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| Type | Label | Description |
|---|---|---|
| Statement | ||
| Theorem | rossros 34601* | Rings of sets are semirings of sets. (Contributed by Thierry Arnoux, 18-Jul-2020.) |
| ⊢ 𝑄 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥 ∈ 𝑠 ∀𝑦 ∈ 𝑠 ((𝑥 ∪ 𝑦) ∈ 𝑠 ∧ (𝑥 ∖ 𝑦) ∈ 𝑠))} & ⊢ 𝑁 = {𝑠 ∈ 𝒫 𝒫 𝑂 ∣ (∅ ∈ 𝑠 ∧ ∀𝑥 ∈ 𝑠 ∀𝑦 ∈ 𝑠 ((𝑥 ∩ 𝑦) ∈ 𝑠 ∧ ∃𝑧 ∈ 𝒫 𝑠(𝑧 ∈ Fin ∧ Disj 𝑡 ∈ 𝑧 𝑡 ∧ (𝑥 ∖ 𝑦) = ∪ 𝑧)))} ⇒ ⊢ (𝑆 ∈ 𝑄 → 𝑆 ∈ 𝑁) | ||
| Syntax | cbrsiga 34602 | The Borel Algebra on real numbers, usually a gothic B |
| class 𝔅ℝ | ||
| Definition | df-brsiga 34603 | 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.) |
| ⊢ 𝔅ℝ = (sigaGen‘(topGen‘ran (,))) | ||
| Theorem | brsiga 34604 | The Borel Algebra on real numbers is a Borel sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.) |
| ⊢ 𝔅ℝ ∈ (sigaGen “ Top) | ||
| Theorem | brsigarn 34605 | The Borel Algebra is a sigma-algebra on the real numbers. (Contributed by Thierry Arnoux, 27-Dec-2016.) |
| ⊢ 𝔅ℝ ∈ (sigAlgebra‘ℝ) | ||
| Theorem | brsigasspwrn 34606 | The Borel Algebra is a set of subsets of the real numbers. (Contributed by Thierry Arnoux, 19-Jan-2017.) |
| ⊢ 𝔅ℝ ⊆ 𝒫 ℝ | ||
| Theorem | unibrsiga 34607 | The union of the Borel Algebra is the set of real numbers. (Contributed by Thierry Arnoux, 21-Jan-2017.) |
| ⊢ ∪ 𝔅ℝ = ℝ | ||
| Theorem | cldssbrsiga 34608 | A Borel Algebra contains all closed sets of its base topology. (Contributed by Thierry Arnoux, 27-Mar-2017.) |
| ⊢ (𝐽 ∈ Top → (Clsd‘𝐽) ⊆ (sigaGen‘𝐽)) | ||
| Syntax | csx 34609 | Extend class notation with the product sigma-algebra operation. |
| class ×s | ||
| Definition | df-sx 34610* | Define the product sigma-algebra operation, analogous to df-tx 23756. (Contributed by Thierry Arnoux, 1-Jun-2017.) |
| ⊢ ×s = (𝑠 ∈ V, 𝑡 ∈ V ↦ (sigaGen‘ran (𝑥 ∈ 𝑠, 𝑦 ∈ 𝑡 ↦ (𝑥 × 𝑦)))) | ||
| Theorem | sxval 34611* | Value of the product sigma-algebra operation. (Contributed by Thierry Arnoux, 1-Jun-2017.) |
| ⊢ 𝐴 = ran (𝑥 ∈ 𝑆, 𝑦 ∈ 𝑇 ↦ (𝑥 × 𝑦)) ⇒ ⊢ ((𝑆 ∈ 𝑉 ∧ 𝑇 ∈ 𝑊) → (𝑆 ×s 𝑇) = (sigaGen‘𝐴)) | ||
| Theorem | sxsiga 34612 | 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) | ||
| Theorem | sxsigon 34613 | 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))) | ||
| Theorem | sxuni 34614 | 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)) | ||
| Theorem | elsx 34615 | The cartesian product of two open sets is an element of the product sigma-algebra. (Contributed by Thierry Arnoux, 3-Jun-2017.) |
| ⊢ (((𝑆 ∈ 𝑉 ∧ 𝑇 ∈ 𝑊) ∧ (𝐴 ∈ 𝑆 ∧ 𝐵 ∈ 𝑇)) → (𝐴 × 𝐵) ∈ (𝑆 ×s 𝑇)) | ||
| Syntax | cmeas 34616 | Extend class notation to include the class of measures. |
| class measures | ||
| Definition | df-meas 34617* | 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 𝑦 ∈ 𝑥 𝑦) → (𝑚‘∪ 𝑥) = Σ*𝑦 ∈ 𝑥(𝑚‘𝑦)))}) | ||
| Theorem | measbase 34618 | The base set of a measure is a sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.) |
| ⊢ (𝑀 ∈ (measures‘𝑆) → 𝑆 ∈ ∪ ran sigAlgebra) | ||
| Theorem | measval 34619* | 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 𝑦 ∈ 𝑥 𝑦) → (𝑚‘∪ 𝑥) = Σ*𝑦 ∈ 𝑥(𝑚‘𝑦)))}) | ||
| Theorem | ismeas 34620* | 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 𝑦 ∈ 𝑥 𝑦) → (𝑀‘∪ 𝑥) = Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))))) | ||
| Theorem | isrnmeas 34621* | 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 𝑦 ∈ 𝑥 𝑦) → (𝑀‘∪ 𝑥) = Σ*𝑦 ∈ 𝑥(𝑀‘𝑦))))) | ||
| Theorem | dmmeas 34622 | The domain of a measure is a sigma-algebra. (Contributed by Thierry Arnoux, 19-Feb-2018.) |
| ⊢ (𝑀 ∈ ∪ ran measures → dom 𝑀 ∈ ∪ ran sigAlgebra) | ||
| Theorem | measbasedom 34623 | The base set of a measure is its domain. (Contributed by Thierry Arnoux, 25-Dec-2016.) |
| ⊢ (𝑀 ∈ ∪ ran measures ↔ 𝑀 ∈ (measures‘dom 𝑀)) | ||
| Theorem | measfrge0 34624 | 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[,]+∞)) | ||
| Theorem | measfn 34625 | A measure is a function on its base sigma-algebra. (Contributed by Thierry Arnoux, 13-Feb-2017.) |
| ⊢ (𝑀 ∈ (measures‘𝑆) → 𝑀 Fn 𝑆) | ||
| Theorem | measvxrge0 34626 | The values of a measure are positive extended reals. (Contributed by Thierry Arnoux, 26-Dec-2016.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ 𝑆) → (𝑀‘𝐴) ∈ (0[,]+∞)) | ||
| Theorem | measvnul 34627 | The measure of the empty set is always zero. (Contributed by Thierry Arnoux, 26-Dec-2016.) |
| ⊢ (𝑀 ∈ (measures‘𝑆) → (𝑀‘∅) = 0) | ||
| Theorem | measge0 34628 | A measure is nonnegative. (Contributed by Thierry Arnoux, 9-Mar-2018.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ 𝑆) → 0 ≤ (𝑀‘𝐴)) | ||
| Theorem | measle0 34629 | If the measure of a given set is bounded by zero, it is zero. (Contributed by Thierry Arnoux, 20-Oct-2017.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ 𝑆 ∧ (𝑀‘𝐴) ≤ 0) → (𝑀‘𝐴) = 0) | ||
| Theorem | measvun 34630* | 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 𝑥 ∈ 𝐴 𝑥)) → (𝑀‘∪ 𝐴) = Σ*𝑥 ∈ 𝐴(𝑀‘𝑥)) | ||
| Theorem | measxun2 34631 | The measure the union of two complementary sets is the sum of their measures. (Contributed by Thierry Arnoux, 10-Mar-2017.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ (𝐴 ∈ 𝑆 ∧ 𝐵 ∈ 𝑆) ∧ 𝐵 ⊆ 𝐴) → (𝑀‘𝐴) = ((𝑀‘𝐵) +𝑒 (𝑀‘(𝐴 ∖ 𝐵)))) | ||
| Theorem | measun 34632 | The measure the union of two disjoint sets is the sum of their measures. (Contributed by Thierry Arnoux, 10-Mar-2017.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ (𝐴 ∈ 𝑆 ∧ 𝐵 ∈ 𝑆) ∧ (𝐴 ∩ 𝐵) = ∅) → (𝑀‘(𝐴 ∪ 𝐵)) = ((𝑀‘𝐴) +𝑒 (𝑀‘𝐵))) | ||
| Theorem | measvunilem 34633* | Lemma for measvuni 34635. (Contributed by Thierry Arnoux, 7-Feb-2017.) (Revised by Thierry Arnoux, 19-Feb-2017.) (Revised by Thierry Arnoux, 6-Mar-2017.) |
| ⊢ Ⅎ𝑥𝐴 ⇒ ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ ∀𝑥 ∈ 𝐴 𝐵 ∈ (𝑆 ∖ {∅}) ∧ (𝐴 ≼ ω ∧ Disj 𝑥 ∈ 𝐴 𝐵)) → (𝑀‘∪ 𝑥 ∈ 𝐴 𝐵) = Σ*𝑥 ∈ 𝐴(𝑀‘𝐵)) | ||
| Theorem | measvunilem0 34634* | Lemma for measvuni 34635. (Contributed by Thierry Arnoux, 6-Mar-2017.) |
| ⊢ Ⅎ𝑥𝐴 ⇒ ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ ∀𝑥 ∈ 𝐴 𝐵 ∈ {∅} ∧ (𝐴 ≼ ω ∧ Disj 𝑥 ∈ 𝐴 𝐵)) → (𝑀‘∪ 𝑥 ∈ 𝐴 𝐵) = Σ*𝑥 ∈ 𝐴(𝑀‘𝐵)) | ||
| Theorem | measvuni 34635* | 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) ∧ ∀𝑥 ∈ 𝐴 𝐵 ∈ 𝑆 ∧ (𝐴 ≼ ω ∧ Disj 𝑥 ∈ 𝐴 𝐵)) → (𝑀‘∪ 𝑥 ∈ 𝐴 𝐵) = Σ*𝑥 ∈ 𝐴(𝑀‘𝐵)) | ||
| Theorem | measssd 34636 | A measure is monotone with respect to set inclusion. (Contributed by Thierry Arnoux, 28-Dec-2016.) |
| ⊢ (𝜑 → 𝑀 ∈ (measures‘𝑆)) & ⊢ (𝜑 → 𝐴 ∈ 𝑆) & ⊢ (𝜑 → 𝐵 ∈ 𝑆) & ⊢ (𝜑 → 𝐴 ⊆ 𝐵) ⇒ ⊢ (𝜑 → (𝑀‘𝐴) ≤ (𝑀‘𝐵)) | ||
| Theorem | measunl 34637 | A measure is sub-additive with respect to union. (Contributed by Thierry Arnoux, 20-Oct-2017.) |
| ⊢ (𝜑 → 𝑀 ∈ (measures‘𝑆)) & ⊢ (𝜑 → 𝐴 ∈ 𝑆) & ⊢ (𝜑 → 𝐵 ∈ 𝑆) ⇒ ⊢ (𝜑 → (𝑀‘(𝐴 ∪ 𝐵)) ≤ ((𝑀‘𝐴) +𝑒 (𝑀‘𝐵))) | ||
| Theorem | measiuns 34638* | 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 34639 and meascnbl 34640. (Contributed by Thierry Arnoux, 22-Jan-2017.) (Proof shortened by Thierry Arnoux, 7-Feb-2017.) |
| ⊢ Ⅎ𝑛𝐵 & ⊢ (𝑛 = 𝑘 → 𝐴 = 𝐵) & ⊢ (𝜑 → (𝑁 = ℕ ∨ 𝑁 = (1..^𝐼))) & ⊢ (𝜑 → 𝑀 ∈ (measures‘𝑆)) & ⊢ ((𝜑 ∧ 𝑛 ∈ 𝑁) → 𝐴 ∈ 𝑆) ⇒ ⊢ (𝜑 → (𝑀‘∪ 𝑛 ∈ 𝑁 𝐴) = Σ*𝑛 ∈ 𝑁(𝑀‘(𝐴 ∖ ∪ 𝑘 ∈ (1..^𝑛)𝐵))) | ||
| Theorem | measiun 34639* | A measure is sub-additive. (Contributed by Thierry Arnoux, 30-Dec-2016.) (Proof shortened by Thierry Arnoux, 7-Feb-2017.) |
| ⊢ (𝜑 → 𝑀 ∈ (measures‘𝑆)) & ⊢ (𝜑 → 𝐴 ∈ 𝑆) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → 𝐵 ∈ 𝑆) & ⊢ (𝜑 → 𝐴 ⊆ ∪ 𝑛 ∈ ℕ 𝐵) ⇒ ⊢ (𝜑 → (𝑀‘𝐴) ≤ Σ*𝑛 ∈ ℕ(𝑀‘𝐵)) | ||
| Theorem | meascnbl 34640* | A measure is continuous from below. Cf. volsup 25752. (Contributed by Thierry Arnoux, 18-Jan-2017.) (Revised by Thierry Arnoux, 11-Jul-2017.) |
| ⊢ 𝐽 = (TopOpen‘(ℝ*𝑠 ↾s (0[,]+∞))) & ⊢ (𝜑 → 𝑀 ∈ (measures‘𝑆)) & ⊢ (𝜑 → 𝐹:ℕ⟶𝑆) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ⊆ (𝐹‘(𝑛 + 1))) ⇒ ⊢ (𝜑 → (𝑀 ∘ 𝐹)(⇝𝑡‘𝐽)(𝑀‘∪ ran 𝐹)) | ||
| Theorem | measinblem 34641* | Lemma for measinb 34642. (Contributed by Thierry Arnoux, 2-Jun-2017.) |
| ⊢ ((((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ 𝑆) ∧ 𝐵 ∈ 𝒫 𝑆) ∧ (𝐵 ≼ ω ∧ Disj 𝑥 ∈ 𝐵 𝑥)) → (𝑀‘(∪ 𝐵 ∩ 𝐴)) = Σ*𝑥 ∈ 𝐵(𝑀‘(𝑥 ∩ 𝐴))) | ||
| Theorem | measinb 34642* | Building a measure restricted to the intersection with a given set. (Contributed by Thierry Arnoux, 25-Dec-2016.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ 𝑆) → (𝑥 ∈ 𝑆 ↦ (𝑀‘(𝑥 ∩ 𝐴))) ∈ (measures‘𝑆)) | ||
| Theorem | measres 34643 | Building a measure restricted to a smaller sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ 𝑇 ∈ ∪ ran sigAlgebra ∧ 𝑇 ⊆ 𝑆) → (𝑀 ↾ 𝑇) ∈ (measures‘𝑇)) | ||
| Theorem | measinb2 34644* | Building a measure restricted to the intersection with a given set. (Contributed by Thierry Arnoux, 25-Dec-2016.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ 𝑆) → (𝑥 ∈ (𝑆 ∩ 𝒫 𝐴) ↦ (𝑀‘(𝑥 ∩ 𝐴))) ∈ (measures‘(𝑆 ∩ 𝒫 𝐴))) | ||
| Theorem | measdivcst 34645 | Division of a measure by a positive constant is a measure. (Contributed by Thierry Arnoux, 25-Dec-2016.) (Revised by Thierry Arnoux, 30-Jan-2017.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ ℝ+) → (𝑀 ∘f/c /𝑒 𝐴) ∈ (measures‘𝑆)) | ||
| Theorem | measdivcstALTV 34646* | Alternate version of measdivcst 34645. (Contributed by Thierry Arnoux, 25-Dec-2016.) (New usage is discouraged.) |
| ⊢ ((𝑀 ∈ (measures‘𝑆) ∧ 𝐴 ∈ ℝ+) → (𝑥 ∈ 𝑆 ↦ ((𝑀‘𝑥) /𝑒 𝐴)) ∈ (measures‘𝑆)) | ||
| Theorem | cntmeas 34647 | The Counting measure is a measure on any sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.) |
| ⊢ (𝑆 ∈ ∪ ran sigAlgebra → (♯ ↾ 𝑆) ∈ (measures‘𝑆)) | ||
| Theorem | pwcntmeas 34648 | The counting measure is a measure on any power set. (Contributed by Thierry Arnoux, 24-Jan-2017.) |
| ⊢ (𝑂 ∈ 𝑉 → (♯ ↾ 𝒫 𝑂) ∈ (measures‘𝒫 𝑂)) | ||
| Theorem | cntnevol 34649 | Counting and Lebesgue measures are different. (Contributed by Thierry Arnoux, 27-Jan-2017.) |
| ⊢ (♯ ↾ 𝒫 𝑂) ≠ vol | ||
| Theorem | voliune 34650 | The Lebesgue measure function is countably additive. This formulation on the extended reals, allows for +∞ for the measure of any set in the sum. Cf. ovoliun 25701 and voliun 25750. (Contributed by Thierry Arnoux, 16-Oct-2017.) |
| ⊢ ((∀𝑛 ∈ ℕ 𝐴 ∈ dom vol ∧ Disj 𝑛 ∈ ℕ 𝐴) → (vol‘∪ 𝑛 ∈ ℕ 𝐴) = Σ*𝑛 ∈ ℕ(vol‘𝐴)) | ||
| Theorem | volfiniune 34651* | The Lebesgue measure function is countably additive. This theorem is to volfiniun 25743 what voliune 34650 is to voliun 25750. (Contributed by Thierry Arnoux, 16-Oct-2017.) |
| ⊢ ((𝐴 ∈ Fin ∧ ∀𝑛 ∈ 𝐴 𝐵 ∈ dom vol ∧ Disj 𝑛 ∈ 𝐴 𝐵) → (vol‘∪ 𝑛 ∈ 𝐴 𝐵) = Σ*𝑛 ∈ 𝐴(vol‘𝐵)) | ||
| Theorem | volmeas 34652 | The Lebesgue measure is a measure. (Contributed by Thierry Arnoux, 16-Oct-2017.) |
| ⊢ vol ∈ (measures‘dom vol) | ||
| Syntax | cdde 34653 | Extend class notation to include the Dirac delta measure. |
| class δ | ||
| Definition | df-dde 34654 | Define the Dirac delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.) |
| ⊢ δ = (𝑎 ∈ 𝒫 ℝ ↦ if(0 ∈ 𝑎, 1, 0)) | ||
| Theorem | ddeval1 34655 | Value of the delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.) |
| ⊢ ((𝐴 ⊆ ℝ ∧ 0 ∈ 𝐴) → (δ‘𝐴) = 1) | ||
| Theorem | ddeval0 34656 | Value of the delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.) |
| ⊢ ((𝐴 ⊆ ℝ ∧ ¬ 0 ∈ 𝐴) → (δ‘𝐴) = 0) | ||
| Theorem | ddemeas 34657 | The Dirac delta measure is a measure. (Contributed by Thierry Arnoux, 14-Sep-2018.) |
| ⊢ δ ∈ (measures‘𝒫 ℝ) | ||
| Syntax | cae 34658 | Extend class notation to include the 'almost everywhere' relation. |
| class a.e. | ||
| Syntax | cfae 34659 | Extend class notation to include the 'almost everywhere' builder. |
| class ~ a.e. | ||
| Definition | df-ae 34660* | 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 34661 | 'almost everywhere' is a relation. (Contributed by Thierry Arnoux, 20-Oct-2017.) |
| ⊢ Rel a.e. | ||
| Theorem | brae 34662 | '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 34663* | '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 34664* | 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 34665* | 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 34666* | 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 34667* | 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 34668 | 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 34669* | '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)) | ||
| Syntax | cmbfm 34670 | Extend class notation with the measurable functions builder. |
| class MblFnM | ||
| Definition | df-mbfm 34671* |
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 25815. (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 34672* | The predicate "𝐹 is a measurable function from the measurable space 𝑆 to the measurable space 𝑇". Cf. ismbf 25824. (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 34673* | 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 34674 | A measurable function is a function. (Contributed by Thierry Arnoux, 24-Jan-2017.) |
| ⊢ (𝜑 → 𝐹 ∈ ∪ ran MblFnM) ⇒ ⊢ (𝜑 → Fun 𝐹) | ||
| Theorem | mbfmf 34675 | 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 | mbfmcnvima 34676 | 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 | isanmbfm 34677 | The predicate to be a measurable function. (Contributed by Thierry Arnoux, 30-Jan-2017.) Remove hypotheses. (Revised by SN, 13-Jan-2025.) |
| ⊢ (𝜑 → 𝐹 ∈ (𝑆MblFnM𝑇)) ⇒ ⊢ (𝜑 → 𝐹 ∈ ∪ ran MblFnM) | ||
| Theorem | mbfmbfmOLD 34678 | A measurable function to a Borel Set is measurable. (Contributed by Thierry Arnoux, 24-Jan-2017.) (Proof modification is discouraged.) (New usage is discouraged.) |
| ⊢ (𝜑 → 𝑀 ∈ ∪ ran measures) & ⊢ (𝜑 → 𝐽 ∈ Top) & ⊢ (𝜑 → 𝐹 ∈ (dom 𝑀MblFnM(sigaGen‘𝐽))) ⇒ ⊢ (𝜑 → 𝐹 ∈ ∪ ran MblFnM) | ||
| Theorem | mbfmbfm 34679 | A measurable function to a Borel Set is measurable. (Contributed by Thierry Arnoux, 24-Jan-2017.) Remove hypotheses. (Revised by SN, 13-Jan-2025.) |
| ⊢ (𝜑 → 𝐹 ∈ (dom 𝑀MblFnM(sigaGen‘𝐽))) ⇒ ⊢ (𝜑 → 𝐹 ∈ ∪ ran MblFnM) | ||
| Theorem | mbfmcst 34680* | A constant function is measurable. Cf. mbfconst 25829. (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 34681 | 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 34682 | 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 34683* | 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 34684 | 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 34685 | The composition of two measurable functions is measurable. See cnmpt11 23857. (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 34686* | The pair building of two measurable functions is measurable. ( cf. cnmpt1t 23859). (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 34687 | 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 34688 | 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 34689 | All functions are measurable with respect to the counting measure. (Contributed by Thierry Arnoux, 24-Jan-2017.) |
| ⊢ (𝑂 ∈ 𝑉 → (𝒫 𝑂MblFnM𝔅ℝ) = (ℝ ↑m 𝑂)) | ||
| Theorem | br2base 34690* | 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 34691 | 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 34692* | 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 34693* | 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 34694* | The function 𝐼 returns closed-below open-above dyadic rational intervals covering the real line. This is the same construction as in dyadmbl 25796. (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 34695* | 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 34696* | 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 34697* | 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 34698* | 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 34699* | 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 34700* | 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) | ||
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