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feat: separation of FiniteMeasure by StarSubalgebra or characteristic functions #19761

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@JakobStiefel JakobStiefel commented Dec 6, 2024

A StarSubalgebra of bounded continuous functions separates finite measures if it separates points. The special case where the subalgebra consists of characteristic functions is an important result in probability


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@github-actions github-actions bot added the new-contributor This PR was made by a contributor with at most 5 merged PRs. Welcome to the community! label Dec 6, 2024
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github-actions bot commented Dec 6, 2024

PR summary 3876d51d18

Import changes for modified files

No significant changes to the import graph

Import changes for all files
Files Import difference
79 files Mathlib.Analysis.Polynomial.CauchyBound Mathlib.Topology.ContinuousMap.Polynomial Mathlib.Algebra.Ring.Subring.IntPolynomial Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Unital Mathlib.Algebra.Polynomial.SpecificDegree Mathlib.Algebra.Polynomial.AlgebraMap Mathlib.Analysis.NormedSpace.RCLike Mathlib.RingTheory.Algebraic.Defs Mathlib.RingTheory.Algebraic.Cardinality Mathlib.NumberTheory.Zsqrtd.ToReal Mathlib.RingTheory.Polynomial.Tower Mathlib.Algebra.Vertex.VertexOperator Mathlib.Algebra.Algebra.Subalgebra.Tower Mathlib.RingTheory.Polynomial.Dickson Mathlib.Algebra.Star.Subalgebra Mathlib.Algebra.Central.Defs Mathlib.Topology.ContinuousMap.Bounded.Star Mathlib.Topology.ContinuousMap.Compact Mathlib.Algebra.Vertex.HVertexOperator Mathlib.Algebra.Polynomial.RingDivision Mathlib.Analysis.Normed.Field.Basic Mathlib.Algebra.Algebra.Subalgebra.Prod Mathlib.Algebra.Polynomial.Taylor Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Restrict Mathlib.RingTheory.Polynomial.IntegralNormalization Mathlib.NumberTheory.PellMatiyasevic Mathlib.Analysis.LocallyConvex.AbsConvex Mathlib.RingTheory.Finiteness.Subalgebra Mathlib.Analysis.Normed.Group.Tannery Mathlib.Algebra.Algebra.Subalgebra.Order Mathlib.NumberTheory.Zsqrtd.GaussianInt Mathlib.Analysis.Normed.Group.ZeroAtInfty Mathlib.Topology.Algebra.StarSubalgebra Mathlib.Analysis.SumOverResidueClass Mathlib.Topology.ContinuousMap.Units Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.NonUnital Mathlib.Algebra.Algebra.Spectrum Mathlib.RingTheory.Binomial Mathlib.Algebra.Polynomial.Laurent Mathlib.Topology.Algebra.InfiniteSum.Field Mathlib.Analysis.SpecialFunctions.Bernstein Mathlib.Algebra.Algebra.Subalgebra.Basic Mathlib.RingTheory.Algebraic.Pi Mathlib.Algebra.Algebra.Subalgebra.MulOpposite Mathlib.Analysis.RCLike.Basic Mathlib.NumberTheory.Dioph Mathlib.Algebra.Polynomial.GroupRingAction Mathlib.Topology.ContinuousMap.Weierstrass Mathlib.Topology.MetricSpace.CauSeqFilter Mathlib.RingTheory.HahnSeries.Summable Mathlib.Algebra.Algebra.Quasispectrum Mathlib.Analysis.SpecialFunctions.OrdinaryHypergeometric Mathlib.Analysis.CStarAlgebra.Basic Mathlib.NumberTheory.Pell Mathlib.Algebra.Polynomial.SumIteratedDerivative Mathlib.Topology.ContinuousMap.ContinuousMapZero Mathlib.Analysis.NormedSpace.Extend Mathlib.Topology.ContinuousMap.StoneWeierstrass Mathlib.Analysis.Convex.Gauge Mathlib.Algebra.Algebra.Subalgebra.Unitization Mathlib.Algebra.Central.Basic Mathlib.Algebra.Polynomial.Lifts Mathlib.RingTheory.Polynomial.ScaleRoots Mathlib.Analysis.LocallyConvex.ContinuousOfBounded Mathlib.Topology.ContinuousMap.CompactlySupported Mathlib.Algebra.Algebra.Subalgebra.Directed Mathlib.Algebra.Central.Matrix Mathlib.NumberTheory.Zsqrtd.Basic Mathlib.Topology.ContinuousMap.ZeroAtInfty Mathlib.Algebra.Polynomial.Roots Mathlib.Dynamics.BirkhoffSum.NormedSpace Mathlib.Topology.Algebra.Module.CharacterSpace Mathlib.FieldTheory.IntermediateField.Basic Mathlib.RingTheory.HahnSeries.Multiplication Mathlib.Analysis.SpecificLimits.RCLike Mathlib.Algebra.Star.Unitary Mathlib.Topology.ContinuousMap.Ideals Mathlib.Algebra.Polynomial.Smeval Mathlib.Topology.MetricSpace.Ultra.ContinuousMaps
1
Mathlib.MeasureTheory.Measure.RegularityCompacts (new file) 1356
Mathlib.Analysis.SpecialFunctions.MulExpNegSq (new file) 2058
Mathlib.MeasureTheory.Measure.FiniteMeasureExt (new file) 2063
Mathlib.MeasureTheory.Measure.FiniteMeasureCharFun (new file) 2068

Declarations diff

+ ENNReal.exists_seq_pos_eq
+ ENNReal.exists_seq_pos_lt
+ FiniteMeasure.ext_of_charFun_eq
+ FiniteMeasure.tendstoIntegral_of_eventually_boundedPointwise
+ InnerRegularCompactLTTop_of_complete_countable
+ NNReal.exists_seq_pos_summable_eq
+ PolishSpace.innerRegular_isCompact_measurableSet
+ StarSubalgebra.of_span_submonoid
+ Subalgebra.of_span_submonoid_starmem
+ _root_.MeasurableSet.ball
+ _root_.MeasureTheory.measure_compl_interUnionBalls_le
+ bounded_of_expSeq
+ continuous_dotProduct
+ continuous_probFourierChar
+ dist_integral_mulExpNegMulSq_le
+ dist_triangle8
+ dotProduct
+ emul_le_exp
+ exists_isCompact_closure_measure_lt_of_complete_countable
+ exists_measure_iInter_lt
+ exists_mem_subalgebra_near_continuous_on_compact_of_separatesPoints
+ expNegSq_deriv
+ expNegSq_differentiable
+ expNegSq_differentiableAt
+ ext_of_charFun_eq
+ ext_of_forall_integral_eq
+ ext_of_forall_mem_subalgebra_integral_eq
+ innerRegularWRT_isCompact_closure_iff
+ innerRegularWRT_isCompact_closure_of_complete_countable
+ innerRegularWRT_isCompact_closure_of_univ
+ innerRegularWRT_isCompact_isClosed_iff
+ innerRegularWRT_isCompact_isClosed_iff_innerRegularWRT_isCompact_closure
+ innerRegularWRT_isCompact_isClosed_isOpen_of_complete_countable
+ innerRegularWRT_isCompact_isClosed_of_complete_countable
+ innerRegularWRT_isCompact_isOpen_of_complete_countable
+ innerRegularWRT_isCompact_of_complete_countable
+ innerRegularWRT_of_exists_compl_lt
+ innerRegular_isCompact_isClosed_measurableSet_of_complete_countable
+ integral_mulExpNegMulSq_eq
+ integral_mulExpNegMulSq_le_mul_measure
+ integral_mulExpNegMulSq_lt
+ integral_mulExpNegMulSq_tendsto
+ interUnionBalls
+ isCompact_closure_interUnionBalls
+ mulExpNegMulSq
+ mulExpNegMulSq_abs_le
+ mulExpNegMulSq_abs_le_norm
+ mulExpNegMulSq_bounded
+ mulExpNegMulSq_eq_sqrt_mul_mulExpNegSq
+ mulExpNegMulSq_lipschitz
+ mulExpNegMulSq_tendsto
+ mulExpNegSq
+ mulExpNegSq_apply
+ mulExpNegSq_bounded
+ mulExpNegSq_bounded_above
+ mulExpNegSq_deriv
+ mulExpNegSq_deriv_le_one
+ mulExpNegSq_lipschitz1
+ mulExpNegSq_symm
+ mul_le_one_of_le_inv
+ norm_integral_sub_setIntegral_le
+ of_span_set
+ of_span_submonoid
+ probChar
+ probChar_SeparatesPoints
+ probChar_StarSubalgebra_separatesPoints
+ probChar_abs_one
+ probChar_apply
+ probChar_dist_le_two
+ probChar_eq
+ probChar_mul_mem
+ probChar_one_mem
+ probChar_starSubalgebra
+ probChar_starSubalgebra_bounded
+ probChar_starSubalgebra_integrable
+ probChar_star_mem
+ probChar_submonoid
+ probChar_submonoid_dist_le_two
+ probFourierChar
+ probFourierChar_apply
+ tendsto_atTop_zero_iff_le_of_antitone
+ tendsto_atTop_zero_iff_lt_of_antitone
+ tendsto_integral_expSeq_mulExpNegMulSq
+ totallyBounded_interUnionBalls
+ zero_le_one_sub_div

You can run this locally as follows
## summary with just the declaration names:
./scripts/declarations_diff.sh <optional_commit>

## more verbose report:
./scripts/declarations_diff.sh long <optional_commit>

The doc-module for script/declarations_diff.sh contains some details about this script.


No changes to technical debt.

You can run this locally as

./scripts/technical-debt-metrics.sh pr_summary
  • The relative value is the weighted sum of the differences with weight given by the inverse of the current value of the statistic.
  • The absolute value is the relative value divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).

@JakobStiefel JakobStiefel added the t-measure-probability Measure theory / Probability theory label Dec 6, 2024
@RemyDegenne
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Nice! This PR is very large (hence hard to review) and contains many things that could be PRed independently.
Could you open several small PRs which each contain a coherent subset of this, and mark this PR as depending on the others?

@mathlib4-dependent-issues-bot mathlib4-dependent-issues-bot added the blocked-by-other-PR This PR depends on another PR to Mathlib (this label is automatically managed by a bot) label Dec 7, 2024
@alreadydone
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alreadydone commented Dec 8, 2024

This PR has the same title as #19782 but is apparently bigger (more lines of code changed). Can you rename one of them? Also there's a typo FiniteMeasaure in both titles.

I also changed the two spaces between [] in the "depend on" lines to one space, so that they display as boxes.

@JakobStiefel JakobStiefel changed the title feat: separation of FiniteMeasaure by StarSubalgebra feat: separation of FiniteMeasure by StarSubalgebra or characteristic functions Dec 9, 2024
@leanprover-community-bot-assistant leanprover-community-bot-assistant added the merge-conflict The PR has a merge conflict with master, and needs manual merging. (this label is managed by a bot) label Jan 7, 2025
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5 participants