Restricting a measure to a subset or a subtype #
Given a measure μ on a type α and a subset s of α, we define a measure μ.restrict s as
the restriction of μ to s (still as a measure on α).
We investigate how this notion interacts with usual operations on measures (sum, pushforward, pullback), and on sets (inclusion, union, Union).
We also study the relationship between the restriction of a measure to a subtype (given by the
pullback under Subtype.val) and the restriction to a set as above.
Restricting a measure #
Restrict a measure μ to a set s as an ℝ≥0∞-linear map.
Equations
Instances For
Restrict a measure μ to a set s.
Equations
- μ.restrict s = (MeasureTheory.Measure.restrictₗ s) μ
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This lemma shows that restrict and toOuterMeasure commute. Note that the LHS has a
restrict on measures and the RHS has a restrict on outer measures.
If t is a measurable set, then the measure of t with respect to the restriction of
the measure to s equals the outer measure of t ∩ s. An alternate version requiring that s
be measurable instead of t exists as Measure.restrict_apply'.
Restriction of a measure to a subset is monotone both in set and in measure.
Restriction of a measure to a subset is monotone both in set and in measure.
If s is a measurable set, then the outer measure of t with respect to the restriction of
the measure to s equals the outer measure of t ∩ s. This is an alternate version of
Measure.restrict_apply, requiring that s is measurable instead of t.
If μ s ≠ 0, then μ.restrict s ≠ 0, in terms of NeZero instances.
Equations
- ⋯ = ⋯
The restriction of the pushforward measure is the pushforward of the restriction. For a version
assuming only AEMeasurable, see restrict_map_of_aemeasurable.
If two measures agree on all measurable subsets of s and t, then they agree on all
measurable subsets of s ∪ t.
This lemma shows that Inf and restrict commute for measures.
Extensionality results #
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using Union).
Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_iUnion_eq_univ.
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using Union).
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using biUnion).
Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_biUnion_eq_univ.
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using biUnion).
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using sUnion).
Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_sUnion_eq_univ.
Two measures are equal if they have equal restrictions on a spanning collection of sets
(formulated using sUnion).
Two measures are equal if they are equal on the π-system generating the σ-algebra,
and they are both finite on an increasing spanning sequence of sets in the π-system.
This lemma is formulated using sUnion.
Two measures are equal if they are equal on the π-system generating the σ-algebra,
and they are both finite on an increasing spanning sequence of sets in the π-system.
This lemma is formulated using iUnion.
FiniteSpanningSetsIn.ext is a reformulation of this lemma.
See also MeasureTheory.ae_uIoc_iff.
If two measurable sets are ae_eq then any proposition that is almost everywhere true on one is almost everywhere true on the other
If two measurable sets are ae_eq then any proposition that is almost everywhere true on one is almost everywhere true on the other
A version of the Borel-Cantelli lemma: if pᵢ is a sequence of predicates such that
∑ μ {x | pᵢ x} is finite, then the measure of x such that pᵢ x holds frequently as i → ∞ (or
equivalently, pᵢ x holds for infinitely many i) is equal to zero.
A version of the Borel-Cantelli lemma: if sᵢ is a sequence of sets such that
∑ μ sᵢ exists, then for almost all x, x does not belong to almost all sᵢ.
Subtype of a measure space #
In a measure space, one can restrict the measure to a subtype to get a new measure space.
Not registered as an instance, as there are other natural choices such as the normalized restriction
for a probability measure, or the subspace measure when restricting to a vector subspace. Enable
locally if needed with attribute [local instance] Measure.Subtype.measureSpace.
Equations
- MeasureTheory.Measure.Subtype.measureSpace = MeasureTheory.MeasureSpace.mk (MeasureTheory.Measure.comap Subtype.val MeasureTheory.volume)
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Volume on s : Set α #
Note the instance is provided earlier as Subtype.measureSpace.