This file contains the definitions and some theorems about t-approximable sets, which are needed in the proof of the Debut Theorem.
šā(t) is the collection of subsets of [0, t] Ć Ī© of the form A Ć C, where A is
compact and C is (f t)-measurable.
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If B ā šā(t), then its projetion over Ī© is (f t)-measurable.
šā(t) is closed under intersection.
š(t) is the collection of finite unions of sets in šā(t).
- base {T : Type u_1} {Ī© : Type u_2} {mĪ© : MeasurableSpace Ī©} [Preorder T] [TopologicalSpace T] {š : Filtration T mĪ©} {t : T} (B : Set (T Ć Ī©)) (hB : B ā šā š t) : š š t B
- union {T : Type u_1} {Ī© : Type u_2} {mĪ© : MeasurableSpace Ī©} [Preorder T] [TopologicalSpace T] {š : Filtration T mĪ©} {t : T} (B B' : Set (T Ć Ī©)) (hB : B ā š š t) (hB' : B' ā š š t) : š š t (B āŖ B')
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š(t) is closed under union.
If B ā š(t), then its projection over Ī© is (f t)-measurable.
š(t) is closed under intersection.
šĪ“(t) is the collection of countable intersections of sets in š(t).
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š(t) ā šĪ“(t).
šĪ“(t) is closed under union.
šĪ“(t) is closed under intersection.
šĪ“(t) is closed under countable intersections.
In šĪ“, the projection over Ī© and countable descending intersections commute.
If B ā šĪ“(t), then its projetion over Ī© is (š t)-measurable.
šā(X) is the collection of sets of the form A ĆĖ¢ B, where A : Set X is compact and
B ā š š t.
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šā(X) is the collection of finite unions of sets in šā(X).
- base {T : Type u_1} {Ī© : Type u_2} {mĪ© : MeasurableSpace Ī©} [Preorder T] [TopologicalSpace T] {X : Type u_3} [TopologicalSpace X] {š : Filtration T mĪ©} {t : T} {L : Set (X Ć T Ć Ī©)} (hL : L ā šā X š t) : šā X š t L
- union {T : Type u_1} {Ī© : Type u_2} {mĪ© : MeasurableSpace Ī©} [Preorder T] [TopologicalSpace T] {X : Type u_3} [TopologicalSpace X] {š : Filtration T mĪ©} {t : T} {L L' : Set (X Ć T Ć Ī©)} (hL : L ā šā X š t) (hL' : L' ā šā X š t) : šā X š t (L āŖ L')
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š(X) is the collection of intersections of countable decreasing sequences in šā(X).
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šĻ(X) is the collection of unions of countable increasing sequences in š(X).
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šĻĪ“(X) is the collection of intersections of countable decreasing sequences in šĻ(X).
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If A is measurable with respect to the product sigma algebra of the Borel sigma algebra on
T and š t, then there exists a compact Hausdorff space X and a set B ā šĻĪ“ X š t such that
A is the projection of B on T Ć Ī©.
An approximation of A ā Set.Iic t ĆĖ¢ .univ is a sequence of sets B ε ā A for every ε > 0
such that B ε ā šĪ“ š t, and the projection of B ε on Ī© approximates A in measure
as ε tends to 0.
The approximating sets.
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A set A ā šĪ“(t) is approximable (the approximation is the set itself).
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- MeasureTheory.Approximation.of_mem_šĪ“ P hA = { B := fun (x : ENNReal) => A, A_subset := āÆ, B_mem := āÆ, B_subset_A := āÆ, le := ⯠}
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Given an approximation š, then š.B' n is the union of B 1, B (1/2), ..., B (1/n).
This gives us an increasing approximating sequence.
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- š.B' n = ā m ā Finset.Icc 1 n, š.B (1 / ām)
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If there exists an approximation of A, then the projection of A over Ī© is measurable
with respect to š t.
If A is measurable with respect to the product sigma algebra of the Borel sigma algebra on
T and š t, then it is approximable.
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- MeasureTheory.Approximation.of_mem_prod_borel P hA_subs hA = { B := sorry, A_subset := āÆ, B_mem := āÆ, B_subset_A := āÆ, le := ⯠}