Borel (measurable) space #
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Main definitions #
borel α
: the leastσ
-algebra that contains all open sets;class borel_space
: a space withtopological_space
andmeasurable_space
structures such that‹measurable_space α› = borel α
;class opens_measurable_space
: a space withtopological_space
andmeasurable_space
structures such that all open sets are measurable; equivalently,borel α ≤ ‹measurable_space α›
.borel_space
instances onempty
,unit
,bool
,nat
,int
,rat
;measurable
andborel_space
instances onℝ
,ℝ≥0
,ℝ≥0∞
.
Main statements #
is_open.measurable_set
,is_closed.measurable_set
: open and closed sets are measurable;continuous.measurable
: a continuous function is measurable;continuous.measurable2
: iff : α → β
andg : α → γ
are measurable andop : β × γ → δ
is continuous, thenλ x, op (f x, g y)
is measurable;measurable.add
etc : dot notation for arithmetic operations onmeasurable
predicates, and similarly fordist
andedist
;ae_measurable.add
: similar dot notation for almost everywhere measurable functions;measurable.ennreal*
: special cases for arithmetic operations onℝ≥0∞
.
measurable_space
structure generated by topological_space
.
Equations
- borel α = measurable_space.generate_from {s : set α | is_open s}
A space with measurable_space
and topological_space
structures such that
all open sets are measurable.
A space with measurable_space
and topological_space
structures such that
the σ
-algebra of measurable sets is exactly the σ
-algebra generated by open sets.
Instances of this typeclass
- order_dual.borel_space
- is_R_or_C.borel_space
- subtype.borel_space
- pi.borel_space
- prod.borel_space
- empty.borel_space
- unit.borel_space
- bool.borel_space
- nat.borel_space
- int.borel_space
- rat.borel_space
- real.borel_space
- nnreal.borel_space
- ennreal.borel_space
- ereal.borel_space
- complex.borel_space
- euclidean_space.borel_space
- continuous_linear_map.borel_space
- quotient.borel_space
- quotient_group.borel_space
- quotient_add_group.borel_space
- add_circle.borel_space
The behaviour of borelize α
depends on the existing assumptions on α
.
- if
α
is a topological space with instances[measurable_space α] [borel_space α]
, thenborelize α
replaces the former instance byborel α
; - otherwise,
borelize α
adds instancesborel α : measurable_space α
and⟨rfl⟩ : borel_space α
.
Finally, borelize [α, β, γ]
runs borelize α, borelize β, borelize γ
.
In a borel_space
all open sets are measurable.
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 : measurable_set s
.
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,
measure_theory.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,
measure_theory.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 the agree on all closed-open intervals.
Two measures which are finite on closed-open intervals are equal if the agree on all open-closed intervals.
Two measures which are finite on closed-open intervals are equal if the agree on all closed-open intervals.
Two measures which are finite on closed-open intervals are equal if the 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 opens_measurable_space
to a borel_space
is measurable.
A continuous function from an opens_measurable_space
to a borel_space
is ae-measurable.
If a function is defined piecewise in terms of functions which are continuous on their respective pieces, then it is measurable.
A homeomorphism between two Borel spaces is a measurable equivalence.
Equations
- h.to_measurable_equiv = {to_equiv := h.to_equiv, measurable_to_fun := _, measurable_inv_fun := _}
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 measurable_equiv
.
Equations
- homemorph.to_measurable_equiv h = {to_equiv := h.to_equiv, measurable_to_fun := _, measurable_inv_fun := _}
Equations
Equations
Equations
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 r
-closed
thickenings converges to its measure as r
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
.
The set of finite ℝ≥0∞
numbers is measurable_equiv
to ℝ≥0
.
ℝ≥0∞
is measurable_equiv
to ℝ≥0 ⊕ unit
.
Equations
- ennreal.ennreal_equiv_sum = {to_equiv := {to_fun := (equiv.option_equiv_sum_punit nnreal).to_fun, inv_fun := (equiv.option_equiv_sum_punit nnreal).inv_fun, left_inv := ennreal.ennreal_equiv_sum._proof_1, right_inv := ennreal.ennreal_equiv_sum._proof_2}, measurable_to_fun := ennreal.ennreal_equiv_sum._proof_3, measurable_inv_fun := ennreal.ennreal_equiv_sum._proof_4}
note: ℝ≥0∞
can probably be generalized in a future version of this lemma.
The set of finite ereal
numbers is measurable_equiv
to ℝ
.