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BrownianMotion.Choquet.AnalyticSet

Analytic sets in the sense of a paved space #

TODO: we use IsCompactSystem, which corresponds to semi-compact pavings for D-M. We use this and not compact pavings (which would be the same, but for arbitrary intersections instead of countable ones), because it's sufficient for our applications, and because it's easier to work with.

theorem Set.iInter_prod {α : Type u_4} {β : Type u_5} {ι : Type u_6} {s : Set α} {t : ιSet β} [ : Nonempty ι] :
(⋂ (i : ι), t i) ×ˢ s = ⋂ (i : ι), t i ×ˢ s
theorem IsCompactSystem.sum {𝓚 : Type u_3} {q : Set (Set 𝓚)} {𝓚' : Type u_4} {q' : Set (Set 𝓚')} (hq : IsCompactSystem q) (hq' : IsCompactSystem q') :
theorem IsCompactSystem.pi {𝓚 : Type u_4} {q : (n : ) → Set (Set (𝓚 n))} (hq : ∀ (n : ), IsCompactSystem (q n)) :
theorem IsCompactSystem.sigma {𝓚 : Type u_4} {q : (n : ) → Set (Set (𝓚 n))} (hq : ∀ (n : ), IsCompactSystem (q n)) :
IsCompactSystem {t : Set ((n : ) × 𝓚 n) | ∃ (s : Finset ), t (↑s).sigma '' Set.univ.pi fun (n : ) => insert Set.univ (q n)}
def MeasureTheory.IsPavingAnalyticFor {𝓧 : Type u_1} (p : Set (Set 𝓧)) (𝓚 : Type u_4) (s : Set 𝓧) :

A set s is analytic for a paving (predicate) p and a type 𝓚 if there exists a compact system q of 𝓚 such that s is the projections of a set t that satisfies prodSigmaDelta p q.

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    def MeasureTheory.IsPavingAnalytic {𝓧 : Type u_1} (p : Set (Set 𝓧)) (s : Set 𝓧) :

    A set s is analytic for a paving (predicate) p if there exists a type 𝓚 and a compact system q of 𝓚 such that s is the projections of a set t that satisfies prodSigmaDelta p q.

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      theorem MeasureTheory.IsPavingAnalyticFor.isPavingAnalytic {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓚 : Type} [Nonempty 𝓚] (hs : IsPavingAnalyticFor p 𝓚 s) :
      theorem MeasureTheory.isPavingAnalyticFor_of_mem {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} (𝓚 : Type u_4) [Nonempty 𝓚] (hs : s p) :
      theorem MeasureTheory.isPavingAnalytic_of_mem {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} (hs : s p) :
      theorem MeasureTheory.IsPavingAnalyticFor.mono {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {p' : Set (Set 𝓧)} (hp : p p') (hs : IsPavingAnalyticFor p 𝓚 s) :
      theorem MeasureTheory.IsPavingAnalytic.mono {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} {p' : Set (Set 𝓧)} (hp : p p') (hs : IsPavingAnalytic p s) :
      theorem MeasureTheory.IsPavingAnalyticFor.exists_mem_countableSupClosure_superset {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} (hs : IsPavingAnalyticFor p 𝓚 s) :
      tcountableSupClosure p, s t
      theorem MeasureTheory.IsPavingAnalyticFor.empty {𝓧 : Type u_1} {p : Set (Set 𝓧)} (𝓚 : Type u_4) (hp_empty : p) :
      @[simp]
      theorem MeasureTheory.IsPavingAnalytic.empty {𝓧 : Type u_1} {p : Set (Set 𝓧)} (hp_empty : p) :
      @[simp]
      theorem MeasureTheory.isPavingAnalyticFor_iff_eq_empty {𝓧 : Type u_1} {p : Set (Set 𝓧)} (𝓚 : Type u_4) [IsEmpty 𝓚] (hp_empty : p) (s : Set 𝓧) :
      theorem MeasureTheory.IsPavingAnalyticFor.iInter {𝓧 : Type u_1} {p : Set (Set 𝓧)} {𝓚 : Type u_4} {s : Set 𝓧} (hs : ∀ (n : ), IsPavingAnalyticFor p (𝓚 n) (s n)) :
      IsPavingAnalyticFor p ((n : ) → 𝓚 n) (⋂ (n : ), s n)
      theorem MeasureTheory.IsPavingAnalytic.iInter {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} (hs : ∀ (n : ), IsPavingAnalytic p (s n)) :
      IsPavingAnalytic p (⋂ (n : ), s n)
      theorem MeasureTheory.IsPavingAnalyticFor.iUnion {𝓧 : Type u_1} {p : Set (Set 𝓧)} {𝓚 : Type u_4} {s : Set 𝓧} (hs : ∀ (n : ), IsPavingAnalyticFor p (𝓚 n) (s n)) :
      IsPavingAnalyticFor p ((n : ) × 𝓚 n) (⋃ (n : ), s n)
      theorem MeasureTheory.IsPavingAnalytic.iUnion {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} (hs : ∀ (n : ), IsPavingAnalytic p (s n)) :
      IsPavingAnalytic p (⋃ (n : ), s n)
      theorem MeasureTheory.IsPavingAnalyticFor.inter {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓚' : Type u_4} {t : Set 𝓧} (hs : IsPavingAnalyticFor p 𝓚 s) (ht : IsPavingAnalyticFor p 𝓚' t) :
      IsPavingAnalyticFor p (𝓚 × 𝓚') (s t)
      theorem MeasureTheory.IsPavingAnalytic.inter {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s t : Set 𝓧} (hs : IsPavingAnalytic p s) (ht : IsPavingAnalytic p t) :
      theorem MeasureTheory.IsPavingAnalyticFor.union {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓚' : Type u_4} {t : Set 𝓧} (hs : IsPavingAnalyticFor p 𝓚 s) (ht : IsPavingAnalyticFor p 𝓚' t) :
      IsPavingAnalyticFor p (𝓚 𝓚') (s t)
      theorem MeasureTheory.IsPavingAnalytic.union {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s t : Set 𝓧} (hs : IsPavingAnalytic p s) (ht : IsPavingAnalytic p t) :
      theorem MeasureTheory.isPavingAnalyticFor_of_mem_countableInfClosure_of_imp {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {p' : Set (Set 𝓧)} (hs : s countableInfClosure p') (hqp : xp', IsPavingAnalyticFor p 𝓚 x) :
      IsPavingAnalyticFor p (𝓚) s
      theorem MeasureTheory.isPavingAnalytic_of_mem_countableInfClosure_of_imp {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} {p' : Set (Set 𝓧)} (hs : s countableInfClosure p') (hqp : xp', IsPavingAnalytic p x) :
      theorem MeasureTheory.isPavingAnalyticFor_of_mem_countableSupClosure_of_imp {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {p' : Set (Set 𝓧)} (hs : s countableSupClosure p') (hqp : xp', IsPavingAnalyticFor p 𝓚 x) :
      IsPavingAnalyticFor p ((_ : ) × 𝓚) s
      theorem MeasureTheory.isPavingAnalytic_of_mem_countableSupClosure_of_imp {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} {p' : Set (Set 𝓧)} (hs : s countableSupClosure p') (hqp : xp', IsPavingAnalytic p x) :
      theorem MeasureTheory.IsPavingAnalyticFor.fst {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {q : Set (Set 𝓚)} {𝓚' : Type u_4} (hq_empty : q) (hq : IsCompactSystem q) {s : Set (𝓧 × 𝓚)} (hs : IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓚) => x1 ×ˢ x2) p q) 𝓚' s) :
      IsPavingAnalyticFor p (𝓚 × 𝓚') (Prod.fst '' s)

      The projection of an analytic set is analytic.

      theorem MeasureTheory.IsPavingAnalytic.fst {𝓧 : Type u_1} {p : Set (Set 𝓧)} {𝓚 : Type} [Nonempty 𝓚] {q : Set (Set 𝓚)} (hq_empty : q) (hq : IsCompactSystem q) {s : Set (𝓧 × 𝓚)} (hs : IsPavingAnalytic (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓚) => x1 ×ˢ x2) p q) s) :

      The projection of an analytic set is analytic.

      theorem MeasureTheory.IsPavingAnalyticFor.prod_left {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set 𝓨} (ht : r t) (hs : IsPavingAnalyticFor p 𝓚 s) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r p) 𝓚 (t ×ˢ s)
      theorem MeasureTheory.IsPavingAnalytic.prod_left {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set 𝓨} (ht : r t) (hs : IsPavingAnalytic p s) :
      IsPavingAnalytic (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r p) (t ×ˢ s)
      theorem MeasureTheory.IsPavingAnalyticFor.prod_right {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set 𝓨} (hs : IsPavingAnalyticFor p 𝓚 s) (ht : r t) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) p r) 𝓚 (s ×ˢ t)
      theorem MeasureTheory.IsPavingAnalytic.prod_right {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set 𝓨} (hs : IsPavingAnalytic p s) (ht : r t) :
      IsPavingAnalytic (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) p r) (s ×ˢ t)
      theorem MeasureTheory.isPavingAnalyticFor_of_image2_prod_isPavingAnalyticFor_left {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set (𝓨 × 𝓧)} (ht : t Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r (IsPavingAnalyticFor p 𝓚)) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r p) 𝓚 t
      theorem MeasureTheory.isPavingAnalytic_of_image2_prod_isPavingAnalytic_left {𝓧 : Type u_1} {p : Set (Set 𝓧)} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set (𝓨 × 𝓧)} (ht : t Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r (IsPavingAnalytic p)) :
      IsPavingAnalytic (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r p) t
      theorem MeasureTheory.isPavingAnalyticFor_of_image2_prod_isPavingAnalyticFor_right {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set (𝓧 × 𝓨)} (ht : t Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) (IsPavingAnalyticFor p 𝓚) r) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) p r) 𝓚 t
      theorem MeasureTheory.isPavingAnalytic_of_image2_prod_isPavingAnalytic_right {𝓧 : Type u_1} {p : Set (Set 𝓧)} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set (𝓧 × 𝓨)} (ht : t Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) (IsPavingAnalytic p) r) :
      IsPavingAnalytic (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) p r) t
      theorem MeasureTheory.isPavingAnalyticFor_of_mem_countableSupClosure_image2_prod_isPavingAnalyticFor_left {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set (𝓨 × 𝓧)} (ht : t countableSupClosure (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r (IsPavingAnalyticFor p 𝓚))) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r p) ((_ : ) × 𝓚) t
      theorem MeasureTheory.isPavingAnalyticFor_of_mem_countableSupClosure_image2_prod_isPavingAnalyticFor_right {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set (𝓧 × 𝓨)} (ht : t countableSupClosure (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) (IsPavingAnalyticFor p 𝓚) r)) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) p r) ((_ : ) × 𝓚) t
      theorem MeasureTheory.IsPavingAnalyticFor.prod_mem_countableSupClosure_left {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set 𝓨} (ht : t countableSupClosure r) (hs : IsPavingAnalyticFor p 𝓚 s) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r p) ((_ : ) × 𝓚) (t ×ˢ s)
      theorem MeasureTheory.IsPavingAnalyticFor.prod_mem_countableSupClosure_right {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set 𝓨} (hs : IsPavingAnalyticFor p 𝓚 s) (ht : t countableSupClosure r) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set 𝓨) => x1 ×ˢ x2) p r) ((_ : ) × 𝓚) (s ×ˢ t)
      theorem MeasureTheory.IsPavingAnalyticFor.prod {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓨 : Type u_4} {𝓚' : Type u_5} {r : Set 𝓨Prop} {t : Set 𝓨} (ht : IsPavingAnalyticFor r 𝓚' t) (hs : IsPavingAnalyticFor p 𝓚 s) :
      IsPavingAnalyticFor (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r p) (((_ : ) × 𝓚') × (_ : ) × 𝓚) (t ×ˢ s)
      theorem MeasureTheory.IsPavingAnalytic.prod {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} {𝓨 : Type u_4} {r : Set 𝓨Prop} {t : Set 𝓨} (ht : IsPavingAnalytic r t) (hs : IsPavingAnalytic p s) :
      IsPavingAnalytic (Set.image2 (fun (x1 : Set 𝓨) (x2 : Set 𝓧) => x1 ×ˢ x2) r p) (t ×ˢ s)
      theorem MeasureTheory.isPavingAnalyticFor_isPavingAnalyticFor {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} (hs : IsPavingAnalyticFor (IsPavingAnalyticFor p 𝓚) 𝓚 s) :
      IsPavingAnalyticFor p (𝓚 × ((_ : ) × 𝓚)) s
      theorem MeasureTheory.IsPavingAnalyticFor.inter_set {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} (hs : IsPavingAnalyticFor p 𝓚 s) (t : Set 𝓧) :
      IsPavingAnalyticFor {u : Set 𝓧 | vp, u = v t} 𝓚 (s t)
      theorem MeasureTheory.exists_isPavingAnalyticFor_of_inter_set {𝓧 : Type u_1} {𝓚 : Type u_3} {p : Set (Set 𝓧)} {s : Set 𝓧} (t : Set 𝓧) (hs : IsPavingAnalyticFor {u : Set 𝓧 | vp, u = v t} 𝓚 s) :
      ∃ (s' : Set 𝓧), IsPavingAnalyticFor p 𝓚 s' s = s' t
      theorem MeasureTheory.isPavingAnalytic_of_measurableSet_generateFrom {𝓧 : Type u_1} {p : Set (Set 𝓧)} {s : Set 𝓧} (hp_empty : p) (hp : sp, IsPavingAnalytic p s) (hs : MeasurableSet s) :
      theorem MeasureTheory.aux_Icc (l u : ) :
      (Set.Icc l u) countableSupClosure {t : Set | ∃ (a : ) (b : ), Set.Icc a b = t}
      theorem MeasureTheory.aux'_Icc {𝓧 : Type u_1} [MeasurableSpace 𝓧] (s : Set (𝓧 × )) (hs : s Set.image2 (fun (x1 : Set 𝓧) (x2 : Set ) => x1 ×ˢ x2) MeasurableSet {t : Set | ∃ (a : ) (b : ), Set.Icc a b = t}) :
      s countableSupClosure (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set ) => x1 ×ˢ x2) MeasurableSet {t : Set | ∃ (a : ) (b : ), Set.Icc a b = t})
      theorem MeasurableSet.isPavingAnalytic_image2_prod {𝓧 : Type u_1} {s : Set (𝓧 × )} {m𝓧 : MeasurableSpace 𝓧} (hs : MeasurableSet s) :
      MeasureTheory.IsPavingAnalytic (Set.image2 (fun (x1 : Set 𝓧) (x2 : Set ) => x1 ×ˢ x2) MeasurableSet {t : Set | ∃ (a : ) (b : ), Set.Icc a b = t}) s
      def MeasureTheory.IsMeasurableAnalyticFor {𝓧 : Type u_1} (𝓚 : Type u_4) [MeasurableSpace 𝓚] [MeasurableSpace 𝓧] (s : Set 𝓧) :

      A set s of a measurable space 𝓧 is measurably analytic for a measurable space 𝓚 if it is the projection of a measurable set of 𝓧 × 𝓚.

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        def MeasureTheory.IsMeasurableAnalytic {𝓧 : Type u_1} [MeasurableSpace 𝓧] (s : Set 𝓧) :

        A set s of a measurable space 𝓧 is measurably analytic if it is the projection of a measurable set of 𝓧 × ℝ.

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          theorem MeasureTheory.IsMeasurableAnalyticFor.isMeasurableAnalytic {𝓧 : Type u_1} {𝓚 : Type u_3} {s : Set 𝓧} {m𝓧 : MeasurableSpace 𝓧} {m𝓚 : MeasurableSpace 𝓚} [StandardBorelSpace 𝓚] (hs : IsMeasurableAnalyticFor 𝓚 s) :

          If a set is measurably analytic for any standard Borel space 𝓚, then it is measurably analytic for .