Borel (measurable) space
Main definitions
borel α
: the leastσ
-algebra that contains all open sets;class borel_space
: a space withtopological_space
andmeasurable_space
structures such that‹measurable_space α› = borel α
;class opens_measurable_space
: a space withtopological_space
andmeasurable_space
structures such that all open sets are measurable; equivalently,borel α ≤ ‹measurable_space α›
.borel_space
instances onempty
,unit
,bool
,nat
,int
,rat
;measurable
andborel_space
instances onℝ
,ℝ≥0
,ennreal
.- A measure is
regular
if it is finite on compact sets, inner regular and outer regular.
Main statements
is_open.is_measurable
,is_closed.is_measurable
: open and closed sets are measurable;continuous.measurable
: a continuous function is measurable;continuous.measurable2
: iff : α → β
andg : α → γ
are measurable andop : β × γ → δ
is continuous, thenλ x, op (f x, g y)
is measurable;measurable.add
etc : dot notation for arithmetic operations onmeasurable
predicates, and similarly fordist
andedist
;measurable.ennreal*
: special cases for arithmetic operations onennreal
s.
measurable_space
structure generated by topological_space
.
Equations
- borel α = measurable_space.generate_from {s : set α | is_open s}
A space with measurable_space
and topological_space
structures such that
all open sets are measurable.
A space with measurable_space
and topological_space
structures such that
the σ
-algebra of measurable sets is exactly the σ
-algebra generated by open sets.
In a borel_space
all open sets are measurable.
Equations
Equations
- _ = _
Equations
- _ = _
Equations
- _ = _
If s
is a measurable set, then 𝓝[s] a
is a measurably generated filter for
each a
. This cannot be an instance
because it depends on a non-instance hs : is_measurable s
.
Equations
Equations
Equations
Equations
Equations
A continuous function from an opens_measurable_space
to a borel_space
is measurable.
A homeomorphism between two Borel spaces is a measurable equivalence.
Equations
- h.to_measurable_equiv = {to_equiv := h.to_equiv, measurable_to_fun := _, measurable_inv_fun := _}
Equations
Convert a homeomorph
to a measurable_equiv
.
Equations
- homemorph.to_measurable_equiv h = {to_equiv := h.to_equiv, measurable_to_fun := _, measurable_inv_fun := _}
Equations
Equations
Equations
The set of finite ennreal
numbers is measurable_equiv
to nnreal
.
ennreal
is measurable_equiv
to nnreal ⊕ unit
.
Equations
- ennreal.ennreal_equiv_sum = {to_equiv := {to_fun := (equiv.option_equiv_sum_punit nnreal).to_fun, inv_fun := (equiv.option_equiv_sum_punit nnreal).inv_fun, left_inv := ennreal.ennreal_equiv_sum._proof_1, right_inv := ennreal.ennreal_equiv_sum._proof_2}, measurable_to_fun := ennreal.ennreal_equiv_sum._proof_3, measurable_inv_fun := ennreal.ennreal_equiv_sum._proof_4}
- lt_top_of_is_compact : ∀ ⦃K : set α⦄, is_compact K → ⇑μ K < ⊤
- outer_regular : ∀ ⦃A : set α⦄, is_measurable A → (⨅ (U : set α) (h : is_open U) (h2 : A ⊆ U), ⇑μ U) ≤ ⇑μ A
- inner_regular : ∀ ⦃U : set α⦄, is_open U → (⇑μ U ≤ ⨆ (K : set α) (h : is_compact K) (h2 : K ⊆ U), ⇑μ K)
A measure μ
is regular if
- it is finite on all compact sets;
- it is outer regular:
μ(A) = inf { μ(U) | A ⊆ U open }
forA
measurable; - it is inner regular:
μ(U) = sup { μ(K) | K ⊆ U compact }
forU
open.