Documentation

KolmogorovExtension4.CompactSystem

A compact system of square cylinders #

Compact closed square cylinders form a compact system (isCompactSystem_compactClosedSquareCylinders), hence so do the countable intersections of finite unions of them. We show that every cylinder with a compact closed base belongs to that compact system. This is used in the proof of the Kolmogorov extension theorem, to approximate measurable cylinders from inside by sets of a compact system.

Main statements #

theorem cylinder_univ_pi_mem_compactClosedSquareCylinders {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] {J : Finset ι} {t : (j : ↥J) → Set (α ↑j)} (ht_compact : ∀ (j : ↥J), IsCompact (t j)) (ht_closed : ∀ (j : ↥J), IsClosed (t j)) :

A cylinder whose base is a product of compact closed sets is a compact closed square cylinder.

Countable intersections of finite unions of compact closed square cylinders (and of ∅) form a compact system.

theorem cylinder_mem_countableInfClosure_supClosure {ι : Type u_1} {α : ι → Type u_2} [(i : ι) → TopologicalSpace (α i)] [∀ (i : ι), SecondCountableTopology (α i)] [∀ (i : ι), R1Space (α i)] {J : Finset ι} {K : Set ((j : ↥J) → α ↑j)} (hK_compact : IsCompact K) (hK_closed : IsClosed K) :

A cylinder with a compact closed base is a countable intersection of finite unions of compact closed square cylinders.