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add result on PolishSpace
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JakobStiefel authored Dec 11, 2024
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18 changes: 12 additions & 6 deletions Mathlib/MeasureTheory/Measure/FiniteMeasureExt.lean
Original file line number Diff line number Diff line change
Expand Up @@ -8,20 +8,19 @@ import Mathlib.MeasureTheory.Measure.FiniteMeasure

/-!
# Extensionality of finite measures
The main Result is `ext_of_forall_mem_subalgebra_integral_eq`:
The main Result is `ext_of_forall_mem_subalgebra_integral_eq_of_pseudoEMetric_complete_countable`:
Let `A` be a StarSubalgebra of `C(E, π•œ)` that separates points and whose elements are bounded. If
the integrals of all elements `A` with respect to two finite measures `P, P'`coincide, then the
measures coincide. In other words: If a Subalgebra separates points, it separates finite measures.
-/

open MeasureTheory Filter

variable {E π•œ : Type*} [RCLike π•œ]
[MeasurableSpace E] [PseudoEMetricSpace E] [BorelSpace E] [CompleteSpace E]
[SecondCountableTopology E] {P P' : FiniteMeasure E}
variable {E π•œ : Type*} [RCLike π•œ] [MeasurableSpace E]

theorem ext_of_forall_mem_subalgebra_integral_eq
{A : StarSubalgebra π•œ C(E, π•œ)} (hA : A.SeparatesPoints)
theorem ext_of_forall_mem_subalgebra_integral_eq_of_pseudoEMetric_complete_countable
[PseudoEMetricSpace E] [BorelSpace E] [CompleteSpace E] [SecondCountableTopology E]
{P P' : FiniteMeasure E} {A : StarSubalgebra π•œ C(E, π•œ)} (hA : A.SeparatesPoints)
(hbound : βˆ€ g ∈ A, βˆƒ C, βˆ€ x y : E, dist (g x) (g y) ≀ C)
(heq : βˆ€ g ∈ A, ∫ (x : E), (g : E β†’ π•œ) x βˆ‚P = ∫ (x : E), (g : E β†’ π•œ) x βˆ‚P') : P = P' := by
--consider the real subalgebra of the purely real-valued elements of A
Expand Down Expand Up @@ -65,3 +64,10 @@ theorem ext_of_forall_mem_subalgebra_integral_eq
Tendsto.abs (Filter.Tendsto.sub (integral_mulExpNegMulSq_tendsto P f)
(integral_mulExpNegMulSq_tendsto P' f))
apply eq_of_abs_sub_eq_zero (tendsto_nhds_unique lim2 lim1)

theorem ext_of_forall_mem_subalgebra_integral_eq_of_polish [TopologicalSpace E] [PolishSpace E]
[BorelSpace E] {P P' : FiniteMeasure E} {A : StarSubalgebra π•œ C(E, π•œ)} (hA : A.SeparatesPoints)
(hbound : βˆ€ g ∈ A, βˆƒ C, βˆ€ x y : E, dist (g x) (g y) ≀ C)
(heq : βˆ€ g ∈ A, ∫ (x : E), (g : E β†’ π•œ) x βˆ‚P = ∫ (x : E), (g : E β†’ π•œ) x βˆ‚P') : P = P' := by
letI := upgradePolishSpace E
exact ext_of_forall_mem_subalgebra_integral_eq_of_pseudoEMetric_complete_countable hA hbound heq

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