Constructions for measurable spaces and functions #
This file provides several ways to construct new measurable spaces and functions from old ones:
Quotient
, Subtype
, Prod
, Pi
, etc.
Equations
Equations
Alias of Measurable.subtype_coe
.
The measurable atom of x
is the intersection of all the measurable sets countaining x
.
It is measurable when the space is countable (or more generally when the measurable space is
countably generated).
Equations
- measurableAtom x = ⋂ (s : Set β), ⋂ (_ : x ∈ s), ⋂ (_ : MeasurableSet s), s
Instances For
A MeasurableSpace
structure on the product of two measurable spaces.
Equations
- m₁.prod m₂ = MeasurableSpace.comap Prod.fst m₁ ⊔ MeasurableSpace.comap Prod.snd m₂
Instances For
Equations
- Prod.instMeasurableSpace = m₁.prod m₂
Alias of Measurable.prodMk
.
Alias of Measurable.prodMap
.
Alias of measurable_prodMk_left
.
Alias of measurable_prodMk_right
.
A piecewise function on countably many pieces is measurable if all the data is measurable.
Let t i
be a countable covering of a set T
by measurable sets. Let f i : t i → β
be a
family of functions that agree on the intersections t i ∩ t j
. Then the function
Set.iUnionLift t f _ _ : T → β
, defined as f i ⟨x, hx⟩
for hx : x ∈ t i
, is measurable.
Let t i
be a countable covering of α
by measurable sets. Let f i : t i → β
be a family of
functions that agree on the intersections t i ∩ t j
. Then the function Set.liftCover t f _ _
,
defined as f i ⟨x, hx⟩
for hx : x ∈ t i
, is measurable.
Let t i
be a nonempty countable family of measurable sets in α
. Let g i : α → β
be a
family of measurable functions such that g i
agrees with g j
on t i ∩ t j
. Then there exists
a measurable function f : α → β
that agrees with each g i
on t i
.
We only need the assumption [Nonempty ι]
to prove [Nonempty (α → β)]
.
Equations
- MeasurableSpace.pi = ⨆ (a : δ), MeasurableSpace.comap (fun (b : (a : δ) → X a) => b a) (m a)
The function (f, x) ↦ update f a x : (Π a, X a) × X a → Π a, X a
is measurable.
The function update f a : X a → Π a, X a
is always measurable.
This doesn't require f
to be measurable.
This should not be confused with the statement that update f a x
is measurable.
Equations
Equations
Alias of the reverse direction of measurableSet_inl_image
.
Alias of the reverse direction of measurableSet_inr_image
.
Equations
- Sigma.instMeasurableSpace = ⨅ (a : α), MeasurableSpace.map (Sigma.mk a) (m a)
Alias of the reverse direction of measurableSet_setOf
.
Alias of the reverse direction of measurable_mem
.
This instance is useful when talking about Bernoulli sequences of random variables or binomial random graphs.