Contents #
In this file we work with contents. A content λ
is a function from a certain class of subsets
(such as the compact subsets) to ℝ≥0
that is
- additive: If
K₁
andK₂
are disjoint sets in the domain ofλ
, thenλ(K₁ ∪ K₂) = λ(K₁) + λ(K₂)
; - subadditive: If
K₁
andK₂
are in the domain ofλ
, thenλ(K₁ ∪ K₂) ≤ λ(K₁) + λ(K₂)
; - monotone: If
K₁ ⊆ K₂
are in the domain ofλ
, thenλ(K₁) ≤ λ(K₂)
.
We show that:
- Given a content
λ
on compact sets, let us define a functionλ*
on open sets, by lettingλ* U
be the supremum ofλ K
forK
included inU
. This is a countably subadditive map that vanishes at∅
. In Halmos (1950) this is called the inner contentλ*
ofλ
, and formalized asinnerContent
. - Given an inner content, we define an outer measure
μ*
, by lettingμ* E
be the infimum ofλ* U
over the open setsU
containingE
. This is indeed an outer measure. It is formalized asouterMeasure
. - Restricting this outer measure to Borel sets gives a regular measure
μ
.
We define bundled contents as Content
.
In this file we only work on contents on compact sets, and inner contents on open sets, and both
contents and inner contents map into the extended nonnegative reals. However, in other applications
other choices can be made, and it is not a priori clear what the best interface should be.
Main definitions #
For μ : Content G
, we define
μ.innerContent
: the inner content associated toμ
.μ.outerMeasure
: the outer measure associated toμ
.μ.measure
: the Borel measure associated toμ
.
These definitions are given for spaces which are R₁.
The resulting measure μ.measure
is always outer regular by design.
When the space is locally compact, μ.measure
is also regular.
References #
- Paul Halmos (1950), Measure Theory, §53
- https://en.wikipedia.org/wiki/Content_(measure_theory)
A content is an additive function on compact sets taking values in ℝ≥0
. It is a device
from which one can define a measure.
- toFun : TopologicalSpace.Compacts G → NNReal
- mono' : ∀ (K₁ K₂ : TopologicalSpace.Compacts G), ↑K₁ ⊆ ↑K₂ → self.toFun K₁ ≤ self.toFun K₂
- sup_le' : ∀ (K₁ K₂ : TopologicalSpace.Compacts G), self.toFun (K₁ ⊔ K₂) ≤ self.toFun K₁ + self.toFun K₂
Instances For
Equations
- MeasureTheory.instInhabitedContent = { default := { toFun := fun (x : TopologicalSpace.Compacts G) => 0, mono' := ⋯, sup_disjoint' := ⋯, sup_le' := ⋯ } }
Although the toFun
field of a content takes values in ℝ≥0
, we register a coercion to
functions taking values in ℝ≥0∞
as most constructions below rely on taking iSups and iInfs, which
is more convenient in a complete lattice, and aim at constructing a measure.
Equations
- MeasureTheory.instCoeFunContentForallCompactsENNReal = { coe := fun (μ : MeasureTheory.Content G) (s : TopologicalSpace.Compacts G) => ↑(μ.toFun s) }
Constructing the inner content of a content. From a content defined on the compact sets, we obtain a function defined on all open sets, by taking the supremum of the content of all compact subsets.
Equations
- μ.innerContent U = ⨆ (K : TopologicalSpace.Compacts G), ⨆ (_ : ↑K ⊆ ↑U), (fun (s : TopologicalSpace.Compacts G) => ↑(μ.toFun s)) K
Instances For
This is "unbundled", because that is required for the API of inducedOuterMeasure
.
The inner content of a supremum of opens is at most the sum of the individual inner contents.
The inner content of a union of sets is at most the sum of the individual inner contents.
This is the "unbundled" version of innerContent_iSup_nat
.
It is required for the API of inducedOuterMeasure
.
Extending a content on compact sets to an outer measure on all sets.
Equations
- μ.outerMeasure = MeasureTheory.inducedOuterMeasure (fun (U : Set G) (hU : IsOpen U) => μ.innerContent { carrier := U, is_open' := hU }) ⋯ ⋯
Instances For
For the outer measure coming from a content, all Borel sets are measurable.
The measure induced by the outer measure coming from a content, on the Borel sigma-algebra.
Equations
- μ.measure = μ.outerMeasure.toMeasure ⋯
Instances For
Equations
- ⋯ = ⋯
In a locally compact space, any measure constructed from a content is regular.
Equations
- ⋯ = ⋯
A content μ
is called regular if for every compact set K
,
μ(K) = inf {μ(K') : K ⊂ int K' ⊂ K'}
. See Paul Halmos (1950), Measure Theory, §54
Equations
- One or more equations did not get rendered due to their size.
Instances For
If μ
is a regular content, then the measure induced by μ
will agree with μ
on compact sets.