Induction principles for measurable sets, related to π-systems and λ-systems. #
Main statements #
-
The main theorem of this file is Dynkin's π-λ theorem, which appears here as an induction principle
induction_on_inter
. Supposes
is a collection of subsets ofα
such that the intersection of two members ofs
belongs tos
whenever it is nonempty. Letm
be the σ-algebra generated bys
. In order to check that a predicateC
holds on every member ofm
, it suffices to check thatC
holds on the members ofs
and thatC
is preserved by complementation and disjoint countable unions. -
The proof of this theorem relies on the notion of
IsPiSystem
, i.e., a collection of sets which is closed under binary non-empty intersections. Note that this is a small variation around the usual notion in the literature, which often requires that a π-system is non-empty, and closed also under disjoint intersections. This variation turns out to be convenient for the formalization. -
The proof of Dynkin's π-λ theorem also requires the notion of
DynkinSystem
, i.e., a collection of sets which contains the empty set, is closed under complementation and under countable union of pairwise disjoint sets. The disjointness condition is the only difference withσ
-algebras. -
generatePiSystem g
gives the minimal π-system containingg
. This can be considered a Galois insertion into both measurable spaces and sets. -
generateFrom_generatePiSystem_eq
proves that if you start from a collection of setsg
, take the generated π-system, and then the generated σ-algebra, you get the same result as the σ-algebra generated fromg
. This is useful because there are connections between independent sets that are π-systems and the generated independent spaces. -
mem_generatePiSystem_iUnion_elim
andmem_generatePiSystem_iUnion_elim'
show that any element of the π-system generated from the union of a set of π-systems can be represented as the intersection of a finite number of elements from these sets. -
piiUnionInter
defines a new π-system from a family of π-systemsπ : ι → Set (Set α)
and a set of indicesS : Set ι
.piiUnionInter π S
is the set of sets that can be written as⋂ x ∈ t, f x
for some finsett ∈ S
and setsf x ∈ π x
.
Implementation details #
IsPiSystem
is a predicate, not a type. Thus, we don't explicitly define the galois insertion, nor do we define a complete lattice. In theory, we could define a complete lattice and galois insertion on the subtype corresponding toIsPiSystem
.
A π-system is a collection of subsets of α
that is closed under binary intersection of
non-disjoint sets. Usually it is also required that the collection is nonempty, but we don't do
that here.
Equations
- IsPiSystem C = ∀ s ∈ C, ∀ t ∈ C, Set.Nonempty (s ∩ t) → s ∩ t ∈ C
Instances For
Given a collection S
of subsets of α
, then generatePiSystem S
is the smallest
π-system containing S
.
- base: ∀ {α : Type u_1} {S : Set (Set α)} {s : Set α}, s ∈ S → generatePiSystem S s
- inter: ∀ {α : Type u_1} {S : Set (Set α)} {s t : Set α}, generatePiSystem S s → generatePiSystem S t → Set.Nonempty (s ∩ t) → generatePiSystem S (s ∩ t)
Instances For
π-system generated by finite intersections of sets of a π-system family #
If π
is a family of π-systems, then piiUnionInter π S
is a π-system.
Dynkin systems and Π-λ theorem #
A Dynkin system is a collection of subsets of a type α
that contains the empty set,
is closed under complementation and under countable union of pairwise disjoint sets.
The disjointness condition is the only difference with σ
-algebras.
The main purpose of Dynkin systems is to provide a powerful induction rule for σ-algebras generated by a collection of sets which is stable under intersection.
A Dynkin system is also known as a "λ-system" or a "d-system".
Predicate saying that a given set is contained in the Dynkin system.
- has_empty : self.Has ∅
A Dynkin system contains the empty set.
A Dynkin system is closed under complementation.
- has_iUnion_nat : ∀ {f : ℕ → Set α}, Pairwise (Disjoint on f) → (∀ (i : ℕ), self.Has (f i)) → self.Has (⋃ (i : ℕ), f i)
A Dynkin system is closed under countable union of pairwise disjoint sets. Use a more general
MeasurableSpace.DynkinSystem.has_iUnion
instead.
Instances For
Equations
- MeasurableSpace.DynkinSystem.instLEDynkinSystem = { le := fun (m₁ m₂ : MeasurableSpace.DynkinSystem α) => m₁.Has ≤ m₂.Has }
Equations
- MeasurableSpace.DynkinSystem.instPartialOrderDynkinSystem = let __src := MeasurableSpace.DynkinSystem.instLEDynkinSystem; PartialOrder.mk ⋯
Every measurable space (σ-algebra) forms a Dynkin system
Equations
- MeasurableSpace.DynkinSystem.ofMeasurableSpace m = { Has := m.MeasurableSet', has_empty := ⋯, has_compl := ⋯, has_iUnion_nat := ⋯ }
Instances For
The least Dynkin system containing a collection of basic sets. This inductive type gives the underlying collection of sets.
- basic: ∀ {α : Type u_1} {s : Set (Set α)}, ∀ t ∈ s, MeasurableSpace.DynkinSystem.GenerateHas s t
- empty: ∀ {α : Type u_1} {s : Set (Set α)}, MeasurableSpace.DynkinSystem.GenerateHas s ∅
- compl: ∀ {α : Type u_1} {s : Set (Set α)} {a : Set α}, MeasurableSpace.DynkinSystem.GenerateHas s a → MeasurableSpace.DynkinSystem.GenerateHas s aᶜ
- iUnion: ∀ {α : Type u_1} {s : Set (Set α)} {f : ℕ → Set α}, Pairwise (Disjoint on f) → (∀ (i : ℕ), MeasurableSpace.DynkinSystem.GenerateHas s (f i)) → MeasurableSpace.DynkinSystem.GenerateHas s (⋃ (i : ℕ), f i)
Instances For
The least Dynkin system containing a collection of basic sets.
Equations
- MeasurableSpace.DynkinSystem.generate s = { Has := MeasurableSpace.DynkinSystem.GenerateHas s, has_empty := ⋯, has_compl := ⋯, has_iUnion_nat := ⋯ }
Instances For
Equations
- MeasurableSpace.DynkinSystem.instInhabitedDynkinSystem = { default := MeasurableSpace.DynkinSystem.generate Set.univ }
If a Dynkin system is closed under binary intersection, then it forms a σ
-algebra.
Equations
- MeasurableSpace.DynkinSystem.toMeasurableSpace d h_inter = { MeasurableSet' := d.Has, measurableSet_empty := ⋯, measurableSet_compl := ⋯, measurableSet_iUnion := ⋯ }
Instances For
If s
is in a Dynkin system d
, we can form the new Dynkin system {s ∩ t | t ∈ d}
.
Equations
- MeasurableSpace.DynkinSystem.restrictOn d h = { Has := fun (t : Set α) => d.Has (t ∩ s), has_empty := ⋯, has_compl := ⋯, has_iUnion_nat := ⋯ }
Instances For
Dynkin's π-λ theorem: Given a collection of sets closed under binary intersections, then the Dynkin system it generates is equal to the σ-algebra it generates. This result is known as the π-λ theorem. A collection of sets closed under binary intersection is called a π-system (often requiring additionally that it is non-empty, but we drop this condition in the formalization).