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Theorem List for Metamath Proof Explorer - 30901-31000   *Has distinct variable group(s)
TypeLabelDescription
Statement

Theoremrelae 30901 'almost everywhere' is a relation. (Contributed by Thierry Arnoux, 20-Oct-2017.)
Rel a.e.

Theorembrae 30902 'almost everywhere' relation for a measure and a measurable set 𝐴. (Contributed by Thierry Arnoux, 20-Oct-2017.)
((𝑀 ran measures ∧ 𝐴 ∈ dom 𝑀) → (𝐴a.e.𝑀 ↔ (𝑀‘( dom 𝑀𝐴)) = 0))

Theorembraew 30903* 'almost everywhere' relation for a measure 𝑀 and a property 𝜑 (Contributed by Thierry Arnoux, 20-Oct-2017.)
dom 𝑀 = 𝑂       (𝑀 ran measures → ({𝑥𝑂𝜑}a.e.𝑀 ↔ (𝑀‘{𝑥𝑂 ∣ ¬ 𝜑}) = 0))

Theoremtruae 30904* 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 30905* 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 30906* 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 30907* 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 30908 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 30909* '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))

20.3.16.11  Measurable functions

Syntaxcmbfm 30910 Extend class notation with the measurable functions builder.
class MblFnM

Definitiondf-mbfm 30911* 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 23823. (Contributed by Thierry Arnoux, 23-Jan-2017.)

MblFnM = (𝑠 ran sigAlgebra, 𝑡 ran sigAlgebra ↦ {𝑓 ∈ ( 𝑡𝑚 𝑠) ∣ ∀𝑥𝑡 (𝑓𝑥) ∈ 𝑠})

Theoremismbfm 30912* The predicate "𝐹 is a measurable function from the measurable space 𝑆 to the measurable space 𝑇". Cf. ismbf 23832. (Contributed by Thierry Arnoux, 23-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)       (𝜑 → (𝐹 ∈ (𝑆MblFnM𝑇) ↔ (𝐹 ∈ ( 𝑇𝑚 𝑆) ∧ ∀𝑥𝑇 (𝐹𝑥) ∈ 𝑆)))

Theoremelunirnmbfm 30913* 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 30914 A measurable function is a function. (Contributed by Thierry Arnoux, 24-Jan-2017.)
(𝜑𝐹 ran MblFnM)       (𝜑 → Fun 𝐹)

Theoremmbfmf 30915 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 30916 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 30917 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 30918 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 30919* A constant function is measurable. Cf. mbfconst 23837. (Contributed by Thierry Arnoux, 26-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 = (𝑥 𝑆𝐴))    &   (𝜑𝐴 𝑇)       (𝜑𝐹 ∈ (𝑆MblFnM𝑇))

Theorem1stmbfm 30920 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 30921 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 30922* 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 30923 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 30924 The composition of two measurable functions is measurable. ( cf. cnmpt11 21875) (Contributed by Thierry Arnoux, 4-Jun-2017.)
(𝜑𝑅 ran sigAlgebra)    &   (𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 ∈ (𝑅MblFnM𝑆))    &   (𝜑𝐺 ∈ (𝑆MblFnM𝑇))       (𝜑 → (𝐺𝐹) ∈ (𝑅MblFnM𝑇))

Theoremmbfmco2 30925* The pair building of two measurable functions is measurable. ( cf. cnmpt1t 21877). (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 30926 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 30927 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 30928 All functions are measurable with respect to the counting measure. (Contributed by Thierry Arnoux, 24-Jan-2017.)
(𝑂𝑉 → (𝒫 𝑂MblFnM𝔅) = (ℝ ↑𝑚 𝑂))

20.3.16.12  Borel Algebra on ` ( RR X. RR ) `

Theorembr2base 30929* 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 30930 An upper bound for a dyadic number. (Contributed by Thierry Arnoux, 19-Sep-2017.)
(𝑅 ∈ ℝ+ → (1 / (2↑(⌊‘(1 − (2 logb 𝑅))))) < 𝑅)

Theoremsxbrsigalem0 30931* 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 30932* 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 30933* The function 𝐼 returns closed-below open-above dyadic rational intervals covering the real line. This is the same construction as in dyadmbl 23804. (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 30934* 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 30935* 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 30936* 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 30937* 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 30938* 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 30939* 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 30940* 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 30941* 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 30942* 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 30943* 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 30940. (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 30944* 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 30945* 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 30946* 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 30947* 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 30948* First direction for sxbrsiga 30950. (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 30949 First direction for sxbrsiga 30950, 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 30950 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))

20.3.16.13  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 30957) - it is monotone (omsmon 30958) - it is countably sub-additive (omssubadd 30960) See Definition 1.11.1 of [Bogachev] p. 41.

Syntaxcoms 30951 Class declaration for the outer measure construction function.
class toOMeas

Definitiondf-oms 30952* Define a function constructing an outer measure. See omsval 30953 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 30953* 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 30954* 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 30955* 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 30956 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 30957 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 30958 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 30959* 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 30960* 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 30961 Class declaration for the Caratheodory sigma-Algebra construction.
class toCaraSiga

Definitiondf-carsg 30962* Define a function constructing Caratheodory measurable sets for a given outer measure. See carsgval 30963 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 30963* 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 30964 Closure of the Caratheodory measurable sets. (Contributed by Thierry Arnoux, 17-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))       (𝜑 → (toCaraSiga‘𝑀) ⊆ 𝒫 𝑂)

Theoremelcarsg 30965* Property of being a Catatheodory 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 30966 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 30967 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 30968 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 30969 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 30970 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 30971* 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 30972* 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 30973* 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 30974* 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 30975* 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 30976* 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 30977* Lemma for carsgclctun 30981. (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 30978* 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 30979* Lemma for carsgclctun 30981. (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 30980* Lemma for carsgclctun 30981. (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 30981* 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 30982* 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 30983 The restriction of a constructed outer measure to Catatheodory 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 30984* 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 30985* 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))

20.3.17  Integration

20.3.17.1  Lebesgue integral - misc additions

Theoremitgeq12dv 30986* Equality theorem for an integral. (Contributed by Thierry Arnoux, 14-Feb-2017.)
(𝜑𝐴 = 𝐵)    &   ((𝜑𝑥𝐴) → 𝐶 = 𝐷)       (𝜑 → ∫𝐴𝐶 d𝑥 = ∫𝐵𝐷 d𝑥)

20.3.17.2  Bochner integral

Syntaxcitgm 30987 Extend class notation with the (measure) Bochner integral.
class itgm

Syntaxcsitm 30988 Extend class notation with the integral metric for simple functions.
class sitm

Syntaxcsitg 30989 Extend class notation with the integral of simple functions.
class sitg

Definitiondf-sitg 30990* 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 30991* 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 30992* 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 30993* 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 30994 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 30995 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 30996 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 30997 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 30998 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 30999 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 31000 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))

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