seq
   le' : ∀ i : ι, seq i ≤ m
 #align measure_theory.filtration MeasureTheory.Filtration
+-/
 
 variable {Ω β ι : Type _} {m : MeasurableSpace Ω}
 
@@ -58,32 +60,42 @@ namespace Filtration
 
 variable [Preorder ι]
 
+#print MeasureTheory.Filtration.mono /-
 protected theorem mono {i j : ι} (f : Filtration ι m) (hij : i ≤ j) : f i ≤ f j :=
   f.mono' hij
 #align measure_theory.filtration.mono MeasureTheory.Filtration.mono
+-/
 
+#print MeasureTheory.Filtration.le /-
 protected theorem le (f : Filtration ι m) (i : ι) : f i ≤ m :=
   f.le' i
 #align measure_theory.filtration.le MeasureTheory.Filtration.le
+-/
 
+#print MeasureTheory.Filtration.ext /-
 @[ext]
 protected theorem ext {f g : Filtration ι m} (h : (f : ι → MeasurableSpace Ω) = g) : f = g := by
   cases f; cases g; simp only; exact h
 #align measure_theory.filtration.ext MeasureTheory.Filtration.ext
+-/
 
 variable (ι)
 
+#print MeasureTheory.Filtration.const /-
 /-- The constant filtration which is equal to `m` for all `i : ι`. -/
 def const (m' : MeasurableSpace Ω) (hm' : m' ≤ m) : Filtration ι m :=
   ⟨fun _ => m', monotone_const, fun _ => hm'⟩
 #align measure_theory.filtration.const MeasureTheory.Filtration.const
+-/
 
 variable {ι}
 
+#print MeasureTheory.Filtration.const_apply /-
 @[simp]
 theorem const_apply {m' : MeasurableSpace Ω} {hm' : m' ≤ m} (i : ι) : const ι m' hm' i = m' :=
   rfl
 #align measure_theory.filtration.const_apply MeasureTheory.Filtration.const_apply
+-/
 
 instance : Inhabited (Filtration ι m) :=
   ⟨const ι m le_rfl⟩
@@ -104,10 +116,12 @@ instance : Sup (Filtration ι m) :=
         sup_le ((f.mono hij).trans le_sup_left) ((g.mono hij).trans le_sup_right)
       le' := fun i => sup_le (f.le i) (g.le i) }⟩
 
+#print MeasureTheory.Filtration.coeFn_sup /-
 @[norm_cast]
 theorem coeFn_sup {f g : Filtration ι m} : ⇑(f ⊔ g) = f ⊔ g :=
   rfl
 #align measure_theory.filtration.coe_fn_sup MeasureTheory.Filtration.coeFn_sup
+-/
 
 instance : Inf (Filtration ι m) :=
   ⟨fun f g =>
@@ -116,10 +130,12 @@ instance : Inf (Filtration ι m) :=
         le_inf (inf_le_left.trans (f.mono hij)) (inf_le_right.trans (g.mono hij))
       le' := fun i => inf_le_left.trans (f.le i) }⟩
 
+#print MeasureTheory.Filtration.coeFn_inf /-
 @[norm_cast]
 theorem coeFn_inf {f g : Filtration ι m} : ⇑(f ⊓ g) = f ⊓ g :=
   rfl
 #align measure_theory.filtration.coe_fn_inf MeasureTheory.Filtration.coeFn_inf
+-/
 
 instance : SupSet (Filtration ι m) :=
   ⟨fun s =>
@@ -139,10 +155,12 @@ instance : SupSet (Filtration ι m) :=
         rw [← hfm']
         exact f.le i }⟩
 
+#print MeasureTheory.Filtration.sSup_def /-
 theorem sSup_def (s : Set (Filtration ι m)) (i : ι) :
     sSup s i = sSup ((fun f : Filtration ι m => f i) '' s) :=
   rfl
 #align measure_theory.filtration.Sup_def MeasureTheory.Filtration.sSup_def
+-/
 
 noncomputable instance : InfSet (Filtration ι m) :=
   ⟨fun s =>
@@ -162,10 +180,12 @@ noncomputable instance : InfSet (Filtration ι m) :=
         obtain ⟨f, hf_mem⟩ := h_nonempty
         exact le_trans (sInf_le ⟨f, hf_mem, rfl⟩) (f.le i) }⟩
 
+#print MeasureTheory.Filtration.sInf_def /-
 theorem sInf_def (s : Set (Filtration ι m)) (i : ι) :
     sInf s i = if Set.Nonempty s then sInf ((fun f : Filtration ι m => f i) '' s) else m :=
   rfl
 #align measure_theory.filtration.Inf_def MeasureTheory.Filtration.sInf_def
+-/
 
 noncomputable instance : CompleteLattice (Filtration ι m)
     where
@@ -206,28 +226,37 @@ noncomputable instance : CompleteLattice (Filtration ι m)
 
 end Filtration
 
+#print MeasureTheory.measurableSet_of_filtration /-
 theorem measurableSet_of_filtration [Preorder ι] {f : Filtration ι m} {s : Set Ω} {i : ι}
     (hs : measurable_set[f i] s) : measurable_set[m] s :=
   f.le i s hs
 #align measure_theory.measurable_set_of_filtration MeasureTheory.measurableSet_of_filtration
+-/
 
+#print MeasureTheory.SigmaFiniteFiltration /-
 /-- A measure is σ-finite with respect to filtration if it is σ-finite with respect
 to all the sub-σ-algebra of the filtration. -/
 class SigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f : Filtration ι m) : Prop where
   SigmaFinite : ∀ i : ι, SigmaFinite (μ.trim (f.le i))
 #align measure_theory.sigma_finite_filtration MeasureTheory.SigmaFiniteFiltration
+-/
 
+#print MeasureTheory.sigmaFinite_of_sigmaFiniteFiltration /-
 instance sigmaFinite_of_sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f : Filtration ι m)
     [hf : SigmaFiniteFiltration μ f] (i : ι) : SigmaFinite (μ.trim (f.le i)) := by
   apply hf.sigma_finite
 #align measure_theory.sigma_finite_of_sigma_finite_filtration MeasureTheory.sigmaFinite_of_sigmaFiniteFiltration
+-/
 
+#print MeasureTheory.IsFiniteMeasure.sigmaFiniteFiltration /-
 -- can't exact here
 instance (priority := 100) IsFiniteMeasure.sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω)
     (f : Filtration ι m) [IsFiniteMeasure μ] : SigmaFiniteFiltration μ f :=
   ⟨fun n => by infer_instance⟩
 #align measure_theory.is_finite_measure.sigma_finite_filtration MeasureTheory.IsFiniteMeasure.sigmaFiniteFiltration
+-/
 
+#print MeasureTheory.Integrable.uniformIntegrable_condexp_filtration /-
 /-- Given a integrable function `g`, the conditional expectations of `g` with respect to a
 filtration is uniformly integrable. -/
 theorem Integrable.uniformIntegrable_condexp_filtration [Preorder ι] {μ : Measure Ω}
@@ -235,11 +264,13 @@ theorem Integrable.uniformIntegrable_condexp_filtration [Preorder ι] {μ : Meas
     UniformIntegrable (fun i => μ[g|f i]) 1 μ :=
   hg.uniformIntegrable_condexp f.le
 #align measure_theory.integrable.uniform_integrable_condexp_filtration MeasureTheory.Integrable.uniformIntegrable_condexp_filtration
+-/
 
 section OfSet
 
 variable [Preorder ι]
 
+#print MeasureTheory.filtrationOfSet /-
 /-- Given a sequence of measurable sets `(sₙ)`, `filtration_of_set` is the smallest filtration
 such that `sₙ` is measurable with respect to the `n`-the sub-σ-algebra in `filtration_of_set`. -/
 def filtrationOfSet {s : ι → Set Ω} (hsm : ∀ i, MeasurableSet (s i)) : Filtration ι m
@@ -248,16 +279,21 @@ def filtrationOfSet {s : ι → Set Ω} (hsm : ∀ i, MeasurableSet (s i)) : Fil
   mono' n m hnm := MeasurableSpace.generateFrom_mono fun t ⟨k, hk₁, hk₂⟩ => ⟨k, hk₁.trans hnm, hk₂⟩
   le' n := MeasurableSpace.generateFrom_le fun t ⟨k, hk₁, hk₂⟩ => hk₂ ▸ hsm k
 #align measure_theory.filtration_of_set MeasureTheory.filtrationOfSet
+-/
 
+#print MeasureTheory.measurableSet_filtrationOfSet /-
 theorem measurableSet_filtrationOfSet {s : ι → Set Ω} (hsm : ∀ i, measurable_set[m] (s i)) (i : ι)
     {j : ι} (hj : j ≤ i) : measurable_set[filtrationOfSet hsm i] (s j) :=
   MeasurableSpace.measurableSet_generateFrom ⟨j, hj, rfl⟩
 #align measure_theory.measurable_set_filtration_of_set MeasureTheory.measurableSet_filtrationOfSet
+-/
 
+#print MeasureTheory.measurableSet_filtration_of_set' /-
 theorem measurableSet_filtration_of_set' {s : ι → Set Ω} (hsm : ∀ n, measurable_set[m] (s n))
     (i : ι) : measurable_set[filtrationOfSet hsm i] (s i) :=
   measurableSet_filtrationOfSet hsm i le_rfl
 #align measure_theory.measurable_set_filtration_of_set' MeasureTheory.measurableSet_filtration_of_set'
+-/
 
 end OfSet
 
@@ -266,6 +302,7 @@ namespace Filtration
 variable [TopologicalSpace β] [MetrizableSpace β] [mβ : MeasurableSpace β] [BorelSpace β]
   [Preorder ι]
 
+#print MeasureTheory.Filtration.natural /-
 /-- Given a sequence of functions, the natural filtration is the smallest sequence
 of σ-algebras such that that sequence of functions is measurable with respect to
 the filtration. -/
@@ -278,11 +315,13 @@ def natural (u : ι → Ω → β) (hum : ∀ i, StronglyMeasurable (u i)) : Fil
     rintro j hj s ⟨t, ht, rfl⟩
     exact (hum j).Measurable ht
 #align measure_theory.filtration.natural MeasureTheory.Filtration.natural
+-/
 
 section
 
 open MeasurableSpace
 
+#print MeasureTheory.Filtration.filtrationOfSet_eq_natural /-
 theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι → Set Ω}
     (hsm : ∀ i, measurable_set[m] (s i)) :
     filtrationOfSet hsm =
@@ -314,6 +353,7 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
     exacts [measurable_set_empty _, MeasurableSet.univ, measurable_set_generate_from ⟨n, hn, rfl⟩,
       MeasurableSet.compl (measurable_set_generate_from ⟨n, hn, rfl⟩)]
 #align measure_theory.filtration.filtration_of_set_eq_natural MeasureTheory.Filtration.filtrationOfSet_eq_natural
+-/
 
 end
 
@@ -322,6 +362,7 @@ section Limit
 variable {E : Type _} [Zero E] [TopologicalSpace E] {ℱ : Filtration ι m} {f : ι → Ω → E}
   {μ : Measure Ω}
 
+#print MeasureTheory.Filtration.limitProcess /-
 /-- Given a process `f` and a filtration `ℱ`, if `f` converges to some `g` almost everywhere and
 `g` is `⨆ n, ℱ n`-measurable, then `limit_process f ℱ μ` chooses said `g`, else it returns 0.
 
@@ -336,18 +377,24 @@ noncomputable def limitProcess (f : ι → Ω → E) (ℱ : Filtration ι m)
     Classical.choose h
   else 0
 #align measure_theory.filtration.limit_process MeasureTheory.Filtration.limitProcess
+-/
 
+#print MeasureTheory.Filtration.stronglyMeasurable_limitProcess /-
 theorem stronglyMeasurable_limitProcess : strongly_measurable[⨆ n, ℱ n] (limitProcess f ℱ μ) :=
   by
   rw [limit_process]
   split_ifs with h h
   exacts [(Classical.choose_spec h).1, strongly_measurable_zero]
 #align measure_theory.filtration.strongly_measurable_limit_process MeasureTheory.Filtration.stronglyMeasurable_limitProcess
+-/
 
+#print MeasureTheory.Filtration.stronglyMeasurable_limit_process' /-
 theorem stronglyMeasurable_limit_process' : strongly_measurable[m] (limitProcess f ℱ μ) :=
   stronglyMeasurable_limitProcess.mono (sSup_le fun m ⟨n, hn⟩ => hn ▸ ℱ.le _)
 #align measure_theory.filtration.strongly_measurable_limit_process' MeasureTheory.Filtration.stronglyMeasurable_limit_process'
+-/
 
+#print MeasureTheory.Filtration.memℒp_limitProcess_of_snorm_bdd /-
 theorem memℒp_limitProcess_of_snorm_bdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type _} [NormedAddCommGroup F]
     {ℱ : Filtration ℕ m} {f : ℕ → Ω → F} (hfm : ∀ n, AEStronglyMeasurable (f n) μ)
     (hbdd : ∀ n, snorm (f n) p μ ≤ R) : Memℒp (limitProcess f ℱ μ) p μ :=
@@ -363,6 +410,7 @@ theorem memℒp_limitProcess_of_snorm_bdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Ty
     exact sSup_le fun b ⟨a, ha⟩ => (ha a le_rfl).trans (hbdd _)
   · exact zero_mem_ℒp
 #align measure_theory.filtration.mem_ℒp_limit_process_of_snorm_bdd MeasureTheory.Filtration.memℒp_limitProcess_of_snorm_bdd
+-/
 
 end Limit

f2ce6086

bump to nightly-2023-06-13-21

mathlib commit https://github.com/leanprover-community/mathlib/commit/9fb8964792b4237dac6200193a0d533f1b3f7423

829520ac

Diff

@@ -266,8 +266,6 @@ namespace Filtration
 variable [TopologicalSpace β] [MetrizableSpace β] [mβ : MeasurableSpace β] [BorelSpace β]
   [Preorder ι]
 
-include mβ
-
 /-- Given a sequence of functions, the natural filtration is the smallest sequence
 of σ-algebras such that that sequence of functions is measurable with respect to
 the filtration. -/
@@ -321,8 +319,6 @@ end
 
 section Limit
 
-omit mβ
-
 variable {E : Type _} [Zero E] [TopologicalSpace E] {ℱ : Filtration ι m} {f : ι → Ω → E}
   {μ : Measure Ω}

f2ce6086

bump to nightly-2023-06-04-18

mathlib commit https://github.com/leanprover-community/mathlib/commit/5f25c089cb34db4db112556f23c50d12da81b297

3fb4268b

Diff

@@ -223,15 +223,15 @@ instance sigmaFinite_of_sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f
 #align measure_theory.sigma_finite_of_sigma_finite_filtration MeasureTheory.sigmaFinite_of_sigmaFiniteFiltration
 
 -- can't exact here
-instance (priority := 100) FiniteMeasure.sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω)
-    (f : Filtration ι m) [FiniteMeasure μ] : SigmaFiniteFiltration μ f :=
+instance (priority := 100) IsFiniteMeasure.sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω)
+    (f : Filtration ι m) [IsFiniteMeasure μ] : SigmaFiniteFiltration μ f :=
   ⟨fun n => by infer_instance⟩
-#align measure_theory.is_finite_measure.sigma_finite_filtration MeasureTheory.FiniteMeasure.sigmaFiniteFiltration
+#align measure_theory.is_finite_measure.sigma_finite_filtration MeasureTheory.IsFiniteMeasure.sigmaFiniteFiltration
 
 /-- Given a integrable function `g`, the conditional expectations of `g` with respect to a
 filtration is uniformly integrable. -/
 theorem Integrable.uniformIntegrable_condexp_filtration [Preorder ι] {μ : Measure Ω}
-    [FiniteMeasure μ] {f : Filtration ι m} {g : Ω → ℝ} (hg : Integrable g μ) :
+    [IsFiniteMeasure μ] {f : Filtration ι m} {g : Ω → ℝ} (hg : Integrable g μ) :
     UniformIntegrable (fun i => μ[g|f i]) 1 μ :=
   hg.uniformIntegrable_condexp f.le
 #align measure_theory.integrable.uniform_integrable_condexp_filtration MeasureTheory.Integrable.uniformIntegrable_condexp_filtration
@@ -244,7 +244,7 @@ variable [Preorder ι]
 such that `sₙ` is measurable with respect to the `n`-the sub-σ-algebra in `filtration_of_set`. -/
 def filtrationOfSet {s : ι → Set Ω} (hsm : ∀ i, MeasurableSet (s i)) : Filtration ι m
     where
-  seq i := MeasurableSpace.generateFrom { t | ∃ j ≤ i, s j = t }
+  seq i := MeasurableSpace.generateFrom {t | ∃ j ≤ i, s j = t}
   mono' n m hnm := MeasurableSpace.generateFrom_mono fun t ⟨k, hk₁, hk₂⟩ => ⟨k, hk₁.trans hnm, hk₂⟩
   le' n := MeasurableSpace.generateFrom_le fun t ⟨k, hk₁, hk₂⟩ => hk₂ ▸ hsm k
 #align measure_theory.filtration_of_set MeasureTheory.filtrationOfSet
@@ -303,10 +303,10 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
   · rintro t ⟨n, ht⟩
     suffices
       MeasurableSpace.generateFrom
-          { t |
+          {t |
             ∃ H : n ≤ i,
-              measurable_set[MeasurableSpace.comap ((s n).indicator (fun ω => 1 : Ω → β)) mβ] t } ≤
-        generate_from { t | ∃ (j : ι) (H : j ≤ i), s j = t }
+              measurable_set[MeasurableSpace.comap ((s n).indicator (fun ω => 1 : Ω → β)) mβ] t} ≤
+        generate_from {t | ∃ (j : ι) (H : j ≤ i), s j = t}
       by exact this _ ht
     refine' generate_from_le _
     rintro t ⟨hn, u, hu, hu'⟩

f2ce6086

bump to nightly-2023-06-01-16

mathlib commit https://github.com/leanprover-community/mathlib/commit/cca40788df1b8755d5baf17ab2f27dacc2e17acb

b9c87c70

Diff

@@ -126,7 +126,7 @@ instance : SupSet (Filtration ι m) :=
     { seq := fun i => sSup ((fun f : Filtration ι m => f i) '' s)
       mono' := fun i j hij => by
         refine' sSup_le fun m' hm' => _
-        rw [Set.mem_image] at hm'
+        rw [Set.mem_image] at hm' 
         obtain ⟨f, hf_mem, hfm'⟩ := hm'
         rw [← hfm']
         refine' (f.mono hij).trans _
@@ -134,7 +134,7 @@ instance : SupSet (Filtration ι m) :=
         exact le_sSup hfj_mem
       le' := fun i => by
         refine' sSup_le fun m' hm' => _
-        rw [Set.mem_image] at hm'
+        rw [Set.mem_image] at hm' 
         obtain ⟨f, hf_mem, hfm'⟩ := hm'
         rw [← hfm']
         exact f.le i }⟩
@@ -306,14 +306,14 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
           { t |
             ∃ H : n ≤ i,
               measurable_set[MeasurableSpace.comap ((s n).indicator (fun ω => 1 : Ω → β)) mβ] t } ≤
-        generate_from { t | ∃ (j : ι)(H : j ≤ i), s j = t }
+        generate_from { t | ∃ (j : ι) (H : j ≤ i), s j = t }
       by exact this _ ht
     refine' generate_from_le _
     rintro t ⟨hn, u, hu, hu'⟩
     obtain heq | heq | heq | heq := Set.indicator_const_preimage (s n) u (1 : β)
-    pick_goal 4; rw [Set.mem_singleton_iff] at heq
-    all_goals rw [HEq] at hu'; rw [← hu']
-    exacts[measurable_set_empty _, MeasurableSet.univ, measurable_set_generate_from ⟨n, hn, rfl⟩,
+    pick_goal 4; rw [Set.mem_singleton_iff] at heq 
+    all_goals rw [HEq] at hu' ; rw [← hu']
+    exacts [measurable_set_empty _, MeasurableSet.univ, measurable_set_generate_from ⟨n, hn, rfl⟩,
       MeasurableSet.compl (measurable_set_generate_from ⟨n, hn, rfl⟩)]
 #align measure_theory.filtration.filtration_of_set_eq_natural MeasureTheory.Filtration.filtrationOfSet_eq_natural
 
@@ -345,7 +345,7 @@ theorem stronglyMeasurable_limitProcess : strongly_measurable[⨆ n, ℱ n] (lim
   by
   rw [limit_process]
   split_ifs with h h
-  exacts[(Classical.choose_spec h).1, strongly_measurable_zero]
+  exacts [(Classical.choose_spec h).1, strongly_measurable_zero]
 #align measure_theory.filtration.strongly_measurable_limit_process MeasureTheory.Filtration.stronglyMeasurable_limitProcess
 
 theorem stronglyMeasurable_limit_process' : strongly_measurable[m] (limitProcess f ℱ μ) :=

f2ce6086

bump to nightly-2023-05-28-18

mathlib commit https://github.com/leanprover-community/mathlib/commit/917c3c072e487b3cccdbfeff17e75b40e45f66cb

8d353152

Diff

@@ -37,7 +37,7 @@ filtration, stochastic process
 
 open Filter Order TopologicalSpace
 
-open Classical MeasureTheory NNReal ENNReal Topology BigOperators
+open scoped Classical MeasureTheory NNReal ENNReal Topology BigOperators
 
 namespace MeasureTheory

f2ce6086

bump to nightly-2023-05-28-04

mathlib commit https://github.com/leanprover-community/mathlib/commit/917c3c072e487b3cccdbfeff17e75b40e45f66cb

6797a637

Diff

@@ -67,12 +67,8 @@ protected theorem le (f : Filtration ι m) (i : ι) : f i ≤ m :=
 #align measure_theory.filtration.le MeasureTheory.Filtration.le
 
 @[ext]
-protected theorem ext {f g : Filtration ι m} (h : (f : ι → MeasurableSpace Ω) = g) : f = g :=
-  by
-  cases f
-  cases g
-  simp only
-  exact h
+protected theorem ext {f g : Filtration ι m} (h : (f : ι → MeasurableSpace Ω) = g) : f = g := by
+  cases f; cases g; simp only; exact h
 #align measure_theory.filtration.ext MeasureTheory.Filtration.ext
 
 variable (ι)
@@ -153,8 +149,7 @@ noncomputable instance : InfSet (Filtration ι m) :=
     { seq := fun i => if Set.Nonempty s then sInf ((fun f : Filtration ι m => f i) '' s) else m
       mono' := fun i j hij => by
         by_cases h_nonempty : Set.Nonempty s
-        swap
-        · simp only [h_nonempty, Set.nonempty_image_iff, if_false, le_refl]
+        swap; · simp only [h_nonempty, Set.nonempty_image_iff, if_false, le_refl]
         simp only [h_nonempty, if_true, le_sInf_iff, Set.mem_image, forall_exists_index, and_imp,
           forall_apply_eq_imp_iff₂]
         refine' fun f hf_mem => le_trans _ (f.mono hij)
@@ -200,9 +195,7 @@ noncomputable instance : CompleteLattice (Filtration ι m)
     exact sInf_le ⟨f, hf_mem, rfl⟩
   le_inf s f h_forall i := by
     by_cases hs : s.nonempty
-    swap;
-    · simp only [Inf_def, hs, if_false]
-      exact f.le i
+    swap; · simp only [Inf_def, hs, if_false]; exact f.le i
     simp only [Inf_def, hs, if_true, le_sInf_iff, Set.mem_image, forall_exists_index, and_imp,
       forall_apply_eq_imp_iff₂]
     exact fun g hg_mem => h_forall g hg_mem i
@@ -318,8 +311,7 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
     refine' generate_from_le _
     rintro t ⟨hn, u, hu, hu'⟩
     obtain heq | heq | heq | heq := Set.indicator_const_preimage (s n) u (1 : β)
-    pick_goal 4
-    rw [Set.mem_singleton_iff] at heq
+    pick_goal 4; rw [Set.mem_singleton_iff] at heq
     all_goals rw [HEq] at hu'; rw [← hu']
     exacts[measurable_set_empty _, MeasurableSet.univ, measurable_set_generate_from ⟨n, hn, rfl⟩,
       MeasurableSet.compl (measurable_set_generate_from ⟨n, hn, rfl⟩)]

f2ce6086

bump to nightly-2023-05-23-20

mathlib commit https://github.com/leanprover-community/mathlib/commit/75e7fca56381d056096ce5d05e938f63a6567828

4d066d3b

Diff

@@ -361,7 +361,7 @@ theorem stronglyMeasurable_limit_process' : strongly_measurable[m] (limitProcess
 #align measure_theory.filtration.strongly_measurable_limit_process' MeasureTheory.Filtration.stronglyMeasurable_limit_process'
 
 theorem memℒp_limitProcess_of_snorm_bdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type _} [NormedAddCommGroup F]
-    {ℱ : Filtration ℕ m} {f : ℕ → Ω → F} (hfm : ∀ n, AeStronglyMeasurable (f n) μ)
+    {ℱ : Filtration ℕ m} {f : ℕ → Ω → F} (hfm : ∀ n, AEStronglyMeasurable (f n) μ)
     (hbdd : ∀ n, snorm (f n) p μ ≤ R) : Memℒp (limitProcess f ℱ μ) p μ :=
   by
   rw [limit_process]

f2ce6086

bump to nightly-2023-05-14-08

mathlib commit https://github.com/leanprover-community/mathlib/commit/e3fb84046afd187b710170887195d50bada934ee

d31da313

Diff

@@ -127,50 +127,50 @@ theorem coeFn_inf {f g : Filtration ι m} : ⇑(f ⊓ g) = f ⊓ g :=
 
 instance : SupSet (Filtration ι m) :=
   ⟨fun s =>
-    { seq := fun i => supₛ ((fun f : Filtration ι m => f i) '' s)
+    { seq := fun i => sSup ((fun f : Filtration ι m => f i) '' s)
       mono' := fun i j hij => by
-        refine' supₛ_le fun m' hm' => _
+        refine' sSup_le fun m' hm' => _
         rw [Set.mem_image] at hm'
         obtain ⟨f, hf_mem, hfm'⟩ := hm'
         rw [← hfm']
         refine' (f.mono hij).trans _
         have hfj_mem : f j ∈ (fun g : filtration ι m => g j) '' s := ⟨f, hf_mem, rfl⟩
-        exact le_supₛ hfj_mem
+        exact le_sSup hfj_mem
       le' := fun i => by
-        refine' supₛ_le fun m' hm' => _
+        refine' sSup_le fun m' hm' => _
         rw [Set.mem_image] at hm'
         obtain ⟨f, hf_mem, hfm'⟩ := hm'
         rw [← hfm']
         exact f.le i }⟩
 
-theorem supₛ_def (s : Set (Filtration ι m)) (i : ι) :
-    supₛ s i = supₛ ((fun f : Filtration ι m => f i) '' s) :=
+theorem sSup_def (s : Set (Filtration ι m)) (i : ι) :
+    sSup s i = sSup ((fun f : Filtration ι m => f i) '' s) :=
   rfl
-#align measure_theory.filtration.Sup_def MeasureTheory.Filtration.supₛ_def
+#align measure_theory.filtration.Sup_def MeasureTheory.Filtration.sSup_def
 
 noncomputable instance : InfSet (Filtration ι m) :=
   ⟨fun s =>
-    { seq := fun i => if Set.Nonempty s then infₛ ((fun f : Filtration ι m => f i) '' s) else m
+    { seq := fun i => if Set.Nonempty s then sInf ((fun f : Filtration ι m => f i) '' s) else m
       mono' := fun i j hij => by
         by_cases h_nonempty : Set.Nonempty s
         swap
         · simp only [h_nonempty, Set.nonempty_image_iff, if_false, le_refl]
-        simp only [h_nonempty, if_true, le_infₛ_iff, Set.mem_image, forall_exists_index, and_imp,
+        simp only [h_nonempty, if_true, le_sInf_iff, Set.mem_image, forall_exists_index, and_imp,
           forall_apply_eq_imp_iff₂]
         refine' fun f hf_mem => le_trans _ (f.mono hij)
         have hfi_mem : f i ∈ (fun g : filtration ι m => g i) '' s := ⟨f, hf_mem, rfl⟩
-        exact infₛ_le hfi_mem
+        exact sInf_le hfi_mem
       le' := fun i => by
         by_cases h_nonempty : Set.Nonempty s
         swap; · simp only [h_nonempty, if_false, le_refl]
         simp only [h_nonempty, if_true]
         obtain ⟨f, hf_mem⟩ := h_nonempty
-        exact le_trans (infₛ_le ⟨f, hf_mem, rfl⟩) (f.le i) }⟩
+        exact le_trans (sInf_le ⟨f, hf_mem, rfl⟩) (f.le i) }⟩
 
-theorem infₛ_def (s : Set (Filtration ι m)) (i : ι) :
-    infₛ s i = if Set.Nonempty s then infₛ ((fun f : Filtration ι m => f i) '' s) else m :=
+theorem sInf_def (s : Set (Filtration ι m)) (i : ι) :
+    sInf s i = if Set.Nonempty s then sInf ((fun f : Filtration ι m => f i) '' s) else m :=
   rfl
-#align measure_theory.filtration.Inf_def MeasureTheory.Filtration.infₛ_def
+#align measure_theory.filtration.Inf_def MeasureTheory.Filtration.sInf_def
 
 noncomputable instance : CompleteLattice (Filtration ι m)
     where
@@ -186,24 +186,24 @@ noncomputable instance : CompleteLattice (Filtration ι m)
   inf_le_left f g i := inf_le_left
   inf_le_right f g i := inf_le_right
   le_inf f g h h_fg h_fh i := le_inf (h_fg i) (h_fh i)
-  supₛ := supₛ
-  le_sup s f hf_mem i := le_supₛ ⟨f, hf_mem, rfl⟩
+  sSup := sSup
+  le_sup s f hf_mem i := le_sSup ⟨f, hf_mem, rfl⟩
   sup_le s f h_forall i :=
-    supₛ_le fun m' hm' => by
+    sSup_le fun m' hm' => by
       obtain ⟨g, hg_mem, hfm'⟩ := hm'
       rw [← hfm']
       exact h_forall g hg_mem i
-  infₛ := infₛ
+  sInf := sInf
   inf_le s f hf_mem i := by
     have hs : s.nonempty := ⟨f, hf_mem⟩
     simp only [Inf_def, hs, if_true]
-    exact infₛ_le ⟨f, hf_mem, rfl⟩
+    exact sInf_le ⟨f, hf_mem, rfl⟩
   le_inf s f h_forall i := by
     by_cases hs : s.nonempty
     swap;
     · simp only [Inf_def, hs, if_false]
       exact f.le i
-    simp only [Inf_def, hs, if_true, le_infₛ_iff, Set.mem_image, forall_exists_index, and_imp,
+    simp only [Inf_def, hs, if_true, le_sInf_iff, Set.mem_image, forall_exists_index, and_imp,
       forall_apply_eq_imp_iff₂]
     exact fun g hg_mem => h_forall g hg_mem i
   top := ⊤
@@ -281,9 +281,9 @@ the filtration. -/
 def natural (u : ι → Ω → β) (hum : ∀ i, StronglyMeasurable (u i)) : Filtration ι m
     where
   seq i := ⨆ j ≤ i, MeasurableSpace.comap (u j) mβ
-  mono' i j hij := bsupᵢ_mono fun k => ge_trans hij
+  mono' i j hij := biSup_mono fun k => ge_trans hij
   le' i := by
-    refine' supᵢ₂_le _
+    refine' iSup₂_le _
     rintro j hj s ⟨t, ht, rfl⟩
     exact (hum j).Measurable ht
 #align measure_theory.filtration.natural MeasureTheory.Filtration.natural
@@ -357,7 +357,7 @@ theorem stronglyMeasurable_limitProcess : strongly_measurable[⨆ n, ℱ n] (lim
 #align measure_theory.filtration.strongly_measurable_limit_process MeasureTheory.Filtration.stronglyMeasurable_limitProcess
 
 theorem stronglyMeasurable_limit_process' : strongly_measurable[m] (limitProcess f ℱ μ) :=
-  stronglyMeasurable_limitProcess.mono (supₛ_le fun m ⟨n, hn⟩ => hn ▸ ℱ.le _)
+  stronglyMeasurable_limitProcess.mono (sSup_le fun m ⟨n, hn⟩ => hn ▸ ℱ.le _)
 #align measure_theory.filtration.strongly_measurable_limit_process' MeasureTheory.Filtration.stronglyMeasurable_limit_process'
 
 theorem memℒp_limitProcess_of_snorm_bdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type _} [NormedAddCommGroup F]
@@ -368,11 +368,11 @@ theorem memℒp_limitProcess_of_snorm_bdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Ty
   split_ifs with h
   · refine'
       ⟨strongly_measurable.ae_strongly_measurable
-          ((Classical.choose_spec h).1.mono (supₛ_le fun m ⟨n, hn⟩ => hn ▸ ℱ.le _)),
+          ((Classical.choose_spec h).1.mono (sSup_le fun m ⟨n, hn⟩ => hn ▸ ℱ.le _)),
         lt_of_le_of_lt (Lp.snorm_lim_le_liminf_snorm hfm _ (Classical.choose_spec h).2)
           (lt_of_le_of_lt _ (ENNReal.coe_lt_top : ↑R < ∞))⟩
     simp_rw [liminf_eq, eventually_at_top]
-    exact supₛ_le fun b ⟨a, ha⟩ => (ha a le_rfl).trans (hbdd _)
+    exact sSup_le fun b ⟨a, ha⟩ => (ha a le_rfl).trans (hbdd _)
   · exact zero_mem_ℒp
 #align measure_theory.filtration.mem_ℒp_limit_process_of_snorm_bdd MeasureTheory.Filtration.memℒp_limitProcess_of_snorm_bdd

f2ce6086

bump to nightly-2023-05-09-08

mathlib commit https://github.com/leanprover-community/mathlib/commit/d4437c68c8d350fc9d4e95e1e174409db35e30d7

244524af

Diff

@@ -230,15 +230,15 @@ instance sigmaFinite_of_sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f
 #align measure_theory.sigma_finite_of_sigma_finite_filtration MeasureTheory.sigmaFinite_of_sigmaFiniteFiltration
 
 -- can't exact here
-instance (priority := 100) IsFiniteMeasure.sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω)
-    (f : Filtration ι m) [IsFiniteMeasure μ] : SigmaFiniteFiltration μ f :=
+instance (priority := 100) FiniteMeasure.sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω)
+    (f : Filtration ι m) [FiniteMeasure μ] : SigmaFiniteFiltration μ f :=
   ⟨fun n => by infer_instance⟩
-#align measure_theory.is_finite_measure.sigma_finite_filtration MeasureTheory.IsFiniteMeasure.sigmaFiniteFiltration
+#align measure_theory.is_finite_measure.sigma_finite_filtration MeasureTheory.FiniteMeasure.sigmaFiniteFiltration
 
 /-- Given a integrable function `g`, the conditional expectations of `g` with respect to a
 filtration is uniformly integrable. -/
 theorem Integrable.uniformIntegrable_condexp_filtration [Preorder ι] {μ : Measure Ω}
-    [IsFiniteMeasure μ] {f : Filtration ι m} {g : Ω → ℝ} (hg : Integrable g μ) :
+    [FiniteMeasure μ] {f : Filtration ι m} {g : Ω → ℝ} (hg : Integrable g μ) :
     UniformIntegrable (fun i => μ[g|f i]) 1 μ :=
   hg.uniformIntegrable_condexp f.le
 #align measure_theory.integrable.uniform_integrable_condexp_filtration MeasureTheory.Integrable.uniformIntegrable_condexp_filtration

f2ce6086

bump to nightly-2023-05-04-10

mathlib commit https://github.com/leanprover-community/mathlib/commit/92c69b77c5a7dc0f7eeddb552508633305157caa

3d8894bd

Diff

@@ -224,10 +224,10 @@ class SigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f : Filtration ι m
   SigmaFinite : ∀ i : ι, SigmaFinite (μ.trim (f.le i))
 #align measure_theory.sigma_finite_filtration MeasureTheory.SigmaFiniteFiltration
 
-instance sigmaFiniteOfSigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f : Filtration ι m)
+instance sigmaFinite_of_sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f : Filtration ι m)
     [hf : SigmaFiniteFiltration μ f] (i : ι) : SigmaFinite (μ.trim (f.le i)) := by
   apply hf.sigma_finite
-#align measure_theory.sigma_finite_of_sigma_finite_filtration MeasureTheory.sigmaFiniteOfSigmaFiniteFiltration
+#align measure_theory.sigma_finite_of_sigma_finite_filtration MeasureTheory.sigmaFinite_of_sigmaFiniteFiltration
 
 -- can't exact here
 instance (priority := 100) IsFiniteMeasure.sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω)
@@ -237,11 +237,11 @@ instance (priority := 100) IsFiniteMeasure.sigmaFiniteFiltration [Preorder ι] (
 
 /-- Given a integrable function `g`, the conditional expectations of `g` with respect to a
 filtration is uniformly integrable. -/
-theorem Integrable.uniformIntegrableCondexpFiltration [Preorder ι] {μ : Measure Ω}
+theorem Integrable.uniformIntegrable_condexp_filtration [Preorder ι] {μ : Measure Ω}
     [IsFiniteMeasure μ] {f : Filtration ι m} {g : Ω → ℝ} (hg : Integrable g μ) :
     UniformIntegrable (fun i => μ[g|f i]) 1 μ :=
-  hg.uniformIntegrableCondexp f.le
-#align measure_theory.integrable.uniform_integrable_condexp_filtration MeasureTheory.Integrable.uniformIntegrableCondexpFiltration
+  hg.uniformIntegrable_condexp f.le
+#align measure_theory.integrable.uniform_integrable_condexp_filtration MeasureTheory.Integrable.uniformIntegrable_condexp_filtration
 
 section OfSet
 
@@ -360,7 +360,7 @@ theorem stronglyMeasurable_limit_process' : strongly_measurable[m] (limitProcess
   stronglyMeasurable_limitProcess.mono (supₛ_le fun m ⟨n, hn⟩ => hn ▸ ℱ.le _)
 #align measure_theory.filtration.strongly_measurable_limit_process' MeasureTheory.Filtration.stronglyMeasurable_limit_process'
 
-theorem memℒpLimitProcessOfSnormBdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type _} [NormedAddCommGroup F]
+theorem memℒp_limitProcess_of_snorm_bdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type _} [NormedAddCommGroup F]
     {ℱ : Filtration ℕ m} {f : ℕ → Ω → F} (hfm : ∀ n, AeStronglyMeasurable (f n) μ)
     (hbdd : ∀ n, snorm (f n) p μ ≤ R) : Memℒp (limitProcess f ℱ μ) p μ :=
   by
@@ -374,7 +374,7 @@ theorem memℒpLimitProcessOfSnormBdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type _
     simp_rw [liminf_eq, eventually_at_top]
     exact supₛ_le fun b ⟨a, ha⟩ => (ha a le_rfl).trans (hbdd _)
   · exact zero_mem_ℒp
-#align measure_theory.filtration.mem_ℒp_limit_process_of_snorm_bdd MeasureTheory.Filtration.memℒpLimitProcessOfSnormBdd
+#align measure_theory.filtration.mem_ℒp_limit_process_of_snorm_bdd MeasureTheory.Filtration.memℒp_limitProcess_of_snorm_bdd
 
 end Limit

f2ce6086

bump to nightly-2023-02-28-04

mathlib commit https://github.com/leanprover-community/mathlib/commit/9da1b3534b65d9661eb8f42443598a92bbb49211

2097f8af

Diff

@@ -101,7 +101,7 @@ instance : Bot (Filtration ι m) :=
 instance : Top (Filtration ι m) :=
   ⟨const ι m le_rfl⟩
 
-instance : HasSup (Filtration ι m) :=
+instance : Sup (Filtration ι m) :=
   ⟨fun f g =>
     { seq := fun i => f i ⊔ g i
       mono' := fun i j hij =>
@@ -113,7 +113,7 @@ theorem coeFn_sup {f g : Filtration ι m} : ⇑(f ⊔ g) = f ⊔ g :=
   rfl
 #align measure_theory.filtration.coe_fn_sup MeasureTheory.Filtration.coeFn_sup
 
-instance : HasInf (Filtration ι m) :=
+instance : Inf (Filtration ι m) :=
   ⟨fun f g =>
     { seq := fun i => f i ⊓ g i
       mono' := fun i j hij =>

f2ce6086

bump to nightly-2023-02-27-10

mathlib commit https://github.com/leanprover-community/mathlib/commit/eb0cb4511aaef0da2462207b67358a0e1fe1e2ee

49ff026a

Diff

@@ -37,7 +37,7 @@ filtration, stochastic process
 
 open Filter Order TopologicalSpace
 
-open Classical MeasureTheory NNReal Ennreal Topology BigOperators
+open Classical MeasureTheory NNReal ENNReal Topology BigOperators
 
 namespace MeasureTheory
 
@@ -370,7 +370,7 @@ theorem memℒpLimitProcessOfSnormBdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type _
       ⟨strongly_measurable.ae_strongly_measurable
           ((Classical.choose_spec h).1.mono (supₛ_le fun m ⟨n, hn⟩ => hn ▸ ℱ.le _)),
         lt_of_le_of_lt (Lp.snorm_lim_le_liminf_snorm hfm _ (Classical.choose_spec h).2)
-          (lt_of_le_of_lt _ (Ennreal.coe_lt_top : ↑R < ∞))⟩
+          (lt_of_le_of_lt _ (ENNReal.coe_lt_top : ↑R < ∞))⟩
     simp_rw [liminf_eq, eventually_at_top]
     exact supₛ_le fun b ⟨a, ha⟩ => (ha a le_rfl).trans (hbdd _)
   · exact zero_mem_ℒp

f2ce6086

bump to nightly-2023-02-21-16

mathlib commit https://github.com/leanprover-community/mathlib/commit/bd9851ca476957ea4549eb19b40e7b5ade9428cc

1107b979

Changes in mathlib4

mathlib3

mathlib4

f2ce6086

chore: adapt to multiple goal linter 2 (#12361)

A PR analogous to #12338: reformatting proofs following the multiple goals linter of #12339.

fe96aa45

Diff

@@ -299,10 +299,10 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
     refine' generateFrom_le _
     rintro t ⟨hn, u, _, hu'⟩
     obtain heq | heq | heq | heq := Set.indicator_const_preimage (s n) u (1 : β)
-    pick_goal 4; rw [Set.mem_singleton_iff] at heq
+    on_goal 4 => rw [Set.mem_singleton_iff] at heq
     all_goals rw [heq] at hu'; rw [← hu']
-    exacts [measurableSet_empty _, MeasurableSet.univ, measurableSet_generateFrom ⟨n, hn, rfl⟩,
-      MeasurableSet.compl (measurableSet_generateFrom ⟨n, hn, rfl⟩)]
+    exacts [MeasurableSet.univ, measurableSet_generateFrom ⟨n, hn, rfl⟩,
+      MeasurableSet.compl (measurableSet_generateFrom ⟨n, hn, rfl⟩), measurableSet_empty _]
 #align measure_theory.filtration.filtration_of_set_eq_natural MeasureTheory.Filtration.filtrationOfSet_eq_natural
 
 end

f2ce6086

chore(Data/Finset): drop some Nonempty arguments (#9377)

rename Finset.Nonempty.image_iff to Finset.image_nonempty, deprecate the old version;
rename Set.nonempty_image_iff to Set.image_nonempty, deprecate the old version;
drop unneeded Finset.Nonempty arguments here and there;
add versions of some lemmas that assume Nonempty s instead of Nonempty (s.image f) or Nonempty (s.map f).

4bd6aa25

Diff

@@ -148,7 +148,7 @@ noncomputable instance : InfSet (Filtration ι m) :=
     { seq := fun i => if Set.Nonempty s then sInf ((fun f : Filtration ι m => f i) '' s) else m
       mono' := fun i j hij => by
         by_cases h_nonempty : Set.Nonempty s
-        swap; · simp only [h_nonempty, Set.nonempty_image_iff, if_false, le_refl]
+        swap; · simp only [h_nonempty, Set.image_nonempty, if_false, le_refl]
         simp only [h_nonempty, if_true, le_sInf_iff, Set.mem_image, forall_exists_index, and_imp,
           forall_apply_eq_imp_iff₂]
         refine' fun f hf_mem => le_trans _ (f.mono hij)

f2ce6086

chore: remove nonterminal simp (#7580)

Removes nonterminal simps on lines looking like simp [...]

6fc8e6ec

Diff

@@ -282,7 +282,7 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
     (hsm : ∀ i, MeasurableSet[m] (s i)) :
     filtrationOfSet hsm = natural (fun i => (s i).indicator (fun _ => 1 : Ω → β)) fun i =>
       stronglyMeasurable_one.indicator (hsm i) := by
-  simp [natural, filtrationOfSet, measurableSpace_iSup_eq]
+  simp only [filtrationOfSet, natural, measurableSpace_iSup_eq, exists_prop, mk.injEq]
   ext1 i
   refine' le_antisymm (generateFrom_le _) (generateFrom_le _)
   · rintro _ ⟨j, hij, rfl⟩

f2ce6086

chore: remove unused simps (#6632)

Co-authored-by: Eric Wieser <wieser.eric@gmail.com>

916c75c1

Diff

@@ -67,7 +67,7 @@ protected theorem le (f : Filtration ι m) (i : ι) : f i ≤ m :=
 
 @[ext]
 protected theorem ext {f g : Filtration ι m} (h : (f : ι → MeasurableSpace Ω) = g) : f = g := by
-  cases f; cases g; simp only; congr
+  cases f; cases g; congr
 #align measure_theory.filtration.ext MeasureTheory.Filtration.ext
 
 variable (ι)

f2ce6086

chore: banish Type _ and Sort _ (#6499)

We remove all possible occurences of Type _ and Sort _ in favor of Type* and Sort*.

This has nice performance benefits.

32de3f67

Diff

@@ -40,7 +40,7 @@ namespace MeasureTheory
 
 /-- A `Filtration` on a measurable space `Ω` with σ-algebra `m` is a monotone
 sequence of sub-σ-algebras of `m`. -/
-structure Filtration {Ω : Type _} (ι : Type _) [Preorder ι] (m : MeasurableSpace Ω) where
+structure Filtration {Ω : Type*} (ι : Type*) [Preorder ι] (m : MeasurableSpace Ω) where
   seq : ι → MeasurableSpace Ω
   mono' : Monotone seq
   le' : ∀ i : ι, seq i ≤ m
@@ -48,7 +48,7 @@ structure Filtration {Ω : Type _} (ι : Type _) [Preorder ι] (m : MeasurableSp
 
 attribute [coe] Filtration.seq
 
-variable {Ω β ι : Type _} {m : MeasurableSpace Ω}
+variable {Ω β ι : Type*} {m : MeasurableSpace Ω}
 
 instance [Preorder ι] : CoeFun (Filtration ι m) fun _ => ι → MeasurableSpace Ω :=
   ⟨fun f => f.seq⟩
@@ -309,7 +309,7 @@ end
 
 section Limit
 
-variable {E : Type _} [Zero E] [TopologicalSpace E] {ℱ : Filtration ι m} {f : ι → Ω → E}
+variable {E : Type*} [Zero E] [TopologicalSpace E] {ℱ : Filtration ι m} {f : ι → Ω → E}
   {μ : Measure Ω}
 
 /-- Given a process `f` and a filtration `ℱ`, if `f` converges to some `g` almost everywhere and
@@ -335,7 +335,7 @@ theorem stronglyMeasurable_limit_process' : StronglyMeasurable[m] (limitProcess
   stronglyMeasurable_limitProcess.mono (sSup_le fun _ ⟨_, hn⟩ => hn ▸ ℱ.le _)
 #align measure_theory.filtration.strongly_measurable_limit_process' MeasureTheory.Filtration.stronglyMeasurable_limit_process'
 
-theorem memℒp_limitProcess_of_snorm_bdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type _} [NormedAddCommGroup F]
+theorem memℒp_limitProcess_of_snorm_bdd {R : ℝ≥0} {p : ℝ≥0∞} {F : Type*} [NormedAddCommGroup F]
     {ℱ : Filtration ℕ m} {f : ℕ → Ω → F} (hfm : ∀ n, AEStronglyMeasurable (f n) μ)
     (hbdd : ∀ n, snorm (f n) p μ ≤ R) : Memℒp (limitProcess f ℱ μ) p μ := by
   rw [limitProcess]

f2ce6086

chore: script to replace headers with #align_import statements (#5979)

depends on: #5966

Co-authored-by: Eric Wieser <wieser.eric@gmail.com> Co-authored-by: Scott Morrison <scott.morrison@gmail.com>

89aa3a3b

Diff

@@ -2,14 +2,11 @@
 Copyright (c) 2021 Kexing Ying. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying, Rémy Degenne
-
-! This file was ported from Lean 3 source module probability.process.filtration
-! leanprover-community/mathlib commit f2ce6086713c78a7f880485f7917ea547a215982
-! Please do not edit these lines, except to modify the commit id
-! if you have ported upstream changes.
 -/
 import Mathlib.MeasureTheory.Function.ConditionalExpectation.Real
 
+#align_import probability.process.filtration from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
+
 /-!
 # Filtrations

f2ce6086

chore: remove occurrences of semicolon after space (#5713)

This is the second half of the changes originally in #5699, removing all occurrences of ; after a space and implementing a linter rule to enforce it.

In most cases this 2-character substring has a space after it, so the following command was run first:

find . -type f -name "*.lean" -exec sed -i -E 's/ ; /; /g' {} \;

The remaining cases were few enough in number that they were done manually.

c795bd35

Diff

@@ -303,7 +303,7 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
     rintro t ⟨hn, u, _, hu'⟩
     obtain heq | heq | heq | heq := Set.indicator_const_preimage (s n) u (1 : β)
     pick_goal 4; rw [Set.mem_singleton_iff] at heq
-    all_goals rw [heq] at hu' ; rw [← hu']
+    all_goals rw [heq] at hu'; rw [← hu']
     exacts [measurableSet_empty _, MeasurableSet.univ, measurableSet_generateFrom ⟨n, hn, rfl⟩,
       MeasurableSet.compl (measurableSet_generateFrom ⟨n, hn, rfl⟩)]
 #align measure_theory.filtration.filtration_of_set_eq_natural MeasureTheory.Filtration.filtrationOfSet_eq_natural

f2ce6086

chore: fix grammar in docs (#5668)

15cdb8ec

Diff

@@ -228,7 +228,7 @@ instance (priority := 100) IsFiniteMeasure.sigmaFiniteFiltration [Preorder ι] (
   ⟨fun n => by infer_instance⟩
 #align measure_theory.is_finite_measure.sigma_finite_filtration MeasureTheory.IsFiniteMeasure.sigmaFiniteFiltration
 
-/-- Given a integrable function `g`, the conditional expectations of `g` with respect to a
+/-- Given an integrable function `g`, the conditional expectations of `g` with respect to a
 filtration is uniformly integrable. -/
 theorem Integrable.uniformIntegrable_condexp_filtration [Preorder ι] {μ : Measure Ω}
     [IsFiniteMeasure μ] {f : Filtration ι m} {g : Ω → ℝ} (hg : Integrable g μ) :

f2ce6086

chore: tidy various files (#5449)

ff656fa9

Diff

@@ -49,6 +49,8 @@ structure Filtration {Ω : Type _} (ι : Type _) [Preorder ι] (m : MeasurableSp
   le' : ∀ i : ι, seq i ≤ m
 #align measure_theory.filtration MeasureTheory.Filtration
 
+attribute [coe] Filtration.seq
+
 variable {Ω β ι : Type _} {m : MeasurableSpace Ω}
 
 instance [Preorder ι] : CoeFun (Filtration ι m) fun _ => ι → MeasurableSpace Ω :=
@@ -104,7 +106,7 @@ instance : Sup (Filtration ι m) :=
         sup_le ((f.mono hij).trans le_sup_left) ((g.mono hij).trans le_sup_right)
       le' := fun i => sup_le (f.le i) (g.le i) }⟩
 
--- @[norm_cast] -- Porting note: no longer involves casting (new-style structures)
+@[norm_cast]
 theorem coeFn_sup {f g : Filtration ι m} : ⇑(f ⊔ g) = ⇑f ⊔ ⇑g :=
   rfl
 #align measure_theory.filtration.coe_fn_sup MeasureTheory.Filtration.coeFn_sup
@@ -116,7 +118,7 @@ instance : Inf (Filtration ι m) :=
         le_inf (inf_le_left.trans (f.mono hij)) (inf_le_right.trans (g.mono hij))
       le' := fun i => inf_le_left.trans (f.le i) }⟩
 
--- @[norm_cast] -- Porting note: no longer involves casting (new-style structures)
+@[norm_cast]
 theorem coeFn_inf {f g : Filtration ι m} : ⇑(f ⊓ g) = ⇑f ⊓ ⇑g :=
   rfl
 #align measure_theory.filtration.coe_fn_inf MeasureTheory.Filtration.coeFn_inf
@@ -217,11 +219,10 @@ class SigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f : Filtration ι m
 #align measure_theory.sigma_finite_filtration MeasureTheory.SigmaFiniteFiltration
 
 instance sigmaFinite_of_sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω) (f : Filtration ι m)
-    [hf : SigmaFiniteFiltration μ f] (i : ι) : SigmaFinite (μ.trim (f.le i)) := by
-  apply hf.SigmaFinite
+    [hf : SigmaFiniteFiltration μ f] (i : ι) : SigmaFinite (μ.trim (f.le i)) :=
+  hf.SigmaFinite _
 #align measure_theory.sigma_finite_of_sigma_finite_filtration MeasureTheory.sigmaFinite_of_sigmaFiniteFiltration
 
--- can't exact here
 instance (priority := 100) IsFiniteMeasure.sigmaFiniteFiltration [Preorder ι] (μ : Measure Ω)
     (f : Filtration ι m) [IsFiniteMeasure μ] : SigmaFiniteFiltration μ f :=
   ⟨fun n => by infer_instance⟩
@@ -294,11 +295,10 @@ theorem filtrationOfSet_eq_natural [MulZeroOneClass β] [Nontrivial β] {s : ι
     ext x
     simp [Set.indicator_const_preimage_eq_union]
   · rintro t ⟨n, ht⟩
-    suffices MeasurableSpace.generateFrom {t | ∃ _ : n ≤ i,
+    suffices MeasurableSpace.generateFrom {t | n ≤ i ∧
       MeasurableSet[MeasurableSpace.comap ((s n).indicator (fun _ => 1 : Ω → β)) mβ] t} ≤
-        MeasurableSpace.generateFrom {t | ∃ (j : ι) (_ : j ≤ i), s j = t} by
-      -- Porting note: was `exact this _ ht`
-      convert this _ _ <;> simp_all only [exists_prop]
+        MeasurableSpace.generateFrom {t | ∃ (j : ι), j ≤ i ∧ s j = t} by
+      exact this _ ht
     refine' generateFrom_le _
     rintro t ⟨hn, u, _, hu'⟩
     obtain heq | heq | heq | heq := Set.indicator_const_preimage (s n) u (1 : β)

f2ce6086

feat: port Probability.BorelCantelli (#5286)

66ea1086

Diff

@@ -252,10 +252,10 @@ theorem measurableSet_filtrationOfSet {s : ι → Set Ω} (hsm : ∀ i, Measurab
   MeasurableSpace.measurableSet_generateFrom ⟨j, hj, rfl⟩
 #align measure_theory.measurable_set_filtration_of_set MeasureTheory.measurableSet_filtrationOfSet
 
-theorem measurableSet_filtration_of_set' {s : ι → Set Ω} (hsm : ∀ n, MeasurableSet[m] (s n))
+theorem measurableSet_filtrationOfSet' {s : ι → Set Ω} (hsm : ∀ n, MeasurableSet[m] (s n))
     (i : ι) : MeasurableSet[filtrationOfSet hsm i] (s i) :=
   measurableSet_filtrationOfSet hsm i le_rfl
-#align measure_theory.measurable_set_filtration_of_set' MeasureTheory.measurableSet_filtration_of_set'
+#align measure_theory.measurable_set_filtration_of_set' MeasureTheory.measurableSet_filtrationOfSet'
 
 end OfSet

f2ce6086

feat: port Probability.Process.Filtration (#5195)

07e79d97

`probability.process.filtration` ⟷ `Mathlib.Probability.Process.Filtration`

Changes since the initial port

Changes in mathlib3

Changes in mathlib3port

Changes in mathlib4

Dependencies 12 + 998

probability.process.filtration ⟷ Mathlib.Probability.Process.Filtration

Changes since the initial port

Changes in mathlib3

Changes in mathlib3port

Changes in mathlib4

Dependencies 12 + 998

`probability.process.filtration` ⟷ `Mathlib.Probability.Process.Filtration`