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Theorem List for Metamath Proof Explorer - 30201-30300   *Has distinct variable group(s)
TypeLabelDescription
Statement
 
20.3.16.2  Generated sigma-Algebra
 
Syntaxcsigagen 30201 Extend class notation to include the sigma-algebra generator.
 class sigaGen
 
Definitiondf-sigagen 30202* Define the sigma-algebra generated by a given collection of sets as the intersection of all sigma-algebra containing that set. (Contributed by Thierry Arnoux, 27-Dec-2016.)
 |- sigaGen  =  ( x  e.  _V  |->  |^| { s  e.  (sigAlgebra `  U. x )  |  x  C_  s } )
 
Theoremsigagenval 30203* Value of the generated sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
 |-  ( A  e.  V  ->  (sigaGen `  A )  =  |^| { s  e.  (sigAlgebra `  U. A )  |  A  C_  s } )
 
Theoremsigagensiga 30204 A generated sigma-algebra is a sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
 |-  ( A  e.  V  ->  (sigaGen `  A )  e.  (sigAlgebra ` 
 U. A ) )
 
Theoremsgsiga 30205 A generated sigma-algebra is a sigma-algebra. (Contributed by Thierry Arnoux, 30-Jan-2017.)
 |-  ( ph  ->  A  e.  V )   =>    |-  ( ph  ->  (sigaGen `  A )  e.  U. ran sigAlgebra )
 
Theoremunisg 30206 The sigma-algebra generated by a collection  A is a sigma-algebra on  U. A. (Contributed by Thierry Arnoux, 27-Dec-2016.)
 |-  ( A  e.  V  ->  U. (sigaGen `  A )  =  U. A )
 
Theoremdmsigagen 30207 A sigma-algebra can be generated from any set. (Contributed by Thierry Arnoux, 21-Jan-2017.)
 |-  dom sigaGen  =  _V
 
Theoremsssigagen 30208 A set is a subset of the sigma-algebra it generates. (Contributed by Thierry Arnoux, 24-Jan-2017.)
 |-  ( A  e.  V  ->  A 
 C_  (sigaGen `  A )
 )
 
Theoremsssigagen2 30209 A subset of the generating set is also a subset of the generated sigma-algebra. (Contributed by Thierry Arnoux, 22-Sep-2017.)
 |-  (
 ( A  e.  V  /\  B  C_  A )  ->  B  C_  (sigaGen `  A ) )
 
Theoremelsigagen 30210 Any element of a set is also an element of the sigma-algebra that set generates. (Contributed by Thierry Arnoux, 27-Mar-2017.)
 |-  (
 ( A  e.  V  /\  B  e.  A ) 
 ->  B  e.  (sigaGen `  A ) )
 
Theoremelsigagen2 30211 Any countable union of elements of a set is also in the sigma-algebra that set generates. (Contributed by Thierry Arnoux, 17-Sep-2017.)
 |-  (
 ( A  e.  V  /\  B  C_  A  /\  B 
 ~<_  om )  ->  U. B  e.  (sigaGen `  A )
 )
 
Theoremsigagenss 30212 The generated sigma-algebra is a subset of all sigma-algebras containing the generating set, i.e. the generated sigma-algebra is the smallest sigma-algebra containing the generating set, here  A. (Contributed by Thierry Arnoux, 4-Jun-2017.)
 |-  (
 ( S  e.  (sigAlgebra ` 
 U. A )  /\  A  C_  S )  ->  (sigaGen `  A )  C_  S )
 
Theoremsigagenss2 30213 Sufficient condition for inclusion of sigma-algebras. This is used to prove equality of sigma-algebras. (Contributed by Thierry Arnoux, 10-Oct-2017.)
 |-  (
 ( U. A  =  U. B  /\  A  C_  (sigaGen `  B )  /\  B  e.  V )  ->  (sigaGen `  A )  C_  (sigaGen `  B ) )
 
Theoremsigagenid 30214 The sigma-algebra generated by a sigma-algebra is itself. (Contributed by Thierry Arnoux, 4-Jun-2017.)
 |-  ( S  e.  U. ran sigAlgebra  ->  (sigaGen `  S )  =  S )
 
20.3.16.3  lambda and pi-Systems, Rings of Sets

Because they are not widely used outside of measure theory, we don't introduce specific definitions for lambda- and pi-systems. Instead, we are defining  P and  L respectively as the classes of pi- and lambda-systems in  O throughout this section.

 
Theoremispisys 30215* The property of being a pi-system. (Contributed by Thierry Arnoux, 10-Jun-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   =>    |-  ( S  e.  P  <->  ( S  e.  ~P ~P O  /\  ( fi `  S )  C_  S ) )
 
Theoremispisys2 30216* The property of being a pi-system, expanded version. Pi-systems are closed under finite intersections. (Contributed by Thierry Arnoux, 13-Jun-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   =>    |-  ( S  e.  P  <->  ( S  e.  ~P ~P O  /\  A. x  e.  ( ( ~P S  i^i  Fin )  \  { (/)
 } ) |^| x  e.  S ) )
 
Theoreminelpisys 30217* Pi-systems are closed under pairwise intersections. (Contributed by Thierry Arnoux, 6-Jul-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   =>    |-  ( ( S  e.  P  /\  A  e.  S  /\  B  e.  S ) 
 ->  ( A  i^i  B )  e.  S )
 
Theoremsigapisys 30218* All sigma-algebras are pi-systems. (Contributed by Thierry Arnoux, 13-Jun-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   =>    |-  (sigAlgebra `  O )  C_  P
 
Theoremisldsys 30219* The property of being a lambda-system or Dynkin system. Lambda-systems contain the empty set, are closed under complement, and closed under countable disjoint union. (Contributed by Thierry Arnoux, 13-Jun-2020.)
 |-  L  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s ( ( x  ~<_  om  /\ Disj  y  e.  x  y )  ->  U. x  e.  s
 ) ) }   =>    |-  ( S  e.  L 
 <->  ( S  e.  ~P ~P O  /\  ( (/)  e.  S  /\  A. x  e.  S  ( O  \  x )  e.  S  /\  A. x  e.  ~P  S ( ( x  ~<_ 
 om  /\ Disj  y  e.  x  y )  ->  U. x  e.  S ) ) ) )
 
Theorempwldsys 30220* The power set of the universe set 
O is always a lambda-system. (Contributed by Thierry Arnoux, 21-Jun-2020.)
 |-  L  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s ( ( x  ~<_  om  /\ Disj  y  e.  x  y )  ->  U. x  e.  s
 ) ) }   =>    |-  ( O  e.  V  ->  ~P O  e.  L )
 
Theoremunelldsys 30221* Lambda-systems are closed under disjoint set unions. (Contributed by Thierry Arnoux, 21-Jun-2020.)
 |-  L  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s ( ( x  ~<_  om  /\ Disj  y  e.  x  y )  ->  U. x  e.  s
 ) ) }   &    |-  ( ph  ->  S  e.  L )   &    |-  ( ph  ->  A  e.  S )   &    |-  ( ph  ->  B  e.  S )   &    |-  ( ph  ->  ( A  i^i  B )  =  (/) )   =>    |-  ( ph  ->  ( A  u.  B )  e.  S )
 
Theoremsigaldsys 30222* All sigma-algebras are lambda-systems. (Contributed by Thierry Arnoux, 13-Jun-2020.)
 |-  L  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s ( ( x  ~<_  om  /\ Disj  y  e.  x  y )  ->  U. x  e.  s
 ) ) }   =>    |-  (sigAlgebra `  O )  C_  L
 
Theoremldsysgenld 30223* The intersection of all lambda-systems containing a given collection of sets  A, which is called the lambda-system generated by  A, is itself also a lambda-system. (Contributed by Thierry Arnoux, 16-Jun-2020.)
 |-  L  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s ( ( x  ~<_  om  /\ Disj  y  e.  x  y )  ->  U. x  e.  s
 ) ) }   &    |-  ( ph  ->  O  e.  V )   &    |-  ( ph  ->  A  C_ 
 ~P O )   =>    |-  ( ph  ->  |^|
 { t  e.  L  |  A  C_  t }  e.  L )
 
Theoremsigapildsyslem 30224* Lemma for sigapildsys 30225. (Contributed by Thierry Arnoux, 13-Jun-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   &    |-  L  =  {
 s  e.  ~P ~P O  |  ( (/)  e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s
 ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  U. x  e.  s ) ) }   &    |-  F/ n ph   &    |-  ( ph  ->  t  e.  ( P  i^i  L ) )   &    |-  ( ph  ->  A  e.  t )   &    |-  ( ph  ->  N  e.  Fin )   &    |-  ( ( ph  /\  n  e.  N )  ->  B  e.  t )   =>    |-  ( ph  ->  ( A  \  U_ n  e.  N  B )  e.  t )
 
Theoremsigapildsys 30225* Sigma-algebra are exactly classes which are both lambda and pi-systems. (Contributed by Thierry Arnoux, 13-Jun-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   &    |-  L  =  {
 s  e.  ~P ~P O  |  ( (/)  e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s
 ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  U. x  e.  s ) ) }   =>    |-  (sigAlgebra `  O )  =  ( P  i^i  L )
 
Theoremldgenpisyslem1 30226* Lemma for ldgenpisys 30229. (Contributed by Thierry Arnoux, 29-Jun-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   &    |-  L  =  {
 s  e.  ~P ~P O  |  ( (/)  e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s
 ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  U. x  e.  s ) ) }   &    |-  ( ph  ->  O  e.  V )   &    |-  E  =  |^| { t  e.  L  |  T  C_  t }   &    |-  ( ph  ->  T  e.  P )   &    |-  ( ph  ->  A  e.  E )   =>    |-  ( ph  ->  { b  e.  ~P O  |  ( A  i^i  b )  e.  E }  e.  L )
 
Theoremldgenpisyslem2 30227* Lemma for ldgenpisys 30229. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   &    |-  L  =  {
 s  e.  ~P ~P O  |  ( (/)  e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s
 ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  U. x  e.  s ) ) }   &    |-  ( ph  ->  O  e.  V )   &    |-  E  =  |^| { t  e.  L  |  T  C_  t }   &    |-  ( ph  ->  T  e.  P )   &    |-  ( ph  ->  A  e.  E )   &    |-  ( ph  ->  T  C_ 
 { b  e.  ~P O  |  ( A  i^i  b )  e.  E } )   =>    |-  ( ph  ->  E  C_ 
 { b  e.  ~P O  |  ( A  i^i  b )  e.  E } )
 
Theoremldgenpisyslem3 30228* Lemma for ldgenpisys 30229. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   &    |-  L  =  {
 s  e.  ~P ~P O  |  ( (/)  e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s
 ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  U. x  e.  s ) ) }   &    |-  ( ph  ->  O  e.  V )   &    |-  E  =  |^| { t  e.  L  |  T  C_  t }   &    |-  ( ph  ->  T  e.  P )   &    |-  ( ph  ->  A  e.  T )   =>    |-  ( ph  ->  E  C_ 
 { b  e.  ~P O  |  ( A  i^i  b )  e.  E } )
 
Theoremldgenpisys 30229* The lambda system  E generated by a pi-system  T is also a pi-system. (Contributed by Thierry Arnoux, 18-Jun-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   &    |-  L  =  {
 s  e.  ~P ~P O  |  ( (/)  e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s
 ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  U. x  e.  s ) ) }   &    |-  ( ph  ->  O  e.  V )   &    |-  E  =  |^| { t  e.  L  |  T  C_  t }   &    |-  ( ph  ->  T  e.  P )   =>    |-  ( ph  ->  E  e.  P )
 
Theoremdynkin 30230* Dynkin's lambda-pi theorem: if a lambda-system contains a pi-system, it also contains the sigma-algebra generated by that pi-system. (Contributed by Thierry Arnoux, 16-Jun-2020.)
 |-  P  =  { s  e.  ~P ~P O  |  ( fi `  s )  C_  s }   &    |-  L  =  {
 s  e.  ~P ~P O  |  ( (/)  e.  s  /\  A. x  e.  s  ( O  \  x )  e.  s  /\  A. x  e.  ~P  s
 ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  U. x  e.  s ) ) }   &    |-  ( ph  ->  O  e.  V )   &    |-  ( ph  ->  S  e.  L )   &    |-  ( ph  ->  T  e.  P )   &    |-  ( ph  ->  T  C_  S )   =>    |-  ( ph  ->  |^| { u  e.  (sigAlgebra `  O )  |  T  C_  u }  C_  S )
 
Theoremisros 30231* The property of being a rings of sets, i.e. containing the empty set, and closed under finite union and set complement. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  Q  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  u.  y
 )  e.  s  /\  ( x  \  y )  e.  s ) ) }   =>    |-  ( S  e.  Q  <->  ( S  e.  ~P ~P O  /\  (/)  e.  S  /\  A. u  e.  S  A. v  e.  S  (
 ( u  u.  v
 )  e.  S  /\  ( u  \  v )  e.  S ) ) )
 
Theoremrossspw 30232* A ring of sets is a collection of subsets of  O. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  Q  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  u.  y
 )  e.  s  /\  ( x  \  y )  e.  s ) ) }   =>    |-  ( S  e.  Q  ->  S  C_  ~P O )
 
Theorem0elros 30233* A ring of sets contains the empty set. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  Q  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  u.  y
 )  e.  s  /\  ( x  \  y )  e.  s ) ) }   =>    |-  ( S  e.  Q  -> 
 (/)  e.  S )
 
Theoremunelros 30234* A ring of sets is closed under union. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  Q  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  u.  y
 )  e.  s  /\  ( x  \  y )  e.  s ) ) }   =>    |-  ( ( S  e.  Q  /\  A  e.  S  /\  B  e.  S ) 
 ->  ( A  u.  B )  e.  S )
 
Theoremdifelros 30235* A ring of sets is closed under set complement. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  Q  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  u.  y
 )  e.  s  /\  ( x  \  y )  e.  s ) ) }   =>    |-  ( ( S  e.  Q  /\  A  e.  S  /\  B  e.  S ) 
 ->  ( A  \  B )  e.  S )
 
Theoreminelros 30236* A ring of sets is closed under intersection. (Contributed by Thierry Arnoux, 19-Jul-2020.)
 |-  Q  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  u.  y
 )  e.  s  /\  ( x  \  y )  e.  s ) ) }   =>    |-  ( ( S  e.  Q  /\  A  e.  S  /\  B  e.  S ) 
 ->  ( A  i^i  B )  e.  S )
 
Theoremfiunelros 30237* A ring of sets is closed under finite union. (Contributed by Thierry Arnoux, 19-Jul-2020.)
 |-  Q  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  u.  y
 )  e.  s  /\  ( x  \  y )  e.  s ) ) }   &    |-  ( ph  ->  S  e.  Q )   &    |-  ( ph  ->  N  e.  NN )   &    |-  ( ( ph  /\  k  e.  ( 1..^ N ) )  ->  B  e.  S )   =>    |-  ( ph  ->  U_ k  e.  ( 1..^ N ) B  e.  S )
 
Theoremissros 30238* The property of being a semi-rings of sets, i.e. collections of sets containing the empty set, closed under finite intersection, and where complements can be written as finite disjoint unions. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  N  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  i^i  y
 )  e.  s  /\  E. z  e.  ~P  s
 ( z  e.  Fin  /\ Disj  t  e.  z  t  /\  ( x  \  y )  =  U. z ) ) ) }   =>    |-  ( S  e.  N 
 <->  ( S  e.  ~P ~P O  /\  (/)  e.  S  /\  A. x  e.  S  A. y  e.  S  ( ( x  i^i  y
 )  e.  S  /\  E. z  e.  ~P  S ( z  e.  Fin  /\ Disj  t  e.  z  t  /\  ( x  \  y )  =  U. z ) ) ) )
 
Theoremsrossspw 30239* A semi-ring of sets is a collection of subsets of  O. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  N  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  i^i  y
 )  e.  s  /\  E. z  e.  ~P  s
 ( z  e.  Fin  /\ Disj  t  e.  z  t  /\  ( x  \  y )  =  U. z ) ) ) }   =>    |-  ( S  e.  N  ->  S  C_  ~P O )
 
Theorem0elsros 30240* A semi-ring of sets contains the empty set. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  N  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  i^i  y
 )  e.  s  /\  E. z  e.  ~P  s
 ( z  e.  Fin  /\ Disj  t  e.  z  t  /\  ( x  \  y )  =  U. z ) ) ) }   =>    |-  ( S  e.  N  ->  (/)  e.  S )
 
Theoreminelsros 30241* A semi-ring of sets is closed under union. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  N  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  i^i  y
 )  e.  s  /\  E. z  e.  ~P  s
 ( z  e.  Fin  /\ Disj  t  e.  z  t  /\  ( x  \  y )  =  U. z ) ) ) }   =>    |-  ( ( S  e.  N  /\  A  e.  S  /\  B  e.  S )  ->  ( A  i^i  B )  e.  S )
 
Theoremdiffiunisros 30242* In semiring of sets, complements can be written as finite disjoint unions. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  N  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  i^i  y
 )  e.  s  /\  E. z  e.  ~P  s
 ( z  e.  Fin  /\ Disj  t  e.  z  t  /\  ( x  \  y )  =  U. z ) ) ) }   =>    |-  ( ( S  e.  N  /\  A  e.  S  /\  B  e.  S )  ->  E. z  e.  ~P  S ( z  e.  Fin  /\ Disj  t  e.  z  t  /\  ( A  \  B )  = 
 U. z ) )
 
Theoremrossros 30243* Rings of sets are semi-rings of sets. (Contributed by Thierry Arnoux, 18-Jul-2020.)
 |-  Q  =  { s  e.  ~P ~P O  |  ( (/) 
 e.  s  /\  A. x  e.  s  A. y  e.  s  (
 ( x  u.  y
 )  e.  s  /\  ( x  \  y )  e.  s ) ) }   &    |-  N  =  {
 s  e.  ~P ~P O  |  ( (/)  e.  s  /\  A. x  e.  s  A. y  e.  s  ( ( x  i^i  y )  e.  s  /\  E. z  e.  ~P  s ( z  e. 
 Fin  /\ Disj  t  e.  z  t 
 /\  ( x  \  y )  =  U. z ) ) ) }   =>    |-  ( S  e.  Q  ->  S  e.  N )
 
20.3.16.4  The Borel algebra on the real numbers
 
Syntaxcbrsiga 30244 The Borel Algebra on real numbers, usually a gothic B
 class 𝔅
 
Definitiondf-brsiga 30245 A Borel Algebra is defined as a sigma-algebra generated by a topology. 'The' Borel sigma-algebra here refers to the sigma-algebra generated by the topology of open intervals on real numbers. The Borel algebra of a given topology  J is the sigma-algebra generated by 
J,  (sigaGen `  J
), so there is no need to introduce a special constant function for Borel sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
 |- 𝔅  =  (sigaGen `  ( topGen `
  ran  (,) ) )
 
Theorembrsiga 30246 The Borel Algebra on real numbers is a Borel sigma-algebra. (Contributed by Thierry Arnoux, 27-Dec-2016.)
 |- 𝔅  e.  (sigaGen " Top )
 
Theorembrsigarn 30247 The Borel Algebra is a sigma-algebra on the real numbers. (Contributed by Thierry Arnoux, 27-Dec-2016.)
 |- 𝔅  e.  (sigAlgebra `  RR )
 
Theorembrsigasspwrn 30248 The Borel Algebra is a set of subsets of the real numbers. (Contributed by Thierry Arnoux, 19-Jan-2017.)
 |- 𝔅 
 C_  ~P RR
 
Theoremunibrsiga 30249 The union of the Borel Algebra is the set of real numbers. (Contributed by Thierry Arnoux, 21-Jan-2017.)
 |-  U.𝔅  =  RR
 
Theoremcldssbrsiga 30250 A Borel Algebra contains all closed sets of its base topology. (Contributed by Thierry Arnoux, 27-Mar-2017.)
 |-  ( J  e.  Top  ->  ( Clsd `  J )  C_  (sigaGen `  J ) )
 
20.3.16.5  Product Sigma-Algebra
 
Syntaxcsx 30251 Extend class notation with the product sigma-algebra operation.
 class ×s
 
Definitiondf-sx 30252* Define the product sigma-algebra operation, analogous to df-tx 21365. (Contributed by Thierry Arnoux, 1-Jun-2017.)
 |- ×s  =  (
 s  e.  _V ,  t  e.  _V  |->  (sigaGen `  ran  ( x  e.  s ,  y  e.  t  |->  ( x  X.  y
 ) ) ) )
 
Theoremsxval 30253* Value of the product sigma-algebra operation. (Contributed by Thierry Arnoux, 1-Jun-2017.)
 |-  A  =  ran  ( x  e.  S ,  y  e.  T  |->  ( x  X.  y ) )   =>    |-  ( ( S  e.  V  /\  T  e.  W )  ->  ( S ×s  T )  =  (sigaGen `  A ) )
 
Theoremsxsiga 30254 A product sigma-algebra is a sigma-algebra. (Contributed by Thierry Arnoux, 1-Jun-2017.)
 |-  (
 ( S  e.  U. ran sigAlgebra  /\  T  e.  U. ran sigAlgebra ) 
 ->  ( S ×s  T )  e.  U. ran sigAlgebra )
 
Theoremsxsigon 30255 A product sigma-algebra is a sigma-algebra on the product of the bases. (Contributed by Thierry Arnoux, 1-Jun-2017.)
 |-  (
 ( S  e.  U. ran sigAlgebra  /\  T  e.  U. ran sigAlgebra ) 
 ->  ( S ×s  T )  e.  (sigAlgebra `  ( U. S  X.  U. T ) ) )
 
Theoremsxuni 30256 The base set of a product sigma-algebra. (Contributed by Thierry Arnoux, 1-Jun-2017.)
 |-  (
 ( S  e.  U. ran sigAlgebra  /\  T  e.  U. ran sigAlgebra ) 
 ->  ( U. S  X.  U. T )  =  U. ( S ×s  T ) )
 
Theoremelsx 30257 The cartesian product of two open sets is an element of the product sigma-algebra. (Contributed by Thierry Arnoux, 3-Jun-2017.)
 |-  (
 ( ( S  e.  V  /\  T  e.  W )  /\  ( A  e.  S  /\  B  e.  T ) )  ->  ( A  X.  B )  e.  ( S ×s  T ) )
 
20.3.16.6  Measures
 
Syntaxcmeas 30258 Extend class notation to include the class of measures.
 class measures
 
Definitiondf-meas 30259* Define a measure as a nonnegative countably additive function over a sigma-algebra onto  ( 0 [,] +oo ). (Contributed by Thierry Arnoux, 10-Sep-2016.)
 |- measures  =  ( s  e.  U. ran sigAlgebra  |->  { m  |  ( m : s --> ( 0 [,] +oo )  /\  ( m `  (/) )  =  0 
 /\  A. x  e.  ~P  s ( ( x  ~<_ 
 om  /\ Disj  y  e.  x  y )  ->  ( m `
  U. x )  = Σ* y  e.  x ( m `
  y ) ) ) } )
 
Theoremmeasbase 30260 The base set of a measure is a sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.)
 |-  ( M  e.  (measures `  S )  ->  S  e.  U. ran sigAlgebra )
 
Theoremmeasval 30261* The value of the measures function applied on a sigma-algebra. (Contributed by Thierry Arnoux, 17-Oct-2016.)
 |-  ( S  e.  U. ran sigAlgebra  ->  (measures `  S )  =  { m  |  ( m : S --> ( 0 [,] +oo )  /\  ( m `
  (/) )  =  0 
 /\  A. x  e.  ~P  S ( ( x  ~<_ 
 om  /\ Disj  y  e.  x  y )  ->  ( m `
  U. x )  = Σ* y  e.  x ( m `
  y ) ) ) } )
 
Theoremismeas 30262* The property of being a measure. (Contributed by Thierry Arnoux, 10-Sep-2016.) (Revised by Thierry Arnoux, 19-Oct-2016.)
 |-  ( S  e.  U. ran sigAlgebra  ->  ( M  e.  (measures `  S ) 
 <->  ( M : S --> ( 0 [,] +oo )  /\  ( M `  (/) )  =  0  /\  A. x  e.  ~P  S ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  ( M ` 
 U. x )  = Σ* y  e.  x ( M `
  y ) ) ) ) )
 
Theoremisrnmeas 30263* The property of being a measure on an undefined base sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.)
 |-  ( M  e.  U. ran measures  ->  ( dom  M  e.  U. ran sigAlgebra  /\  ( M : dom  M --> ( 0 [,] +oo )  /\  ( M `  (/) )  =  0  /\  A. x  e.  ~P  dom  M ( ( x  ~<_  om 
 /\ Disj  y  e.  x  y )  ->  ( M ` 
 U. x )  = Σ* y  e.  x ( M `
  y ) ) ) ) )
 
Theoremdmmeas 30264 The domain of a measure is a sigma-algebra. (Contributed by Thierry Arnoux, 19-Feb-2018.)
 |-  ( M  e.  U. ran measures  ->  dom  M  e.  U. ran sigAlgebra )
 
Theoremmeasbasedom 30265 The base set of a measure is its domain. (Contributed by Thierry Arnoux, 25-Dec-2016.)
 |-  ( M  e.  U. ran measures  <->  M  e.  (measures ` 
 dom  M ) )
 
Theoremmeasfrge0 30266 A measure is a function over its base to the positive extended reals. (Contributed by Thierry Arnoux, 26-Dec-2016.)
 |-  ( M  e.  (measures `  S )  ->  M : S --> ( 0 [,] +oo ) )
 
Theoremmeasfn 30267 A measure is a function on its base sigma-algebra. (Contributed by Thierry Arnoux, 13-Feb-2017.)
 |-  ( M  e.  (measures `  S )  ->  M  Fn  S )
 
Theoremmeasvxrge0 30268 The values of a measure are positive extended reals. (Contributed by Thierry Arnoux, 26-Dec-2016.)
 |-  (
 ( M  e.  (measures `  S )  /\  A  e.  S )  ->  ( M `  A )  e.  ( 0 [,] +oo ) )
 
Theoremmeasvnul 30269 The measure of the empty set is always zero. (Contributed by Thierry Arnoux, 26-Dec-2016.)
 |-  ( M  e.  (measures `  S )  ->  ( M `  (/) )  =  0 )
 
Theoremmeasge0 30270 A measure is nonnegative. (Contributed by Thierry Arnoux, 9-Mar-2018.)
 |-  (
 ( M  e.  (measures `  S )  /\  A  e.  S )  ->  0  <_  ( M `  A ) )
 
Theoremmeasle0 30271 If the measure of a given set is bounded by zero, it is zero. (Contributed by Thierry Arnoux, 20-Oct-2017.)
 |-  (
 ( M  e.  (measures `  S )  /\  A  e.  S  /\  ( M `
  A )  <_ 
 0 )  ->  ( M `  A )  =  0 )
 
Theoremmeasvun 30272* The measure of a countable disjoint union is the sum of the measures. (Contributed by Thierry Arnoux, 26-Dec-2016.)
 |-  (
 ( M  e.  (measures `  S )  /\  A  e.  ~P S  /\  ( A 
 ~<_  om  /\ Disj  x  e.  A  x ) )  ->  ( M `  U. A )  = Σ* x  e.  A ( M `  x ) )
 
Theoremmeasxun2 30273 The measure the union of two complementary sets is the sum of their measures. (Contributed by Thierry Arnoux, 10-Mar-2017.)
 |-  (
 ( M  e.  (measures `  S )  /\  ( A  e.  S  /\  B  e.  S )  /\  B  C_  A )  ->  ( M `  A )  =  ( ( M `  B ) +e ( M `  ( A  \  B ) ) ) )
 
Theoremmeasun 30274 The measure the union of two disjoint sets is the sum of their measures. (Contributed by Thierry Arnoux, 10-Mar-2017.)
 |-  (
 ( M  e.  (measures `  S )  /\  ( A  e.  S  /\  B  e.  S )  /\  ( A  i^i  B )  =  (/) )  ->  ( M `  ( A  u.  B ) )  =  ( ( M `
  A ) +e ( M `  B ) ) )
 
Theoremmeasvunilem 30275* Lemma for measvuni 30277. (Contributed by Thierry Arnoux, 7-Feb-2017.) (Revised by Thierry Arnoux, 19-Feb-2017.) (Revised by Thierry Arnoux, 6-Mar-2017.)
 |-  F/_ x A   =>    |-  ( ( M  e.  (measures `  S )  /\  A. x  e.  A  B  e.  ( S  \  { (/)
 } )  /\  ( A 
 ~<_  om  /\ Disj  x  e.  A  B ) )  ->  ( M `  U_ x  e.  A  B )  = Σ* x  e.  A ( M `
  B ) )
 
Theoremmeasvunilem0 30276* Lemma for measvuni 30277. (Contributed by Thierry Arnoux, 6-Mar-2017.)
 |-  F/_ x A   =>    |-  ( ( M  e.  (measures `  S )  /\  A. x  e.  A  B  e.  { (/) }  /\  ( A 
 ~<_  om  /\ Disj  x  e.  A  B ) )  ->  ( M `  U_ x  e.  A  B )  = Σ* x  e.  A ( M `
  B ) )
 
Theoremmeasvuni 30277* The measure of a countable disjoint union is the sum of the measures. This theorem uses a collection rather than a set of subsets of  S. (Contributed by Thierry Arnoux, 7-Mar-2017.)
 |-  (
 ( M  e.  (measures `  S )  /\  A. x  e.  A  B  e.  S  /\  ( A  ~<_ 
 om  /\ Disj  x  e.  A  B ) )  ->  ( M `  U_ x  e.  A  B )  = Σ* x  e.  A ( M `
  B ) )
 
Theoremmeasssd 30278 A measure is monotone with respect to set inclusion. (Contributed by Thierry Arnoux, 28-Dec-2016.)
 |-  ( ph  ->  M  e.  (measures `  S ) )   &    |-  ( ph  ->  A  e.  S )   &    |-  ( ph  ->  B  e.  S )   &    |-  ( ph  ->  A 
 C_  B )   =>    |-  ( ph  ->  ( M `  A ) 
 <_  ( M `  B ) )
 
Theoremmeasunl 30279 A measure is sub-additive with respect to union. (Contributed by Thierry Arnoux, 20-Oct-2017.)
 |-  ( ph  ->  M  e.  (measures `  S ) )   &    |-  ( ph  ->  A  e.  S )   &    |-  ( ph  ->  B  e.  S )   =>    |-  ( ph  ->  ( M `  ( A  u.  B ) )  <_  ( ( M `  A ) +e
 ( M `  B ) ) )
 
Theoremmeasiuns 30280* The measure of the union of a collection of sets, expressed as the sum of a disjoint set. This is used as a lemma for both measiun 30281 and meascnbl 30282. (Contributed by Thierry Arnoux, 22-Jan-2017.) (Proof shortened by Thierry Arnoux, 7-Feb-2017.)
 |-  F/_ n B   &    |-  ( n  =  k 
 ->  A  =  B )   &    |-  ( ph  ->  ( N  =  NN  \/  N  =  ( 1..^ I ) ) )   &    |-  ( ph  ->  M  e.  (measures `  S )
 )   &    |-  ( ( ph  /\  n  e.  N )  ->  A  e.  S )   =>    |-  ( ph  ->  ( M `  U_ n  e.  N  A )  = Σ* n  e.  N ( M `
  ( A  \  U_ k  e.  ( 1..^ n ) B ) ) )
 
Theoremmeasiun 30281* A measure is sub-additive. (Contributed by Thierry Arnoux, 30-Dec-2016.) (Proof shortened by Thierry Arnoux, 7-Feb-2017.)
 |-  ( ph  ->  M  e.  (measures `  S ) )   &    |-  ( ph  ->  A  e.  S )   &    |-  ( ( ph  /\  n  e.  NN )  ->  B  e.  S )   &    |-  ( ph  ->  A 
 C_  U_ n  e.  NN  B )   =>    |-  ( ph  ->  ( M `  A )  <_ Σ* n  e.  NN ( M `  B ) )
 
Theoremmeascnbl 30282* A measure is continuous from below. Cf. volsup 23324. (Contributed by Thierry Arnoux, 18-Jan-2017.) (Revised by Thierry Arnoux, 11-Jul-2017.)
 |-  J  =  ( TopOpen `  ( RR*ss  ( 0 [,] +oo ) ) )   &    |-  ( ph  ->  M  e.  (measures `  S ) )   &    |-  ( ph  ->  F : NN
 --> S )   &    |-  ( ( ph  /\  n  e.  NN )  ->  ( F `  n )  C_  ( F `  ( n  +  1
 ) ) )   =>    |-  ( ph  ->  ( M  o.  F ) ( ~~> t `  J ) ( M `  U.
 ran  F ) )
 
Theoremmeasinblem 30283* Lemma for measinb 30284. (Contributed by Thierry Arnoux, 2-Jun-2017.)
 |-  (
 ( ( ( M  e.  (measures `  S )  /\  A  e.  S ) 
 /\  B  e.  ~P S )  /\  ( B  ~<_ 
 om  /\ Disj  x  e.  B  x ) )  ->  ( M `  ( U. B  i^i  A ) )  = Σ* x  e.  B ( M `  ( x  i^i  A ) ) )
 
Theoremmeasinb 30284* Building a measure restricted to the intersection with a given set. (Contributed by Thierry Arnoux, 25-Dec-2016.)
 |-  (
 ( M  e.  (measures `  S )  /\  A  e.  S )  ->  ( x  e.  S  |->  ( M `
  ( x  i^i  A ) ) )  e.  (measures `  S )
 )
 
Theoremmeasres 30285 Building a measure restricted to a smaller sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.)
 |-  (
 ( M  e.  (measures `  S )  /\  T  e.  U. ran sigAlgebra  /\  T  C_  S )  ->  ( M  |`  T )  e.  (measures `  T ) )
 
Theoremmeasinb2 30286* Building a measure restricted to the intersection with a given set. (Contributed by Thierry Arnoux, 25-Dec-2016.)
 |-  (
 ( M  e.  (measures `  S )  /\  A  e.  S )  ->  ( x  e.  ( S  i^i  ~P A )  |->  ( M `  ( x  i^i  A ) ) )  e.  (measures `  ( S  i^i  ~P A ) ) )
 
TheoremmeasdivcstOLD 30287* Division of a measure by a positive constant is a measure. (Contributed by Thierry Arnoux, 25-Dec-2016.) (New usage is discouraged.) (Proof modification is discouraged.)
 |-  (
 ( M  e.  (measures `  S )  /\  A  e.  RR+ )  ->  ( x  e.  S  |->  ( ( M `  x ) /𝑒  A ) )  e.  (measures `  S ) )
 
Theoremmeasdivcst 30288 Division of a measure by a positive constant is a measure. (Contributed by Thierry Arnoux, 25-Dec-2016.) (Revised by Thierry Arnoux, 30-Jan-2017.)
 |-  (
 ( M  e.  (measures `  S )  /\  A  e.  RR+ )  ->  ( M𝑓/𝑐 /𝑒  A )  e.  (measures `  S )
 )
 
20.3.16.7  The counting measure
 
Theoremcntmeas 30289 The Counting measure is a measure on any sigma-algebra. (Contributed by Thierry Arnoux, 25-Dec-2016.)
 |-  ( S  e.  U. ran sigAlgebra  ->  ( #  |`  S )  e.  (measures `  S ) )
 
Theorempwcntmeas 30290 The counting measure is a measure on any power set. (Contributed by Thierry Arnoux, 24-Jan-2017.)
 |-  ( O  e.  V  ->  ( #  |`  ~P O )  e.  (measures `  ~P O ) )
 
Theoremcntnevol 30291 Counting and Lebesgue measures are different. (Contributed by Thierry Arnoux, 27-Jan-2017.)
 |-  ( #  |`  ~P O )  =/= 
 vol
 
20.3.16.8  The Lebesgue measure - misc additions
 
Theoremvoliune 30292 The Lebesgue measure function is countably additive. This formulation on the extended reals, allows for +oo for the measure of any set in the sum. Cf. ovoliun 23273 and voliun 23322. (Contributed by Thierry Arnoux, 16-Oct-2017.)
 |-  (
 ( A. n  e.  NN  A  e.  dom  vol  /\ Disj  n  e.  NN  A )  ->  ( vol `  U_ n  e. 
 NN  A )  = Σ* n  e.  NN ( vol `  A ) )
 
Theoremvolfiniune 30293* The Lebesgue measure function is countably additive. This theorem is to volfiniun 23315 what voliune 30292 is to voliun 23322. (Contributed by Thierry Arnoux, 16-Oct-2017.)
 |-  (
 ( A  e.  Fin  /\ 
 A. n  e.  A  B  e.  dom  vol  /\ Disj  n  e.  A  B )  ->  ( vol `  U_ n  e.  A  B )  = Σ* n  e.  A ( vol `  B ) )
 
Theoremvolmeas 30294 The Lebesgue measure is a measure. (Contributed by Thierry Arnoux, 16-Oct-2017.)
 |-  vol  e.  (measures `  dom  vol )
 
20.3.16.9  The Dirac delta measure
 
Syntaxcdde 30295 Extend class notation to include the Dirac delta measure.
 class δ
 
Definitiondf-dde 30296 Define the Dirac delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.)
 |- δ  =  ( a  e.  ~P RR  |->  if ( 0  e.  a ,  1 ,  0 ) )
 
Theoremddeval1 30297 Value of the delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.)
 |-  (
 ( A  C_  RR  /\  0  e.  A ) 
 ->  (δ `  A )  =  1 )
 
Theoremddeval0 30298 Value of the delta measure. (Contributed by Thierry Arnoux, 14-Sep-2018.)
 |-  (
 ( A  C_  RR  /\ 
 -.  0  e.  A )  ->  (δ `  A )  =  0 )
 
Theoremddemeas 30299 The Dirac delta measure is a measure. (Contributed by Thierry Arnoux, 14-Sep-2018.)
 |- δ  e.  (measures ` 
 ~P RR )
 
20.3.16.10  The 'almost everywhere' relation
 
Syntaxcae 30300 Extend class notation to include the 'almost everywhere' relation.
 class a.e.
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144 14301-14400 145 14401-14500 146 14501-14600 147 14601-14700 148 14701-14800 149 14801-14900 150 14901-15000 151 15001-15100 152 15101-15200 153 15201-15300 154 15301-15400 155 15401-15500 156 15501-15600 157 15601-15700 158 15701-15800 159 15801-15900 160 15901-16000 161 16001-16100 162 16101-16200 163 16201-16300 164 16301-16400 165 16401-16500 166 16501-16600 167 16601-16700 168 16701-16800 169 16801-16900 170 16901-17000 171 17001-17100 172 17101-17200 173 17201-17300 174 17301-17400 175 17401-17500 176 17501-17600 177 17601-17700 178 17701-17800 179 17801-17900 180 17901-18000 181 18001-18100 182 18101-18200 183 18201-18300 184 18301-18400 185 18401-18500 186 18501-18600 187 18601-18700 188 18701-18800 189 18801-18900 190 18901-19000 191 19001-19100 192 19101-19200 193 19201-19300 194 19301-19400 195 19401-19500 196 19501-19600 197 19601-19700 198 19701-19800 199 19801-19900 200 19901-20000 201 20001-20100 202 20101-20200 203 20201-20300 204 20301-20400 205 20401-20500 206 20501-20600 207 20601-20700 208 20701-20800 209 20801-20900 210 20901-21000 211 21001-21100 212 21101-21200 213 21201-21300 214 21301-21400 215 21401-21500 216 21501-21600 217 21601-21700 218 21701-21800 219 21801-21900 220 21901-22000 221 22001-22100 222 22101-22200 223 22201-22300 224 22301-22400 225 22401-22500 226 22501-22600 227 22601-22700 228 22701-22800 229 22801-22900 230 22901-23000 231 23001-23100 232 23101-23200 233 23201-23300 234 23301-23400 235 23401-23500 236 23501-23600 237 23601-23700 238 23701-23800 239 23801-23900 240 23901-24000 241 24001-24100 242 24101-24200 243 24201-24300 244 24301-24400 245 24401-24500 246 24501-24600 247 24601-24700 248 24701-24800 249 24801-24900 250 24901-25000 251 25001-25100 252 25101-25200 253 25201-25300 254 25301-25400 255 25401-25500 256 25501-25600 257 25601-25700 258 25701-25800 259 25801-25900 260 25901-26000 261 26001-26100 262 26101-26200 263 26201-26300 264 26301-26400 265 26401-26500 266 26501-26600 267 26601-26700 268 26701-26800 269 26801-26900 270 26901-27000 271 27001-27100 272 27101-27200 273 27201-27300 274 27301-27400 275 27401-27500 276 27501-27600 277 27601-27700 278 27701-27800 279 27801-27900 280 27901-28000 281 28001-28100 282 28101-28200 283 28201-28300 284 28301-28400 285 28401-28500 286 28501-28600 287 28601-28700 288 28701-28800 289 28801-28900 290 28901-29000 291 29001-29100 292 29101-29200 293 29201-29300 294 29301-29400 295 29401-29500 296 29501-29600 297 29601-29700 298 29701-29800 299 29801-29900 300 29901-30000 301 30001-30100 302 30101-30200 303 30201-30300 304 30301-30400 305 30401-30500 306 30501-30600 307 30601-30700 308 30701-30800 309 30801-30900 310 30901-31000 311 31001-31100 312 31101-31200 313 31201-31300 314 31301-31400 315 31401-31500 316 31501-31600 317 31601-31700 318 31701-31800 319 31801-31900 320 31901-32000 321 32001-32100 322 32101-32200 323 32201-32300 324 32301-32400 325 32401-32500 326 32501-32600 327 32601-32700 328 32701-32800 329 32801-32900 330 32901-33000 331 33001-33100 332 33101-33200 333 33201-33300 334 33301-33400 335 33401-33500 336 33501-33600 337 33601-33700 338 33701-33800 339 33801-33900 340 33901-34000 341 34001-34100 342 34101-34200 343 34201-34300 344 34301-34400 345 34401-34500 346 34501-34600 347 34601-34700 348 34701-34800 349 34801-34900 350 34901-35000 351 35001-35100 352 35101-35200 353 35201-35300 354 35301-35400 355 35401-35500 356 35501-35600 357 35601-35700 358 35701-35800 359 35801-35900 360 35901-36000 361 36001-36100 362 36101-36200 363 36201-36300 364 36301-36400 365 36401-36500 366 36501-36600 367 36601-36700 368 36701-36800 369 36801-36900 370 36901-37000 371 37001-37100 372 37101-37200 373 37201-37300 374 37301-37400 375 37401-37500 376 37501-37600 377 37601-37700 378 37701-37800 379 37801-37900 380 37901-38000 381 38001-38100 382 38101-38200 383 38201-38300 384 38301-38400 385 38401-38500 386 38501-38600 387 38601-38700 388 38701-38800 389 38801-38900 390 38901-39000 391 39001-39100 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