Induced Outer Measure #
We can extend a function defined on a subset of Set α
to an outer measure.
The underlying function is called extend
, and the measure it induces is called
inducedOuterMeasure
.
Some lemmas below are proven twice, once in the general case, and one where the function m
is only defined on measurable sets (i.e. when P = MeasurableSet
). In the latter cases, we can
remove some hypotheses in the statement. The general version has the same name, but with a prime
at the end.
Tags #
outer measure
We can trivially extend a function defined on a subclass of objects (with codomain ℝ≥0∞
)
to all objects by defining it to be ∞
on the objects not in the class.
Equations
- MeasureTheory.extend m s = ⨅ (h : P s), m s h
Instances For
Given an arbitrary function on a subset of sets, we can define the outer measure corresponding
to it (this is the unique maximal outer measure that is at most m
on the domain of m
).
Equations
Instances For
If P u
is False
for any set u
that has nonempty intersection both with s
and t
, then
μ (s ∪ t) = μ s + μ t
, where μ = inducedOuterMeasure m P0 m0
.
E.g., if α
is an (e)metric space and P u = diam u < r
, then this lemma implies that
μ (s ∪ t) = μ s + μ t
on any two sets such that r ≤ edist x y
for all x ∈ s
and y ∈ t
.
To test whether s
is Carathéodory-measurable we only need to check the sets t
for which
P t
holds. See ofFunction_caratheodory
for another way to show the Carathéodory-measurability
of s
.
If P
is MeasurableSet
for some measurable space, then we can remove some hypotheses of the
above lemmas.
Given an outer measure m
we can forget its value on non-measurable sets, and then consider
m.trim
, the unique maximal outer measure less than that function.
Equations
- m.trim = MeasureTheory.inducedOuterMeasure (fun (s : Set α) (x : MeasurableSet s) => m s) ⋯ ⋯
Instances For
OuterMeasure.trim
is antitone in the σ-algebra.
If μ i
is a countable family of outer measures, then for every set s
there exists
a measurable set t ⊇ s
such that μ i t = (μ i).trim s
for all i
.
If m₁ s = op (m₂ s) (m₃ s)
for all s
, then the same is true for m₁.trim
, m₂.trim
,
and m₃ s
.
If m₁ s = op (m₂ s)
for all s
, then the same is true for m₁.trim
and m₂.trim
.
trim
is additive.
trim
respects scalar multiplication.
trim
sends the supremum of two outer measures to the supremum of the trimmed measures.
trim
sends the supremum of a countable family of outer measures to the supremum
of the trimmed measures.
The trimmed property of a measure μ states that μ.toOuterMeasure.trim = μ.toOuterMeasure
.
This theorem shows that a restricted trimmed outer measure is a trimmed outer measure.