OAI/Probability/SLE/Mass/RandomRadonLimit.lean

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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.

  1. theorem OAI.SLEExactGauge.exists_measurable_random_radon_limit line 20

    Source 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
    …
  2. theorem OAI.SLEExactGauge.exists_measurable_countable_radon_limits line 63

    Source 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
    …
  3. theorem OAI.SLEExactGauge.radon_test_limit_unique line 83

    Source 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 :=
    …
  4. theorem OAI.SLEExactGauge.aemeasurable_radon_of_test_limits_ae line 93

    Source 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
    …