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Theorem List for Metamath Proof Explorer - 31401-31500   *Has distinct variable group(s)
TypeLabelDescription
Statement
 
Theoremtruae 31401* A truth holds almost everywhere. (Contributed by Thierry Arnoux, 20-Oct-2017.)
dom 𝑀 = 𝑂    &   (𝜑𝑀 ran measures)    &   (𝜑𝜓)       (𝜑 → {𝑥𝑂𝜓}a.e.𝑀)
 
Theoremaean 31402* A conjunction holds almost everywhere if and only if both its terms do. (Contributed by Thierry Arnoux, 20-Oct-2017.)
dom 𝑀 = 𝑂       ((𝑀 ran measures ∧ {𝑥𝑂 ∣ ¬ 𝜑} ∈ dom 𝑀 ∧ {𝑥𝑂 ∣ ¬ 𝜓} ∈ dom 𝑀) → ({𝑥𝑂 ∣ (𝜑𝜓)}a.e.𝑀 ↔ ({𝑥𝑂𝜑}a.e.𝑀 ∧ {𝑥𝑂𝜓}a.e.𝑀)))
 
Definitiondf-fae 31403* Define a builder for an 'almost everywhere' relation between functions, from relations between function values. In this definition, the range of 𝑓 and 𝑔 is enforced in order to ensure the resulting relation is a set. (Contributed by Thierry Arnoux, 22-Oct-2017.)
~ a.e. = (𝑟 ∈ V, 𝑚 ran measures ↦ {⟨𝑓, 𝑔⟩ ∣ ((𝑓 ∈ (dom 𝑟m dom 𝑚) ∧ 𝑔 ∈ (dom 𝑟m dom 𝑚)) ∧ {𝑥 dom 𝑚 ∣ (𝑓𝑥)𝑟(𝑔𝑥)}a.e.𝑚)})
 
Theoremfaeval 31404* Value of the 'almost everywhere' relation for a given relation and measure. (Contributed by Thierry Arnoux, 22-Oct-2017.)
((𝑅 ∈ V ∧ 𝑀 ran measures) → (𝑅~ a.e.𝑀) = {⟨𝑓, 𝑔⟩ ∣ ((𝑓 ∈ (dom 𝑅m dom 𝑀) ∧ 𝑔 ∈ (dom 𝑅m dom 𝑀)) ∧ {𝑥 dom 𝑀 ∣ (𝑓𝑥)𝑅(𝑔𝑥)}a.e.𝑀)})
 
Theoremrelfae 31405 The 'almost everywhere' builder for functions produces relations. (Contributed by Thierry Arnoux, 22-Oct-2017.)
((𝑅 ∈ V ∧ 𝑀 ran measures) → Rel (𝑅~ a.e.𝑀))
 
Theorembrfae 31406* 'almost everywhere' relation for two functions 𝐹 and 𝐺 with regard to the measure 𝑀. (Contributed by Thierry Arnoux, 22-Oct-2017.)
dom 𝑅 = 𝐷    &   (𝜑𝑅 ∈ V)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ (𝐷m dom 𝑀))    &   (𝜑𝐺 ∈ (𝐷m dom 𝑀))       (𝜑 → (𝐹(𝑅~ a.e.𝑀)𝐺 ↔ {𝑥 dom 𝑀 ∣ (𝐹𝑥)𝑅(𝐺𝑥)}a.e.𝑀))
 
20.3.17.11  Measurable functions
 
Syntaxcmbfm 31407 Extend class notation with the measurable functions builder.
class MblFnM
 
Definitiondf-mbfm 31408* Define the measurable function builder, which generates the set of measurable functions from a measurable space to another one. Here, the measurable spaces are given using their sigma-algebras 𝑠 and 𝑡, and the spaces themselves are recovered by 𝑠 and 𝑡.

Note the similarities between the definition of measurable functions in measure theory, and of continuous functions in topology.

This is the definition for the generic measure theory. For the specific case of functions from to , see df-mbf 24147. (Contributed by Thierry Arnoux, 23-Jan-2017.)

MblFnM = (𝑠 ran sigAlgebra, 𝑡 ran sigAlgebra ↦ {𝑓 ∈ ( 𝑡m 𝑠) ∣ ∀𝑥𝑡 (𝑓𝑥) ∈ 𝑠})
 
Theoremismbfm 31409* The predicate "𝐹 is a measurable function from the measurable space 𝑆 to the measurable space 𝑇". Cf. ismbf 24156. (Contributed by Thierry Arnoux, 23-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)       (𝜑 → (𝐹 ∈ (𝑆MblFnM𝑇) ↔ (𝐹 ∈ ( 𝑇m 𝑆) ∧ ∀𝑥𝑇 (𝐹𝑥) ∈ 𝑆)))
 
Theoremelunirnmbfm 31410* The property of being a measurable function. (Contributed by Thierry Arnoux, 23-Jan-2017.)
(𝐹 ran MblFnM ↔ ∃𝑠 ran sigAlgebra∃𝑡 ran sigAlgebra(𝐹 ∈ ( 𝑡m 𝑠) ∧ ∀𝑥𝑡 (𝐹𝑥) ∈ 𝑠))
 
Theoremmbfmfun 31411 A measurable function is a function. (Contributed by Thierry Arnoux, 24-Jan-2017.)
(𝜑𝐹 ran MblFnM)       (𝜑 → Fun 𝐹)
 
Theoremmbfmf 31412 A measurable function as a function with domain and codomain. (Contributed by Thierry Arnoux, 25-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 ∈ (𝑆MblFnM𝑇))       (𝜑𝐹: 𝑆 𝑇)
 
Theoremisanmbfm 31413 The predicate to be a measurable function. (Contributed by Thierry Arnoux, 30-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 ∈ (𝑆MblFnM𝑇))       (𝜑𝐹 ran MblFnM)
 
Theoremmbfmcnvima 31414 The preimage by a measurable function is a measurable set. (Contributed by Thierry Arnoux, 23-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 ∈ (𝑆MblFnM𝑇))    &   (𝜑𝐴𝑇)       (𝜑 → (𝐹𝐴) ∈ 𝑆)
 
Theoremmbfmbfm 31415 A measurable function to a Borel Set is measurable. (Contributed by Thierry Arnoux, 24-Jan-2017.)
(𝜑𝑀 ran measures)    &   (𝜑𝐽 ∈ Top)    &   (𝜑𝐹 ∈ (dom 𝑀MblFnM(sigaGen‘𝐽)))       (𝜑𝐹 ran MblFnM)
 
Theoremmbfmcst 31416* A constant function is measurable. Cf. mbfconst 24161. (Contributed by Thierry Arnoux, 26-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 = (𝑥 𝑆𝐴))    &   (𝜑𝐴 𝑇)       (𝜑𝐹 ∈ (𝑆MblFnM𝑇))
 
Theorem1stmbfm 31417 The first projection map is measurable with regard to the product sigma-algebra. (Contributed by Thierry Arnoux, 3-Jun-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)       (𝜑 → (1st ↾ ( 𝑆 × 𝑇)) ∈ ((𝑆 ×s 𝑇)MblFnM𝑆))
 
Theorem2ndmbfm 31418 The second projection map is measurable with regard to the product sigma-algebra. (Contributed by Thierry Arnoux, 3-Jun-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)       (𝜑 → (2nd ↾ ( 𝑆 × 𝑇)) ∈ ((𝑆 ×s 𝑇)MblFnM𝑇))
 
Theoremimambfm 31419* If the sigma-algebra in the range of a given function is generated by a collection of basic sets 𝐾, then to check the measurability of that function, we need only consider inverse images of basic sets 𝑎. (Contributed by Thierry Arnoux, 4-Jun-2017.)
(𝜑𝐾 ∈ V)    &   (𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 = (sigaGen‘𝐾))       (𝜑 → (𝐹 ∈ (𝑆MblFnM𝑇) ↔ (𝐹: 𝑆 𝑇 ∧ ∀𝑎𝐾 (𝐹𝑎) ∈ 𝑆)))
 
Theoremcnmbfm 31420 A continuous function is measurable with respect to the Borel Algebra of its domain and range. (Contributed by Thierry Arnoux, 3-Jun-2017.)
(𝜑𝐹 ∈ (𝐽 Cn 𝐾))    &   (𝜑𝑆 = (sigaGen‘𝐽))    &   (𝜑𝑇 = (sigaGen‘𝐾))       (𝜑𝐹 ∈ (𝑆MblFnM𝑇))
 
Theoremmbfmco 31421 The composition of two measurable functions is measurable. ( cf. cnmpt11 22199) (Contributed by Thierry Arnoux, 4-Jun-2017.)
(𝜑𝑅 ran sigAlgebra)    &   (𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 ∈ (𝑅MblFnM𝑆))    &   (𝜑𝐺 ∈ (𝑆MblFnM𝑇))       (𝜑 → (𝐺𝐹) ∈ (𝑅MblFnM𝑇))
 
Theoremmbfmco2 31422* The pair building of two measurable functions is measurable. ( cf. cnmpt1t 22201). (Contributed by Thierry Arnoux, 6-Jun-2017.)
(𝜑𝑅 ran sigAlgebra)    &   (𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 ∈ (𝑅MblFnM𝑆))    &   (𝜑𝐺 ∈ (𝑅MblFnM𝑇))    &   𝐻 = (𝑥 𝑅 ↦ ⟨(𝐹𝑥), (𝐺𝑥)⟩)       (𝜑𝐻 ∈ (𝑅MblFnM(𝑆 ×s 𝑇)))
 
Theoremmbfmvolf 31423 Measurable functions with respect to the Lebesgue measure are real-valued functions on the real numbers. (Contributed by Thierry Arnoux, 27-Mar-2017.)
(𝐹 ∈ (dom volMblFnM𝔅) → 𝐹:ℝ⟶ℝ)
 
Theoremelmbfmvol2 31424 Measurable functions with respect to the Lebesgue measure. We only have the inclusion, since MblFn includes complex-valued functions. (Contributed by Thierry Arnoux, 26-Jan-2017.)
(𝐹 ∈ (dom volMblFnM𝔅) → 𝐹 ∈ MblFn)
 
Theoremmbfmcnt 31425 All functions are measurable with respect to the counting measure. (Contributed by Thierry Arnoux, 24-Jan-2017.)
(𝑂𝑉 → (𝒫 𝑂MblFnM𝔅) = (ℝ ↑m 𝑂))
 
20.3.17.12  Borel Algebra on ` ( RR X. RR ) `
 
Theorembr2base 31426* The base set for the generator of the Borel sigma-algebra on (ℝ × ℝ) is indeed (ℝ × ℝ). (Contributed by Thierry Arnoux, 22-Sep-2017.)
ran (𝑥 ∈ 𝔅, 𝑦 ∈ 𝔅 ↦ (𝑥 × 𝑦)) = (ℝ × ℝ)
 
Theoremdya2ub 31427 An upper bound for a dyadic number. (Contributed by Thierry Arnoux, 19-Sep-2017.)
(𝑅 ∈ ℝ+ → (1 / (2↑(⌊‘(1 − (2 logb 𝑅))))) < 𝑅)
 
Theoremsxbrsigalem0 31428* The closed half-spaces of (ℝ × ℝ) cover (ℝ × ℝ). (Contributed by Thierry Arnoux, 11-Oct-2017.)
(ran (𝑒 ∈ ℝ ↦ ((𝑒[,)+∞) × ℝ)) ∪ ran (𝑓 ∈ ℝ ↦ (ℝ × (𝑓[,)+∞)))) = (ℝ × ℝ)
 
Theoremsxbrsigalem3 31429* The sigma-algebra generated by the closed half-spaces of (ℝ × ℝ) is a subset of the sigma-algebra generated by the closed sets of (ℝ × ℝ). (Contributed by Thierry Arnoux, 11-Oct-2017.)
𝐽 = (topGen‘ran (,))       (sigaGen‘(ran (𝑒 ∈ ℝ ↦ ((𝑒[,)+∞) × ℝ)) ∪ ran (𝑓 ∈ ℝ ↦ (ℝ × (𝑓[,)+∞))))) ⊆ (sigaGen‘(Clsd‘(𝐽 ×t 𝐽)))
 
Theoremdya2iocival 31430* The function 𝐼 returns closed-below open-above dyadic rational intervals covering the real line. This is the same construction as in dyadmbl 24128. (Contributed by Thierry Arnoux, 24-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))       ((𝑁 ∈ ℤ ∧ 𝑋 ∈ ℤ) → (𝑋𝐼𝑁) = ((𝑋 / (2↑𝑁))[,)((𝑋 + 1) / (2↑𝑁))))
 
Theoremdya2iocress 31431* Dyadic intervals are subsets of . (Contributed by Thierry Arnoux, 18-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))       ((𝑁 ∈ ℤ ∧ 𝑋 ∈ ℤ) → (𝑋𝐼𝑁) ⊆ ℝ)
 
Theoremdya2iocbrsiga 31432* Dyadic intervals are Borel sets of . (Contributed by Thierry Arnoux, 22-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))       ((𝑁 ∈ ℤ ∧ 𝑋 ∈ ℤ) → (𝑋𝐼𝑁) ∈ 𝔅)
 
Theoremdya2icobrsiga 31433* Dyadic intervals are Borel sets of . (Contributed by Thierry Arnoux, 22-Sep-2017.) (Revised by Thierry Arnoux, 13-Oct-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))       ran 𝐼 ⊆ 𝔅
 
Theoremdya2icoseg 31434* For any point and any closed-below, open-above interval of centered on that point, there is a closed-below open-above dyadic rational interval which contains that point and is included in the original interval. (Contributed by Thierry Arnoux, 19-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑁 = (⌊‘(1 − (2 logb 𝐷)))       ((𝑋 ∈ ℝ ∧ 𝐷 ∈ ℝ+) → ∃𝑏 ∈ ran 𝐼(𝑋𝑏𝑏 ⊆ ((𝑋𝐷)(,)(𝑋 + 𝐷))))
 
Theoremdya2icoseg2 31435* For any point and any open interval of containing that point, there is a closed-below open-above dyadic rational interval which contains that point and is included in the original interval. (Contributed by Thierry Arnoux, 12-Oct-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))       ((𝑋 ∈ ℝ ∧ 𝐸 ∈ ran (,) ∧ 𝑋𝐸) → ∃𝑏 ∈ ran 𝐼(𝑋𝑏𝑏𝐸))
 
Theoremdya2iocrfn 31436* The function returning dyadic square covering for a given size has domain (ran 𝐼 × ran 𝐼). (Contributed by Thierry Arnoux, 19-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))       𝑅 Fn (ran 𝐼 × ran 𝐼)
 
Theoremdya2iocct 31437* The dyadic rectangle set is countable. (Contributed by Thierry Arnoux, 18-Sep-2017.) (Revised by Thierry Arnoux, 11-Oct-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))       ran 𝑅 ≼ ω
 
Theoremdya2iocnrect 31438* For any point of an open rectangle in (ℝ × ℝ), there is a closed-below open-above dyadic rational square which contains that point and is included in the rectangle. (Contributed by Thierry Arnoux, 12-Oct-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))    &   𝐵 = ran (𝑒 ∈ ran (,), 𝑓 ∈ ran (,) ↦ (𝑒 × 𝑓))       ((𝑋 ∈ (ℝ × ℝ) ∧ 𝐴𝐵𝑋𝐴) → ∃𝑏 ∈ ran 𝑅(𝑋𝑏𝑏𝐴))
 
Theoremdya2iocnei 31439* For any point of an open set of the usual topology on (ℝ × ℝ) there is a closed-below open-above dyadic rational square which contains that point and is entirely in the open set. (Contributed by Thierry Arnoux, 21-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))       ((𝐴 ∈ (𝐽 ×t 𝐽) ∧ 𝑋𝐴) → ∃𝑏 ∈ ran 𝑅(𝑋𝑏𝑏𝐴))
 
Theoremdya2iocuni 31440* Every open set of (ℝ × ℝ) is a union of closed-below open-above dyadic rational rectangular subsets of (ℝ × ℝ). This union must be a countable union by dya2iocct 31437. (Contributed by Thierry Arnoux, 18-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))       (𝐴 ∈ (𝐽 ×t 𝐽) → ∃𝑐 ∈ 𝒫 ran 𝑅 𝑐 = 𝐴)
 
Theoremdya2iocucvr 31441* The dyadic rectangular set collection covers (ℝ × ℝ). (Contributed by Thierry Arnoux, 18-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))        ran 𝑅 = (ℝ × ℝ)
 
Theoremsxbrsigalem1 31442* The Borel algebra on (ℝ × ℝ) is a subset of the sigma-algebra generated by the dyadic closed-below, open-above rectangular subsets of (ℝ × ℝ). This is a step of the proof of Proposition 1.1.5 of [Cohn] p. 4. (Contributed by Thierry Arnoux, 17-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))       (sigaGen‘(𝐽 ×t 𝐽)) ⊆ (sigaGen‘ran 𝑅)
 
Theoremsxbrsigalem2 31443* The sigma-algebra generated by the dyadic closed-below, open-above rectangular subsets of (ℝ × ℝ) is a subset of the sigma-algebra generated by the closed half-spaces of (ℝ × ℝ). The proof goes by noting the fact that the dyadic rectangles are intersections of a 'vertical band' and an 'horizontal band', which themselves are differences of closed half-spaces. (Contributed by Thierry Arnoux, 17-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))       (sigaGen‘ran 𝑅) ⊆ (sigaGen‘(ran (𝑒 ∈ ℝ ↦ ((𝑒[,)+∞) × ℝ)) ∪ ran (𝑓 ∈ ℝ ↦ (ℝ × (𝑓[,)+∞)))))
 
Theoremsxbrsigalem4 31444* The Borel algebra on (ℝ × ℝ) is generated by the dyadic closed-below, open-above rectangular subsets of (ℝ × ℝ). Proposition 1.1.5 of [Cohn] p. 4 . Note that the interval used in this formalization are closed-below, open-above instead of open-below, closed-above in the proof as they are ultimately generated by the floor function. (Contributed by Thierry Arnoux, 21-Sep-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))       (sigaGen‘(𝐽 ×t 𝐽)) = (sigaGen‘ran 𝑅)
 
Theoremsxbrsigalem5 31445* First direction for sxbrsiga 31447. (Contributed by Thierry Arnoux, 22-Sep-2017.) (Revised by Thierry Arnoux, 11-Oct-2017.)
𝐽 = (topGen‘ran (,))    &   𝐼 = (𝑥 ∈ ℤ, 𝑛 ∈ ℤ ↦ ((𝑥 / (2↑𝑛))[,)((𝑥 + 1) / (2↑𝑛))))    &   𝑅 = (𝑢 ∈ ran 𝐼, 𝑣 ∈ ran 𝐼 ↦ (𝑢 × 𝑣))       (sigaGen‘(𝐽 ×t 𝐽)) ⊆ (𝔅 ×s 𝔅)
 
Theoremsxbrsigalem6 31446 First direction for sxbrsiga 31447, same as sxbrsigalem6, dealing with the antecedents. (Contributed by Thierry Arnoux, 10-Oct-2017.)
𝐽 = (topGen‘ran (,))       (sigaGen‘(𝐽 ×t 𝐽)) ⊆ (𝔅 ×s 𝔅)
 
Theoremsxbrsiga 31447 The product sigma-algebra (𝔅 ×s 𝔅) is the Borel algebra on (ℝ × ℝ) See example 5.1.1 of [Cohn] p. 143 . (Contributed by Thierry Arnoux, 10-Oct-2017.)
𝐽 = (topGen‘ran (,))       (𝔅 ×s 𝔅) = (sigaGen‘(𝐽 ×t 𝐽))
 
20.3.17.13  Caratheodory's extension theorem

In this section, we define a function toOMeas which constructs an outer measure, from a pre-measure 𝑅. An explicit generic definition of an outer measure is not given. It consists of the three following statements: - the outer measure of an empty set is zero (oms0 31454) - it is monotone (omsmon 31455) - it is countably sub-additive (omssubadd 31457) See Definition 1.11.1 of [Bogachev] p. 41.

 
Syntaxcoms 31448 Class declaration for the outer measure construction function.
class toOMeas
 
Definitiondf-oms 31449* Define a function constructing an outer measure. See omsval 31450 for its value. Definition 1.5 of [Bogachev] p. 16. (Contributed by Thierry Arnoux, 15-Sep-2019.) (Revised by AV, 4-Oct-2020.)
toOMeas = (𝑟 ∈ V ↦ (𝑎 ∈ 𝒫 dom 𝑟 ↦ inf(ran (𝑥 ∈ {𝑧 ∈ 𝒫 dom 𝑟 ∣ (𝑎 𝑧𝑧 ≼ ω)} ↦ Σ*𝑦𝑥(𝑟𝑦)), (0[,]+∞), < )))
 
Theoremomsval 31450* Value of the function mapping a content function to the corresponding outer measure. (Contributed by Thierry Arnoux, 15-Sep-2019.) (Revised by AV, 4-Oct-2020.)
(𝑅 ∈ V → (toOMeas‘𝑅) = (𝑎 ∈ 𝒫 dom 𝑅 ↦ inf(ran (𝑥 ∈ {𝑧 ∈ 𝒫 dom 𝑅 ∣ (𝑎 𝑧𝑧 ≼ ω)} ↦ Σ*𝑦𝑥(𝑅𝑦)), (0[,]+∞), < )))
 
Theoremomsfval 31451* Value of the outer measure evaluated for a given set 𝐴. (Contributed by Thierry Arnoux, 15-Sep-2019.) (Revised by AV, 4-Oct-2020.)
((𝑄𝑉𝑅:𝑄⟶(0[,]+∞) ∧ 𝐴 𝑄) → ((toOMeas‘𝑅)‘𝐴) = inf(ran (𝑥 ∈ {𝑧 ∈ 𝒫 dom 𝑅 ∣ (𝐴 𝑧𝑧 ≼ ω)} ↦ Σ*𝑦𝑥(𝑅𝑦)), (0[,]+∞), < ))
 
Theoremomscl 31452* A closure lemma for the constructed outer measure. (Contributed by Thierry Arnoux, 17-Sep-2019.)
((𝑄𝑉𝑅:𝑄⟶(0[,]+∞) ∧ 𝐴 ∈ 𝒫 dom 𝑅) → ran (𝑥 ∈ {𝑧 ∈ 𝒫 dom 𝑅 ∣ (𝐴 𝑧𝑧 ≼ ω)} ↦ Σ*𝑦𝑥(𝑅𝑦)) ⊆ (0[,]+∞))
 
Theoremomsf 31453 A constructed outer measure is a function. (Contributed by Thierry Arnoux, 17-Sep-2019.) (Revised by AV, 4-Oct-2020.)
((𝑄𝑉𝑅:𝑄⟶(0[,]+∞)) → (toOMeas‘𝑅):𝒫 dom 𝑅⟶(0[,]+∞))
 
Theoremoms0 31454 A constructed outer measure evaluates to zero for the empty set. (Contributed by Thierry Arnoux, 15-Sep-2019.) (Revised by AV, 4-Oct-2020.)
𝑀 = (toOMeas‘𝑅)    &   (𝜑𝑄𝑉)    &   (𝜑𝑅:𝑄⟶(0[,]+∞))    &   (𝜑 → ∅ ∈ dom 𝑅)    &   (𝜑 → (𝑅‘∅) = 0)       (𝜑 → (𝑀‘∅) = 0)
 
Theoremomsmon 31455 A constructed outer measure is monotone. Note in Example 1.5.2 of [Bogachev] p. 17. (Contributed by Thierry Arnoux, 15-Sep-2019.) (Revised by AV, 4-Oct-2020.)
𝑀 = (toOMeas‘𝑅)    &   (𝜑𝑄𝑉)    &   (𝜑𝑅:𝑄⟶(0[,]+∞))    &   (𝜑𝐴𝐵)    &   (𝜑𝐵 𝑄)       (𝜑 → (𝑀𝐴) ≤ (𝑀𝐵))
 
Theoremomssubaddlem 31456* For any small margin 𝐸, we can find a covering approaching the outer measure of a set 𝐴 by that margin. (Contributed by Thierry Arnoux, 18-Sep-2019.) (Revised by AV, 4-Oct-2020.)
𝑀 = (toOMeas‘𝑅)    &   (𝜑𝑄𝑉)    &   (𝜑𝑅:𝑄⟶(0[,]+∞))    &   (𝜑𝐴 𝑄)    &   (𝜑 → (𝑀𝐴) ∈ ℝ)    &   (𝜑𝐸 ∈ ℝ+)       (𝜑 → ∃𝑥 ∈ {𝑧 ∈ 𝒫 dom 𝑅 ∣ (𝐴 𝑧𝑧 ≼ ω)}Σ*𝑤𝑥(𝑅𝑤) < ((𝑀𝐴) + 𝐸))
 
Theoremomssubadd 31457* A constructed outer measure is countably sub-additive. Lemma 1.5.4 of [Bogachev] p. 17. (Contributed by Thierry Arnoux, 21-Sep-2019.) (Revised by AV, 4-Oct-2020.)
𝑀 = (toOMeas‘𝑅)    &   (𝜑𝑄𝑉)    &   (𝜑𝑅:𝑄⟶(0[,]+∞))    &   ((𝜑𝑦𝑋) → 𝐴 𝑄)    &   (𝜑𝑋 ≼ ω)       (𝜑 → (𝑀 𝑦𝑋 𝐴) ≤ Σ*𝑦𝑋(𝑀𝐴))
 
Syntaxccarsg 31458 Class declaration for the Caratheodory sigma-Algebra construction.
class toCaraSiga
 
Definitiondf-carsg 31459* Define a function constructing Caratheodory measurable sets for a given outer measure. See carsgval 31460 for its value. Definition 1.11.2 of [Bogachev] p. 41. (Contributed by Thierry Arnoux, 17-May-2020.)
toCaraSiga = (𝑚 ∈ V ↦ {𝑎 ∈ 𝒫 dom 𝑚 ∣ ∀𝑒 ∈ 𝒫 dom 𝑚((𝑚‘(𝑒𝑎)) +𝑒 (𝑚‘(𝑒𝑎))) = (𝑚𝑒)})
 
Theoremcarsgval 31460* Value of the Caratheodory sigma-Algebra construction function. (Contributed by Thierry Arnoux, 17-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))       (𝜑 → (toCaraSiga‘𝑀) = {𝑎 ∈ 𝒫 𝑂 ∣ ∀𝑒 ∈ 𝒫 𝑂((𝑀‘(𝑒𝑎)) +𝑒 (𝑀‘(𝑒𝑎))) = (𝑀𝑒)})
 
Theoremcarsgcl 31461 Closure of the Caratheodory measurable sets. (Contributed by Thierry Arnoux, 17-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))       (𝜑 → (toCaraSiga‘𝑀) ⊆ 𝒫 𝑂)
 
Theoremelcarsg 31462* Property of being a Caratheodory measurable set. (Contributed by Thierry Arnoux, 17-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))       (𝜑 → (𝐴 ∈ (toCaraSiga‘𝑀) ↔ (𝐴𝑂 ∧ ∀𝑒 ∈ 𝒫 𝑂((𝑀‘(𝑒𝐴)) +𝑒 (𝑀‘(𝑒𝐴))) = (𝑀𝑒))))
 
Theorembaselcarsg 31463 The universe set, 𝑂, is Caratheodory measurable. (Contributed by Thierry Arnoux, 17-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)       (𝜑𝑂 ∈ (toCaraSiga‘𝑀))
 
Theorem0elcarsg 31464 The empty set is Caratheodory measurable. (Contributed by Thierry Arnoux, 30-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)       (𝜑 → ∅ ∈ (toCaraSiga‘𝑀))
 
Theoremcarsguni 31465 The union of all Caratheodory measurable sets is the universe. (Contributed by Thierry Arnoux, 22-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)       (𝜑 (toCaraSiga‘𝑀) = 𝑂)
 
Theoremelcarsgss 31466 Caratheodory measurable sets are subsets of the universe. (Contributed by Thierry Arnoux, 21-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑𝐴 ∈ (toCaraSiga‘𝑀))       (𝜑𝐴𝑂)
 
Theoremdifelcarsg 31467 The Caratheodory measurable sets are closed under complement. (Contributed by Thierry Arnoux, 17-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑𝐴 ∈ (toCaraSiga‘𝑀))       (𝜑 → (𝑂𝐴) ∈ (toCaraSiga‘𝑀))
 
Theoreminelcarsg 31468* The Caratheodory measurable sets are closed under intersection. (Contributed by Thierry Arnoux, 18-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑𝐴 ∈ (toCaraSiga‘𝑀))    &   ((𝜑𝑎 ∈ 𝒫 𝑂𝑏 ∈ 𝒫 𝑂) → (𝑀‘(𝑎𝑏)) ≤ ((𝑀𝑎) +𝑒 (𝑀𝑏)))    &   (𝜑𝐵 ∈ (toCaraSiga‘𝑀))       (𝜑 → (𝐴𝐵) ∈ (toCaraSiga‘𝑀))
 
Theoremunelcarsg 31469* The Caratheodory-measurable sets are closed under pairwise unions. (Contributed by Thierry Arnoux, 21-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑𝐴 ∈ (toCaraSiga‘𝑀))    &   ((𝜑𝑎 ∈ 𝒫 𝑂𝑏 ∈ 𝒫 𝑂) → (𝑀‘(𝑎𝑏)) ≤ ((𝑀𝑎) +𝑒 (𝑀𝑏)))    &   (𝜑𝐵 ∈ (toCaraSiga‘𝑀))       (𝜑 → (𝐴𝐵) ∈ (toCaraSiga‘𝑀))
 
Theoremdifelcarsg2 31470* The Caratheodory-measurable sets are closed under class difference. (Contributed by Thierry Arnoux, 30-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑𝐴 ∈ (toCaraSiga‘𝑀))    &   ((𝜑𝑎 ∈ 𝒫 𝑂𝑏 ∈ 𝒫 𝑂) → (𝑀‘(𝑎𝑏)) ≤ ((𝑀𝑎) +𝑒 (𝑀𝑏)))    &   (𝜑𝐵 ∈ (toCaraSiga‘𝑀))       (𝜑 → (𝐴𝐵) ∈ (toCaraSiga‘𝑀))
 
Theoremcarsgmon 31471* Utility lemma: Apply monotony. (Contributed by Thierry Arnoux, 29-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑𝐴𝐵)    &   (𝜑𝐵 ∈ 𝒫 𝑂)    &   ((𝜑𝑥𝑦𝑦 ∈ 𝒫 𝑂) → (𝑀𝑥) ≤ (𝑀𝑦))       (𝜑 → (𝑀𝐴) ≤ (𝑀𝐵))
 
Theoremcarsgsigalem 31472* Lemma for the following theorems. (Contributed by Thierry Arnoux, 23-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)    &   ((𝜑𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀 𝑥) ≤ Σ*𝑦𝑥(𝑀𝑦))       ((𝜑𝑒 ∈ 𝒫 𝑂𝑓 ∈ 𝒫 𝑂) → (𝑀‘(𝑒𝑓)) ≤ ((𝑀𝑒) +𝑒 (𝑀𝑓)))
 
Theoremfiunelcarsg 31473* The Caratheodory measurable sets are closed under finite union. (Contributed by Thierry Arnoux, 23-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)    &   ((𝜑𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀 𝑥) ≤ Σ*𝑦𝑥(𝑀𝑦))    &   (𝜑𝐴 ∈ Fin)    &   (𝜑𝐴 ⊆ (toCaraSiga‘𝑀))       (𝜑 𝐴 ∈ (toCaraSiga‘𝑀))
 
Theoremcarsgclctunlem1 31474* Lemma for carsgclctun 31478. (Contributed by Thierry Arnoux, 23-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)    &   ((𝜑𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀 𝑥) ≤ Σ*𝑦𝑥(𝑀𝑦))    &   (𝜑𝐴 ∈ Fin)    &   (𝜑𝐴 ⊆ (toCaraSiga‘𝑀))    &   (𝜑Disj 𝑦𝐴 𝑦)    &   (𝜑𝐸 ∈ 𝒫 𝑂)       (𝜑 → (𝑀‘(𝐸 𝐴)) = Σ*𝑦𝐴(𝑀‘(𝐸𝑦)))
 
Theoremcarsggect 31475* The outer measure is countably superadditive on Caratheodory measurable sets. (Contributed by Thierry Arnoux, 31-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)    &   ((𝜑𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀 𝑥) ≤ Σ*𝑦𝑥(𝑀𝑦))    &   (𝜑 → ¬ ∅ ∈ 𝐴)    &   (𝜑𝐴 ≼ ω)    &   (𝜑𝐴 ⊆ (toCaraSiga‘𝑀))    &   (𝜑Disj 𝑦𝐴 𝑦)    &   ((𝜑𝑥𝑦𝑦 ∈ 𝒫 𝑂) → (𝑀𝑥) ≤ (𝑀𝑦))       (𝜑 → Σ*𝑧𝐴(𝑀𝑧) ≤ (𝑀 𝐴))
 
Theoremcarsgclctunlem2 31476* Lemma for carsgclctun 31478. (Contributed by Thierry Arnoux, 25-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)    &   ((𝜑𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀 𝑥) ≤ Σ*𝑦𝑥(𝑀𝑦))    &   ((𝜑𝑥𝑦𝑦 ∈ 𝒫 𝑂) → (𝑀𝑥) ≤ (𝑀𝑦))    &   (𝜑Disj 𝑘 ∈ ℕ 𝐴)    &   ((𝜑𝑘 ∈ ℕ) → 𝐴 ∈ (toCaraSiga‘𝑀))    &   (𝜑𝐸 ∈ 𝒫 𝑂)    &   (𝜑 → (𝑀𝐸) ≠ +∞)       (𝜑 → ((𝑀‘(𝐸 𝑘 ∈ ℕ 𝐴)) +𝑒 (𝑀‘(𝐸 𝑘 ∈ ℕ 𝐴))) ≤ (𝑀𝐸))
 
Theoremcarsgclctunlem3 31477* Lemma for carsgclctun 31478. (Contributed by Thierry Arnoux, 24-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)    &   ((𝜑𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀 𝑥) ≤ Σ*𝑦𝑥(𝑀𝑦))    &   ((𝜑𝑥𝑦𝑦 ∈ 𝒫 𝑂) → (𝑀𝑥) ≤ (𝑀𝑦))    &   (𝜑𝐴 ≼ ω)    &   (𝜑𝐴 ⊆ (toCaraSiga‘𝑀))    &   (𝜑𝐸 ∈ 𝒫 𝑂)       (𝜑 → ((𝑀‘(𝐸 𝐴)) +𝑒 (𝑀‘(𝐸 𝐴))) ≤ (𝑀𝐸))
 
Theoremcarsgclctun 31478* The Caratheodory measurable sets are closed under countable union. (Contributed by Thierry Arnoux, 21-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)    &   ((𝜑𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀 𝑥) ≤ Σ*𝑦𝑥(𝑀𝑦))    &   ((𝜑𝑥𝑦𝑦 ∈ 𝒫 𝑂) → (𝑀𝑥) ≤ (𝑀𝑦))    &   (𝜑𝐴 ≼ ω)    &   (𝜑𝐴 ⊆ (toCaraSiga‘𝑀))       (𝜑 𝐴 ∈ (toCaraSiga‘𝑀))
 
Theoremcarsgsiga 31479* The Caratheodory measurable sets constructed from outer measures form a Sigma-algebra. Statement (iii) of Theorem 1.11.4 of [Bogachev] p. 42. (Contributed by Thierry Arnoux, 17-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))    &   (𝜑 → (𝑀‘∅) = 0)    &   ((𝜑𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀 𝑥) ≤ Σ*𝑦𝑥(𝑀𝑦))    &   ((𝜑𝑥𝑦𝑦 ∈ 𝒫 𝑂) → (𝑀𝑥) ≤ (𝑀𝑦))       (𝜑 → (toCaraSiga‘𝑀) ∈ (sigAlgebra‘𝑂))
 
Theoremomsmeas 31480 The restriction of a constructed outer measure to Caratheodory measurable sets is a measure. This theorem allows to construct measures from pre-measures with the required characteristics, as for the Lebesgue measure. (Contributed by Thierry Arnoux, 17-May-2020.)
𝑀 = (toOMeas‘𝑅)    &   𝑆 = (toCaraSiga‘𝑀)    &   (𝜑𝑄𝑉)    &   (𝜑𝑅:𝑄⟶(0[,]+∞))    &   (𝜑 → ∅ ∈ dom 𝑅)    &   (𝜑 → (𝑅‘∅) = 0)       (𝜑 → (𝑀𝑆) ∈ (measures‘𝑆))
 
Theorempmeasmono 31481* This theorem's hypotheses define a pre-measure. A pre-measure is monotone. (Contributed by Thierry Arnoux, 19-Jul-2020.)
(𝜑𝑃:𝑅⟶(0[,]+∞))    &   (𝜑 → (𝑃‘∅) = 0)    &   ((𝜑 ∧ (𝑥 ≼ ω ∧ 𝑥𝑅Disj 𝑦𝑥 𝑦)) → (𝑃 𝑥) = Σ*𝑦𝑥(𝑃𝑦))    &   (𝜑𝐴𝑅)    &   (𝜑𝐵𝑅)    &   (𝜑 → (𝐵𝐴) ∈ 𝑅)    &   (𝜑𝐴𝐵)       (𝜑 → (𝑃𝐴) ≤ (𝑃𝐵))
 
Theorempmeasadd 31482* A premeasure on a ring of sets is additive on disjoint countable collections. This is called sigma-additivity. (Contributed by Thierry Arnoux, 19-Jul-2020.)
(𝜑𝑃:𝑅⟶(0[,]+∞))    &   (𝜑 → (𝑃‘∅) = 0)    &   ((𝜑 ∧ (𝑥 ≼ ω ∧ 𝑥𝑅Disj 𝑦𝑥 𝑦)) → (𝑃 𝑥) = Σ*𝑦𝑥(𝑃𝑦))    &   𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}    &   (𝜑𝑅𝑄)    &   (𝜑𝐴 ≼ ω)    &   ((𝜑𝑘𝐴) → 𝐵𝑅)    &   (𝜑Disj 𝑘𝐴 𝐵)       (𝜑 → (𝑃 𝑘𝐴 𝐵) = Σ*𝑘𝐴(𝑃𝐵))
 
20.3.18  Integration
 
20.3.18.1  Lebesgue integral - misc additions
 
Theoremitgeq12dv 31483* Equality theorem for an integral. (Contributed by Thierry Arnoux, 14-Feb-2017.)
(𝜑𝐴 = 𝐵)    &   ((𝜑𝑥𝐴) → 𝐶 = 𝐷)       (𝜑 → ∫𝐴𝐶 d𝑥 = ∫𝐵𝐷 d𝑥)
 
20.3.18.2  Bochner integral
 
Syntaxcitgm 31484 Extend class notation with the (measure) Bochner integral.
class itgm
 
Syntaxcsitm 31485 Extend class notation with the integral metric for simple functions.
class sitm
 
Syntaxcsitg 31486 Extend class notation with the integral of simple functions.
class sitg
 
Definitiondf-sitg 31487* Define the integral of simple functions from a measurable space dom 𝑚 to a generic space 𝑤 equipped with the right scalar product. 𝑤 will later be required to be a Banach space.

These simple functions are required to take finitely many different values: this is expressed by ran 𝑔 ∈ Fin in the definition.

Moreover, for each 𝑥, the pre-image (𝑔 “ {𝑥}) is requested to be measurable, of finite measure.

In this definition, (sigaGen‘(TopOpen‘𝑤)) is the Borel sigma-algebra on 𝑤, and the functions 𝑔 range over the measurable functions over that Borel algebra.

Definition 2.4.1 of [Bogachev] p. 118. (Contributed by Thierry Arnoux, 21-Oct-2017.)

sitg = (𝑤 ∈ V, 𝑚 ran measures ↦ (𝑓 ∈ {𝑔 ∈ (dom 𝑚MblFnM(sigaGen‘(TopOpen‘𝑤))) ∣ (ran 𝑔 ∈ Fin ∧ ∀𝑥 ∈ (ran 𝑔 ∖ {(0g𝑤)})(𝑚‘(𝑔 “ {𝑥})) ∈ (0[,)+∞))} ↦ (𝑤 Σg (𝑥 ∈ (ran 𝑓 ∖ {(0g𝑤)}) ↦ (((ℝHom‘(Scalar‘𝑤))‘(𝑚‘(𝑓 “ {𝑥})))( ·𝑠𝑤)𝑥)))))
 
Definitiondf-sitm 31488* Define the integral metric for simple functions, as the integral of the distances between the function values. Since distances take nonnegative values in *, the range structure for this integral is (ℝ*𝑠s (0[,]+∞)). See definition 2.3.1 of [Bogachev] p. 116. (Contributed by Thierry Arnoux, 22-Oct-2017.)
sitm = (𝑤 ∈ V, 𝑚 ran measures ↦ (𝑓 ∈ dom (𝑤sitg𝑚), 𝑔 ∈ dom (𝑤sitg𝑚) ↦ (((ℝ*𝑠s (0[,]+∞))sitg𝑚)‘(𝑓f (dist‘𝑤)𝑔))))
 
Theoremsitgval 31489* Value of the simple function integral builder for a given space 𝑊 and measure 𝑀. (Contributed by Thierry Arnoux, 30-Jan-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)       (𝜑 → (𝑊sitg𝑀) = (𝑓 ∈ {𝑔 ∈ (dom 𝑀MblFnM𝑆) ∣ (ran 𝑔 ∈ Fin ∧ ∀𝑥 ∈ (ran 𝑔 ∖ { 0 })(𝑀‘(𝑔 “ {𝑥})) ∈ (0[,)+∞))} ↦ (𝑊 Σg (𝑥 ∈ (ran 𝑓 ∖ { 0 }) ↦ ((𝐻‘(𝑀‘(𝑓 “ {𝑥}))) · 𝑥)))))
 
Theoremissibf 31490* The predicate "𝐹 is a simple function" relative to the Bochner integral. (Contributed by Thierry Arnoux, 19-Feb-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)       (𝜑 → (𝐹 ∈ dom (𝑊sitg𝑀) ↔ (𝐹 ∈ (dom 𝑀MblFnM𝑆) ∧ ran 𝐹 ∈ Fin ∧ ∀𝑥 ∈ (ran 𝐹 ∖ { 0 })(𝑀‘(𝐹 “ {𝑥})) ∈ (0[,)+∞))))
 
Theoremsibf0 31491 The constant zero function is a simple function. (Contributed by Thierry Arnoux, 4-Mar-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝑊 ∈ TopSp)    &   (𝜑𝑊 ∈ Mnd)       (𝜑 → ( dom 𝑀 × { 0 }) ∈ dom (𝑊sitg𝑀))
 
Theoremsibfmbl 31492 A simple function is measurable. (Contributed by Thierry Arnoux, 19-Feb-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))       (𝜑𝐹 ∈ (dom 𝑀MblFnM𝑆))
 
Theoremsibff 31493 A simple function is a function. (Contributed by Thierry Arnoux, 19-Feb-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))       (𝜑𝐹: dom 𝑀 𝐽)
 
Theoremsibfrn 31494 A simple function has finite range. (Contributed by Thierry Arnoux, 19-Feb-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))       (𝜑 → ran 𝐹 ∈ Fin)
 
Theoremsibfima 31495 Any preimage of a singleton by a simple function is measurable. (Contributed by Thierry Arnoux, 19-Feb-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))       ((𝜑𝐴 ∈ (ran 𝐹 ∖ { 0 })) → (𝑀‘(𝐹 “ {𝐴})) ∈ (0[,)+∞))
 
Theoremsibfinima 31496 The measure of the intersection of any two preimages by simple functions is a real number. (Contributed by Thierry Arnoux, 21-Mar-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))    &   (𝜑𝐺 ∈ dom (𝑊sitg𝑀))    &   (𝜑𝑊 ∈ TopSp)    &   (𝜑𝐽 ∈ Fre)       (((𝜑𝑋 ∈ ran 𝐹𝑌 ∈ ran 𝐺) ∧ (𝑋0𝑌0 )) → (𝑀‘((𝐹 “ {𝑋}) ∩ (𝐺 “ {𝑌}))) ∈ (0[,)+∞))
 
Theoremsibfof 31497 Applying function operations on simple functions results in simple functions with regard to the destination space, provided the operation fulfills a simple condition. (Contributed by Thierry Arnoux, 12-Mar-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))    &   𝐶 = (Base‘𝐾)    &   (𝜑𝑊 ∈ TopSp)    &   (𝜑+ :(𝐵 × 𝐵)⟶𝐶)    &   (𝜑𝐺 ∈ dom (𝑊sitg𝑀))    &   (𝜑𝐾 ∈ TopSp)    &   (𝜑𝐽 ∈ Fre)    &   (𝜑 → ( 0 + 0 ) = (0g𝐾))       (𝜑 → (𝐹f + 𝐺) ∈ dom (𝐾sitg𝑀))
 
Theoremsitgfval 31498* Value of the Bochner integral for a simple function 𝐹. (Contributed by Thierry Arnoux, 30-Jan-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))       (𝜑 → ((𝑊sitg𝑀)‘𝐹) = (𝑊 Σg (𝑥 ∈ (ran 𝐹 ∖ { 0 }) ↦ ((𝐻‘(𝑀‘(𝐹 “ {𝑥}))) · 𝑥))))
 
Theoremsitgclg 31499* Closure of the Bochner integral on simple functions, generic version. See sitgclbn 31500 for the version for Banach spaces. (Contributed by Thierry Arnoux, 24-Feb-2018.) (Proof shortened by AV, 12-Dec-2019.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))    &   𝐺 = (Scalar‘𝑊)    &   𝐷 = ((dist‘𝐺) ↾ ((Base‘𝐺) × (Base‘𝐺)))    &   (𝜑𝑊 ∈ TopSp)    &   (𝜑𝑊 ∈ CMnd)    &   (𝜑 → (Scalar‘𝑊) ∈ ℝExt )    &   ((𝜑𝑚 ∈ (𝐻 “ (0[,)+∞)) ∧ 𝑥𝐵) → (𝑚 · 𝑥) ∈ 𝐵)       (𝜑 → ((𝑊sitg𝑀)‘𝐹) ∈ 𝐵)
 
Theoremsitgclbn 31500 Closure of the Bochner integral on a simple function. This version is specific to Banach spaces, with additional conditions on its scalar field. (Contributed by Thierry Arnoux, 24-Feb-2018.)
𝐵 = (Base‘𝑊)    &   𝐽 = (TopOpen‘𝑊)    &   𝑆 = (sigaGen‘𝐽)    &    0 = (0g𝑊)    &    · = ( ·𝑠𝑊)    &   𝐻 = (ℝHom‘(Scalar‘𝑊))    &   (𝜑𝑊𝑉)    &   (𝜑𝑀 ran measures)    &   (𝜑𝐹 ∈ dom (𝑊sitg𝑀))    &   (𝜑𝑊 ∈ Ban)    &   (𝜑 → (Scalar‘𝑊) ∈ ℝExt )       (𝜑 → ((𝑊sitg𝑀)‘𝐹) ∈ 𝐵)
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268 26701-26800 269 26801-26900 270 26901-27000 271 27001-27100 272 27101-27200 273 27201-27300 274 27301-27400 275 27401-27500 276 27501-27600 277 27601-27700 278 27701-27800 279 27801-27900 280 27901-28000 281 28001-28100 282 28101-28200 283 28201-28300 284 28301-28400 285 28401-28500 286 28501-28600 287 28601-28700 288 28701-28800 289 28801-28900 290 28901-29000 291 29001-29100 292 29101-29200 293 29201-29300 294 29301-29400 295 29401-29500 296 29501-29600 297 29601-29700 298 29701-29800 299 29801-29900 300 29901-30000 301 30001-30100 302 30101-30200 303 30201-30300 304 30301-30400 305 30401-30500 306 30501-30600 307 30601-30700 308 30701-30800 309 30801-30900 310 30901-31000 311 31001-31100 312 31101-31200 313 31201-31300 314 31301-31400 315 31401-31500 316 31501-31600 317 31601-31700 318 31701-31800 319 31801-31900 320 31901-32000 321 32001-32100 322 32101-32200 323 32201-32300 324 32301-32400 325 32401-32500 326 32501-32600 327 32601-32700 328 32701-32800 329 32801-32900 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392 39101-39200 393 39201-39300 394 39301-39400 395 39401-39500 396 39501-39600 397 39601-39700 398 39701-39800 399 39801-39900 400 39901-40000 401 40001-40100 402 40101-40200 403 40201-40300 404 40301-40400 405 40401-40500 406 40501-40600 407 40601-40700 408 40701-40800 409 40801-40900 410 40901-41000 411 41001-41100 412 41101-41200 413 41201-41300 414 41301-41400 415 41401-41500 416 41501-41600 417 41601-41700 418 41701-41800 419 41801-41900 420 41901-42000 421 42001-42100 422 42101-42200 423 42201-42300 424 42301-42400 425 42401-42500 426 42501-42600 427 42601-42700 428 42701-42800 429 42801-42900 430 42901-43000 431 43001-43100 432 43101-43200 433 43201-43300 434 43301-43400 435 43401-43500 436 43501-43600 437 43601-43700 438 43701-43800 439 43801-43900 440 43901-44000 441 44001-44100 442 44101-44200 443 44201-44300 444 44301-44400 445 44401-44500 446 44501-44600 447 44601-44700 448 44701-44800 449 44801-44834
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