Documentation

TauCeti.MeasureTheory.MeasurableSpace.Restrict

The σ-algebra of two coordinates is part of that of a set of coordinates #

Mathlib's Set.measurable_restrict says that restricting a function x : ∀ i, π i to the coordinates in a set D is measurable. Phrased in terms of the σ-algebras the maps generate: the information carried by D.domRestrict contains the information carried by any coordinate in D. This file records the version for a pair of coordinates a, b ∈ D, read simultaneously as (x a, x b), which is how a two-entry block of a random array is compared with the σ-algebra of a larger set of entries.

Main result #

theorem TauCeti.MeasureTheory.comap_pair_le_comap_domRestrict {ι : Type u_1} {π : ι → Type u_2} [(i : ι) → MeasurableSpace (π i)] (D : Set ι) {a b : ι} (ha : a ∈ D) (hb : b ∈ D) :

The information in two coordinates is part of the information in any set of coordinates containing both: for a, b ∈ D, the σ-algebra generated by x ↦ (x a, x b) is contained in the one generated by the restriction to D.