The Borel sigma-algebra on Polish spaces #
We discuss several results pertaining to the relationship between the topology and the Borel structure on Polish spaces.
Main definitions and results #
First, we define standard Borel spaces.
- A
StandardBorelSpace α
is a typeclass for measurable spaces which arise as the Borel sets of some Polish topology.
Next, we define the class of analytic sets and establish its basic properties.
MeasureTheory.AnalyticSet s
: a set in a topological space is analytic if it is the continuous image of a Polish space. Equivalently, it is empty, or the image ofℕ → ℕ
.MeasureTheory.AnalyticSet.image_of_continuous
: a continuous image of an analytic set is analytic.MeasurableSet.analyticSet
: in a Polish space, any Borel-measurable set is analytic.
Then, we show Lusin's theorem that two disjoint analytic sets can be separated by Borel sets.
MeasurablySeparable s t
states that there exists a measurable set containings
and disjoint fromt
.AnalyticSet.measurablySeparable
shows that two disjoint analytic sets are separated by a Borel set.
We then prove the Lusin-Souslin theorem that a continuous injective image of a Borel subset of a Polish space is Borel. The proof of this nontrivial result relies on the above results on analytic sets.
MeasurableSet.image_of_continuousOn_injOn
asserts that, ifs
is a Borel measurable set in a Polish space, then the image ofs
under a continuous injective map is still Borel measurable.Continuous.measurableEmbedding
states that a continuous injective map on a Polish space is a measurable embedding for the Borel sigma-algebra.ContinuousOn.measurableEmbedding
is the same result for a map restricted to a measurable set on which it is continuous.Measurable.measurableEmbedding
states that a measurable injective map from a standard Borel space to a second-countable topological space is a measurable embedding.isClopenable_iff_measurableSet
: in a Polish space, a set is clopenable (i.e., it can be made open and closed by using a finer Polish topology) if and only if it is Borel-measurable.
We use this to prove several versions of the Borel isomorphism theorem.
PolishSpace.measurableEquivOfNotCountable
: Any two uncountable standard Borel spaces are Borel isomorphic.PolishSpace.Equiv.measurableEquiv
: Any two standard Borel spaces of the same cardinality are Borel isomorphic.
Standard Borel Spaces #
A standard Borel space is a measurable space arising as the Borel sets of some Polish topology. This is useful in situations where a space has no natural topology or the natural topology in a space is non-Polish.
To endow a standard Borel space α
with a compatible Polish topology, use
letI := upgradeStandardBorel α
. One can then use eq_borel_upgradeStandardBorel α
to
rewrite the MeasurableSpace α
instance to borel α t
, where t
is the new topology.
- polish : ∃ (x : TopologicalSpace α), BorelSpace α ∧ PolishSpace α
There exists a compatible Polish topology.
Instances
A convenience class similar to UpgradedPolishSpace
. No instance should be registered.
Instead one should use letI := upgradeStandardBorel α
.
- MeasurableSet' : Set α → Prop
- measurableSet_empty : UpgradedStandardBorel.toMeasurableSpace.MeasurableSet' ∅
- measurableSet_compl : ∀ (s : Set α), UpgradedStandardBorel.toMeasurableSpace.MeasurableSet' s → UpgradedStandardBorel.toMeasurableSpace.MeasurableSet' sᶜ
- measurableSet_iUnion : ∀ (f : ℕ → Set α), (∀ (i : ℕ), UpgradedStandardBorel.toMeasurableSpace.MeasurableSet' (f i)) → UpgradedStandardBorel.toMeasurableSpace.MeasurableSet' (⋃ (i : ℕ), f i)
- isOpen_univ : TopologicalSpace.IsOpen Set.univ
- isOpen_inter : ∀ (s t : Set α), TopologicalSpace.IsOpen s → TopologicalSpace.IsOpen t → TopologicalSpace.IsOpen (s ∩ t)
- isOpen_sUnion : ∀ (s : Set (Set α)), (∀ t ∈ s, TopologicalSpace.IsOpen t) → TopologicalSpace.IsOpen (⋃₀ s)
- measurable_eq : UpgradedStandardBorel.toMeasurableSpace = borel α
- is_open_generated_countable : ∃ (b : Set (Set α)), b.Countable ∧ UpgradedStandardBorel.toTopologicalSpace = TopologicalSpace.generateFrom b
- complete : ∃ (m : MetricSpace α), UniformSpace.toTopologicalSpace = UpgradedStandardBorel.toTopologicalSpace ∧ CompleteSpace α
Instances
Use as letI := upgradeStandardBorel α
to endow a standard Borel space α
with
a compatible Polish topology.
Warning: following this with borelize α
will cause an error. Instead, one can
rewrite with eq_borel_upgradeStandardBorel α
.
TODO: fix the corresponding bug in borelize
.
Equations
- upgradeStandardBorel α = (fun (τ : TopologicalSpace α) (x : BorelSpace α ∧ PolishSpace α) => UpgradedStandardBorel.mk) (Classical.choose ⋯) ⋯
Instances For
The MeasurableSpace α
instance on a StandardBorelSpace
α
is equal to
the borel sets of upgradeStandardBorel α
.
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
A product of two standard Borel spaces is standard Borel.
Equations
- ⋯ = ⋯
A product of countably many standard Borel spaces is standard Borel.
Equations
- ⋯ = ⋯
Analytic sets #
An analytic set is a set which is the continuous image of some Polish space. There are several
equivalent characterizations of this definition. For the definition, we pick one that avoids
universe issues: a set is analytic if and only if it is a continuous image of ℕ → ℕ
(or if it
is empty). The above more usual characterization is given
in analyticSet_iff_exists_polishSpace_range
.
Warning: these are analytic sets in the context of descriptive set theory (which is why they are
registered in the namespace MeasureTheory
). They have nothing to do with analytic sets in the
context of complex analysis.
Equations
Instances For
The image of an open set under a continuous map is analytic.
A set is analytic if and only if it is the continuous image of some Polish space.
The continuous image of an analytic set is analytic
A countable intersection of analytic sets is analytic.
A countable union of analytic sets is analytic.
Given a Borel-measurable set in a Polish space, there exists a finer Polish topology making
it clopen. This is in fact an equivalence, see isClopenable_iff_measurableSet
.
A Borel-measurable set in a Polish space is analytic.
Given a Borel-measurable function from a Polish space to a second-countable space, there exists a finer Polish topology on the source space for which the function is continuous.
The image of a measurable set in a standard Borel space under a measurable map is an analytic set.
Preimage of an analytic set is an analytic set.
Separating sets with measurable sets #
Two sets u
and v
in a measurable space are measurably separable if there
exists a measurable set containing u
and disjoint from v
.
This is mostly interesting for Borel-separable sets.
Equations
- MeasureTheory.MeasurablySeparable s t = ∃ (u : Set α), s ⊆ u ∧ Disjoint t u ∧ MeasurableSet u
Instances For
The hard part of the Lusin separation theorem saying that two disjoint analytic sets are
contained in disjoint Borel sets (see the full statement in AnalyticSet.measurablySeparable
).
Here, we prove this when our analytic sets are the ranges of functions from ℕ → ℕ
.
The Lusin separation theorem: if two analytic sets are disjoint, then they are contained in disjoint Borel sets.
Suslin's Theorem: in a Hausdorff topological space, an analytic set with an analytic complement is measurable.
Measurability of preimages under measurable maps #
If f : X → Z
is a surjective Borel measurable map from a standard Borel space
to a countably separated measurable space, then the preimage of a set s
is measurable if and only if the set is measurable.
One implication is the definition of measurability, the other one heavily relies on X
being a
standard Borel space.
If f : X → Z
is a Borel measurable map from a standard Borel space to a
countably separated measurable space then the preimage of a set s
is measurable
if and only if the set is measurable in Set.range f
.
If f : X → Z
is a Borel measurable map from a standard Borel space to a
countably separated measurable space and the range of f
is measurable,
then the preimage of a set s
is measurable
if and only if the intersection with Set.range f
is measurable.
If f : X → Z
is a Borel measurable map from a standard Borel space
to a countably separated measurable space,
then for any measurable space β
and g : Z → β
, the composition g ∘ f
is
measurable if and only if the restriction of g
to the range of f
is measurable.
If f : X → Z
is a surjective Borel measurable map from a standard Borel space
to a countably separated measurable space,
then for any measurable space α
and g : Z → α
, the composition
g ∘ f
is measurable if and only if g
is measurable.
Equations
- ⋯ = ⋯
When the subgroup N < G
is not necessarily Normal
, we have a CosetSpace
as opposed
to QuotientGroup
(the next instance
).
TODO: typeclass inference should normally find this, but currently doesn't.
E.g., MeasurableSMul G (G ⧸ Γ)
fails to synthesize, even though G ⧸ Γ
is the quotient
of G
by the action of Γ
; it seems unable to pick up the BorelSpace
instance.
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
Injective images of Borel sets #
The Lusin-Souslin theorem: the range of a continuous injective function defined on a Polish space is Borel-measurable.
The Lusin-Souslin theorem: if s
is Borel-measurable in a Polish space, then its image under
a continuous injective map is also Borel-measurable.
The Lusin-Souslin theorem: if s
is Borel-measurable in a standard Borel space,
then its image under a measurable injective map taking values in a
countably separate measurable space is also Borel-measurable.
An injective continuous function on a Polish space is a measurable embedding.
If s
is Borel-measurable in a Polish space and f
is continuous injective on s
, then
the restriction of f
to s
is a measurable embedding.
An injective measurable function from a standard Borel space to a countably separated measurable space is a measurable embedding.
If one Polish topology on a type refines another, they have the same Borel sets.
In a Polish space, a set is clopenable if and only if it is Borel-measurable.
The set of points for which a sequence of measurable functions converges to a given function is measurable.
The set of points for which a measurable sequence of functions converges is measurable.
If s
is a measurable set in a standard Borel space, there is a compatible Polish topology
making s
clopen.
A measurable subspace of a standard Borel space is standard Borel.
The Borel Isomorphism Theorem #
If two standard Borel spaces admit Borel measurable injections to one another, then they are Borel isomorphic.
Equations
- PolishSpace.borelSchroederBernstein fmeas finj gmeas ginj = ⋯.schroederBernstein ⋯
Instances For
Any uncountable standard Borel space is Borel isomorphic to the Cantor space ℕ → Bool
.
Equations
Instances For
The Borel Isomorphism Theorem: Any two uncountable standard Borel spaces are Borel isomorphic.
Equations
Instances For
The Borel Isomorphism Theorem: If two standard Borel spaces have the same cardinality, they are Borel isomorphic.
Equations
- PolishSpace.Equiv.measurableEquiv e = if h : Countable α then { toEquiv := e, measurable_toFun := ⋯, measurable_invFun := ⋯ } else PolishSpace.measurableEquivOfNotCountable h ⋯