OAI/Probability/SLE/Geometry/RandomKernelSupport.lean
3 declarations, 0 contain sorry, 0 declared as axioms
A conditional measure kernel inherits the support of its past-measurable comparison kernel. Localization only uses finite compact masses.
- lemma
OAI.SLEExactGauge.restricted_random_set_measurableline 15 - lemma
OAI.SLEExactGauge.setLIntegral_random_indicatorline 31 - theorem
OAI.SLEExactGauge.ae_avoids_random_set_of_conditional_kernelline 46Source documentation
If the conditional mean measures agree on every past event, then the first measure gives no mass to any jointly past-measurable random set which the second measure avoids.
theorem ae_avoids_random_set_of_conditional_kernel {Ω X : Type*} [mΩ : MeasurableSpace Ω] [MeasurableSpace X] (m : MeasurableSpace Ω) (hm : m ≤ mΩ) (P : @Measure Ω mΩ) (μ ν : Ω → Measure X) (hμ : @Measurable Ω (Measure X) mΩ inferInstance μ) (hν : @Measurable Ω (Measure X) mΩ inferInstance ν) (K : ℕ → Set X) (hKm : ∀ n, MeasurableSet (K n)) (hcover : ∀ x, ∃ n, x ∈ K n) (hμK : ∀ n ω, μ ω (K n) < ∞) (hνK : ∀ n, ∀ᵐ ω ∂P, ν ω (K n) < ∞) (hmean : ∀ n, P.bind μ (K n) < ∞) (hevent : ∀ E : Set Ω, MeasurableSet[m] E → …