Restricting a measure to a subset or a subtype #
Given a measure μ
on a type α
and a subset s
of α
, we define a measure μ.restrict s
as
the restriction of μ
to s
(still as a measure on α
).
We investigate how this notion interacts with usual operations on measures (sum, pushforward, pullback), and on sets (inclusion, union, Union).
We also study the relationship between the restriction of a measure to a subtype (given by the
pullback under Subtype.val
) and the restriction to a set as above.
Restricting a measure #
Restrict a measure μ
to a set s
as an ℝ≥0∞
-linear map.
Equations
Instances For
Restrict a measure μ
to a set s
.
Equations
Instances For
This lemma shows that restrict
and toOuterMeasure
commute. Note that the LHS has a
restrict on measures and the RHS has a restrict on outer measures.
If t
is a measurable set, then the measure of t
with respect to the restriction of
the measure to s
equals the outer measure of t ∩ s
. An alternate version requiring that s
be measurable instead of t
exists as Measure.restrict_apply'
.
Restriction of a measure to a subset is monotone both in set and in measure.
Restriction of a measure to a subset is monotone both in set and in measure.
If s
is a measurable set, then the outer measure of t
with respect to the restriction of
the measure to s
equals the outer measure of t ∩ s
. This is an alternate version of
Measure.restrict_apply
, requiring that s
is measurable instead of t
.
If μ s ≠ 0
, then μ.restrict s ≠ 0
, in terms of NeZero
instances.
Equations
- ⋯ = ⋯
The restriction of the pushforward measure is the pushforward of the restriction. For a version
assuming only AEMeasurable
, see restrict_map_of_aemeasurable
.
If two measures agree on all measurable subsets of s
and t
, then they agree on all
measurable subsets of s ∪ t
.
This lemma shows that Inf
and restrict
commute for measures.
Extensionality results #
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using Union
).
Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_iUnion_eq_univ
.
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using Union
).
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using biUnion
).
Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_biUnion_eq_univ
.
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using biUnion
).
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using sUnion
).
Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_sUnion_eq_univ
.
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using sUnion
).
Two measures are equal if they are equal on the π-system generating the σ-algebra,
and they are both finite on an increasing spanning sequence of sets in the π-system.
This lemma is formulated using sUnion
.
Two measures are equal if they are equal on the π-system generating the σ-algebra,
and they are both finite on an increasing spanning sequence of sets in the π-system.
This lemma is formulated using iUnion
.
FiniteSpanningSetsIn.ext
is a reformulation of this lemma.
See also MeasureTheory.ae_uIoc_iff
.
If two measurable sets are ae_eq then any proposition that is almost everywhere true on one is almost everywhere true on the other
If two measurable sets are ae_eq then any proposition that is almost everywhere true on one is almost everywhere true on the other
A version of the Borel-Cantelli lemma: if pᵢ
is a sequence of predicates such that
∑ μ {x | pᵢ x}
is finite, then the measure of x
such that pᵢ x
holds frequently as i → ∞
(or
equivalently, pᵢ x
holds for infinitely many i
) is equal to zero.
A version of the Borel-Cantelli lemma: if sᵢ
is a sequence of sets such that
∑ μ sᵢ
exists, then for almost all x
, x
does not belong to almost all sᵢ
.
Subtype of a measure space #
In a measure space, one can restrict the measure to a subtype to get a new measure space.
Not registered as an instance, as there are other natural choices such as the normalized restriction
for a probability measure, or the subspace measure when restricting to a vector subspace. Enable
locally if needed with attribute [local instance] Measure.Subtype.measureSpace
.
Equations
- MeasureTheory.Measure.Subtype.measureSpace = MeasureTheory.MeasureSpace.mk (MeasureTheory.Measure.comap Subtype.val MeasureTheory.volume)
Instances For
Volume on s : Set α
#
Note the instance is provided earlier as Subtype.measureSpace
.