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107 changes: 65 additions & 42 deletions theories/real_measure/lebesgue_stieltjes_measure.v
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
(* mathcomp analysis (c) 2026 Inria and AIST. License: CeCILL-C. *)
From HB Require Import structures.
From mathcomp Require Import boot order finmap ssralg ssrnum ssrint interval.
From mathcomp Require Import boot order finmap ssralg ssrnum ssrint algebra interval.
From mathcomp Require Import interval_inference archimedean.
#[warning="-warn-library-file-internal-analysis"]
From mathcomp Require Import unstable.
Expand Down Expand Up @@ -463,85 +463,114 @@ Qed.
End rgenopensets.
End RGenOpenSets.

(* Should be moved to a more general file *)
Section open.
Context {R : realType}.
Context {R : realType} {N : normedModType R}.

Definition open_type : Type := R.
Definition open_type : Type := N.

HB.instance Definition _ := Pointed.on open_type.

Let measurable : set_system R := @measurable _ (g_sigma_algebraType (@open R)).
Let measurable : set_system N := @measurable _ (g_sigma_algebraType (@open N)).

Let measurable0 : measurable set0. Proof. exact: measurable0. Qed.

Let measurableC A : measurable A -> measurable (~` A).
Proof. by move=> /measurableC. Qed.

Let measurable_bigcup (F : (set R)^nat) : (forall i, measurable (F i)) ->
Let measurable_bigcup (F : (set N)^nat) : (forall i, measurable (F i)) ->
measurable (\bigcup_i (F i)).
Proof. move=> mF; exact: bigcupT_measurable. Qed.

HB.instance Definition _ :=
@isMeasurable.Build (sigma_display (@open R))
@isMeasurable.Build (sigma_display (@open N))
open_type measurable measurable0 measurableC measurable_bigcup.

End open.

Notation "R .-open" := (sigma_display (@open R)) : measure_display_scope.
Notation "R .-open.-measurable" := (measurable : set_system (@open_type R)) :
Notation "N .-open" := (sigma_display (@open N)) : measure_display_scope.
Notation "N .-open.-measurable" := (measurable : set_system (@open_type _ N)) :
classical_set_scope.

Module MeasurableRopen.
Section measurableRopen.
Context {R : realType}.
Module MeasurableNormedModuleOpen.
Section measurableOpen.
Context {R : realType} {N : normedModType R}.
Import numFieldNormedType.Exports.

Definition measurableTypeR := g_sigma_algebraType (@open R).
Definition measurableTypeNormedModule := g_sigma_algebraType (@open N).

Definition lebesgue_display : measure_display := R.-open.
Definition borel_display : measure_display := N.-open.

Definition measurableR : set_system R := R.-open.-measurable.
Definition measurableNormedModule : set_system N := N.-open.-measurable.

HB.instance Definition _ : Measurable lebesgue_display measurableTypeR :=
Measurable.on measurableTypeR.
HB.instance Definition _ : Measurable borel_display measurableTypeNormedModule :=
Measurable.on measurableTypeNormedModule.
(* Presumably it is safe to use NFI here because morally R is unique
and nothing else can be used here *)
#[non_forgetful_inheritance]
HB.instance Definition _ := Measurable.copy R measurableTypeR.
HB.instance Definition _ := Measurable.copy N measurableTypeNormedModule.

Lemma measurable_set1 (r : R) : measurable [set r].
Lemma measurable_set1 (x : N) : measurable [set x].
Proof.
rewrite set1_bigcap_oo; apply: bigcap_measurable => // k _.
exact: sub_sigma_algebra.
rewrite set1_bigcap_ball; apply: bigcap_measurable => // k _.
apply: sub_sigma_algebra; exact: ball_open.
Qed.
#[local] Hint Resolve measurable_set1 : core.

Lemma measurable_itv (i : interval R) : measurable [set` i].
Proof.
have := MeasurableRocitv.measurable_itv i.
rewrite /MeasurableRocitv.lebesgue_display.
by rewrite RGenOpenSets.measurableE.
Qed.
Lemma measurable_ball_norm (x : N) e : measurable (ball x e).
Proof. by apply: (sub_sigma_algebra (ball_open _ _)). Qed.

End measurableRopen.
Arguments measurableTypeR : clear implicits.
End measurableOpen.
Arguments measurableTypeNormedModule : clear implicits.
#[global]
Hint Extern 0 (measurable (_ @^-1` [set _])) =>
solve [apply: measurable_funPTI; exact: measurable_set1] : core.
#[global]
Hint Extern 0 (measurable [set _]) => solve [apply: measurable_set1] : core.
#[global]
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Hint Extern 0 (measurable [set` _] ) => exact: measurable_itv : core.

Lemma measurable_funP1 {d} {aT : measurableType d} {rT : realType}
(f : {mfun aT >-> rT}) D (y : rT) :
measurable D -> measurable (D `&` f @^-1` [set y]).
{nT : normedModType rT} (f : {mfun aT >-> nT}) D (z : nT) :
measurable D -> measurable (D `&` f @^-1` [set z]).
Proof. by move=> /(measurable_funP f); exact. Qed.
#[deprecated(since="mathcomp-analysis 1.13.0", use=measurable_funP1)]
Notation measurable_sfun_inP := measurable_funP1 (only parsing).
#[global] Hint Extern 0 (measurable (_ `&` _ @^-1` [set _])) =>
solve [apply: measurable_funP1; assumption] : core.

Section measurableReal.

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TODO: check whether we can get rid of this

Context {R : realType}.
Import numFieldNormedType.Exports.

Definition measurableTypeR := @measurableTypeNormedModule R R.

Definition lebesgue_display : measure_display := @borel_display R R.

Definition measurableR := @measurableNormedModule R R.

(* Shouldn't be needing ideally... *)
HB.instance Definition _ := Measurable.copy R measurableTypeR.

Lemma measurable_itv (i : interval R) : measurable [set` i].
Proof.
have := MeasurableRocitv.measurable_itv i.
rewrite /MeasurableRocitv.lebesgue_display.
by rewrite RGenOpenSets.measurableE.
Qed.

End measurableReal.
Arguments measurableTypeR : clear implicits.
#[global]
Hint Extern 0 (measurable [set` _] ) => exact: measurable_itv : core.

End MeasurableNormedModuleOpen.

Module MeasurableR.
Export numFieldNormedType.Exports.
Export MeasurableNormedModuleOpen.
End MeasurableR.

Section ocitv_measure.
Import MeasurableR.
Context {R : realType} (mu : measure (measurableTypeR R) R).

Definition ocitv_measure : set (MeasurableRocitv.measurableTypeR R) -> \bar R :=
Expand All @@ -568,12 +597,6 @@ Lemma ocitv_measure_ext A : ocitv_measure A = mu A. Proof. by []. Qed.

End ocitv_measure.

End MeasurableRopen.

Module MeasurableR.
Export MeasurableRopen.
End MeasurableR.

(** The construction of the Lebesgue-Stieltjes measure actually starts here. *)

Section wlength.
Expand Down Expand Up @@ -950,13 +973,13 @@ Let ocitv_lebesgue_stieltjes_measure_unique
Proof.
move=> muE A mA.
apply: measure_extension_unique => //=.
- exact: wlength_sigma_finite.
- by move=> X mX; rewrite -muE// -measurable_mu_extE.
- by rewrite RGenOpenSets.measurableE.
exact: wlength_sigma_finite.
by move=> X mX; rewrite -muE// -measurable_mu_extE.
by rewrite RGenOpenSets.measurableE.
Qed.

Lemma lebesgue_stieltjes_measure_unique
(mu : {measure set (MeasurableRopen.measurableTypeR R) -> \bar R}) :
(mu : {measure set (measurableTypeR R) -> \bar R}) :
(forall X, ocitv X -> lebesgue_stieltjes_measure f X = mu X) ->
forall A : set R, measurable A -> lebesgue_stieltjes_measure f A = mu A.
Proof.
Expand Down
14 changes: 14 additions & 0 deletions theories/topology_theory/metric_structure.v
Original file line number Diff line number Diff line change
Expand Up @@ -109,6 +109,20 @@ Qed.

End metric_numFieldType.

Section metric_archiRealFieldType.
Context {R : archiRealFieldType} {N : metricType R}.

Lemma set1_bigcap_ball (x : N) : [set x] = \bigcap_n ball x n.+1%:R^-1.
Proof.
rewrite eqEsubset; split=> [y -> n _ | y /= bn]/=; first by apply: ballxx;
rewrite invr_gt0.
apply: close_eq _=>//; first exact: metric_hausdorff; rewrite ball_close=> e0;
rewrite ball_symE. apply: (le_ball _ (bn (truncn e0%:num^-1) I)).
by rewrite invf_ple ?posrE//; exact: (ltW (truncnS_gt _)).
Qed.

End metric_archiRealFieldType.

Section prod_metric.
Context {K : numDomainType} (T U : metricType K).

Expand Down
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