Documentation

Atlas.TheoryOfProbability.code.CaratheodoryExtension

def isSetSemiring_of_isSetAlgebra {Ξ± : Type u_1} {π’œ : Set (Set Ξ±)} (h : MeasureTheory.IsSetAlgebra π’œ) :

Every set algebra is a set semiring: combine the set-ring structure (empty set, closure under union, closure under difference) and view the resulting ring as a semiring.

Instances For
    theorem isSetAlgebra_isPiSystem {Ξ± : Type u_1} {π’œ : Set (Set Ξ±)} (h : MeasureTheory.IsSetAlgebra π’œ) :
    IsPiSystem π’œ

    A set algebra π’œ is automatically a Ο€-system: it is closed under finite intersections.

    theorem exists_measure_extension {Ξ± : Type u_1} (π’œ : Set (Set Ξ±)) (hπ’œ : MeasureTheory.IsSetAlgebra π’œ) (ΞΌβ‚€ : MeasureTheory.AddContent ENNReal π’œ) (hΞΌβ‚€_sigma : ΞΌβ‚€.IsSigmaSubadditive) :
    βˆƒ (ΞΌ : MeasureTheory.Measure Ξ±), βˆ€ s ∈ π’œ, ΞΌ s = ΞΌβ‚€ s

    Existence part of the CarathΓ©odory extension theorem: any Οƒ-subadditive AddContent ΞΌβ‚€ on a set algebra π’œ extends to a measure on the generated Οƒ-algebra Οƒ(π’œ), agreeing with ΞΌβ‚€ on π’œ.

    theorem caratheodory_extension_theorem {Ξ± : Type u_1} (π’œ : Set (Set Ξ±)) (hπ’œ : MeasureTheory.IsSetAlgebra π’œ) (ΞΌβ‚€ : MeasureTheory.AddContent ENNReal π’œ) (hΞΌβ‚€_sigma : ΞΌβ‚€.IsSigmaSubadditive) (B : β„• β†’ Set Ξ±) (hB_mem : βˆ€ (i : β„•), B i ∈ π’œ) (hB_cover : ⋃ (i : β„•), B i = Set.univ) (hB_fin : βˆ€ (i : β„•), ΞΌβ‚€ (B i) β‰  ⊀) :
    βˆƒ! ΞΌ : MeasureTheory.Measure Ξ±, βˆ€ s ∈ π’œ, ΞΌ s = ΞΌβ‚€ s

    CarathΓ©odory extension theorem. If ΞΌβ‚€ is a Οƒ-finite (witnessed by a cover B : β„• β†’ π’œ with ΞΌβ‚€ (B i) < ∞) Οƒ-subadditive additive content on a set algebra π’œ, then there exists a unique measure on Οƒ(π’œ) extending ΞΌβ‚€.