:: Borel-Cantelli Lemma
:: by Peter Jaeger
::
:: Received January 31, 2011
:: Copyright (c) 2011-2018 Association of Mizar Users
:: (Stowarzyszenie Uzytkownikow Mizara, Bialystok, Poland).
:: This code can be distributed under the GNU General Public Licence
:: version 3.0 or later, or the Creative Commons Attribution-ShareAlike
:: License version 3.0 or later, subject to the binding interpretation
:: detailed in file COPYING.interpretation.
:: See COPYING.GPL and COPYING.CC-BY-SA for the full text of these
:: licenses, or see http://www.gnu.org/licenses/gpl.html and
:: http://creativecommons.org/licenses/by-sa/3.0/.
environ
vocabularies BOR_CANT, REALSET1, ABIAN, SIN_COS, ARYTM_3, CARD_3, EQREL_1,
COMPLEX1, NUMBERS, ZFMISC_1, CARD_1, XXREAL_0, NEWTON, REAL_1, RELAT_1,
PROB_1, SEQ_1, SEQ_2, ARYTM_1, ORDINAL2, RPR_1, XBOOLE_0, SUBSET_1,
PROB_2, SERIES_1, NAT_1, FUNCT_1, PROB_3, SERIES_3, LIMFUNC1, SETLIM_1,
XXREAL_2, FUNCOP_1, FUNCT_7, ASYMPT_1;
notations XXREAL_0, XCMPLX_0, XREAL_0, ORDINAL1, REAL_1, XBOOLE_0, SUBSET_1,
NUMBERS, NAT_1, COMPLEX1, SEQ_1, COMSEQ_2, SEQ_2, RELAT_1, FUNCT_1,
RELSET_1, PARTFUN1, FUNCT_2, FUNCOP_1, PROB_1, PROB_2, SETLIM_1,
SERIES_1, PROB_3, VALUED_0, VALUED_1, ZFMISC_1, LIMFUNC1, SERIES_3,
NEWTON, ABIAN, SIN_COS;
constructors RELSET_1, BINARITH, SQUARE_1, COMSEQ_3, RVSUM_1, SIN_COS, REAL_1,
LIMFUNC1, SETLIM_1, SEQ_2, SERIES_1, KURATO_0, RINFSUP1, PROB_3,
SERIES_3, ABIAN, NEWTON, NUMBERS, NAT_D, SEQ_4, RFUNCT_1, RCOMP_1,
SEQM_3, FUNCT_4, COMSEQ_2, SEQ_1;
registrations FUNCT_2, XCMPLX_0, XBOOLE_0, SUBSET_1, ORDINAL1, NUMBERS,
XREAL_0, NAT_1, MEMBERED, VALUED_0, VALUED_1, ABIAN, XXREAL_0, RELAT_1,
SEQ_4, NEWTON, FUNCOP_1, PROB_2, PROB_3, SETLIM_1, RELSET_1, SIN_COS,
INT_1, SEQ_1, SEQ_2;
requirements REAL, NUMERALS, BOOLE, SUBSET, ARITHM;
begin
reserve Omega for non empty set,
Sigma for SigmaField of Omega,
Prob for Probability of Sigma,
A for SetSequence of Sigma,
n,n1,n2 for Nat;
definition
let D be set;
let x,y be ExtReal, a,b be Element of D;
redefine func IFGT(x,y,a,b) -> Element of D;
end;
theorem :: BOR_CANT:1
for k being Element of NAT,x being Element of REAL st k is odd & x>0 & x<=1
holds ((-x) rExpSeq).(k+1) + ((-x) rExpSeq).(k+2) >= 0;
theorem :: BOR_CANT:2
for x being Element of REAL holds 1+x <= exp_R.x;
definition let s be Real_Sequence;
func JSum(s) -> Real_Sequence means
:: BOR_CANT:def 1
for d being Nat holds it.d = Sum( (-s.d) rExpSeq);
end;
theorem :: BOR_CANT:3
Partial_Product(JSum(Prob*A)).n = exp_R.(-Partial_Sums(Prob*A).n);
theorem :: BOR_CANT:4
Partial_Product(Prob*(Complement A)).n <=
Partial_Product(JSum(Prob*A)).n;
definition
let n1,n2 be Nat;
func Special_Function(n1,n2) -> sequence of NAT means
:: BOR_CANT:def 2
for n being Nat holds it.n = IFGT(n,n1,n+n2,n);
end;
definition let k be Nat;
func Special_Function2(k) -> sequence of NAT means
:: BOR_CANT:def 3
for n being Nat holds it.n = n+k;
end;
definition let k be Nat;
func Special_Function3(k) -> sequence of NAT means
:: BOR_CANT:def 4
for n being Nat holds it.n = IFGT(n,k,0,1);
end;
definition
let n1,n2 be Nat;
func Special_Function4(n1,n2) -> sequence of NAT means
:: BOR_CANT:def 5
for n being Nat holds it.n = IFGT(n,n1+1,n+n2,n);
end;
registration
let n1,n2 be Nat;
cluster Special_Function(n1,n2) -> one-to-one;
cluster Special_Function4(n1,n2) -> one-to-one;
end;
registration
let n be Nat;
cluster Special_Function2(n) -> one-to-one;
end;
registration
let Omega be non empty set;
let Sigma be SigmaField of Omega;
let s be Nat;
let A be SetSequence of Sigma;
cluster A^\s -> Sigma-valued;
end;
theorem :: BOR_CANT:5
( for A,B being SetSequence of Sigma
st n>n1 & B=A*Special_Function(n1,n2) holds
(Partial_Product (Prob*B)).n =
(Partial_Product (Prob*A)).n1 *
(Partial_Product (Prob*(A^\(n1+n2+1)))).(n-n1-1) ) &
( for A,B,C being SetSequence of Sigma,
e being sequence of NAT
st n>n1 & C = A*e & B=C*Special_Function(n1,n2) holds
(Partial_Intersection B).n =
(Partial_Intersection C).n1 /\
(Partial_Intersection (C^\(n1+n2+1))).(n-n1-1) );
definition
let Omega be non empty set, Sigma be SigmaField of Omega,
Prob be Probability of Sigma, A be SetSequence of Sigma;
pred A is_all_independent_wrt Prob means
:: BOR_CANT:def 6
for B being SetSequence of Sigma st
(ex e being sequence of NAT st
(e is one-to-one &
(for n being Nat holds A.(e.n) = B.n) )) holds
(for n being Nat holds (Partial_Product(Prob*B)).n=
Prob.((Partial_Intersection B).n) );
end;
theorem :: BOR_CANT:6
n>n1 & A is_all_independent_wrt Prob implies
Prob.( (Partial_Intersection Complement A).n1 /\
(Partial_Intersection (A^\(n1+n2+1))).(n-n1-1)) =
(Partial_Product (Prob*Complement A)).n1 *
(Partial_Product (Prob*(A^\(n1+n2+1)))).(n-n1-1);
theorem :: BOR_CANT:7
(Partial_Intersection Complement A).n = ((Partial_Union A).n)`;
theorem :: BOR_CANT:8
Prob.( (Partial_Intersection Complement A).n ) =
1-Prob.( (Partial_Union A).n );
definition
let X be set, A be SetSequence of X;
func Union_Shift_Seq A -> SetSequence of X means
:: BOR_CANT:def 7
for n being Nat holds it.n = Union (A^\n);
end;
registration
let Omega be non empty set,
Sigma be SigmaField of Omega,
A be SetSequence of Sigma;
cluster Union_Shift_Seq A -> Sigma-valued;
end;
definition
let Omega be non empty set, Sigma be SigmaField of Omega,
A be SetSequence of Sigma;
func @lim_sup A -> Event of Sigma equals
:: BOR_CANT:def 8
@Intersection Union_Shift_Seq A;
end;
definition
let X be set, A be SetSequence of X;
func Intersect_Shift_Seq A -> SetSequence of X means
:: BOR_CANT:def 9
for n being Nat holds it.n = Intersection (A^\n);
end;
registration
let Omega be non empty set,
Sigma be SigmaField of Omega,
A be SetSequence of Sigma;
cluster Intersect_Shift_Seq A -> Sigma-valued;
end;
definition
let Omega be non empty set, Sigma be SigmaField of Omega,
A be SetSequence of Sigma;
func @lim_inf A -> Event of Sigma equals
:: BOR_CANT:def 10
Union Intersect_Shift_Seq A;
end;
theorem :: BOR_CANT:9
(Intersect_Shift_Seq Complement A).n =
((Union_Shift_Seq A).n)`;
theorem :: BOR_CANT:10
A is_all_independent_wrt Prob implies
Prob.((Partial_Intersection Complement A).n) =
Partial_Product(Prob*Complement A).n;
theorem :: BOR_CANT:11
for X being set, A being SetSequence of X holds
superior_setsequence A = Union_Shift_Seq A &
inferior_setsequence A = Intersect_Shift_Seq A;
theorem :: BOR_CANT:12
superior_setsequence A = Union_Shift_Seq A &
inferior_setsequence A = Intersect_Shift_Seq A;
definition
let Omega be non empty set;
let Sigma be SigmaField of Omega;
let Prob be Probability of Sigma;
let A be SetSequence of Sigma;
func Sum_Shift_Seq(Prob,A) -> Real_Sequence means
:: BOR_CANT:def 11
for n being Nat holds it.n = Sum( Prob*(A^\n) );
end;
theorem :: BOR_CANT:13
Partial_Sums(Prob*A) is convergent
implies (Prob.@lim_sup A = 0 & lim(Sum_Shift_Seq(Prob,A))=0 &
Sum_Shift_Seq(Prob,A) is convergent);
theorem :: BOR_CANT:14
( for X being set, A being SetSequence of X holds
for n being Nat, x being object holds
( (ex k being Nat st x in (A^\n).k)
iff (ex k being Nat st k>=n & x in A.k) ) ) &
( for X being set, A being SetSequence of X holds
for x being object holds x in Intersection Union_Shift_Seq A iff
for m being Nat holds
ex n being Nat st n>=m & x in A.n ) &
( for A being SetSequence of Sigma holds
for x being object holds
x in @Intersection Union_Shift_Seq A iff
for m being Nat holds
ex n being Nat st n>=m & x in A.n ) &
( for X being set, A being SetSequence of X holds
for x being object holds
( (x in Union Intersect_Shift_Seq A ) iff
(ex n being Nat st
for k being Nat st k>=n holds x in A.k ) ) ) &
( for A being SetSequence of Sigma holds
for x being object holds
( (x in Union Intersect_Shift_Seq A ) iff
(ex n being Nat st
for k being Nat st k>=n holds x in A.k ) ) ) &
( for A being SetSequence of Sigma holds
for x being Element of Omega holds
( (x in Union Intersect_Shift_Seq (Complement A) ) iff
(ex n being Nat st
for k being Nat st k>=n holds not x in A.k ) ) );
theorem :: BOR_CANT:15
lim_sup A = @lim_sup A &
lim_inf A = @lim_inf A &
@lim_inf Complement A = (@lim_sup A)` &
Prob.(@lim_inf Complement A) + Prob.(@lim_sup A) = 1 &
Prob.(lim_inf Complement A) + Prob.(lim_sup A) = 1;
theorem :: BOR_CANT:16
(Partial_Sums(Prob*A) is convergent
implies Prob.lim_sup A = 0 &
Prob.lim_inf Complement A = 1 ) &
(A is_all_independent_wrt Prob &
Partial_Sums(Prob*A) is divergent_to+infty
implies Prob.lim_inf Complement A = 0 &
Prob.lim_sup A = 1);
theorem :: BOR_CANT:17
(not Partial_Sums(Prob*A) is convergent &
A is_all_independent_wrt Prob) implies
(Prob.lim_inf Complement A = 0 & Prob.lim_sup A = 1);
theorem :: BOR_CANT:18
A is_all_independent_wrt Prob implies
(Prob.lim_inf Complement A = 0 or
Prob.lim_inf Complement A = 1) &
(Prob.lim_sup A = 0 or Prob.lim_sup A = 1);
theorem :: BOR_CANT:19
(Partial_Sums(Prob*(A^\(n1+1)))).n <=
Partial_Sums(Prob*A).(n1+1+n) - Partial_Sums(Prob*A).n1;
theorem :: BOR_CANT:20
Prob.( (Intersect_Shift_Seq Complement A).n ) =
1-Prob.( (Union_Shift_Seq A).n );
theorem :: BOR_CANT:21
( Complement A is_all_independent_wrt Prob implies
Prob.((Partial_Intersection A).n) =
Partial_Product(Prob*A).n ) &
( A is_all_independent_wrt Prob implies
1-Prob.( (Partial_Union A).n ) =
Partial_Product(Prob* Complement A).n);