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Theorem List for Metamath Proof Explorer - 32101-32200   *Has distinct variable group(s)
TypeLabelDescription
Statement
 
Theoremsgon 32101 A sigma-algebra is a sigma on its union set. (Contributed by Thierry Arnoux, 6-Jun-2017.)
(𝑆 ran sigAlgebra → 𝑆 ∈ (sigAlgebra‘ 𝑆))
 
Theoremelsigass 32102 An element of a sigma-algebra is a subset of the base set. (Contributed by Thierry Arnoux, 6-Jun-2017.)
((𝑆 ran sigAlgebra ∧ 𝐴𝑆) → 𝐴 𝑆)
 
Theoremelrnsiga 32103 Dropping the base information off a sigma-algebra. (Contributed by Thierry Arnoux, 13-Feb-2017.)
(𝑆 ∈ (sigAlgebra‘𝑂) → 𝑆 ran sigAlgebra)
 
Theoremisrnsigau 32104* The property of being a sigma-algebra, universe is the union set. (Contributed by Thierry Arnoux, 11-Nov-2016.)
(𝑆 ran sigAlgebra → (𝑆 ⊆ 𝒫 𝑆 ∧ ( 𝑆𝑆 ∧ ∀𝑥𝑆 ( 𝑆𝑥) ∈ 𝑆 ∧ ∀𝑥 ∈ 𝒫 𝑆(𝑥 ≼ ω → 𝑥𝑆))))
 
Theoremunielsiga 32105 A sigma-algebra contains its universe set. (Contributed by Thierry Arnoux, 13-Feb-2017.) (Shortened by Thierry Arnoux, 6-Jun-2017.)
(𝑆 ran sigAlgebra → 𝑆𝑆)
 
Theoremdmvlsiga 32106 Lebesgue-measurable subsets of form a sigma-algebra. (Contributed by Thierry Arnoux, 10-Sep-2016.) (Revised by Thierry Arnoux, 24-Oct-2016.)
dom vol ∈ (sigAlgebra‘ℝ)
 
Theorempwsiga 32107 Any power set forms a sigma-algebra. (Contributed by Thierry Arnoux, 13-Sep-2016.) (Revised by Thierry Arnoux, 24-Oct-2016.)
(𝑂𝑉 → 𝒫 𝑂 ∈ (sigAlgebra‘𝑂))
 
Theoremprsiga 32108 The smallest possible sigma-algebra containing 𝑂. (Contributed by Thierry Arnoux, 13-Sep-2016.)
(𝑂𝑉 → {∅, 𝑂} ∈ (sigAlgebra‘𝑂))
 
Theoremsigaclci 32109 A sigma-algebra is closed under countable intersections. Deduction version. (Contributed by Thierry Arnoux, 19-Sep-2016.)
(((𝑆 ran sigAlgebra ∧ 𝐴 ∈ 𝒫 𝑆) ∧ (𝐴 ≼ ω ∧ 𝐴 ≠ ∅)) → 𝐴𝑆)
 
Theoremdifelsiga 32110 A sigma-algebra is closed under class differences. (Contributed by Thierry Arnoux, 13-Sep-2016.)
((𝑆 ran sigAlgebra ∧ 𝐴𝑆𝐵𝑆) → (𝐴𝐵) ∈ 𝑆)
 
Theoremunelsiga 32111 A sigma-algebra is closed under pairwise unions. (Contributed by Thierry Arnoux, 13-Dec-2016.)
((𝑆 ran sigAlgebra ∧ 𝐴𝑆𝐵𝑆) → (𝐴𝐵) ∈ 𝑆)
 
Theoreminelsiga 32112 A sigma-algebra is closed under pairwise intersections. (Contributed by Thierry Arnoux, 13-Dec-2016.)
((𝑆 ran sigAlgebra ∧ 𝐴𝑆𝐵𝑆) → (𝐴𝐵) ∈ 𝑆)
 
Theoremsigainb 32113 Building a sigma-algebra from intersections with a given set. (Contributed by Thierry Arnoux, 26-Dec-2016.)
((𝑆 ran sigAlgebra ∧ 𝐴𝑆) → (𝑆 ∩ 𝒫 𝐴) ∈ (sigAlgebra‘𝐴))
 
Theoreminsiga 32114 The intersection of a collection of sigma-algebras of same base is a sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
((𝐴 ≠ ∅ ∧ 𝐴 ∈ 𝒫 (sigAlgebra‘𝑂)) → 𝐴 ∈ (sigAlgebra‘𝑂))
 
20.3.17.2  Generated sigma-Algebra
 
Syntaxcsigagen 32115 Extend class notation to include the sigma-algebra generator.
class sigaGen
 
Definitiondf-sigagen 32116* Define the sigma-algebra generated by a given collection of sets as the intersection of all sigma-algebra containing that set. (Contributed by Thierry Arnoux, 27-Dec-2016.)
sigaGen = (𝑥 ∈ V ↦ {𝑠 ∈ (sigAlgebra‘ 𝑥) ∣ 𝑥𝑠})
 
Theoremsigagenval 32117* Value of the generated sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
(𝐴𝑉 → (sigaGen‘𝐴) = {𝑠 ∈ (sigAlgebra‘ 𝐴) ∣ 𝐴𝑠})
 
Theoremsigagensiga 32118 A generated sigma-algebra is a sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
(𝐴𝑉 → (sigaGen‘𝐴) ∈ (sigAlgebra‘ 𝐴))
 
Theoremsgsiga 32119 A generated sigma-algebra is a sigma-algebra. (Contributed by Thierry Arnoux, 30-Jan-2017.)
(𝜑𝐴𝑉)       (𝜑 → (sigaGen‘𝐴) ∈ ran sigAlgebra)
 
Theoremunisg 32120 The sigma-algebra generated by a collection 𝐴 is a sigma-algebra on 𝐴. (Contributed by Thierry Arnoux, 27-Dec-2016.)
(𝐴𝑉 (sigaGen‘𝐴) = 𝐴)
 
Theoremdmsigagen 32121 A sigma-algebra can be generated from any set. (Contributed by Thierry Arnoux, 21-Jan-2017.)
dom sigaGen = V
 
Theoremsssigagen 32122 A set is a subset of the sigma-algebra it generates. (Contributed by Thierry Arnoux, 24-Jan-2017.)
(𝐴𝑉𝐴 ⊆ (sigaGen‘𝐴))
 
Theoremsssigagen2 32123 A subset of the generating set is also a subset of the generated sigma-algebra. (Contributed by Thierry Arnoux, 22-Sep-2017.)
((𝐴𝑉𝐵𝐴) → 𝐵 ⊆ (sigaGen‘𝐴))
 
Theoremelsigagen 32124 Any element of a set is also an element of the sigma-algebra that set generates. (Contributed by Thierry Arnoux, 27-Mar-2017.)
((𝐴𝑉𝐵𝐴) → 𝐵 ∈ (sigaGen‘𝐴))
 
Theoremelsigagen2 32125 Any countable union of elements of a set is also in the sigma-algebra that set generates. (Contributed by Thierry Arnoux, 17-Sep-2017.)
((𝐴𝑉𝐵𝐴𝐵 ≼ ω) → 𝐵 ∈ (sigaGen‘𝐴))
 
Theoremsigagenss 32126 The generated sigma-algebra is a subset of all sigma-algebras containing the generating set, i.e. the generated sigma-algebra is the smallest sigma-algebra containing the generating set, here 𝐴. (Contributed by Thierry Arnoux, 4-Jun-2017.)
((𝑆 ∈ (sigAlgebra‘ 𝐴) ∧ 𝐴𝑆) → (sigaGen‘𝐴) ⊆ 𝑆)
 
Theoremsigagenss2 32127 Sufficient condition for inclusion of sigma-algebras. This is used to prove equality of sigma-algebras. (Contributed by Thierry Arnoux, 10-Oct-2017.)
(( 𝐴 = 𝐵𝐴 ⊆ (sigaGen‘𝐵) ∧ 𝐵𝑉) → (sigaGen‘𝐴) ⊆ (sigaGen‘𝐵))
 
Theoremsigagenid 32128 The sigma-algebra generated by a sigma-algebra is itself. (Contributed by Thierry Arnoux, 4-Jun-2017.)
(𝑆 ran sigAlgebra → (sigaGen‘𝑆) = 𝑆)
 
20.3.17.3  lambda and pi-Systems, Rings of Sets

Because they are not widely used outside of measure theory, we do not introduce specific definitions for lambda- and pi-systems. Instead, we define 𝑃 and 𝐿 respectively as the classes of pi- and lambda-systems in 𝑂 throughout this section.

 
Theoremispisys 32129* The property of being a pi-system. (Contributed by Thierry Arnoux, 10-Jun-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}       (𝑆𝑃 ↔ (𝑆 ∈ 𝒫 𝒫 𝑂 ∧ (fi‘𝑆) ⊆ 𝑆))
 
Theoremispisys2 32130* The property of being a pi-system, expanded version. Pi-systems are closed under finite intersections. (Contributed by Thierry Arnoux, 13-Jun-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}       (𝑆𝑃 ↔ (𝑆 ∈ 𝒫 𝒫 𝑂 ∧ ∀𝑥 ∈ ((𝒫 𝑆 ∩ Fin) ∖ {∅}) 𝑥𝑆))
 
Theoreminelpisys 32131* Pi-systems are closed under pairwise intersections. (Contributed by Thierry Arnoux, 6-Jul-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}       ((𝑆𝑃𝐴𝑆𝐵𝑆) → (𝐴𝐵) ∈ 𝑆)
 
Theoremsigapisys 32132* All sigma-algebras are pi-systems. (Contributed by Thierry Arnoux, 13-Jun-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}       (sigAlgebra‘𝑂) ⊆ 𝑃
 
Theoremisldsys 32133* The property of being a lambda-system or Dynkin system. Lambda-systems contain the empty set, are closed under complement, and closed under countable disjoint union. (Contributed by Thierry Arnoux, 13-Jun-2020.)
𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}       (𝑆𝐿 ↔ (𝑆 ∈ 𝒫 𝒫 𝑂 ∧ (∅ ∈ 𝑆 ∧ ∀𝑥𝑆 (𝑂𝑥) ∈ 𝑆 ∧ ∀𝑥 ∈ 𝒫 𝑆((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑆))))
 
Theorempwldsys 32134* The power set of the universe set 𝑂 is always a lambda-system. (Contributed by Thierry Arnoux, 21-Jun-2020.)
𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}       (𝑂𝑉 → 𝒫 𝑂𝐿)
 
Theoremunelldsys 32135* Lambda-systems are closed under disjoint set unions. (Contributed by Thierry Arnoux, 21-Jun-2020.)
𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}    &   (𝜑𝑆𝐿)    &   (𝜑𝐴𝑆)    &   (𝜑𝐵𝑆)    &   (𝜑 → (𝐴𝐵) = ∅)       (𝜑 → (𝐴𝐵) ∈ 𝑆)
 
Theoremsigaldsys 32136* All sigma-algebras are lambda-systems. (Contributed by Thierry Arnoux, 13-Jun-2020.)
𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}       (sigAlgebra‘𝑂) ⊆ 𝐿
 
Theoremldsysgenld 32137* The intersection of all lambda-systems containing a given collection of sets 𝐴, which is called the lambda-system generated by 𝐴, is itself also a lambda-system. (Contributed by Thierry Arnoux, 16-Jun-2020.)
𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}    &   (𝜑𝑂𝑉)    &   (𝜑𝐴 ⊆ 𝒫 𝑂)       (𝜑 {𝑡𝐿𝐴𝑡} ∈ 𝐿)
 
Theoremsigapildsyslem 32138* Lemma for sigapildsys 32139. (Contributed by Thierry Arnoux, 13-Jun-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}    &   𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}    &   𝑛𝜑    &   (𝜑𝑡 ∈ (𝑃𝐿))    &   (𝜑𝐴𝑡)    &   (𝜑𝑁 ∈ Fin)    &   ((𝜑𝑛𝑁) → 𝐵𝑡)       (𝜑 → (𝐴 𝑛𝑁 𝐵) ∈ 𝑡)
 
Theoremsigapildsys 32139* Sigma-algebra are exactly classes which are both lambda and pi-systems. (Contributed by Thierry Arnoux, 13-Jun-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}    &   𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}       (sigAlgebra‘𝑂) = (𝑃𝐿)
 
Theoremldgenpisyslem1 32140* Lemma for ldgenpisys 32143. (Contributed by Thierry Arnoux, 29-Jun-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}    &   𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}    &   (𝜑𝑂𝑉)    &   𝐸 = {𝑡𝐿𝑇𝑡}    &   (𝜑𝑇𝑃)    &   (𝜑𝐴𝐸)       (𝜑 → {𝑏 ∈ 𝒫 𝑂 ∣ (𝐴𝑏) ∈ 𝐸} ∈ 𝐿)
 
Theoremldgenpisyslem2 32141* Lemma for ldgenpisys 32143. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}    &   𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}    &   (𝜑𝑂𝑉)    &   𝐸 = {𝑡𝐿𝑇𝑡}    &   (𝜑𝑇𝑃)    &   (𝜑𝐴𝐸)    &   (𝜑𝑇 ⊆ {𝑏 ∈ 𝒫 𝑂 ∣ (𝐴𝑏) ∈ 𝐸})       (𝜑𝐸 ⊆ {𝑏 ∈ 𝒫 𝑂 ∣ (𝐴𝑏) ∈ 𝐸})
 
Theoremldgenpisyslem3 32142* Lemma for ldgenpisys 32143. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}    &   𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}    &   (𝜑𝑂𝑉)    &   𝐸 = {𝑡𝐿𝑇𝑡}    &   (𝜑𝑇𝑃)    &   (𝜑𝐴𝑇)       (𝜑𝐸 ⊆ {𝑏 ∈ 𝒫 𝑂 ∣ (𝐴𝑏) ∈ 𝐸})
 
Theoremldgenpisys 32143* The lambda system 𝐸 generated by a pi-system 𝑇 is also a pi-system. (Contributed by Thierry Arnoux, 18-Jun-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}    &   𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}    &   (𝜑𝑂𝑉)    &   𝐸 = {𝑡𝐿𝑇𝑡}    &   (𝜑𝑇𝑃)       (𝜑𝐸𝑃)
 
Theoremdynkin 32144* Dynkin's lambda-pi theorem: if a lambda-system contains a pi-system, it also contains the sigma-algebra generated by that pi-system. (Contributed by Thierry Arnoux, 16-Jun-2020.)
𝑃 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (fi‘𝑠) ⊆ 𝑠}    &   𝐿 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠 (𝑂𝑥) ∈ 𝑠 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → 𝑥𝑠))}    &   (𝜑𝑂𝑉)    &   (𝜑𝑆𝐿)    &   (𝜑𝑇𝑃)    &   (𝜑𝑇𝑆)       (𝜑 {𝑢 ∈ (sigAlgebra‘𝑂) ∣ 𝑇𝑢} ⊆ 𝑆)
 
Theoremisros 32145* The property of being a rings of sets, i.e. containing the empty set, and closed under finite union and set complement. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}       (𝑆𝑄 ↔ (𝑆 ∈ 𝒫 𝒫 𝑂 ∧ ∅ ∈ 𝑆 ∧ ∀𝑢𝑆𝑣𝑆 ((𝑢𝑣) ∈ 𝑆 ∧ (𝑢𝑣) ∈ 𝑆)))
 
Theoremrossspw 32146* A ring of sets is a collection of subsets of 𝑂. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}       (𝑆𝑄𝑆 ⊆ 𝒫 𝑂)
 
Theorem0elros 32147* A ring of sets contains the empty set. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}       (𝑆𝑄 → ∅ ∈ 𝑆)
 
Theoremunelros 32148* A ring of sets is closed under union. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}       ((𝑆𝑄𝐴𝑆𝐵𝑆) → (𝐴𝐵) ∈ 𝑆)
 
Theoremdifelros 32149* A ring of sets is closed under set complement. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}       ((𝑆𝑄𝐴𝑆𝐵𝑆) → (𝐴𝐵) ∈ 𝑆)
 
Theoreminelros 32150* A ring of sets is closed under intersection. (Contributed by Thierry Arnoux, 19-Jul-2020.)
𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}       ((𝑆𝑄𝐴𝑆𝐵𝑆) → (𝐴𝐵) ∈ 𝑆)
 
Theoremfiunelros 32151* A ring of sets is closed under finite union. (Contributed by Thierry Arnoux, 19-Jul-2020.)
𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}    &   (𝜑𝑆𝑄)    &   (𝜑𝑁 ∈ ℕ)    &   ((𝜑𝑘 ∈ (1..^𝑁)) → 𝐵𝑆)       (𝜑 𝑘 ∈ (1..^𝑁)𝐵𝑆)
 
Theoremissros 32152* The property of being a semirings of sets, i.e., collections of sets containing the empty set, closed under finite intersection, and where complements can be written as finite disjoint unions. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑁 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ ∃𝑧 ∈ 𝒫 𝑠(𝑧 ∈ Fin ∧ Disj 𝑡𝑧 𝑡 ∧ (𝑥𝑦) = 𝑧)))}       (𝑆𝑁 ↔ (𝑆 ∈ 𝒫 𝒫 𝑂 ∧ ∅ ∈ 𝑆 ∧ ∀𝑥𝑆𝑦𝑆 ((𝑥𝑦) ∈ 𝑆 ∧ ∃𝑧 ∈ 𝒫 𝑆(𝑧 ∈ Fin ∧ Disj 𝑡𝑧 𝑡 ∧ (𝑥𝑦) = 𝑧))))
 
Theoremsrossspw 32153* A semiring of sets is a collection of subsets of 𝑂. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑁 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ ∃𝑧 ∈ 𝒫 𝑠(𝑧 ∈ Fin ∧ Disj 𝑡𝑧 𝑡 ∧ (𝑥𝑦) = 𝑧)))}       (𝑆𝑁𝑆 ⊆ 𝒫 𝑂)
 
Theorem0elsros 32154* A semiring of sets contains the empty set. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑁 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ ∃𝑧 ∈ 𝒫 𝑠(𝑧 ∈ Fin ∧ Disj 𝑡𝑧 𝑡 ∧ (𝑥𝑦) = 𝑧)))}       (𝑆𝑁 → ∅ ∈ 𝑆)
 
Theoreminelsros 32155* A semiring of sets is closed under union. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑁 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ ∃𝑧 ∈ 𝒫 𝑠(𝑧 ∈ Fin ∧ Disj 𝑡𝑧 𝑡 ∧ (𝑥𝑦) = 𝑧)))}       ((𝑆𝑁𝐴𝑆𝐵𝑆) → (𝐴𝐵) ∈ 𝑆)
 
Theoremdiffiunisros 32156* In semiring of sets, complements can be written as finite disjoint unions. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑁 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ ∃𝑧 ∈ 𝒫 𝑠(𝑧 ∈ Fin ∧ Disj 𝑡𝑧 𝑡 ∧ (𝑥𝑦) = 𝑧)))}       ((𝑆𝑁𝐴𝑆𝐵𝑆) → ∃𝑧 ∈ 𝒫 𝑆(𝑧 ∈ Fin ∧ Disj 𝑡𝑧 𝑡 ∧ (𝐴𝐵) = 𝑧))
 
Theoremrossros 32157* Rings of sets are semirings of sets. (Contributed by Thierry Arnoux, 18-Jul-2020.)
𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ (𝑥𝑦) ∈ 𝑠))}    &   𝑁 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥𝑠𝑦𝑠 ((𝑥𝑦) ∈ 𝑠 ∧ ∃𝑧 ∈ 𝒫 𝑠(𝑧 ∈ Fin ∧ Disj 𝑡𝑧 𝑡 ∧ (𝑥𝑦) = 𝑧)))}       (𝑆𝑄𝑆𝑁)
 
20.3.17.4  The Borel algebra on the real numbers
 
Syntaxcbrsiga 32158 The Borel Algebra on real numbers, usually a gothic B
class 𝔅
 
Definitiondf-brsiga 32159 A Borel Algebra is defined as a sigma-algebra generated by a topology. 'The' Borel sigma-algebra here refers to the sigma-algebra generated by the topology of open intervals on real numbers. The Borel algebra of a given topology 𝐽 is the sigma-algebra generated by 𝐽, (sigaGen‘𝐽), so there is no need to introduce a special constant function for Borel sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
𝔅 = (sigaGen‘(topGen‘ran (,)))
 
Theorembrsiga 32160 The Borel Algebra on real numbers is a Borel sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
𝔅 ∈ (sigaGen “ Top)
 
Theorembrsigarn 32161 The Borel Algebra is a sigma-algebra on the real numbers. (Contributed by Thierry Arnoux, 27-Dec-2016.)
𝔅 ∈ (sigAlgebra‘ℝ)
 
Theorembrsigasspwrn 32162 The Borel Algebra is a set of subsets of the real numbers. (Contributed by Thierry Arnoux, 19-Jan-2017.)
𝔅 ⊆ 𝒫 ℝ
 
Theoremunibrsiga 32163 The union of the Borel Algebra is the set of real numbers. (Contributed by Thierry Arnoux, 21-Jan-2017.)
𝔅 = ℝ
 
Theoremcldssbrsiga 32164 A Borel Algebra contains all closed sets of its base topology. (Contributed by Thierry Arnoux, 27-Mar-2017.)
(𝐽 ∈ Top → (Clsd‘𝐽) ⊆ (sigaGen‘𝐽))
 
20.3.17.5  Product Sigma-Algebra
 
Syntaxcsx 32165 Extend class notation with the product sigma-algebra operation.
class ×s
 
Definitiondf-sx 32166* Define the product sigma-algebra operation, analogous to df-tx 22722. (Contributed by Thierry Arnoux, 1-Jun-2017.)
×s = (𝑠 ∈ V, 𝑡 ∈ V ↦ (sigaGen‘ran (𝑥𝑠, 𝑦𝑡 ↦ (𝑥 × 𝑦))))
 
Theoremsxval 32167* Value of the product sigma-algebra operation. (Contributed by Thierry Arnoux, 1-Jun-2017.)
𝐴 = ran (𝑥𝑆, 𝑦𝑇 ↦ (𝑥 × 𝑦))       ((𝑆𝑉𝑇𝑊) → (𝑆 ×s 𝑇) = (sigaGen‘𝐴))
 
Theoremsxsiga 32168 A product sigma-algebra is a sigma-algebra. (Contributed by Thierry Arnoux, 1-Jun-2017.)
((𝑆 ran sigAlgebra ∧ 𝑇 ran sigAlgebra) → (𝑆 ×s 𝑇) ∈ ran sigAlgebra)
 
Theoremsxsigon 32169 A product sigma-algebra is a sigma-algebra on the product of the bases. (Contributed by Thierry Arnoux, 1-Jun-2017.)
((𝑆 ran sigAlgebra ∧ 𝑇 ran sigAlgebra) → (𝑆 ×s 𝑇) ∈ (sigAlgebra‘( 𝑆 × 𝑇)))
 
Theoremsxuni 32170 The base set of a product sigma-algebra. (Contributed by Thierry Arnoux, 1-Jun-2017.)
((𝑆 ran sigAlgebra ∧ 𝑇 ran sigAlgebra) → ( 𝑆 × 𝑇) = (𝑆 ×s 𝑇))
 
Theoremelsx 32171 The cartesian product of two open sets is an element of the product sigma-algebra. (Contributed by Thierry Arnoux, 3-Jun-2017.)
(((𝑆𝑉𝑇𝑊) ∧ (𝐴𝑆𝐵𝑇)) → (𝐴 × 𝐵) ∈ (𝑆 ×s 𝑇))
 
20.3.17.6  Measures
 
Syntaxcmeas 32172 Extend class notation to include the class of measures.
class measures
 
Definitiondf-meas 32173* Define a measure as a nonnegative countably additive function over a sigma-algebra onto (0[,]+∞). (Contributed by Thierry Arnoux, 10-Sep-2016.)
measures = (𝑠 ran sigAlgebra ↦ {𝑚 ∣ (𝑚:𝑠⟶(0[,]+∞) ∧ (𝑚‘∅) = 0 ∧ ∀𝑥 ∈ 𝒫 𝑠((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → (𝑚 𝑥) = Σ*𝑦𝑥(𝑚𝑦)))})
 
Theoremmeasbase 32174 The base set of a measure is a sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.)
(𝑀 ∈ (measures‘𝑆) → 𝑆 ran sigAlgebra)
 
Theoremmeasval 32175* The value of the measures function applied on a sigma-algebra. (Contributed by Thierry Arnoux, 17-Oct-2016.)
(𝑆 ran sigAlgebra → (measures‘𝑆) = {𝑚 ∣ (𝑚:𝑆⟶(0[,]+∞) ∧ (𝑚‘∅) = 0 ∧ ∀𝑥 ∈ 𝒫 𝑆((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → (𝑚 𝑥) = Σ*𝑦𝑥(𝑚𝑦)))})
 
Theoremismeas 32176* The property of being a measure. (Contributed by Thierry Arnoux, 10-Sep-2016.) (Revised by Thierry Arnoux, 19-Oct-2016.)
(𝑆 ran sigAlgebra → (𝑀 ∈ (measures‘𝑆) ↔ (𝑀:𝑆⟶(0[,]+∞) ∧ (𝑀‘∅) = 0 ∧ ∀𝑥 ∈ 𝒫 𝑆((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → (𝑀 𝑥) = Σ*𝑦𝑥(𝑀𝑦)))))
 
Theoremisrnmeas 32177* The property of being a measure on an undefined base sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.)
(𝑀 ran measures → (dom 𝑀 ran sigAlgebra ∧ (𝑀:dom 𝑀⟶(0[,]+∞) ∧ (𝑀‘∅) = 0 ∧ ∀𝑥 ∈ 𝒫 dom 𝑀((𝑥 ≼ ω ∧ Disj 𝑦𝑥 𝑦) → (𝑀 𝑥) = Σ*𝑦𝑥(𝑀𝑦)))))
 
Theoremdmmeas 32178 The domain of a measure is a sigma-algebra. (Contributed by Thierry Arnoux, 19-Feb-2018.)
(𝑀 ran measures → dom 𝑀 ran sigAlgebra)
 
Theoremmeasbasedom 32179 The base set of a measure is its domain. (Contributed by Thierry Arnoux, 25-Dec-2016.)
(𝑀 ran measures ↔ 𝑀 ∈ (measures‘dom 𝑀))
 
Theoremmeasfrge0 32180 A measure is a function over its base to the positive extended reals. (Contributed by Thierry Arnoux, 26-Dec-2016.)
(𝑀 ∈ (measures‘𝑆) → 𝑀:𝑆⟶(0[,]+∞))
 
Theoremmeasfn 32181 A measure is a function on its base sigma-algebra. (Contributed by Thierry Arnoux, 13-Feb-2017.)
(𝑀 ∈ (measures‘𝑆) → 𝑀 Fn 𝑆)
 
Theoremmeasvxrge0 32182 The values of a measure are positive extended reals. (Contributed by Thierry Arnoux, 26-Dec-2016.)
((𝑀 ∈ (measures‘𝑆) ∧ 𝐴𝑆) → (𝑀𝐴) ∈ (0[,]+∞))
 
Theoremmeasvnul 32183 The measure of the empty set is always zero. (Contributed by Thierry Arnoux, 26-Dec-2016.)
(𝑀 ∈ (measures‘𝑆) → (𝑀‘∅) = 0)
 
Theoremmeasge0 32184 A measure is nonnegative. (Contributed by Thierry Arnoux, 9-Mar-2018.)
((𝑀 ∈ (measures‘𝑆) ∧ 𝐴𝑆) → 0 ≤ (𝑀𝐴))
 
Theoremmeasle0 32185 If the measure of a given set is bounded by zero, it is zero. (Contributed by Thierry Arnoux, 20-Oct-2017.)
((𝑀 ∈ (measures‘𝑆) ∧ 𝐴𝑆 ∧ (𝑀𝐴) ≤ 0) → (𝑀𝐴) = 0)
 
Theoremmeasvun 32186* The measure of a countable disjoint union is the sum of the measures. (Contributed by Thierry Arnoux, 26-Dec-2016.)
((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ 𝒫 𝑆 ∧ (𝐴 ≼ ω ∧ Disj 𝑥𝐴 𝑥)) → (𝑀 𝐴) = Σ*𝑥𝐴(𝑀𝑥))
 
Theoremmeasxun2 32187 The measure the union of two complementary sets is the sum of their measures. (Contributed by Thierry Arnoux, 10-Mar-2017.)
((𝑀 ∈ (measures‘𝑆) ∧ (𝐴𝑆𝐵𝑆) ∧ 𝐵𝐴) → (𝑀𝐴) = ((𝑀𝐵) +𝑒 (𝑀‘(𝐴𝐵))))
 
Theoremmeasun 32188 The measure the union of two disjoint sets is the sum of their measures. (Contributed by Thierry Arnoux, 10-Mar-2017.)
((𝑀 ∈ (measures‘𝑆) ∧ (𝐴𝑆𝐵𝑆) ∧ (𝐴𝐵) = ∅) → (𝑀‘(𝐴𝐵)) = ((𝑀𝐴) +𝑒 (𝑀𝐵)))
 
Theoremmeasvunilem 32189* Lemma for measvuni 32191. (Contributed by Thierry Arnoux, 7-Feb-2017.) (Revised by Thierry Arnoux, 19-Feb-2017.) (Revised by Thierry Arnoux, 6-Mar-2017.)
𝑥𝐴       ((𝑀 ∈ (measures‘𝑆) ∧ ∀𝑥𝐴 𝐵 ∈ (𝑆 ∖ {∅}) ∧ (𝐴 ≼ ω ∧ Disj 𝑥𝐴 𝐵)) → (𝑀 𝑥𝐴 𝐵) = Σ*𝑥𝐴(𝑀𝐵))
 
Theoremmeasvunilem0 32190* Lemma for measvuni 32191. (Contributed by Thierry Arnoux, 6-Mar-2017.)
𝑥𝐴       ((𝑀 ∈ (measures‘𝑆) ∧ ∀𝑥𝐴 𝐵 ∈ {∅} ∧ (𝐴 ≼ ω ∧ Disj 𝑥𝐴 𝐵)) → (𝑀 𝑥𝐴 𝐵) = Σ*𝑥𝐴(𝑀𝐵))
 
Theoremmeasvuni 32191* The measure of a countable disjoint union is the sum of the measures. This theorem uses a collection rather than a set of subsets of 𝑆. (Contributed by Thierry Arnoux, 7-Mar-2017.)
((𝑀 ∈ (measures‘𝑆) ∧ ∀𝑥𝐴 𝐵𝑆 ∧ (𝐴 ≼ ω ∧ Disj 𝑥𝐴 𝐵)) → (𝑀 𝑥𝐴 𝐵) = Σ*𝑥𝐴(𝑀𝐵))
 
Theoremmeasssd 32192 A measure is monotone with respect to set inclusion. (Contributed by Thierry Arnoux, 28-Dec-2016.)
(𝜑𝑀 ∈ (measures‘𝑆))    &   (𝜑𝐴𝑆)    &   (𝜑𝐵𝑆)    &   (𝜑𝐴𝐵)       (𝜑 → (𝑀𝐴) ≤ (𝑀𝐵))
 
Theoremmeasunl 32193 A measure is sub-additive with respect to union. (Contributed by Thierry Arnoux, 20-Oct-2017.)
(𝜑𝑀 ∈ (measures‘𝑆))    &   (𝜑𝐴𝑆)    &   (𝜑𝐵𝑆)       (𝜑 → (𝑀‘(𝐴𝐵)) ≤ ((𝑀𝐴) +𝑒 (𝑀𝐵)))
 
Theoremmeasiuns 32194* The measure of the union of a collection of sets, expressed as the sum of a disjoint set. This is used as a lemma for both measiun 32195 and meascnbl 32196. (Contributed by Thierry Arnoux, 22-Jan-2017.) (Proof shortened by Thierry Arnoux, 7-Feb-2017.)
𝑛𝐵    &   (𝑛 = 𝑘𝐴 = 𝐵)    &   (𝜑 → (𝑁 = ℕ ∨ 𝑁 = (1..^𝐼)))    &   (𝜑𝑀 ∈ (measures‘𝑆))    &   ((𝜑𝑛𝑁) → 𝐴𝑆)       (𝜑 → (𝑀 𝑛𝑁 𝐴) = Σ*𝑛𝑁(𝑀‘(𝐴 𝑘 ∈ (1..^𝑛)𝐵)))
 
Theoremmeasiun 32195* A measure is sub-additive. (Contributed by Thierry Arnoux, 30-Dec-2016.) (Proof shortened by Thierry Arnoux, 7-Feb-2017.)
(𝜑𝑀 ∈ (measures‘𝑆))    &   (𝜑𝐴𝑆)    &   ((𝜑𝑛 ∈ ℕ) → 𝐵𝑆)    &   (𝜑𝐴 𝑛 ∈ ℕ 𝐵)       (𝜑 → (𝑀𝐴) ≤ Σ*𝑛 ∈ ℕ(𝑀𝐵))
 
Theoremmeascnbl 32196* A measure is continuous from below. Cf. volsup 24729. (Contributed by Thierry Arnoux, 18-Jan-2017.) (Revised by Thierry Arnoux, 11-Jul-2017.)
𝐽 = (TopOpen‘(ℝ*𝑠s (0[,]+∞)))    &   (𝜑𝑀 ∈ (measures‘𝑆))    &   (𝜑𝐹:ℕ⟶𝑆)    &   ((𝜑𝑛 ∈ ℕ) → (𝐹𝑛) ⊆ (𝐹‘(𝑛 + 1)))       (𝜑 → (𝑀𝐹)(⇝𝑡𝐽)(𝑀 ran 𝐹))
 
Theoremmeasinblem 32197* Lemma for measinb 32198. (Contributed by Thierry Arnoux, 2-Jun-2017.)
((((𝑀 ∈ (measures‘𝑆) ∧ 𝐴𝑆) ∧ 𝐵 ∈ 𝒫 𝑆) ∧ (𝐵 ≼ ω ∧ Disj 𝑥𝐵 𝑥)) → (𝑀‘( 𝐵𝐴)) = Σ*𝑥𝐵(𝑀‘(𝑥𝐴)))
 
Theoremmeasinb 32198* Building a measure restricted to the intersection with a given set. (Contributed by Thierry Arnoux, 25-Dec-2016.)
((𝑀 ∈ (measures‘𝑆) ∧ 𝐴𝑆) → (𝑥𝑆 ↦ (𝑀‘(𝑥𝐴))) ∈ (measures‘𝑆))
 
Theoremmeasres 32199 Building a measure restricted to a smaller sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.)
((𝑀 ∈ (measures‘𝑆) ∧ 𝑇 ran sigAlgebra ∧ 𝑇𝑆) → (𝑀𝑇) ∈ (measures‘𝑇))
 
Theoremmeasinb2 32200* Building a measure restricted to the intersection with a given set. (Contributed by Thierry Arnoux, 25-Dec-2016.)
((𝑀 ∈ (measures‘𝑆) ∧ 𝐴𝑆) → (𝑥 ∈ (𝑆 ∩ 𝒫 𝐴) ↦ (𝑀‘(𝑥𝐴))) ∈ (measures‘(𝑆 ∩ 𝒫 𝐴)))
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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 330 32901-33000 331 33001-33100 332 33101-33200 333 33201-33300 334 33301-33400 335 33401-33500 336 33501-33600 337 33601-33700 338 33701-33800 339 33801-33900 340 33901-34000 341 34001-34100 342 34101-34200 343 34201-34300 344 34301-34400 345 34401-34500 346 34501-34600 347 34601-34700 348 34701-34800 349 34801-34900 350 34901-35000 351 35001-35100 352 35101-35200 353 35201-35300 354 35301-35400 355 35401-35500 356 35501-35600 357 35601-35700 358 35701-35800 359 35801-35900 360 35901-36000 361 36001-36100 362 36101-36200 363 36201-36300 364 36301-36400 365 36401-36500 366 36501-36600 367 36601-36700 368 36701-36800 369 36801-36900 370 36901-37000 371 37001-37100 372 37101-37200 373 37201-37300 374 37301-37400 375 37401-37500 376 37501-37600 377 37601-37700 378 37701-37800 379 37801-37900 380 37901-38000 381 38001-38100 382 38101-38200 383 38201-38300 384 38301-38400 385 38401-38500 386 38501-38600 387 38601-38700 388 38701-38800 389 38801-38900 390 38901-39000 391 39001-39100 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