rrvadd - Mathbox for Thierry Arnoux

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Theorem rrvadd 34486

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 5192	. . . 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 34478	. . . 4 ⊢ (𝜑 → 𝑋:∪ dom 𝑃⟶ℝ)
5		rrvadd.3	. . . . 5 ⊢ (𝜑 → 𝑌 ∈ (rRndVar‘𝑃))
6	2, 5	rrvvf 34478	. . . 4 ⊢ (𝜑 → 𝑌:∪ dom 𝑃⟶ℝ)
7	2	unveldomd 34449	. . . 4 ⊢ (𝜑 → ∪ dom 𝑃 ∈ dom 𝑃)
8		eqidd 2734	. . . 4 ⊢ (𝜑 → (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩) = (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩))
9		eqidd 2734	. . . 4 ⊢ (𝜑 → (𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) = (𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)))
10	1, 4, 6, 7, 8, 9	ofoprabco 32648	. . 3 ⊢ (𝜑 → (𝑋 ∘_f + 𝑌) = ((𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) ∘ (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩)))
11		domprobsiga 34445	. . . . 5 ⊢ (𝑃 ∈ Prob → dom 𝑃 ∈ ∪ ran sigAlgebra)
12	2, 11	syl 17	. . . 4 ⊢ (𝜑 → dom 𝑃 ∈ ∪ ran sigAlgebra)
13		brsigarn 34218	. . . . . 6 ⊢ 𝔅_ℝ ∈ (sigAlgebra‘ℝ)
14		elrnsiga 34160	. . . . . 6 ⊢ (𝔅_ℝ ∈ (sigAlgebra‘ℝ) → 𝔅_ℝ ∈ ∪ ran sigAlgebra)
15	13, 14	mp1i 13	. . . . 5 ⊢ (𝜑 → 𝔅_ℝ ∈ ∪ ran sigAlgebra)
16		sxsiga 34225	. . . . 5 ⊢ ((𝔅_ℝ ∈ ∪ ran sigAlgebra ∧ 𝔅_ℝ ∈ ∪ ran sigAlgebra) → (𝔅_ℝ ×_s 𝔅_ℝ) ∈ ∪ ran sigAlgebra)
17	15, 15, 16	syl2anc 584	. . . 4 ⊢ (𝜑 → (𝔅_ℝ ×_s 𝔅_ℝ) ∈ ∪ ran sigAlgebra)
18	2	rrvmbfm 34476	. . . . . 6 ⊢ (𝜑 → (𝑋 ∈ (rRndVar‘𝑃) ↔ 𝑋 ∈ (dom 𝑃MblFnM𝔅_ℝ)))
19	3, 18	mpbid 232	. . . . 5 ⊢ (𝜑 → 𝑋 ∈ (dom 𝑃MblFnM𝔅_ℝ))
20	2	rrvmbfm 34476	. . . . . 6 ⊢ (𝜑 → (𝑌 ∈ (rRndVar‘𝑃) ↔ 𝑌 ∈ (dom 𝑃MblFnM𝔅_ℝ)))
21	5, 20	mpbid 232	. . . . 5 ⊢ (𝜑 → 𝑌 ∈ (dom 𝑃MblFnM𝔅_ℝ))
22		fveq2 6828	. . . . . . 7 ⊢ (𝑎 = 𝑏 → (𝑋‘𝑎) = (𝑋‘𝑏))
23		fveq2 6828	. . . . . . 7 ⊢ (𝑎 = 𝑏 → (𝑌‘𝑎) = (𝑌‘𝑏))
24	22, 23	opeq12d 4832	. . . . . 6 ⊢ (𝑎 = 𝑏 → ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩ = ⟨(𝑋‘𝑏), (𝑌‘𝑏)⟩)
25	24	cbvmptv 5197	. . . . 5 ⊢ (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩) = (𝑏 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑏), (𝑌‘𝑏)⟩)
26	12, 15, 15, 19, 21, 25	mbfmco2 34299	. . . 4 ⊢ (𝜑 → (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩) ∈ (dom 𝑃MblFnM(𝔅_ℝ ×_s 𝔅_ℝ)))
27		eqid 2733	. . . . . . 7 ⊢ (topGen‘ran (,)) = (topGen‘ran (,))
28	27	raddcn 33963	. . . . . 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 34324	. . . . . 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 34216	. . . . . 6 ⊢ 𝔅_ℝ = (sigaGen‘(topGen‘ran (,)))
33	32	a1i 11	. . . . 5 ⊢ (𝜑 → 𝔅_ℝ = (sigaGen‘(topGen‘ran (,))))
34	29, 31, 33	cnmbfm 34297	. . . 4 ⊢ (𝜑 → (𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) ∈ ((𝔅_ℝ ×_s 𝔅_ℝ)MblFnM𝔅_ℝ))
35	12, 17, 15, 26, 34	mbfmco 34298	. . 3 ⊢ (𝜑 → ((𝑥 ∈ ℝ, 𝑦 ∈ ℝ ↦ (𝑥 + 𝑦)) ∘ (𝑎 ∈ ∪ dom 𝑃 ↦ ⟨(𝑋‘𝑎), (𝑌‘𝑎)⟩)) ∈ (dom 𝑃MblFnM𝔅_ℝ))
36	10, 35	eqeltrd 2833	. 2 ⊢ (𝜑 → (𝑋 ∘_f + 𝑌) ∈ (dom 𝑃MblFnM𝔅_ℝ))
37	2	rrvmbfm 34476	. 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 1541 ∈ wcel 2113 ⟨cop 4581 ∪ cuni 4858 ↦ cmpt 5174 dom cdm 5619 ran crn 5620 ∘ ccom 5623 ‘cfv 6486 (class class class)co 7352 ∈ cmpo 7354 ∘_f cof 7614 ℝcr 11012 + caddc 11016 (,)cioo 13247 topGenctg 17343 Cn ccn 23140 ×_t ctx 23476 sigAlgebracsiga 34142 sigaGencsigagen 34172 𝔅_ℝcbrsiga 34215 ×_s csx 34222 MblFnMcmbfm 34283 Probcprb 34441 rRndVarcrrv 34474

This theorem was proved from axioms: ax-mp 5 ax-1 6 ax-2 7 ax-3 8 ax-gen 1796 ax-4 1810 ax-5 1911 ax-6 1968 ax-7 2009 ax-8 2115 ax-9 2123 ax-10 2146 ax-11 2162 ax-12 2182 ax-ext 2705 ax-rep 5219 ax-sep 5236 ax-nul 5246 ax-pow 5305 ax-pr 5372 ax-un 7674 ax-inf2 9538 ax-ac2 10361 ax-cnex 11069 ax-resscn 11070 ax-1cn 11071 ax-icn 11072 ax-addcl 11073 ax-addrcl 11074 ax-mulcl 11075 ax-mulrcl 11076 ax-mulcom 11077 ax-addass 11078 ax-mulass 11079 ax-distr 11080 ax-i2m1 11081 ax-1ne0 11082 ax-1rid 11083 ax-rnegex 11084 ax-rrecex 11085 ax-cnre 11086 ax-pre-lttri 11087 ax-pre-lttrn 11088 ax-pre-ltadd 11089 ax-pre-mulgt0 11090 ax-pre-sup 11091 ax-addf 11092

This theorem depends on definitions: df-bi 207 df-an 396 df-or 848 df-3or 1087 df-3an 1088 df-tru 1544 df-fal 1554 df-ex 1781 df-nf 1785 df-sb 2068 df-mo 2537 df-eu 2566 df-clab 2712 df-cleq 2725 df-clel 2808 df-nfc 2882 df-ne 2930 df-nel 3034 df-ral 3049 df-rex 3058 df-rmo 3347 df-reu 3348 df-rab 3397 df-v 3439 df-sbc 3738 df-csb 3847 df-dif 3901 df-un 3903 df-in 3905 df-ss 3915 df-pss 3918 df-nul 4283 df-if 4475 df-pw 4551 df-sn 4576 df-pr 4578 df-tp 4580 df-op 4582 df-uni 4859 df-int 4898 df-iun 4943 df-iin 4944 df-br 5094 df-opab 5156 df-mpt 5175 df-tr 5201 df-id 5514 df-eprel 5519 df-po 5527 df-so 5528 df-fr 5572 df-se 5573 df-we 5574 df-xp 5625 df-rel 5626 df-cnv 5627 df-co 5628 df-dm 5629 df-rn 5630 df-res 5631 df-ima 5632 df-pred 6253 df-ord 6314 df-on 6315 df-lim 6316 df-suc 6317 df-iota 6442 df-fun 6488 df-fn 6489 df-f 6490 df-f1 6491 df-fo 6492 df-f1o 6493 df-fv 6494 df-isom 6495 df-riota 7309 df-ov 7355 df-oprab 7356 df-mpo 7357 df-of 7616 df-om 7803 df-1st 7927 df-2nd 7928 df-supp 8097 df-frecs 8217 df-wrecs 8248 df-recs 8297 df-rdg 8335 df-1o 8391 df-2o 8392 df-oadd 8395 df-omul 8396 df-er 8628 df-map 8758 df-pm 8759 df-ixp 8828 df-en 8876 df-dom 8877 df-sdom 8878 df-fin 8879 df-fsupp 9253 df-fi 9302 df-sup 9333 df-inf 9334 df-oi 9403 df-dju 9801 df-card 9839 df-acn 9842 df-ac 10014 df-pnf 11155 df-mnf 11156 df-xr 11157 df-ltxr 11158 df-le 11159 df-sub 11353 df-neg 11354 df-div 11782 df-nn 12133 df-2 12195 df-3 12196 df-4 12197 df-5 12198 df-6 12199 df-7 12200 df-8 12201 df-9 12202 df-n0 12389 df-z 12476 df-dec 12595 df-uz 12739 df-q 12849 df-rp 12893 df-xneg 13013 df-xadd 13014 df-xmul 13015 df-ioo 13251 df-ioc 13252 df-ico 13253 df-icc 13254 df-fz 13410 df-fzo 13557 df-fl 13698 df-mod 13776 df-seq 13911 df-exp 13971 df-fac 14183 df-bc 14212 df-hash 14240 df-shft 14976 df-cj 15008 df-re 15009 df-im 15010 df-sqrt 15144 df-abs 15145 df-limsup 15380 df-clim 15397 df-rlim 15398 df-sum 15596 df-ef 15976 df-sin 15978 df-cos 15979 df-pi 15981 df-struct 17060 df-sets 17077 df-slot 17095 df-ndx 17107 df-base 17123 df-ress 17144 df-plusg 17176 df-mulr 17177 df-starv 17178 df-sca 17179 df-vsca 17180 df-ip 17181 df-tset 17182 df-ple 17183 df-ds 17185 df-unif 17186 df-hom 17187 df-cco 17188 df-rest 17328 df-topn 17329 df-0g 17347 df-gsum 17348 df-topgen 17349 df-pt 17350 df-prds 17353 df-xrs 17408 df-qtop 17413 df-imas 17414 df-xps 17416 df-mre 17490 df-mrc 17491 df-acs 17493 df-mgm 18550 df-sgrp 18629 df-mnd 18645 df-submnd 18694 df-mulg 18983 df-cntz 19231 df-cmn 19696 df-psmet 21285 df-xmet 21286 df-met 21287 df-bl 21288 df-mopn 21289 df-fbas 21290 df-fg 21291 df-cnfld 21294 df-refld 21544 df-top 22810 df-topon 22827 df-topsp 22849 df-bases 22862 df-cld 22935 df-ntr 22936 df-cls 22937 df-nei 23014 df-lp 23052 df-perf 23053 df-cn 23143 df-cnp 23144 df-haus 23231 df-cmp 23303 df-tx 23478 df-hmeo 23671 df-fil 23762 df-fm 23854 df-flim 23855 df-flf 23856 df-fcls 23857 df-xms 24236 df-ms 24237 df-tms 24238 df-cncf 24799 df-cfil 25183 df-cmet 25185 df-cms 25263 df-limc 25795 df-dv 25796 df-log 26493 df-cxp 26494 df-logb 26703 df-esum 34062 df-siga 34143 df-sigagen 34173 df-brsiga 34216 df-sx 34223 df-meas 34230 df-mbfm 34284 df-prob 34442 df-rrv 34475

This theorem is referenced by: rrvsum 34488

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