Documentation

KolmogorovExtension4.CompactSystem

noncomputable def IsCompactSystem.support {α : Type u_1} {p : Set α → Prop} {C : ℕ → Set α} (hp : IsCompactSystem p) (hC : ∀ (i : ℕ), p (C i)) (hC_empty : ⋂ (i : ℕ), C i = ∅) :

In a compact system, given a countable family with empty intersection, we choose a finite subfamily with empty intersection

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    theorem IsCompactSystem.iInter_eq_empty {α : Type u_1} {p : Set α → Prop} {C : ℕ → Set α} (hp : IsCompactSystem p) (hC : ∀ (i : ℕ), p (C i)) (hC_empty : ⋂ (i : ℕ), C i = ∅) :
    ⋂ (i : ℕ), ⋂ (_ : i ≤ hp.support hC hC_empty), C i = ∅

    We prove that the closedCompactCylinders are a compact system.

    def allProj {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) :
    Set ι

    All indices in ι that are constrained by the condition ∀ n, s n ∈ closedCompactCylinders α. That is, the union of all indices in the bases of the cylinders.

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      theorem subset_allProj {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (n : ℕ) :
      theorem exists_nat_proj {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (i : ι) (hi : i ∈ allProj hs) :
      noncomputable def indexProj {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (i : ↑(allProj hs)) :

      The smallest n such that i ∈ Js (hs n). That is, the first n such that i belongs to the finset defining the cylinder for s n.

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        theorem mem_indexProj {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (i : ↑(allProj hs)) :
        theorem indexProj_le {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (n : ℕ) (i : ↥(MeasureTheory.closedCompactCylinders.finset ⋯)) :
        indexProj hs ⟨↑i, ⋯⟩ ≤ n
        theorem surjective_proj_allProj {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} [∀ (i : ι), Nonempty (α i)] (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) :
        Function.Surjective fun (f : (i : ι) → α i) (i : ↑(allProj hs)) => f ↑i
        def projCylinder {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (n : ℕ) :
        Set ((i : ↑(allProj hs)) → α ↑i)

        Given a countable family of closed cylinders, consider one of them as depending only on the countably many coordinates that appear in all of them.

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          theorem mem_projCylinder {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (n : ℕ) (x : (i : ↑(allProj hs)) → α ↑i) :
          theorem preimage_projCylinder {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (n : ℕ) :
          (fun (f : (i : ι) → α i) (i : ↑(allProj hs)) => f ↑i) ⁻¹' projCylinder hs n = s n
          theorem nonempty_projCylinder {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (n : ℕ) (hs_nonempty : (s n).Nonempty) :
          theorem nonempty_projCylinder_iff {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} [∀ (i : ι), Nonempty (α i)] (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (n : ℕ) :
          theorem isClosed_projCylinder {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (hs_closed : ∀ (n : ℕ), IsClosed (MeasureTheory.closedCompactCylinders.set ⋯)) (n : ℕ) :
          def piCylinderSet {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) :
          Set ((i : ↑(allProj hs)) → α ↑i)

          Given countably many closed compact cylinders, the product set which, in each relevant coordinate, is the projection of the first cylinder for which this coordinate is relevant.

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          • One or more equations did not get rendered due to their size.
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            theorem mem_piCylinderSet {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (x : (i : ↑(allProj hs)) → α ↑i) :
            x ∈ piCylinderSet hs ↔ ∀ (i : ↑(allProj hs)), x i ∈ (fun (a : (j : ↥(MeasureTheory.closedCompactCylinders.finset ⋯)) → α ↑j) => a ⟨↑i, ⋯⟩) '' MeasureTheory.closedCompactCylinders.set ⋯
            theorem isCompact_piCylinderSet {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) :
            theorem piCylinderSet_eq_pi_univ {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) :
            piCylinderSet hs = Set.univ.pi fun (i : ↑(allProj hs)) => (fun (a : (j : ↥(MeasureTheory.closedCompactCylinders.finset ⋯)) → α ↑j) => a ⟨↑i, ⋯⟩) '' MeasureTheory.closedCompactCylinders.set ⋯
            theorem isClosed_piCylinderSet {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) :
            theorem nonempty_piCylinderSet {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (hs_nonempty : ∀ (i : ℕ), (s i).Nonempty) :
            theorem iInter_subset_piCylinderSet {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) :
            ⋂ (n : ℕ), projCylinder hs n ⊆ piCylinderSet hs
            theorem nonempty_iInter_projCylinder_inter_piCylinderSet {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (hs_nonempty : ∀ (i : ℕ), (s i).Nonempty) (h_nonempty : ∀ (n : ℕ), (⋂ (i : ℕ), ⋂ (_ : i ≤ n), projCylinder hs i).Nonempty) (n : ℕ) :
            ((⋂ (i : ℕ), ⋂ (_ : i ≤ n), projCylinder hs i) ∩ piCylinderSet hs).Nonempty
            theorem nonempty_iInter_projCylinder {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (hs_nonempty : ∀ (i : ℕ), (s i).Nonempty) (h_nonempty : ∀ (n : ℕ), (⋂ (i : ℕ), ⋂ (_ : i ≤ n), projCylinder hs i).Nonempty) :
            (⋂ (i : ℕ), projCylinder hs i).Nonempty
            theorem exists_finset_iInter_projCylinder_eq_empty {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {s : ℕ → Set ((i : ι) → α i)} [∀ (i : ι), Nonempty (α i)] (hs : ∀ (n : ℕ), s n ∈ MeasureTheory.closedCompactCylinders α) (h : ⋂ (n : ℕ), projCylinder hs n = ∅) :
            ∃ (t : Finset ℕ), ⋂ i ∈ t, projCylinder hs i = ∅

            The closedCompactCylinders are a compact system.