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Mathlib.MeasureTheory.MeasurableSpace.Defs

Measurable spaces and measurable functions #

This file defines measurable spaces and measurable functions.

A measurable space is a set equipped with a σ-algebra, a collection of subsets closed under complementation and countable union. A function between measurable spaces is measurable if the preimage of each measurable subset is measurable.

σ-algebras on a fixed set α form a complete lattice. Here we order σ-algebras by writing m₁ ≤ m₂ if every set which is m₁-measurable is also m₂-measurable (that is, m₁ is a subset of m₂). In particular, any collection of subsets of α generates a smallest σ-algebra which contains all of them.

References #

Tags #

measurable space, σ-algebra, measurable function

class MeasurableSpace (α : Type u_7) :
Type u_7

A measurable space is a space equipped with a σ-algebra.

  • MeasurableSet' : Set α → Prop

    Predicate saying that a given set is measurable. Use MeasurableSet in the root namespace instead.

  • measurableSet_empty : self.MeasurableSet' ∅

    The empty set is a measurable set. Use MeasurableSet.empty instead.

  • measurableSet_compl : ∀ (s : Set α), self.MeasurableSet' s → self.MeasurableSet' sᶜ

    The complement of a measurable set is a measurable set. Use MeasurableSet.compl instead.

  • measurableSet_iUnion : ∀ (f : ℕ → Set α), (∀ (i : ℕ), self.MeasurableSet' (f i)) → self.MeasurableSet' (⋃ (i : ℕ), f i)

    The union of a sequence of measurable sets is a measurable set. Use a more general MeasurableSet.iUnion instead.

Instances
    theorem MeasurableSpace.measurableSet_empty {α : Type u_7} (self : MeasurableSpace α) :
    self.MeasurableSet' ∅

    The empty set is a measurable set. Use MeasurableSet.empty instead.

    theorem MeasurableSpace.measurableSet_compl {α : Type u_7} (self : MeasurableSpace α) (s : Set α) :
    self.MeasurableSet' s → self.MeasurableSet' sᶜ

    The complement of a measurable set is a measurable set. Use MeasurableSet.compl instead.

    theorem MeasurableSpace.measurableSet_iUnion {α : Type u_7} (self : MeasurableSpace α) (f : ℕ → Set α) :
    (∀ (i : ℕ), self.MeasurableSet' (f i)) → self.MeasurableSet' (⋃ (i : ℕ), f i)

    The union of a sequence of measurable sets is a measurable set. Use a more general MeasurableSet.iUnion instead.

    Equations
    • instMeasurableSpaceOrderDual = h
    def MeasurableSet {α : Type u_1} [MeasurableSpace α] (s : Set α) :

    MeasurableSet s means that s is measurable (in the ambient measure space on α)

    Equations
    Instances For
      theorem MeasurableSet.compl {α : Type u_1} {s : Set α} {m : MeasurableSpace α} :
      theorem MeasurableSet.of_compl {α : Type u_1} {s : Set α} {m : MeasurableSpace α} (h : MeasurableSet sᶜ) :
      @[simp]
      @[simp]
      theorem MeasurableSet.univ {α : Type u_1} {m : MeasurableSpace α} :
      MeasurableSet Set.univ
      theorem MeasurableSet.congr {α : Type u_1} {m : MeasurableSpace α} {s : Set α} {t : Set α} (hs : MeasurableSet s) (h : s = t) :
      theorem MeasurableSet.iUnion {α : Type u_1} {ι : Sort u_6} {m : MeasurableSpace α} [Countable ι] ⦃f : ι → Set α⦄ (h : ∀ (b : ι), MeasurableSet (f b)) :
      MeasurableSet (⋃ (b : ι), f b)
      theorem MeasurableSet.biUnion {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {f : β → Set α} {s : Set β} (hs : s.Countable) (h : ∀ b ∈ s, MeasurableSet (f b)) :
      MeasurableSet (⋃ b ∈ s, f b)
      theorem Set.Finite.measurableSet_biUnion {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {f : β → Set α} {s : Set β} (hs : s.Finite) (h : ∀ b ∈ s, MeasurableSet (f b)) :
      MeasurableSet (⋃ b ∈ s, f b)
      theorem Finset.measurableSet_biUnion {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {f : β → Set α} (s : Finset β) (h : ∀ b ∈ s, MeasurableSet (f b)) :
      MeasurableSet (⋃ b ∈ s, f b)
      theorem MeasurableSet.sUnion {α : Type u_1} {m : MeasurableSpace α} {s : Set (Set α)} (hs : s.Countable) (h : ∀ t ∈ s, MeasurableSet t) :
      theorem Set.Finite.measurableSet_sUnion {α : Type u_1} {m : MeasurableSpace α} {s : Set (Set α)} (hs : s.Finite) (h : ∀ t ∈ s, MeasurableSet t) :
      theorem MeasurableSet.iInter {α : Type u_1} {ι : Sort u_6} {m : MeasurableSpace α} [Countable ι] {f : ι → Set α} (h : ∀ (b : ι), MeasurableSet (f b)) :
      MeasurableSet (⋂ (b : ι), f b)
      theorem MeasurableSet.biInter {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {f : β → Set α} {s : Set β} (hs : s.Countable) (h : ∀ b ∈ s, MeasurableSet (f b)) :
      MeasurableSet (⋂ b ∈ s, f b)
      theorem Set.Finite.measurableSet_biInter {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {f : β → Set α} {s : Set β} (hs : s.Finite) (h : ∀ b ∈ s, MeasurableSet (f b)) :
      MeasurableSet (⋂ b ∈ s, f b)
      theorem Finset.measurableSet_biInter {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {f : β → Set α} (s : Finset β) (h : ∀ b ∈ s, MeasurableSet (f b)) :
      MeasurableSet (⋂ b ∈ s, f b)
      theorem MeasurableSet.sInter {α : Type u_1} {m : MeasurableSpace α} {s : Set (Set α)} (hs : s.Countable) (h : ∀ t ∈ s, MeasurableSet t) :
      theorem Set.Finite.measurableSet_sInter {α : Type u_1} {m : MeasurableSpace α} {s : Set (Set α)} (hs : s.Finite) (h : ∀ t ∈ s, MeasurableSet t) :
      @[simp]
      theorem MeasurableSet.union {α : Type u_1} {m : MeasurableSpace α} {s₁ : Set α} {s₂ : Set α} (h₁ : MeasurableSet s₁) (h₂ : MeasurableSet s₂) :
      MeasurableSet (s₁ ∪ s₂)
      @[simp]
      theorem MeasurableSet.inter {α : Type u_1} {m : MeasurableSpace α} {s₁ : Set α} {s₂ : Set α} (h₁ : MeasurableSet s₁) (h₂ : MeasurableSet s₂) :
      MeasurableSet (s₁ ∩ s₂)
      @[simp]
      theorem MeasurableSet.diff {α : Type u_1} {m : MeasurableSpace α} {s₁ : Set α} {s₂ : Set α} (h₁ : MeasurableSet s₁) (h₂ : MeasurableSet s₂) :
      MeasurableSet (s₁ \ s₂)
      @[simp]
      theorem MeasurableSet.himp {α : Type u_1} {m : MeasurableSpace α} {s₁ : Set α} {s₂ : Set α} (h₁ : MeasurableSet s₁) (h₂ : MeasurableSet s₂) :
      MeasurableSet (s₁ ⇨ s₂)
      @[simp]
      theorem MeasurableSet.symmDiff {α : Type u_1} {m : MeasurableSpace α} {s₁ : Set α} {s₂ : Set α} (h₁ : MeasurableSet s₁) (h₂ : MeasurableSet s₂) :
      @[simp]
      theorem MeasurableSet.bihimp {α : Type u_1} {m : MeasurableSpace α} {s₁ : Set α} {s₂ : Set α} (h₁ : MeasurableSet s₁) (h₂ : MeasurableSet s₂) :
      MeasurableSet (bihimp s₁ s₂)
      @[simp]
      theorem MeasurableSet.ite {α : Type u_1} {m : MeasurableSpace α} {t : Set α} {s₁ : Set α} {s₂ : Set α} (ht : MeasurableSet t) (h₁ : MeasurableSet s₁) (h₂ : MeasurableSet s₂) :
      MeasurableSet (t.ite s₁ s₂)
      theorem MeasurableSet.ite' {α : Type u_1} {m : MeasurableSpace α} {s : Set α} {t : Set α} {p : Prop} (hs : p → MeasurableSet s) (ht : ¬p → MeasurableSet t) :
      MeasurableSet (if p then s else t)
      @[simp]
      theorem MeasurableSet.cond {α : Type u_1} {m : MeasurableSpace α} {s₁ : Set α} {s₂ : Set α} (h₁ : MeasurableSet s₁) (h₂ : MeasurableSet s₂) {i : Bool} :
      MeasurableSet (bif i then s₁ else s₂)
      @[simp]
      theorem MeasurableSet.disjointed {α : Type u_1} {m : MeasurableSpace α} {f : ℕ → Set α} (h : ∀ (i : ℕ), MeasurableSet (f i)) (n : ℕ) :
      theorem MeasurableSet.const {α : Type u_1} {m : MeasurableSpace α} (p : Prop) :
      MeasurableSet {_a : α | p}
      theorem nonempty_measurable_superset {α : Type u_1} {m : MeasurableSpace α} (s : Set α) :
      Nonempty { t : Set α // s ⊆ t ∧ MeasurableSet t }

      Every set has a measurable superset. Declare this as local instance as needed.

      theorem MeasurableSpace.ext {α : Type u_1} {m₁ : MeasurableSpace α} {m₂ : MeasurableSpace α} (h : ∀ (s : Set α), MeasurableSet s ↔ MeasurableSet s) :
      m₁ = m₂

      A typeclass mixin for MeasurableSpaces such that each singleton is measurable.

      • measurableSet_singleton : ∀ (x : α), MeasurableSet {x}

        A singleton is a measurable set.

      Instances

        A singleton is a measurable set.

        theorem measurableSet_eq {α : Type u_1} [MeasurableSpace α] [MeasurableSingletonClass α] {a : α} :
        MeasurableSet {x : α | x = a}
        theorem MeasurableSet.insert {α : Type u_1} [MeasurableSpace α] [MeasurableSingletonClass α] {s : Set α} (hs : MeasurableSet s) (a : α) :
        @[simp]
        theorem Set.Subsingleton.measurableSet {α : Type u_1} [MeasurableSpace α] [MeasurableSingletonClass α] {s : Set α} (hs : s.Subsingleton) :
        theorem Set.Finite.measurableSet {α : Type u_1} [MeasurableSpace α] [MeasurableSingletonClass α] {s : Set α} (hs : s.Finite) :
        theorem Set.Countable.measurableSet {α : Type u_1} [MeasurableSpace α] [MeasurableSingletonClass α] {s : Set α} (hs : s.Countable) :
        def MeasurableSpace.copy {α : Type u_1} (m : MeasurableSpace α) (p : Set α → Prop) (h : ∀ (s : Set α), p s ↔ MeasurableSet s) :

        Copy of a MeasurableSpace with a new MeasurableSet equal to the old one. Useful to fix definitional equalities.

        Equations
        • m.copy p h = { MeasurableSet' := p, measurableSet_empty := ⋯, measurableSet_compl := ⋯, measurableSet_iUnion := ⋯ }
        Instances For
          theorem MeasurableSpace.measurableSet_copy {α : Type u_1} {m : MeasurableSpace α} {p : Set α → Prop} (h : ∀ (s : Set α), p s ↔ MeasurableSet s) {s : Set α} :
          theorem MeasurableSpace.copy_eq {α : Type u_1} {m : MeasurableSpace α} {p : Set α → Prop} (h : ∀ (s : Set α), p s ↔ MeasurableSet s) :
          m.copy p h = m
          instance MeasurableSpace.instLE {α : Type u_1} :
          Equations
          theorem MeasurableSpace.le_def {α : Type u_7} {a : MeasurableSpace α} {b : MeasurableSpace α} :
          a ≤ b ↔ a.MeasurableSet' ≤ b.MeasurableSet'
          Equations
          inductive MeasurableSpace.GenerateMeasurable {α : Type u_1} (s : Set (Set α)) :
          Set α → Prop

          The smallest σ-algebra containing a collection s of basic sets

          Instances For

            Construct the smallest measure space containing a collection of basic sets

            Equations
            Instances For
              theorem MeasurableSpace.measurableSet_generateFrom {α : Type u_1} {s : Set (Set α)} {t : Set α} (ht : t ∈ s) :
              theorem MeasurableSpace.generateFrom_induction {α : Type u_1} (p : Set α → Prop) (C : Set (Set α)) (hC : ∀ t ∈ C, p t) (h_empty : p ∅) (h_compl : ∀ (t : Set α), p t → p tᶜ) (h_Union : ∀ (f : ℕ → Set α), (∀ (n : ℕ), p (f n)) → p (⋃ (i : ℕ), f i)) {s : Set α} (hs : MeasurableSet s) :
              p s
              theorem MeasurableSpace.generateFrom_le {α : Type u_1} {s : Set (Set α)} {m : MeasurableSpace α} (h : ∀ t ∈ s, MeasurableSet t) :
              theorem MeasurableSpace.forall_generateFrom_mem_iff_mem_iff {α : Type u_1} {S : Set (Set α)} {x : α} {y : α} :
              (∀ (s : Set α), MeasurableSet s → (x ∈ s ↔ y ∈ s)) ↔ ∀ s ∈ S, x ∈ s ↔ y ∈ s
              def MeasurableSpace.mkOfClosure {α : Type u_1} (g : Set (Set α)) (hg : {t : Set α | MeasurableSet t} = g) :

              If g is a collection of subsets of α such that the σ-algebra generated from g contains the same sets as g, then g was already a σ-algebra.

              Equations
              Instances For
                def MeasurableSpace.giGenerateFrom {α : Type u_1} :
                GaloisInsertion MeasurableSpace.generateFrom fun (m : MeasurableSpace α) => {t : Set α | MeasurableSet t}

                We get a Galois insertion between σ-algebras on α and Set (Set α) by using generate_from on one side and the collection of measurable sets on the other side.

                Equations
                Instances For
                  Equations
                  • MeasurableSpace.instCompleteLattice = MeasurableSpace.giGenerateFrom.liftCompleteLattice
                  Equations
                  • MeasurableSpace.instInhabited = { default := ⊤ }
                  theorem MeasurableSpace.iSup_generateFrom {α : Type u_1} {ι : Sort u_6} (s : ι → Set (Set α)) :
                  ⨆ (i : ι), MeasurableSpace.generateFrom (s i) = MeasurableSpace.generateFrom (⋃ (i : ι), s i)
                  theorem MeasurableSpace.measurableSet_bot_iff {α : Type u_1} {s : Set α} :
                  MeasurableSet s ↔ s = ∅ ∨ s = Set.univ
                  @[simp]
                  @[simp]
                  theorem MeasurableSpace.measurableSet_sInf {α : Type u_1} {ms : Set (MeasurableSpace α)} {s : Set α} :
                  MeasurableSet s ↔ ∀ m ∈ ms, MeasurableSet s
                  theorem MeasurableSpace.measurableSet_iInf {α : Type u_1} {ι : Sort u_7} {m : ι → MeasurableSpace α} {s : Set α} :
                  MeasurableSet s ↔ ∀ (i : ι), MeasurableSet s
                  theorem MeasurableSpace.measurableSet_sup {α : Type u_1} {m₁ : MeasurableSpace α} {m₂ : MeasurableSpace α} {s : Set α} :
                  MeasurableSet s ↔ MeasurableSpace.GenerateMeasurable (MeasurableSet ∪ MeasurableSet) s
                  theorem MeasurableSpace.measurableSet_iSup {α : Type u_1} {ι : Sort u_7} {m : ι → MeasurableSpace α} {s : Set α} :
                  theorem MeasurableSpace.measurableSpace_iSup_eq {α : Type u_1} {ι : Sort u_6} (m : ι → MeasurableSpace α) :
                  ⨆ (n : ι), m n = MeasurableSpace.generateFrom {s : Set α | ∃ (n : ι), MeasurableSet s}
                  theorem MeasurableSpace.generateFrom_iUnion_measurableSet {α : Type u_1} {ι : Sort u_6} (m : ι → MeasurableSpace α) :
                  MeasurableSpace.generateFrom (⋃ (n : ι), {t : Set α | MeasurableSet t}) = ⨆ (n : ι), m n
                  def Measurable {α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] (f : α → β) :

                  A function f between measurable spaces is measurable if the preimage of every measurable set is measurable.

                  Equations
                  Instances For
                    theorem measurable_id {α : Type u_1} :
                    ∀ {x : MeasurableSpace α}, Measurable id
                    theorem measurable_id' {α : Type u_1} :
                    ∀ {x : MeasurableSpace α}, Measurable fun (a : α) => a
                    theorem Measurable.comp {α : Type u_1} {β : Type u_2} {γ : Type u_3} :
                    ∀ {x : MeasurableSpace α} {x_1 : MeasurableSpace β} {x_2 : MeasurableSpace γ} {g : β → γ} {f : α → β}, Measurable g → Measurable f → Measurable (g ∘ f)
                    theorem Measurable.comp' {α : Type u_1} {β : Type u_2} {γ : Type u_3} :
                    ∀ {x : MeasurableSpace α} {x_1 : MeasurableSpace β} {x_2 : MeasurableSpace γ} {g : β → γ} {f : α → β}, Measurable g → Measurable f → Measurable fun (x : α) => g (f x)
                    @[simp]
                    theorem measurable_const {α : Type u_1} {β : Type u_2} :
                    ∀ {x : MeasurableSpace α} {x_1 : MeasurableSpace β} {a : α}, Measurable fun (x : β) => a
                    theorem Measurable.le {β : Type u_2} {α : Type u_7} {m : MeasurableSpace α} {m0 : MeasurableSpace α} :
                    ∀ {x : MeasurableSpace β}, m ≤ m0 → ∀ {f : α → β}, Measurable f → Measurable f

                    A typeclass mixin for MeasurableSpaces such that all sets are measurable.

                    Instances

                      Do not use this. Use MeasurableSet.of_discrete instead.

                      Equations
                      • ⋯ = ⋯
                      theorem Measurable.of_discrete {α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] [DiscreteMeasurableSpace α] {f : α → β} :
                      @[deprecated MeasurableSet.of_discrete]
                      @[deprecated Measurable.of_discrete]
                      theorem measurable_discrete {α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] [DiscreteMeasurableSpace α] (f : α → β) :
                      @[instance 100]

                      Warning: Creates a typeclass loop with MeasurableSingletonClass.toDiscreteMeasurableSpace. To be monitored.

                      Equations
                      • ⋯ = ⋯