rrvadd - Mathbox for Thierry Arnoux

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Theorem rrvadd 34612

Description: The sum of two random variables is a random variable. (Contributed by Thierry Arnoux, 4-Jun-2017.)

**Hypotheses**
Ref	Expression
rrvadd.1	⊢ (𝜑 → 𝑃 ∈ Prob)
rrvadd.2	⊢ (𝜑 → 𝑋 ∈ (rRndVar‘𝑃))
rrvadd.3	⊢ (𝜑 → 𝑌 ∈ (rRndVar‘𝑃))

**Assertion**
Ref	Expression
rrvadd	⊢ (𝜑 → (𝑋 ∘_f + 𝑌) ∈ (rRndVar‘𝑃))

Proof of Theorem rrvadd Dummy variables 𝑎 𝑏 𝑥 𝑦 are mutually distinct and distinct from all other variables.

Step	Hyp	Ref	Expression
1		nfmpt1 5185	. . . 4 ⊢ Ⅎ𝑎(𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩)
2		rrvadd.1	. . . . 5 ⊢ (𝜑 → 𝑃 ∈ Prob)
3		rrvadd.2	. . . . 5 ⊢ (𝜑 → 𝑋 ∈ (rRndVar‘𝑃))
4	2, 3	rrvvf 34604	. . . 4 ⊢ (𝜑 → 𝑋:∪ dom 𝑃⟶ℝ)
5		rrvadd.3	. . . . 5 ⊢ (𝜑 → 𝑌 ∈ (rRndVar‘𝑃))
6	2, 5	rrvvf 34604	. . . 4 ⊢ (𝜑 → 𝑌:∪ dom 𝑃⟶ℝ)
7	2	unveldomd 34575	. . . 4 ⊢ (𝜑 → ∪ dom 𝑃 ∈ dom 𝑃)
8		eqidd 2738	. . . 4 ⊢ (𝜑 → (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩) = (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩))
9		eqidd 2738	. . . 4 ⊢ (𝜑 → (𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) = (𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)))
10	1, 4, 6, 7, 8, 9	ofoprabco 32752	. . 3 ⊢ (𝜑 → (𝑋 ∘_f + 𝑌) = ((𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) ∘ (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩)))
11		domprobsiga 34571	. . . . 5 ⊢ (𝑃 ∈ Prob → dom 𝑃 ∈ ∪ ran sigAlgebra)
12	2, 11	syl 17	. . . 4 ⊢ (𝜑 → dom 𝑃 ∈ ∪ ran sigAlgebra)
13		brsigarn 34344	. . . . . 6 ⊢ 𝔅_ℝ ∈ (sigAlgebra‘ℝ)
14		elrnsiga 34286	. . . . . 6 ⊢ (𝔅_ℝ ∈ (sigAlgebra‘ℝ) → 𝔅_ℝ ∈ ∪ ran sigAlgebra)
15	13, 14	mp1i 13	. . . . 5 ⊢ (𝜑 → 𝔅_ℝ ∈ ∪ ran sigAlgebra)
16		sxsiga 34351	. . . . 5 ⊢ ((𝔅_ℝ ∈ ∪ ran sigAlgebra ∧ 𝔅_ℝ ∈ ∪ ran sigAlgebra) → (𝔅_ℝ ×_s 𝔅_ℝ) ∈ ∪ ran sigAlgebra)
17	15, 15, 16	syl2anc 585	. . . 4 ⊢ (𝜑 → (𝔅_ℝ ×_s 𝔅_ℝ) ∈ ∪ ran sigAlgebra)
18	2	rrvmbfm 34602	. . . . . 6 ⊢ (𝜑 → (𝑋 ∈ (rRndVar‘𝑃) ↔ 𝑋 ∈ (dom 𝑃MblFnM𝔅_ℝ)))
19	3, 18	mpbid 232	. . . . 5 ⊢ (𝜑 → 𝑋 ∈ (dom 𝑃MblFnM𝔅_ℝ))
20	2	rrvmbfm 34602	. . . . . 6 ⊢ (𝜑 → (𝑌 ∈ (rRndVar‘𝑃) ↔ 𝑌 ∈ (dom 𝑃MblFnM𝔅_ℝ)))
21	5, 20	mpbid 232	. . . . 5 ⊢ (𝜑 → 𝑌 ∈ (dom 𝑃MblFnM𝔅_ℝ))
22		fveq2 6834	. . . . . . 7 ⊢ (𝑎 = 𝑏 → (𝑋‘𝑎) = (𝑋‘𝑏))
23		fveq2 6834	. . . . . . 7 ⊢ (𝑎 = 𝑏 → (𝑌‘𝑎) = (𝑌‘𝑏))
24	22, 23	opeq12d 4825	. . . . . 6 ⊢ (𝑎 = 𝑏 → ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩ = ⟨(𝑋‘𝑏), (𝑌‘𝑏)⟩)
25	24	cbvmptv 5190	. . . . 5 ⊢ (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩) = (𝑏 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑏), (𝑌‘𝑏)⟩)
26	12, 15, 15, 19, 21, 25	mbfmco2 34425	. . . 4 ⊢ (𝜑 → (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩) ∈ (dom 𝑃MblFnM(𝔅_ℝ ×_s 𝔅_ℝ)))
27		eqid 2737	. . . . . . 7 ⊢ (topGen‘ran (,)) = (topGen‘ran (,))
28	27	raddcn 34089	. . . . . 6 ⊢ (𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) ∈ (((topGen‘ran (,)) ×_t (topGen‘ran (,))) Cn (topGen‘ran (,)))
29	28	a1i 11	. . . . 5 ⊢ (𝜑 → (𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) ∈ (((topGen‘ran (,)) ×_t (topGen‘ran (,))) Cn (topGen‘ran (,))))
30	27	sxbrsiga 34450	. . . . . 6 ⊢ (𝔅_ℝ ×_s 𝔅_ℝ) = (sigaGen‘((topGen‘ran (,)) ×_t (topGen‘ran (,))))
31	30	a1i 11	. . . . 5 ⊢ (𝜑 → (𝔅_ℝ ×_s 𝔅_ℝ) = (sigaGen‘((topGen‘ran (,)) ×_t (topGen‘ran (,)))))
32		df-brsiga 34342	. . . . . 6 ⊢ 𝔅_ℝ = (sigaGen‘(topGen‘ran (,)))
33	32	a1i 11	. . . . 5 ⊢ (𝜑 → 𝔅_ℝ = (sigaGen‘(topGen‘ran (,))))
34	29, 31, 33	cnmbfm 34423	. . . 4 ⊢ (𝜑 → (𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) ∈ ((𝔅_ℝ ×_s 𝔅_ℝ)MblFnM𝔅_ℝ))
35	12, 17, 15, 26, 34	mbfmco 34424	. . 3 ⊢ (𝜑 → ((𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) ∘ (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩)) ∈ (dom 𝑃MblFnM𝔅_ℝ))
36	10, 35	eqeltrd 2837	. 2 ⊢ (𝜑 → (𝑋 ∘_f + 𝑌) ∈ (dom 𝑃MblFnM𝔅_ℝ))
37	2	rrvmbfm 34602	. 2 ⊢ (𝜑 → ((𝑋 ∘_f + 𝑌) ∈ (rRndVar‘𝑃) ↔ (𝑋 ∘_f + 𝑌) ∈ (dom 𝑃MblFnM𝔅_ℝ)))
38	36, 37	mpbird 257	1 ⊢ (𝜑 → (𝑋 ∘_f + 𝑌) ∈ (rRndVar‘𝑃))

Colors of variables: wff setvar class

Syntax hints: → wi 4 = wceq 1542 ∈ wcel 2114 ⟨cop 4574 ∪ cuni 4851 ↦ cmpt 5167 dom cdm 5624 ran crn 5625 ∘ ccom 5628 ‘cfv 6492 (class class class)co 7360 ∈ cmpo 7362 ∘_f cof 7622 ℝcr 11028 + caddc 11032 (,)cioo 13289 topGenctg 17391 Cn ccn 23199 ×_t ctx 23535 sigAlgebracsiga 34268 sigaGencsigagen 34298 𝔅_ℝcbrsiga 34341 ×_s csx 34348 MblFnMcmbfm 34409 Probcprb 34567 rRndVarcrrv 34600

This theorem was proved from axioms: ax-mp 5 ax-1 6 ax-2 7 ax-3 8 ax-gen 1797 ax-4 1811 ax-5 1912 ax-6 1969 ax-7 2010 ax-8 2116 ax-9 2124 ax-10 2147 ax-11 2163 ax-12 2185 ax-ext 2709 ax-rep 5212 ax-sep 5231 ax-nul 5241 ax-pow 5302 ax-pr 5370 ax-un 7682 ax-inf2 9553 ax-ac2 10376 ax-cnex 11085 ax-resscn 11086 ax-1cn 11087 ax-icn 11088 ax-addcl 11089 ax-addrcl 11090 ax-mulcl 11091 ax-mulrcl 11092 ax-mulcom 11093 ax-addass 11094 ax-mulass 11095 ax-distr 11096 ax-i2m1 11097 ax-1ne0 11098 ax-1rid 11099 ax-rnegex 11100 ax-rrecex 11101 ax-cnre 11102 ax-pre-lttri 11103 ax-pre-lttrn 11104 ax-pre-ltadd 11105 ax-pre-mulgt0 11106 ax-pre-sup 11107 ax-addf 11108

This theorem depends on definitions: df-bi 207 df-an 396 df-or 849 df-3or 1088 df-3an 1089 df-tru 1545 df-fal 1555 df-ex 1782 df-nf 1786 df-sb 2069 df-mo 2540 df-eu 2570 df-clab 2716 df-cleq 2729 df-clel 2812 df-nfc 2886 df-ne 2934 df-nel 3038 df-ral 3053 df-rex 3063 df-rmo 3343 df-reu 3344 df-rab 3391 df-v 3432 df-sbc 3730 df-csb 3839 df-dif 3893 df-un 3895 df-in 3897 df-ss 3907 df-pss 3910 df-nul 4275 df-if 4468 df-pw 4544 df-sn 4569 df-pr 4571 df-tp 4573 df-op 4575 df-uni 4852 df-int 4891 df-iun 4936 df-iin 4937 df-br 5087 df-opab 5149 df-mpt 5168 df-tr 5194 df-id 5519 df-eprel 5524 df-po 5532 df-so 5533 df-fr 5577 df-se 5578 df-we 5579 df-xp 5630 df-rel 5631 df-cnv 5632 df-co 5633 df-dm 5634 df-rn 5635 df-res 5636 df-ima 5637 df-pred 6259 df-ord 6320 df-on 6321 df-lim 6322 df-suc 6323 df-iota 6448 df-fun 6494 df-fn 6495 df-f 6496 df-f1 6497 df-fo 6498 df-f1o 6499 df-fv 6500 df-isom 6501 df-riota 7317 df-ov 7363 df-oprab 7364 df-mpo 7365 df-of 7624 df-om 7811 df-1st 7935 df-2nd 7936 df-supp 8104 df-frecs 8224 df-wrecs 8255 df-recs 8304 df-rdg 8342 df-1o 8398 df-2o 8399 df-oadd 8402 df-omul 8403 df-er 8636 df-map 8768 df-pm 8769 df-ixp 8839 df-en 8887 df-dom 8888 df-sdom 8889 df-fin 8890 df-fsupp 9268 df-fi 9317 df-sup 9348 df-inf 9349 df-oi 9418 df-dju 9816 df-card 9854 df-acn 9857 df-ac 10029 df-pnf 11172 df-mnf 11173 df-xr 11174 df-ltxr 11175 df-le 11176 df-sub 11370 df-neg 11371 df-div 11799 df-nn 12166 df-2 12235 df-3 12236 df-4 12237 df-5 12238 df-6 12239 df-7 12240 df-8 12241 df-9 12242 df-n0 12429 df-z 12516 df-dec 12636 df-uz 12780 df-q 12890 df-rp 12934 df-xneg 13054 df-xadd 13055 df-xmul 13056 df-ioo 13293 df-ioc 13294 df-ico 13295 df-icc 13296 df-fz 13453 df-fzo 13600 df-fl 13742 df-mod 13820 df-seq 13955 df-exp 14015 df-fac 14227 df-bc 14256 df-hash 14284 df-shft 15020 df-cj 15052 df-re 15053 df-im 15054 df-sqrt 15188 df-abs 15189 df-limsup 15424 df-clim 15441 df-rlim 15442 df-sum 15640 df-ef 16023 df-sin 16025 df-cos 16026 df-pi 16028 df-struct 17108 df-sets 17125 df-slot 17143 df-ndx 17155 df-base 17171 df-ress 17192 df-plusg 17224 df-mulr 17225 df-starv 17226 df-sca 17227 df-vsca 17228 df-ip 17229 df-tset 17230 df-ple 17231 df-ds 17233 df-unif 17234 df-hom 17235 df-cco 17236 df-rest 17376 df-topn 17377 df-0g 17395 df-gsum 17396 df-topgen 17397 df-pt 17398 df-prds 17401 df-xrs 17457 df-qtop 17462 df-imas 17463 df-xps 17465 df-mre 17539 df-mrc 17540 df-acs 17542 df-mgm 18599 df-sgrp 18678 df-mnd 18694 df-submnd 18743 df-mulg 19035 df-cntz 19283 df-cmn 19748 df-psmet 21336 df-xmet 21337 df-met 21338 df-bl 21339 df-mopn 21340 df-fbas 21341 df-fg 21342 df-cnfld 21345 df-refld 21595 df-top 22869 df-topon 22886 df-topsp 22908 df-bases 22921 df-cld 22994 df-ntr 22995 df-cls 22996 df-nei 23073 df-lp 23111 df-perf 23112 df-cn 23202 df-cnp 23203 df-haus 23290 df-cmp 23362 df-tx 23537 df-hmeo 23730 df-fil 23821 df-fm 23913 df-flim 23914 df-flf 23915 df-fcls 23916 df-xms 24295 df-ms 24296 df-tms 24297 df-cncf 24855 df-cfil 25232 df-cmet 25234 df-cms 25312 df-limc 25843 df-dv 25844 df-log 26533 df-cxp 26534 df-logb 26742 df-esum 34188 df-siga 34269 df-sigagen 34299 df-brsiga 34342 df-sx 34349 df-meas 34356 df-mbfm 34410 df-prob 34568 df-rrv 34601

This theorem is referenced by: rrvsum 34614

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