P. 322 of Theorem List - Metamath Proof Explorer

Theorem List for Metamath Proof Explorer - 32101-32200   *Has distinct variable group(s)

Type	Label	Description
Statement
Definition	df-dde 32101	Define the Dirac delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.)
⊢ δ = (𝑎 ∈ 𝒫 ℝ ↦ if(0 ∈ 𝑎, 1, 0))
Theorem	ddeval1 32102	Value of the delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.)
⊢ ((𝐴 ⊆ ℝ ∧ 0 ∈ 𝐴) → (δ‘𝐴) = 1)
Theorem	ddeval0 32103	Value of the delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.)
⊢ ((𝐴 ⊆ ℝ ∧ ¬ 0 ∈ 𝐴) → (δ‘𝐴) = 0)
Theorem	ddemeas 32104	The Dirac delta measure is a measure. (Contributed by Thierry Arnoux, 14-Sep-2018.)
⊢ δ ∈ (measures‘𝒫 ℝ)
20.3.17.10  The 'almost everywhere' relation
Syntax	cae 32105	Extend class notation to include the 'almost everywhere' relation.
class a.e.
Syntax	cfae 32106	Extend class notation to include the 'almost everywhere' builder.
class ~ a.e.
Definition	df-ae 32107*	Define 'almost everywhere' with regard to a measure 𝑀. A property holds almost everywhere if the measure of the set where it does not hold has measure zero. (Contributed by Thierry Arnoux, 20-Oct-2017.)
⊢ a.e. = {⟨𝑎, 𝑚⟩ ∣ (𝑚‘(∪ dom 𝑚 ∖ 𝑎)) = 0}
Theorem	relae 32108	'almost everywhere' is a relation. (Contributed by Thierry Arnoux, 20-Oct-2017.)
⊢ Rel a.e.
Theorem	brae 32109	'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 𝑀 ∖ 𝐴)) = 0))
Theorem	braew 32110*	'almost everywhere' relation for a measure 𝑀 and a property 𝜑 (Contributed by Thierry Arnoux, 20-Oct-2017.)
⊢ ∪ dom 𝑀 = 𝑂    ⇒   ⊢ (𝑀 ∈ ∪ ran measures → ({𝑥 ∈ 𝑂 ∣ 𝜑}a.e.𝑀 ↔ (𝑀‘{𝑥 ∈ 𝑂 ∣ ¬ 𝜑}) = 0))
Theorem	truae 32111*	A truth holds almost everywhere. (Contributed by Thierry Arnoux, 20-Oct-2017.)
⊢ ∪ dom 𝑀 = 𝑂    &   ⊢ (𝜑 → 𝑀 ∈ ∪ ran measures)    &   ⊢ (𝜑 → 𝜓)    ⇒   ⊢ (𝜑 → {𝑥 ∈ 𝑂 ∣ 𝜓}a.e.𝑀)
Theorem	aean 32112*	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 ∧ {𝑥 ∈ 𝑂 ∣ ¬ 𝜑} ∈ dom 𝑀 ∧ {𝑥 ∈ 𝑂 ∣ ¬ 𝜓} ∈ dom 𝑀) → ({𝑥 ∈ 𝑂 ∣ (𝜑 ∧ 𝜓)}a.e.𝑀 ↔ ({𝑥 ∈ 𝑂 ∣ 𝜑}a.e.𝑀 ∧ {𝑥 ∈ 𝑂 ∣ 𝜓}a.e.𝑀)))
Definition	df-fae 32113*	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 𝑟 ↑m ∪ dom 𝑚) ∧ 𝑔 ∈ (dom 𝑟 ↑m ∪ dom 𝑚)) ∧ {𝑥 ∈ ∪ dom 𝑚 ∣ (𝑓‘𝑥)𝑟(𝑔‘𝑥)}a.e.𝑚)})
Theorem	faeval 32114*	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 𝑅 ↑m ∪ dom 𝑀) ∧ 𝑔 ∈ (dom 𝑅 ↑m ∪ dom 𝑀)) ∧ {𝑥 ∈ ∪ dom 𝑀 ∣ (𝑓‘𝑥)𝑅(𝑔‘𝑥)}a.e.𝑀)})
Theorem	relfae 32115	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))
Theorem	brfae 32116*	'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    &   ⊢ (𝜑 → 𝑅 ∈ V)    &   ⊢ (𝜑 → 𝑀 ∈ ∪ ran measures)    &   ⊢ (𝜑 → 𝐹 ∈ (𝐷 ↑m ∪ dom 𝑀))    &   ⊢ (𝜑 → 𝐺 ∈ (𝐷 ↑m ∪ dom 𝑀))    ⇒   ⊢ (𝜑 → (𝐹(𝑅~ a.e.𝑀)𝐺 ↔ {𝑥 ∈ ∪ dom 𝑀 ∣ (𝐹‘𝑥)𝑅(𝐺‘𝑥)}a.e.𝑀))
20.3.17.11  Measurable functions
Syntax	cmbfm 32117	Extend class notation with the measurable functions builder.
class MblFnM
Definition	df-mbfm 32118*	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 ℝ to ℂ, see df-mbf 24688. (Contributed by Thierry Arnoux, 23-Jan-2017.)
⊢ MblFnM = (𝑠 ∈ ∪ ran sigAlgebra, 𝑡 ∈ ∪ ran sigAlgebra ↦ {𝑓 ∈ (∪ 𝑡 ↑m ∪ 𝑠) ∣ ∀𝑥 ∈ 𝑡 (◡𝑓 “ 𝑥) ∈ 𝑠})
Theorem	ismbfm 32119*	The predicate "𝐹 is a measurable function from the measurable space 𝑆 to the measurable space 𝑇". Cf. ismbf 24697. (Contributed by Thierry Arnoux, 23-Jan-2017.)
⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    ⇒   ⊢ (𝜑 → (𝐹 ∈ (𝑆MblFnM𝑇) ↔ (𝐹 ∈ (∪ 𝑇 ↑m ∪ 𝑆) ∧ ∀𝑥 ∈ 𝑇 (◡𝐹 “ 𝑥) ∈ 𝑆)))
Theorem	elunirnmbfm 32120*	The property of being a measurable function. (Contributed by Thierry Arnoux, 23-Jan-2017.)
⊢ (𝐹 ∈ ∪ ran MblFnM ↔ ∃𝑠 ∈ ∪ ran sigAlgebra∃𝑡 ∈ ∪ ran sigAlgebra(𝐹 ∈ (∪ 𝑡 ↑m ∪ 𝑠) ∧ ∀𝑥 ∈ 𝑡 (◡𝐹 “ 𝑥) ∈ 𝑠))
Theorem	mbfmfun 32121	A measurable function is a function. (Contributed by Thierry Arnoux, 24-Jan-2017.)
⊢ (𝜑 → 𝐹 ∈ ∪ ran MblFnM)    ⇒   ⊢ (𝜑 → Fun 𝐹)
Theorem	mbfmf 32122	A measurable function as a function with domain and codomain. (Contributed by Thierry Arnoux, 25-Jan-2017.)
⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝐹 ∈ (𝑆MblFnM𝑇))    ⇒   ⊢ (𝜑 → 𝐹:∪ 𝑆⟶∪ 𝑇)
Theorem	isanmbfm 32123	The predicate to be a measurable function. (Contributed by Thierry Arnoux, 30-Jan-2017.)
⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝐹 ∈ (𝑆MblFnM𝑇))    ⇒   ⊢ (𝜑 → 𝐹 ∈ ∪ ran MblFnM)
Theorem	mbfmcnvima 32124	The preimage by a measurable function is a measurable set. (Contributed by Thierry Arnoux, 23-Jan-2017.)
⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝐹 ∈ (𝑆MblFnM𝑇))    &   ⊢ (𝜑 → 𝐴 ∈ 𝑇)    ⇒   ⊢ (𝜑 → (◡𝐹 “ 𝐴) ∈ 𝑆)
Theorem	mbfmbfm 32125	A measurable function to a Borel Set is measurable. (Contributed by Thierry Arnoux, 24-Jan-2017.)
⊢ (𝜑 → 𝑀 ∈ ∪ ran measures)    &   ⊢ (𝜑 → 𝐽 ∈ Top)    &   ⊢ (𝜑 → 𝐹 ∈ (dom 𝑀MblFnM(sigaGen‘𝐽)))    ⇒   ⊢ (𝜑 → 𝐹 ∈ ∪ ran MblFnM)
Theorem	mbfmcst 32126*	A constant function is measurable. Cf. mbfconst 24702. (Contributed by Thierry Arnoux, 26-Jan-2017.)
⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝐹 = (𝑥 ∈ ∪ 𝑆 ↦ 𝐴))    &   ⊢ (𝜑 → 𝐴 ∈ ∪ 𝑇)    ⇒   ⊢ (𝜑 → 𝐹 ∈ (𝑆MblFnM𝑇))
Theorem	1stmbfm 32127	The first projection map is measurable with regard to the product sigma-algebra. (Contributed by Thierry Arnoux, 3-Jun-2017.)
⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    ⇒   ⊢ (𝜑 → (1st ↾ (∪ 𝑆 × ∪ 𝑇)) ∈ ((𝑆 ×s 𝑇)MblFnM𝑆))
Theorem	2ndmbfm 32128	The second projection map is measurable with regard to the product sigma-algebra. (Contributed by Thierry Arnoux, 3-Jun-2017.)
⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    ⇒   ⊢ (𝜑 → (2nd ↾ (∪ 𝑆 × ∪ 𝑇)) ∈ ((𝑆 ×s 𝑇)MblFnM𝑇))
Theorem	imambfm 32129*	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.)
⊢ (𝜑 → 𝐾 ∈ V)    &   ⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 = (sigaGen‘𝐾))    ⇒   ⊢ (𝜑 → (𝐹 ∈ (𝑆MblFnM𝑇) ↔ (𝐹:∪ 𝑆⟶∪ 𝑇 ∧ ∀𝑎 ∈ 𝐾 (◡𝐹 “ 𝑎) ∈ 𝑆)))
Theorem	cnmbfm 32130	A continuous function is measurable with respect to the Borel Algebra of its domain and range. (Contributed by Thierry Arnoux, 3-Jun-2017.)
⊢ (𝜑 → 𝐹 ∈ (𝐽 Cn 𝐾))    &   ⊢ (𝜑 → 𝑆 = (sigaGen‘𝐽))    &   ⊢ (𝜑 → 𝑇 = (sigaGen‘𝐾))    ⇒   ⊢ (𝜑 → 𝐹 ∈ (𝑆MblFnM𝑇))
Theorem	mbfmco 32131	The composition of two measurable functions is measurable. See cnmpt11 22722. (Contributed by Thierry Arnoux, 4-Jun-2017.)
⊢ (𝜑 → 𝑅 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝐹 ∈ (𝑅MblFnM𝑆))    &   ⊢ (𝜑 → 𝐺 ∈ (𝑆MblFnM𝑇))    ⇒   ⊢ (𝜑 → (𝐺 ∘ 𝐹) ∈ (𝑅MblFnM𝑇))
Theorem	mbfmco2 32132*	The pair building of two measurable functions is measurable. ( cf. cnmpt1t 22724). (Contributed by Thierry Arnoux, 6-Jun-2017.)
⊢ (𝜑 → 𝑅 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑆 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝑇 ∈ ∪ ran sigAlgebra)    &   ⊢ (𝜑 → 𝐹 ∈ (𝑅MblFnM𝑆))    &   ⊢ (𝜑 → 𝐺 ∈ (𝑅MblFnM𝑇))    &   ⊢ 𝐻 = (𝑥 ∈ ∪ 𝑅 ↦ ⟨(𝐹‘𝑥), (𝐺‘𝑥)⟩)    ⇒   ⊢ (𝜑 → 𝐻 ∈ (𝑅MblFnM(𝑆 ×s 𝑇)))
Theorem	mbfmvolf 32133	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 volMblFnM𝔅ℝ) → 𝐹:ℝ⟶ℝ)
Theorem	elmbfmvol2 32134	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 volMblFnM𝔅ℝ) → 𝐹 ∈ MblFn)
Theorem	mbfmcnt 32135	All functions are measurable with respect to the counting measure. (Contributed by Thierry Arnoux, 24-Jan-2017.)
⊢ (𝑂 ∈ 𝑉 → (𝒫 𝑂MblFnM𝔅ℝ) = (ℝ ↑m 𝑂))
20.3.17.12  Borel Algebra on ` ( RR X. RR ) `
Theorem	br2base 32136*	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 ∈ 𝔅ℝ, 𝑦 ∈ 𝔅ℝ ↦ (𝑥 × 𝑦)) = (ℝ × ℝ)
Theorem	dya2ub 32137	An upper bound for a dyadic number. (Contributed by Thierry Arnoux, 19-Sep-2017.)
⊢ (𝑅 ∈ ℝ+ → (1 / (2↑(⌊‘(1 − (2 logb 𝑅))))) < 𝑅)
Theorem	sxbrsigalem0 32138*	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)
Theorem	sxbrsigalem3 32139*	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)))
Theorem	dya2iocival 32140*	The function 𝐼 returns closed-below open-above dyadic rational intervals covering the real line. This is the same construction as in dyadmbl 24669. (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))))
Theorem	dya2iocress 32141*	Dyadic intervals are subsets of ℝ. (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)
Theorem	dya2iocbrsiga 32142*	Dyadic intervals are Borel sets of ℝ. (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) ∈ 𝔅ℝ)
Theorem	dya2icobrsiga 32143*	Dyadic intervals are Borel sets of ℝ. (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 ⊆ 𝔅ℝ
Theorem	dya2icoseg 32144*	For any point and any closed-below, open-above interval of ℝ 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(𝑋 ∈ 𝑏 ∧ 𝑏 ⊆ ((𝑋 − 𝐷)(,)(𝑋 + 𝐷))))
Theorem	dya2icoseg2 32145*	For any point and any open interval of ℝ 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 (,) ∧ 𝑋 ∈ 𝐸) → ∃𝑏 ∈ ran 𝐼(𝑋 ∈ 𝑏 ∧ 𝑏 ⊆ 𝐸))
Theorem	dya2iocrfn 32146*	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)
Theorem	dya2iocct 32147*	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
Theorem	dya2iocnrect 32148*	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) ∧ 𝐴 ∈ 𝐵 ∧ 𝑋 ∈ 𝐴) → ∃𝑏 ∈ ran 𝑅(𝑋 ∈ 𝑏 ∧ 𝑏 ⊆ 𝐴))
Theorem	dya2iocnei 32149*	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) ∧ 𝑋 ∈ 𝐴) → ∃𝑏 ∈ ran 𝑅(𝑋 ∈ 𝑏 ∧ 𝑏 ⊆ 𝐴))
Theorem	dya2iocuni 32150*	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 32147. (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)
Theorem	dya2iocucvr 32151*	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)
Theorem	sxbrsigalem1 32152*	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)
Theorem	sxbrsigalem2 32153*	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[,)+∞)))))
Theorem	sxbrsigalem4 32154*	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)
Theorem	sxbrsigalem5 32155*	First direction for sxbrsiga 32157. (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)) ⊆ (𝔅ℝ ×s 𝔅ℝ)
Theorem	sxbrsigalem6 32156	First direction for sxbrsiga 32157, same as sxbrsigalem6, dealing with the antecedents. (Contributed by Thierry Arnoux, 10-Oct-2017.)
⊢ 𝐽 = (topGen‘ran (,))    ⇒   ⊢ (sigaGen‘(𝐽 ×t 𝐽)) ⊆ (𝔅ℝ ×s 𝔅ℝ)
Theorem	sxbrsiga 32157	The product sigma-algebra (𝔅ℝ ×s 𝔅ℝ) 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 (,))    ⇒   ⊢ (𝔅ℝ ×s 𝔅ℝ) = (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 32164) - it is monotone (omsmon 32165) - it is countably sub-additive (omssubadd 32167) See Definition 1.11.1 of [Bogachev] p. 41.
Syntax	coms 32158	Class declaration for the outer measure construction function.
class toOMeas
Definition	df-oms 32159*	Define a function constructing an outer measure. See omsval 32160 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 ⊆ ∪ 𝑧 ∧ 𝑧 ≼ ω)} ↦ Σ*𝑦 ∈ 𝑥(𝑟‘𝑦)), (0[,]+∞), < )))
Theorem	omsval 32160*	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 ⊆ ∪ 𝑧 ∧ 𝑧 ≼ ω)} ↦ Σ*𝑦 ∈ 𝑥(𝑅‘𝑦)), (0[,]+∞), < )))
Theorem	omsfval 32161*	Value of the outer measure evaluated for a given set 𝐴. (Contributed by Thierry Arnoux, 15-Sep-2019.) (Revised by AV, 4-Oct-2020.)
⊢ ((𝑄 ∈ 𝑉 ∧ 𝑅:𝑄⟶(0[,]+∞) ∧ 𝐴 ⊆ ∪ 𝑄) → ((toOMeas‘𝑅)‘𝐴) = inf(ran (𝑥 ∈ {𝑧 ∈ 𝒫 dom 𝑅 ∣ (𝐴 ⊆ ∪ 𝑧 ∧ 𝑧 ≼ ω)} ↦ Σ*𝑦 ∈ 𝑥(𝑅‘𝑦)), (0[,]+∞), < ))
Theorem	omscl 32162*	A closure lemma for the constructed outer measure. (Contributed by Thierry Arnoux, 17-Sep-2019.)
⊢ ((𝑄 ∈ 𝑉 ∧ 𝑅:𝑄⟶(0[,]+∞) ∧ 𝐴 ∈ 𝒫 ∪ dom 𝑅) → ran (𝑥 ∈ {𝑧 ∈ 𝒫 dom 𝑅 ∣ (𝐴 ⊆ ∪ 𝑧 ∧ 𝑧 ≼ ω)} ↦ Σ*𝑦 ∈ 𝑥(𝑅‘𝑦)) ⊆ (0[,]+∞))
Theorem	omsf 32163	A constructed outer measure is a function. (Contributed by Thierry Arnoux, 17-Sep-2019.) (Revised by AV, 4-Oct-2020.)
⊢ ((𝑄 ∈ 𝑉 ∧ 𝑅:𝑄⟶(0[,]+∞)) → (toOMeas‘𝑅):𝒫 ∪ dom 𝑅⟶(0[,]+∞))
Theorem	oms0 32164	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)    &   ⊢ (𝜑 → 𝑄 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑅:𝑄⟶(0[,]+∞))    &   ⊢ (𝜑 → ∅ ∈ dom 𝑅)    &   ⊢ (𝜑 → (𝑅‘∅) = 0)    ⇒   ⊢ (𝜑 → (𝑀‘∅) = 0)
Theorem	omsmon 32165	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)    &   ⊢ (𝜑 → 𝑄 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑅:𝑄⟶(0[,]+∞))    &   ⊢ (𝜑 → 𝐴 ⊆ 𝐵)    &   ⊢ (𝜑 → 𝐵 ⊆ ∪ 𝑄)    ⇒   ⊢ (𝜑 → (𝑀‘𝐴) ≤ (𝑀‘𝐵))
Theorem	omssubaddlem 32166*	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)    &   ⊢ (𝜑 → 𝑄 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑅:𝑄⟶(0[,]+∞))    &   ⊢ (𝜑 → 𝐴 ⊆ ∪ 𝑄)    &   ⊢ (𝜑 → (𝑀‘𝐴) ∈ ℝ)    &   ⊢ (𝜑 → 𝐸 ∈ ℝ+)    ⇒   ⊢ (𝜑 → ∃𝑥 ∈ {𝑧 ∈ 𝒫 dom 𝑅 ∣ (𝐴 ⊆ ∪ 𝑧 ∧ 𝑧 ≼ ω)}Σ*𝑤 ∈ 𝑥(𝑅‘𝑤) < ((𝑀‘𝐴) + 𝐸))
Theorem	omssubadd 32167*	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)    &   ⊢ (𝜑 → 𝑄 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑅:𝑄⟶(0[,]+∞))    &   ⊢ ((𝜑 ∧ 𝑦 ∈ 𝑋) → 𝐴 ⊆ ∪ 𝑄)    &   ⊢ (𝜑 → 𝑋 ≼ ω)    ⇒   ⊢ (𝜑 → (𝑀‘∪ 𝑦 ∈ 𝑋 𝐴) ≤ Σ*𝑦 ∈ 𝑋(𝑀‘𝐴))
Syntax	ccarsg 32168	Class declaration for the Caratheodory sigma-Algebra construction.
class toCaraSiga
Definition	df-carsg 32169*	Define a function constructing Caratheodory measurable sets for a given outer measure. See carsgval 32170 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‘(𝑒 ∩ 𝑎)) +𝑒 (𝑚‘(𝑒 ∖ 𝑎))) = (𝑚‘𝑒)})
Theorem	carsgval 32170*	Value of the Caratheodory sigma-Algebra construction function. (Contributed by Thierry Arnoux, 17-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    ⇒   ⊢ (𝜑 → (toCaraSiga‘𝑀) = {𝑎 ∈ 𝒫 𝑂 ∣ ∀𝑒 ∈ 𝒫 𝑂((𝑀‘(𝑒 ∩ 𝑎)) +𝑒 (𝑀‘(𝑒 ∖ 𝑎))) = (𝑀‘𝑒)})
Theorem	carsgcl 32171	Closure of the Caratheodory measurable sets. (Contributed by Thierry Arnoux, 17-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    ⇒   ⊢ (𝜑 → (toCaraSiga‘𝑀) ⊆ 𝒫 𝑂)
Theorem	elcarsg 32172*	Property of being a Caratheodory measurable set. (Contributed by Thierry Arnoux, 17-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    ⇒   ⊢ (𝜑 → (𝐴 ∈ (toCaraSiga‘𝑀) ↔ (𝐴 ⊆ 𝑂 ∧ ∀𝑒 ∈ 𝒫 𝑂((𝑀‘(𝑒 ∩ 𝐴)) +𝑒 (𝑀‘(𝑒 ∖ 𝐴))) = (𝑀‘𝑒))))
Theorem	baselcarsg 32173	The universe set, 𝑂, is Caratheodory measurable. (Contributed by Thierry Arnoux, 17-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    ⇒   ⊢ (𝜑 → 𝑂 ∈ (toCaraSiga‘𝑀))
Theorem	0elcarsg 32174	The empty set is Caratheodory measurable. (Contributed by Thierry Arnoux, 30-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    ⇒   ⊢ (𝜑 → ∅ ∈ (toCaraSiga‘𝑀))
Theorem	carsguni 32175	The union of all Caratheodory measurable sets is the universe. (Contributed by Thierry Arnoux, 22-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    ⇒   ⊢ (𝜑 → ∪ (toCaraSiga‘𝑀) = 𝑂)
Theorem	elcarsgss 32176	Caratheodory measurable sets are subsets of the universe. (Contributed by Thierry Arnoux, 21-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → 𝐴 ∈ (toCaraSiga‘𝑀))    ⇒   ⊢ (𝜑 → 𝐴 ⊆ 𝑂)
Theorem	difelcarsg 32177	The Caratheodory measurable sets are closed under complement. (Contributed by Thierry Arnoux, 17-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → 𝐴 ∈ (toCaraSiga‘𝑀))    ⇒   ⊢ (𝜑 → (𝑂 ∖ 𝐴) ∈ (toCaraSiga‘𝑀))
Theorem	inelcarsg 32178*	The Caratheodory measurable sets are closed under intersection. (Contributed by Thierry Arnoux, 18-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → 𝐴 ∈ (toCaraSiga‘𝑀))    &   ⊢ ((𝜑 ∧ 𝑎 ∈ 𝒫 𝑂 ∧ 𝑏 ∈ 𝒫 𝑂) → (𝑀‘(𝑎 ∪ 𝑏)) ≤ ((𝑀‘𝑎) +𝑒 (𝑀‘𝑏)))    &   ⊢ (𝜑 → 𝐵 ∈ (toCaraSiga‘𝑀))    ⇒   ⊢ (𝜑 → (𝐴 ∩ 𝐵) ∈ (toCaraSiga‘𝑀))
Theorem	unelcarsg 32179*	The Caratheodory-measurable sets are closed under pairwise unions. (Contributed by Thierry Arnoux, 21-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → 𝐴 ∈ (toCaraSiga‘𝑀))    &   ⊢ ((𝜑 ∧ 𝑎 ∈ 𝒫 𝑂 ∧ 𝑏 ∈ 𝒫 𝑂) → (𝑀‘(𝑎 ∪ 𝑏)) ≤ ((𝑀‘𝑎) +𝑒 (𝑀‘𝑏)))    &   ⊢ (𝜑 → 𝐵 ∈ (toCaraSiga‘𝑀))    ⇒   ⊢ (𝜑 → (𝐴 ∪ 𝐵) ∈ (toCaraSiga‘𝑀))
Theorem	difelcarsg2 32180*	The Caratheodory-measurable sets are closed under class difference. (Contributed by Thierry Arnoux, 30-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → 𝐴 ∈ (toCaraSiga‘𝑀))    &   ⊢ ((𝜑 ∧ 𝑎 ∈ 𝒫 𝑂 ∧ 𝑏 ∈ 𝒫 𝑂) → (𝑀‘(𝑎 ∪ 𝑏)) ≤ ((𝑀‘𝑎) +𝑒 (𝑀‘𝑏)))    &   ⊢ (𝜑 → 𝐵 ∈ (toCaraSiga‘𝑀))    ⇒   ⊢ (𝜑 → (𝐴 ∖ 𝐵) ∈ (toCaraSiga‘𝑀))
Theorem	carsgmon 32181*	Utility lemma: Apply monotony. (Contributed by Thierry Arnoux, 29-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → 𝐴 ⊆ 𝐵)    &   ⊢ (𝜑 → 𝐵 ∈ 𝒫 𝑂)    &   ⊢ ((𝜑 ∧ 𝑥 ⊆ 𝑦 ∧ 𝑦 ∈ 𝒫 𝑂) → (𝑀‘𝑥) ≤ (𝑀‘𝑦))    ⇒   ⊢ (𝜑 → (𝑀‘𝐴) ≤ (𝑀‘𝐵))
Theorem	carsgsigalem 32182*	Lemma for the following theorems. (Contributed by Thierry Arnoux, 23-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    &   ⊢ ((𝜑 ∧ 𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀‘∪ 𝑥) ≤ Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))    ⇒   ⊢ ((𝜑 ∧ 𝑒 ∈ 𝒫 𝑂 ∧ 𝑓 ∈ 𝒫 𝑂) → (𝑀‘(𝑒 ∪ 𝑓)) ≤ ((𝑀‘𝑒) +𝑒 (𝑀‘𝑓)))
Theorem	fiunelcarsg 32183*	The Caratheodory measurable sets are closed under finite union. (Contributed by Thierry Arnoux, 23-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    &   ⊢ ((𝜑 ∧ 𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀‘∪ 𝑥) ≤ Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))    &   ⊢ (𝜑 → 𝐴 ∈ Fin)    &   ⊢ (𝜑 → 𝐴 ⊆ (toCaraSiga‘𝑀))    ⇒   ⊢ (𝜑 → ∪ 𝐴 ∈ (toCaraSiga‘𝑀))
Theorem	carsgclctunlem1 32184*	Lemma for carsgclctun 32188. (Contributed by Thierry Arnoux, 23-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    &   ⊢ ((𝜑 ∧ 𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀‘∪ 𝑥) ≤ Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))    &   ⊢ (𝜑 → 𝐴 ∈ Fin)    &   ⊢ (𝜑 → 𝐴 ⊆ (toCaraSiga‘𝑀))    &   ⊢ (𝜑 → Disj 𝑦 ∈ 𝐴 𝑦)    &   ⊢ (𝜑 → 𝐸 ∈ 𝒫 𝑂)    ⇒   ⊢ (𝜑 → (𝑀‘(𝐸 ∩ ∪ 𝐴)) = Σ*𝑦 ∈ 𝐴(𝑀‘(𝐸 ∩ 𝑦)))
Theorem	carsggect 32185*	The outer measure is countably superadditive on Caratheodory measurable sets. (Contributed by Thierry Arnoux, 31-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    &   ⊢ ((𝜑 ∧ 𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀‘∪ 𝑥) ≤ Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))    &   ⊢ (𝜑 → ¬ ∅ ∈ 𝐴)    &   ⊢ (𝜑 → 𝐴 ≼ ω)    &   ⊢ (𝜑 → 𝐴 ⊆ (toCaraSiga‘𝑀))    &   ⊢ (𝜑 → Disj 𝑦 ∈ 𝐴 𝑦)    &   ⊢ ((𝜑 ∧ 𝑥 ⊆ 𝑦 ∧ 𝑦 ∈ 𝒫 𝑂) → (𝑀‘𝑥) ≤ (𝑀‘𝑦))    ⇒   ⊢ (𝜑 → Σ*𝑧 ∈ 𝐴(𝑀‘𝑧) ≤ (𝑀‘∪ 𝐴))
Theorem	carsgclctunlem2 32186*	Lemma for carsgclctun 32188. (Contributed by Thierry Arnoux, 25-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    &   ⊢ ((𝜑 ∧ 𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀‘∪ 𝑥) ≤ Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))    &   ⊢ ((𝜑 ∧ 𝑥 ⊆ 𝑦 ∧ 𝑦 ∈ 𝒫 𝑂) → (𝑀‘𝑥) ≤ (𝑀‘𝑦))    &   ⊢ (𝜑 → Disj 𝑘 ∈ ℕ 𝐴)    &   ⊢ ((𝜑 ∧ 𝑘 ∈ ℕ) → 𝐴 ∈ (toCaraSiga‘𝑀))    &   ⊢ (𝜑 → 𝐸 ∈ 𝒫 𝑂)    &   ⊢ (𝜑 → (𝑀‘𝐸) ≠ +∞)    ⇒   ⊢ (𝜑 → ((𝑀‘(𝐸 ∩ ∪ 𝑘 ∈ ℕ 𝐴)) +𝑒 (𝑀‘(𝐸 ∖ ∪ 𝑘 ∈ ℕ 𝐴))) ≤ (𝑀‘𝐸))
Theorem	carsgclctunlem3 32187*	Lemma for carsgclctun 32188. (Contributed by Thierry Arnoux, 24-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    &   ⊢ ((𝜑 ∧ 𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀‘∪ 𝑥) ≤ Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))    &   ⊢ ((𝜑 ∧ 𝑥 ⊆ 𝑦 ∧ 𝑦 ∈ 𝒫 𝑂) → (𝑀‘𝑥) ≤ (𝑀‘𝑦))    &   ⊢ (𝜑 → 𝐴 ≼ ω)    &   ⊢ (𝜑 → 𝐴 ⊆ (toCaraSiga‘𝑀))    &   ⊢ (𝜑 → 𝐸 ∈ 𝒫 𝑂)    ⇒   ⊢ (𝜑 → ((𝑀‘(𝐸 ∩ ∪ 𝐴)) +𝑒 (𝑀‘(𝐸 ∖ ∪ 𝐴))) ≤ (𝑀‘𝐸))
Theorem	carsgclctun 32188*	The Caratheodory measurable sets are closed under countable union. (Contributed by Thierry Arnoux, 21-May-2020.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    &   ⊢ ((𝜑 ∧ 𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀‘∪ 𝑥) ≤ Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))    &   ⊢ ((𝜑 ∧ 𝑥 ⊆ 𝑦 ∧ 𝑦 ∈ 𝒫 𝑂) → (𝑀‘𝑥) ≤ (𝑀‘𝑦))    &   ⊢ (𝜑 → 𝐴 ≼ ω)    &   ⊢ (𝜑 → 𝐴 ⊆ (toCaraSiga‘𝑀))    ⇒   ⊢ (𝜑 → ∪ 𝐴 ∈ (toCaraSiga‘𝑀))
Theorem	carsgsiga 32189*	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.)
⊢ (𝜑 → 𝑂 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀:𝒫 𝑂⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑀‘∅) = 0)    &   ⊢ ((𝜑 ∧ 𝑥 ≼ ω ∧ 𝑥 ⊆ 𝒫 𝑂) → (𝑀‘∪ 𝑥) ≤ Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))    &   ⊢ ((𝜑 ∧ 𝑥 ⊆ 𝑦 ∧ 𝑦 ∈ 𝒫 𝑂) → (𝑀‘𝑥) ≤ (𝑀‘𝑦))    ⇒   ⊢ (𝜑 → (toCaraSiga‘𝑀) ∈ (sigAlgebra‘𝑂))
Theorem	omsmeas 32190	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)    &   ⊢ (𝜑 → 𝑄 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑅:𝑄⟶(0[,]+∞))    &   ⊢ (𝜑 → ∅ ∈ dom 𝑅)    &   ⊢ (𝜑 → (𝑅‘∅) = 0)    ⇒   ⊢ (𝜑 → (𝑀 ↾ 𝑆) ∈ (measures‘𝑆))
Theorem	pmeasmono 32191*	This theorem's hypotheses define a pre-measure. A pre-measure is monotone. (Contributed by Thierry Arnoux, 19-Jul-2020.)
⊢ (𝜑 → 𝑃:𝑅⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑃‘∅) = 0)    &   ⊢ ((𝜑 ∧ (𝑥 ≼ ω ∧ 𝑥 ⊆ 𝑅 ∧ Disj 𝑦 ∈ 𝑥 𝑦)) → (𝑃‘∪ 𝑥) = Σ*𝑦 ∈ 𝑥(𝑃‘𝑦))    &   ⊢ (𝜑 → 𝐴 ∈ 𝑅)    &   ⊢ (𝜑 → 𝐵 ∈ 𝑅)    &   ⊢ (𝜑 → (𝐵 ∖ 𝐴) ∈ 𝑅)    &   ⊢ (𝜑 → 𝐴 ⊆ 𝐵)    ⇒   ⊢ (𝜑 → (𝑃‘𝐴) ≤ (𝑃‘𝐵))
Theorem	pmeasadd 32192*	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.)
⊢ (𝜑 → 𝑃:𝑅⟶(0[,]+∞))    &   ⊢ (𝜑 → (𝑃‘∅) = 0)    &   ⊢ ((𝜑 ∧ (𝑥 ≼ ω ∧ 𝑥 ⊆ 𝑅 ∧ Disj 𝑦 ∈ 𝑥 𝑦)) → (𝑃‘∪ 𝑥) = Σ*𝑦 ∈ 𝑥(𝑃‘𝑦))    &   ⊢ 𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥 ∈ 𝑠 ∀𝑦 ∈ 𝑠 ((𝑥 ∪ 𝑦) ∈ 𝑠 ∧ (𝑥 ∖ 𝑦) ∈ 𝑠))}    &   ⊢ (𝜑 → 𝑅 ∈ 𝑄)    &   ⊢ (𝜑 → 𝐴 ≼ ω)    &   ⊢ ((𝜑 ∧ 𝑘 ∈ 𝐴) → 𝐵 ∈ 𝑅)    &   ⊢ (𝜑 → Disj 𝑘 ∈ 𝐴 𝐵)    ⇒   ⊢ (𝜑 → (𝑃‘∪ 𝑘 ∈ 𝐴 𝐵) = Σ*𝑘 ∈ 𝐴(𝑃‘𝐵))
20.3.18  Integration
20.3.18.1  Lebesgue integral - misc additions
Theorem	itgeq12dv 32193*	Equality theorem for an integral. (Contributed by Thierry Arnoux, 14-Feb-2017.)
⊢ (𝜑 → 𝐴 = 𝐵)    &   ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → 𝐶 = 𝐷)    ⇒   ⊢ (𝜑 → ∫𝐴𝐶 d𝑥 = ∫𝐵𝐷 d𝑥)
20.3.18.2  Bochner integral
Syntax	citgm 32194	Extend class notation with the (measure) Bochner integral.
class itgm
Syntax	csitm 32195	Extend class notation with the integral metric for simple functions.
class sitm
Syntax	csitg 32196	Extend class notation with the integral of simple functions.
class sitg
Definition	df-sitg 32197*	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 ∖ {(0g‘𝑤)})(𝑚‘(◡𝑔 “ {𝑥})) ∈ (0[,)+∞))} ↦ (𝑤 Σg (𝑥 ∈ (ran 𝑓 ∖ {(0g‘𝑤)}) ↦ (((ℝHom‘(Scalar‘𝑤))‘(𝑚‘(◡𝑓 “ {𝑥})))( ·𝑠 ‘𝑤)𝑥)))))
Definition	df-sitm 32198*	Define the integral metric for simple functions, as the integral of the distances between the function values. Since distances take nonnegative values in ℝ*, the range structure for this integral is (ℝ*𝑠 ↾s (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*𝑠 ↾s (0[,]+∞))sitg𝑚)‘(𝑓 ∘f (dist‘𝑤)𝑔))))
Theorem	sitgval 32199*	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 = (0g‘𝑊)    &   ⊢ · = ( ·𝑠 ‘𝑊)    &   ⊢ 𝐻 = (ℝHom‘(Scalar‘𝑊))    &   ⊢ (𝜑 → 𝑊 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀 ∈ ∪ 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)))))
Theorem	issibf 32200*	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 = (0g‘𝑊)    &   ⊢ · = ( ·𝑠 ‘𝑊)    &   ⊢ 𝐻 = (ℝHom‘(Scalar‘𝑊))    &   ⊢ (𝜑 → 𝑊 ∈ 𝑉)    &   ⊢ (𝜑 → 𝑀 ∈ ∪ ran measures)    ⇒   ⊢ (𝜑 → (𝐹 ∈ dom (𝑊sitg𝑀) ↔ (𝐹 ∈ (dom 𝑀MblFnM𝑆) ∧ ran 𝐹 ∈ Fin ∧ ∀𝑥 ∈ (ran 𝐹 ∖ { 0 })(𝑀‘(◡𝐹 “ {𝑥})) ∈ (0[,)+∞))))