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Theorem List for Metamath Proof Explorer - 31501-31600   *Has distinct variable group(s)
TypeLabelDescription
Statement
 
Theorembraew 31501* '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 31502* 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 31503* 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 31504* 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 31505* 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 31506 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 31507* '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 31508 Extend class notation with the measurable functions builder.
class MblFnM
 
Definitiondf-mbfm 31509* 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 24220. (Contributed by Thierry Arnoux, 23-Jan-2017.)

MblFnM = (𝑠 ran sigAlgebra, 𝑡 ran sigAlgebra ↦ {𝑓 ∈ ( 𝑡m 𝑠) ∣ ∀𝑥𝑡 (𝑓𝑥) ∈ 𝑠})
 
Theoremismbfm 31510* The predicate "𝐹 is a measurable function from the measurable space 𝑆 to the measurable space 𝑇". Cf. ismbf 24229. (Contributed by Thierry Arnoux, 23-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)       (𝜑 → (𝐹 ∈ (𝑆MblFnM𝑇) ↔ (𝐹 ∈ ( 𝑇m 𝑆) ∧ ∀𝑥𝑇 (𝐹𝑥) ∈ 𝑆)))
 
Theoremelunirnmbfm 31511* 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 31512 A measurable function is a function. (Contributed by Thierry Arnoux, 24-Jan-2017.)
(𝜑𝐹 ran MblFnM)       (𝜑 → Fun 𝐹)
 
Theoremmbfmf 31513 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 31514 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 31515 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 31516 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 31517* A constant function is measurable. Cf. mbfconst 24234. (Contributed by Thierry Arnoux, 26-Jan-2017.)
(𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 = (𝑥 𝑆𝐴))    &   (𝜑𝐴 𝑇)       (𝜑𝐹 ∈ (𝑆MblFnM𝑇))
 
Theorem1stmbfm 31518 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 31519 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 31520* 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 31521 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 31522 The composition of two measurable functions is measurable. ( cf. cnmpt11 22271) (Contributed by Thierry Arnoux, 4-Jun-2017.)
(𝜑𝑅 ran sigAlgebra)    &   (𝜑𝑆 ran sigAlgebra)    &   (𝜑𝑇 ran sigAlgebra)    &   (𝜑𝐹 ∈ (𝑅MblFnM𝑆))    &   (𝜑𝐺 ∈ (𝑆MblFnM𝑇))       (𝜑 → (𝐺𝐹) ∈ (𝑅MblFnM𝑇))
 
Theoremmbfmco2 31523* The pair building of two measurable functions is measurable. ( cf. cnmpt1t 22273). (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 31524 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 31525 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 31526 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 31527* 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 31528 An upper bound for a dyadic number. (Contributed by Thierry Arnoux, 19-Sep-2017.)
(𝑅 ∈ ℝ+ → (1 / (2↑(⌊‘(1 − (2 logb 𝑅))))) < 𝑅)
 
Theoremsxbrsigalem0 31529* 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 31530* 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 31531* The function 𝐼 returns closed-below open-above dyadic rational intervals covering the real line. This is the same construction as in dyadmbl 24201. (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 31532* 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 31533* 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 31534* 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 31535* 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 31536* 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 31537* 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 31538* 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 31539* 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 31540* 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 31541* 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 31538. (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 31542* 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 31543* 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 31544* 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 31545* 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 31546* First direction for sxbrsiga 31548. (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 31547 First direction for sxbrsiga 31548, 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 31548 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 31555) - it is monotone (omsmon 31556) - it is countably sub-additive (omssubadd 31558) See Definition 1.11.1 of [Bogachev] p. 41.

 
Syntaxcoms 31549 Class declaration for the outer measure construction function.
class toOMeas
 
Definitiondf-oms 31550* Define a function constructing an outer measure. See omsval 31551 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 31551* 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 31552* 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 31553* 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 31554 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 31555 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 31556 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 31557* 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 31558* 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 31559 Class declaration for the Caratheodory sigma-Algebra construction.
class toCaraSiga
 
Definitiondf-carsg 31560* Define a function constructing Caratheodory measurable sets for a given outer measure. See carsgval 31561 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 31561* 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 31562 Closure of the Caratheodory measurable sets. (Contributed by Thierry Arnoux, 17-May-2020.)
(𝜑𝑂𝑉)    &   (𝜑𝑀:𝒫 𝑂⟶(0[,]+∞))       (𝜑 → (toCaraSiga‘𝑀) ⊆ 𝒫 𝑂)
 
Theoremelcarsg 31563* 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 31564 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 31565 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 31566 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 31567 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 31568 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 31569* 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 31570* 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 31571* 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 31572* 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 31573* 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 31574* 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 31575* Lemma for carsgclctun 31579. (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 31576* 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 31577* Lemma for carsgclctun 31579. (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 31578* Lemma for carsgclctun 31579. (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 31579* 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 31580* 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 31581 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 31582* 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 31583* 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 31584* 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 31585 Extend class notation with the (measure) Bochner integral.
class itgm
 
Syntaxcsitm 31586 Extend class notation with the integral metric for simple functions.
class sitm
 
Syntaxcsitg 31587 Extend class notation with the integral of simple functions.
class sitg
 
Definitiondf-sitg 31588* 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 31589* 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 31590* 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 31591* 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 31592 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 31593 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 31594 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 31595 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 31596 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 31597 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 31598 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 31599* 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 31600* Closure of the Bochner integral on simple functions, generic version. See sitgclbn 31601 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)
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