OAI/Probability/SLE/Mass/RandomRadonLimit.lean
4 declarations, 0 contain sorry, 0 declared as axioms
Measurable selection of the pathwise Radon limit. Only a measurable full-measure set is retained; the limit is set to zero on its complement.
- theorem
OAI.SLEExactGauge.exists_measurable_random_radon_limitline 20Source documentation
An almost-sure regular vague limit of random positive measures has a measurable regular version. The approximants need only have measurable compact-test integrals.
theorem exists_measurable_random_radon_limit {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (μ : ℕ → Ω → Measure X) (hmeas : ∀ n (f : C_c(X,ℝ)), Measurable (fun ω => ∫ x, f x ∂μ n ω)) (hex : ∀ᵐ ω ∂P, ∃ ν : Measure X, ν.Regular ∧ ∀ f : C_c(X,ℝ), Tendsto (fun n => ∫ x, f x ∂μ n ω) atTop (𝓝 (∫ x, f x ∂ν))) : ∃ ν : Ω → Measure X, Measurable ν ∧ (∀ ω, (ν ω).Regular ∧ IsFiniteMeasureOnCompacts (ν ω)) ∧ ∀ᵐ ω ∂P, ∀ f : C_c(X,ℝ), Tendsto (fun n => ∫ x, f x ∂μ n ω) atTop (𝓝 (∫ x, f x ∂ν ω)) := by … - theorem
OAI.SLEExactGauge.exists_measurable_countable_radon_limitsline 63Source documentation
Countably many times retain one common event of convergence, and each selected time slice is a measurable locally finite regular random measure.
theorem exists_measurable_countable_radon_limits {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (μ : ℕ → ℕ → Ω → Measure X) (hmeas : ∀ n j (f : C_c(X,ℝ)), Measurable (fun ω => ∫ x, f x ∂μ n j ω)) (hex : ∀ᵐ ω ∂P, ∃ ν : ℕ → Measure X, (∀ j, (ν j).Regular) ∧ ∀ j (f : C_c(X,ℝ)), Tendsto (fun n => ∫ x, f x ∂μ n j ω) atTop (𝓝 (∫ x, f x ∂ν j))) : ∃ ν : ℕ → Ω → Measure X, (∀ j, Measurable (ν j)) ∧ (∀ j ω, (ν j ω).Regular ∧ IsFiniteMeasureOnCompacts (ν j ω)) ∧ ∀ᵐ ω ∂P, ∀ j (f : C_c(X,ℝ)), Tendsto (fun n => ∫ x, f x ∂μ n j ω) atTop (𝓝 (∫ x, f x ∂ν j ω)) := by … - theorem
OAI.SLEExactGauge.radon_test_limit_uniqueline 83Source documentation
Regular vague limits of the same sequence are unique.
theorem radon_test_limit_unique (μ : ℕ → Measure X) (ν η : Measure X) [ν.Regular] [η.Regular] (hν : ∀ f : C_c(X,ℝ), Tendsto (fun n => ∫ x, f x ∂μ n) atTop (𝓝 (∫ x, f x ∂ν))) (hη : ∀ f : C_c(X,ℝ), Tendsto (fun n => ∫ x, f x ∂μ n) atTop (𝓝 (∫ x, f x ∂η))) : ν=η := … - theorem
OAI.SLEExactGauge.aemeasurable_radon_of_test_limits_aeline 93Source documentation
Any pathwise version of the same limit is almost everywhere measurable, useful when the approximants are measurable in a smaller stopped or deterministic-time sigma algebra.
theorem aemeasurable_radon_of_test_limits_ae {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (μ : ℕ → Ω → Measure X) (ν : Ω → Measure X) (hmeas : ∀ n (f : C_c(X,ℝ)), Measurable (fun ω => ∫ x, f x ∂μ n ω)) (hν : ∀ᵐ ω ∂P, (ν ω).Regular) (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(X,ℝ), Tendsto (fun n => ∫ x, f x ∂μ n ω) atTop (𝓝 (∫ x, f x ∂ν ω))) : AEMeasurable ν P := by …