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Added more general MEASURABLE_EL; fixed SIGMA_SIMULTANEOUSLY_MEASURABLE
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binghe authored and mn200 committed Mar 4, 2025
1 parent 0635259 commit b8aab1e
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17 changes: 14 additions & 3 deletions examples/probability/stochastic_processScript.sml
Original file line number Diff line number Diff line change
Expand Up @@ -1774,7 +1774,7 @@ QED

(* |- !sp A f J.
(!i. i IN J ==> sigma_algebra (A i)) /\
(!i. f i IN (sp -> space (A i))) ==>
(!i. i IN J ==> f i IN (sp -> space (A i))) ==>
!i. i IN J ==> f i IN measurable (sigma sp A f J) (A i)
*)
val lemma =
Expand All @@ -1783,9 +1783,9 @@ val lemma =
|> INST_TYPE [“:'index” |-> “:num”]
|> INST_TYPE [“:'temp” |-> “:'a”];

Theorem sigma_lists_simultaneously_measurable :
Theorem sigma_lists_simultaneously_measurable[local] :
!B N. sigma_algebra B /\
(!i. (EL i) IN (rectangle (\n. space B) N -> space B)) ==>
(!i. i < N ==> (EL i) IN (rectangle (\n. space B) N -> space B)) ==>
!i. i < N ==> (EL i) IN measurable (sigma_lists B N) B
Proof
rw [sigma_lists_def]
Expand All @@ -1799,6 +1799,17 @@ Theorem IN_MEASURABLE_BOREL_EL =
SRULE [SPACE_BOREL, SIGMA_ALGEBRA_BOREL, IN_FUNSET, GSYM Borel_lists_def]
(ISPEC “Borel” sigma_lists_simultaneously_measurable)

(* cf. sigma_algebraTheory.MEASURABLE_FST and MEASURABLE_SND *)
Theorem MEASURABLE_EL :
!B N. sigma_algebra B ==>
!i. i < N ==> (EL i) IN measurable (sigma_lists B N) B
Proof
NTAC 3 STRIP_TAC
>> MATCH_MP_TAC sigma_lists_simultaneously_measurable >> art []
>> rw [IN_FUNSET, IN_list_rectangle]
QED

(* cf. sigma_algebraTheory.MEASURABLE_FST *)
Theorem IN_MEASURABLE_BOREL_HD :
!N. 0 < N ==> HD IN Borel_measurable (Borel_lists N)
Proof
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2 changes: 1 addition & 1 deletion src/probability/sigma_algebraScript.sml
Original file line number Diff line number Diff line change
Expand Up @@ -3396,7 +3396,7 @@ QED
Theorem SIGMA_SIMULTANEOUSLY_MEASURABLE :
!sp A f (J :'index set).
(!i. i IN J ==> sigma_algebra (A i)) /\
(!i. f i IN (sp -> space (A i))) ==>
(!i. i IN J ==> f i IN (sp -> space (A i))) ==>
!i. i IN J ==> f i IN measurable (sigma sp A f J) (A i)
Proof
RW_TAC std_ss [IN_FUNSET, SPACE_SIGMA, sigma_functions_def, IN_MEASURABLE]
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