Measurable spaces and measurable functions #
This file defines measurable spaces and measurable functions.
A measurable space is a set equipped with a σ-algebra, a collection of subsets closed under complementation and countable union. A function between measurable spaces is measurable if the preimage of each measurable subset is measurable.
σ-algebras on a fixed set α
form a complete lattice. Here we order
σ-algebras by writing m₁ ≤ m₂
if every set which is m₁
-measurable is
also m₂
-measurable (that is, m₁
is a subset of m₂
). In particular, any
collection of subsets of α
generates a smallest σ-algebra which
contains all of them.
References #
- https://en.wikipedia.org/wiki/Measurable_space
- https://en.wikipedia.org/wiki/Sigma-algebra
- https://en.wikipedia.org/wiki/Dynkin_system
Tags #
measurable space, σ-algebra, measurable function
A measurable space is a space equipped with a σ-algebra.
Predicate saying that a given set is measurable. Use
MeasurableSet
in the root namespace instead.- measurableSet_empty : self.MeasurableSet' ∅
The empty set is a measurable set. Use
MeasurableSet.empty
instead. The complement of a measurable set is a measurable set. Use
MeasurableSet.compl
instead.- measurableSet_iUnion : ∀ (f : ℕ → Set α), (∀ (i : ℕ), self.MeasurableSet' (f i)) → self.MeasurableSet' (⋃ (i : ℕ), f i)
The union of a sequence of measurable sets is a measurable set. Use a more general
MeasurableSet.iUnion
instead.
Instances
Equations
- instMeasurableSpaceOrderDual = h
MeasurableSet s
means that s
is measurable (in the ambient measure space on α
)
Equations
- MeasurableSet s = inst.MeasurableSet' s
Instances For
Notation for MeasurableSet
with respect to a non-standard σ-algebra.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Every set has a measurable superset. Declare this as local instance as needed.
A typeclass mixin for MeasurableSpace
s such that each singleton is measurable.
- measurableSet_singleton : ∀ (x : α), MeasurableSet {x}
A singleton is a measurable set.
Instances
Copy of a MeasurableSpace
with a new MeasurableSet
equal to the old one. Useful to fix
definitional equalities.
Equations
- m.copy p h = { MeasurableSet' := p, measurableSet_empty := ⋯, measurableSet_compl := ⋯, measurableSet_iUnion := ⋯ }
Instances For
Equations
- MeasurableSpace.instLE = { le := fun (m₁ m₂ : MeasurableSpace α) => ∀ (s : Set α), MeasurableSet s → MeasurableSet s }
Equations
- MeasurableSpace.instPartialOrder = PartialOrder.mk ⋯
The smallest σ-algebra containing a collection s
of basic sets
- basic: ∀ {α : Type u_1} {s : Set (Set α)}, ∀ u ∈ s, MeasurableSpace.GenerateMeasurable s u
- empty: ∀ {α : Type u_1} {s : Set (Set α)}, MeasurableSpace.GenerateMeasurable s ∅
- compl: ∀ {α : Type u_1} {s : Set (Set α)} (t : Set α), MeasurableSpace.GenerateMeasurable s t → MeasurableSpace.GenerateMeasurable s tᶜ
- iUnion: ∀ {α : Type u_1} {s : Set (Set α)} (f : ℕ → Set α), (∀ (n : ℕ), MeasurableSpace.GenerateMeasurable s (f n)) → MeasurableSpace.GenerateMeasurable s (⋃ (i : ℕ), f i)
Instances For
Construct the smallest measure space containing a collection of basic sets
Equations
- MeasurableSpace.generateFrom s = { MeasurableSet' := MeasurableSpace.GenerateMeasurable s, measurableSet_empty := ⋯, measurableSet_compl := ⋯, measurableSet_iUnion := ⋯ }
Instances For
If g
is a collection of subsets of α
such that the σ
-algebra generated from g
contains
the same sets as g
, then g
was already a σ
-algebra.
Equations
- MeasurableSpace.mkOfClosure g hg = (MeasurableSpace.generateFrom g).copy (fun (x : Set α) => x ∈ g) ⋯
Instances For
We get a Galois insertion between σ
-algebras on α
and Set (Set α)
by using generate_from
on one side and the collection of measurable sets on the other side.
Equations
- MeasurableSpace.giGenerateFrom = { choice := fun (g : Set (Set α)) (hg : {t : Set α | MeasurableSet t} ≤ g) => MeasurableSpace.mkOfClosure g ⋯, gc := ⋯, le_l_u := ⋯, choice_eq := ⋯ }
Instances For
Equations
- MeasurableSpace.instCompleteLattice = MeasurableSpace.giGenerateFrom.liftCompleteLattice
A function f
between measurable spaces is measurable if the preimage of every
measurable set is measurable.
Equations
- Measurable f = ∀ ⦃t : Set β⦄, MeasurableSet t → MeasurableSet (f ⁻¹' t)
Instances For
Notation for Measurable
with respect to a non-standard σ-algebra in the domain.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Notation for Measurable
with respect to a non-standard σ-algebra in the domain and codomain.
Equations
- One or more equations did not get rendered due to their size.
Instances For
A typeclass mixin for MeasurableSpace
s such that all sets are measurable.
- forall_measurableSet : ∀ (s : Set α), MeasurableSet s
Do not use this. Use
MeasurableSet.of_discrete
instead.
Instances
Equations
- ⋯ = ⋯
Warning: Creates a typeclass loop with MeasurableSingletonClass.toDiscreteMeasurableSpace
.
To be monitored.
Equations
- ⋯ = ⋯