Null measurable sets and complete measures #
Main definitions #
Null measurable sets and functions #
A set s : Set α
is called null measurable (MeasureTheory.NullMeasurableSet
) if it satisfies
any of the following equivalent conditions:
- there exists a measurable set
t
such thats =ᵐ[μ] t
(this is used as a definition); MeasureTheory.toMeasurable μ s =ᵐ[μ] s
;- there exists a measurable subset
t ⊆ s
such thatt =ᵐ[μ] s
(in this case the latter equality means thatμ (s \ t) = 0
); s
can be represented as a union of a measurable set and a set of measure zero;s
can be represented as a difference of a measurable set and a set of measure zero.
Null measurable sets form a σ-algebra that is registered as a MeasurableSpace
instance on
MeasureTheory.NullMeasurableSpace α μ
. We also say that f : α → β
is
MeasureTheory.NullMeasurable
if the preimage of a measurable set is a null measurable set.
In other words, f : α → β
is null measurable if it is measurable as a function
MeasureTheory.NullMeasurableSpace α μ → β
.
Complete measures #
We say that a measure μ
is complete w.r.t. the MeasurableSpace α
σ-algebra (or the σ-algebra is
complete w.r.t measure μ
) if every set of measure zero is measurable. In this case all null
measurable sets and functions are measurable.
For each measure μ
, we define MeasureTheory.Measure.completion μ
to be the same measure
interpreted as a measure on MeasureTheory.NullMeasurableSpace α μ
and prove that this is a
complete measure.
Implementation notes #
We define MeasureTheory.NullMeasurableSet
as @MeasurableSet (NullMeasurableSpace α μ) _
so
that theorems about MeasurableSet
s like MeasurableSet.union
can be applied to
NullMeasurableSet
s. However, these lemmas output terms of the same form
@MeasurableSet (NullMeasurableSpace α μ) _ _
. While this is definitionally equal to the
expected output NullMeasurableSet s μ
, it looks different and may be misleading. So we copy all
standard lemmas about measurable sets to the MeasureTheory.NullMeasurableSet
namespace and fix
the output type.
Tags #
measurable, measure, null measurable, completion
A type tag for α
with MeasurableSet
given by NullMeasurableSet
.
Equations
Instances For
Equations
- MeasureTheory.NullMeasurableSpace.instInhabited = h
Equations
- ⋯ = h
Equations
- MeasureTheory.NullMeasurableSpace.instMeasurableSpace = EventuallyMeasurableSpace inferInstance (MeasureTheory.ae μ)
A set is called NullMeasurableSet
if it can be approximated by a measurable set up to
a set of null measure.
Equations
Instances For
Equations
- ⋯ = ⋯
If sᵢ
is a countable family of (null) measurable pairwise μ
-a.e. disjoint sets, then there
exists a subordinate family tᵢ ⊆ sᵢ
of measurable pairwise disjoint sets such that
tᵢ =ᵐ[μ] sᵢ
.
A null measurable set t
is Carathéodory measurable: for any s
, we have
μ (s ∩ t) + μ (s \ t) = μ s
.
A function f : α → β
is null measurable if the preimage of a measurable set is a null
measurable set.
Equations
- MeasureTheory.NullMeasurable f μ = ∀ ⦃s : Set β⦄, MeasurableSet s → MeasureTheory.NullMeasurableSet (f ⁻¹' s) μ
Instances For
A measure is complete if every null set is also measurable.
A null set is a subset of a measurable set with measure 0
.
Since every measure is defined as a special case of an outer measure, we can more simply state
that a set s
is null if μ s = 0
.
- out' : ∀ (s : Set α), μ s = 0 → MeasurableSet s
Instances
Given a measure we can complete it to a (complete) measure on all null measurable sets.
TODO: generalize to any larger σ-algebra.
Equations
- μ.completion = { toOuterMeasure := μ.toOuterMeasure, m_iUnion := ⋯, trim_le := ⋯ }
Instances For
Equations
- ⋯ = ⋯