:: Kolmogorov's Zero-one Law
:: by Agnes Doll
::
:: Received November 4, 2008
:: Copyright (c) 2008-2018 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 NUMBERS, XBOOLE_0, PROB_1, SETFAM_1, SUBSET_1, RPR_1, FUNCT_1,
TARSKI, RELAT_1, REAL_1, CARD_1, ARYTM_1, CARD_3, PROB_3, NAT_1, ARYTM_3,
ZFMISC_1, PROB_2, DYNKIN, VALUED_1, XXREAL_0, SERIES_1, ORDINAL2,
FUNCOP_1, FINSEQ_1, FINSET_1, FINSUB_1, SETWISEO, ORDINAL4, EQREL_1,
KOLMOG01;
notations TARSKI, XBOOLE_0, ZFMISC_1, SUBSET_1, REAL_1, ORDINAL1, XCMPLX_0,
XXREAL_0, NAT_1, XREAL_0, NUMBERS, FINSET_1, DYNKIN, FINSUB_1, RELAT_1,
CARD_3, SEQ_2, SETFAM_1, FUNCT_1, RELSET_1, VALUED_1, FINSEQ_1, RVSUM_1,
PARTFUN1, FUNCT_2, PROB_3, SERIES_1, FUNCOP_1, SETWISEO, FINSEQOP,
KURATO_0, PROB_1, PROB_2;
constructors SEQ_2, DYNKIN, REAL_1, PROB_3, SERIES_1, KURATO_0, RINFSUP1,
SETFAM_1, BINOP_2, RVSUM_1, WELLORD2, FINSEQOP, SETWISEO, RELSET_1,
MEASURE1, COMSEQ_2;
registrations XBOOLE_0, SUBSET_1, ORDINAL1, VALUED_1, RELSET_1, NUMBERS,
XREAL_0, MEMBERED, PROB_1, RELAT_1, FINSET_1, FINSEQ_1, FINSUB_1,
FUNCT_1, FUNCT_2, VALUED_0, PROB_3;
requirements SUBSET, NUMERALS, BOOLE, ARITHM;
begin
reserve Omega, I for non empty set;
reserve Sigma for SigmaField of Omega;
reserve P for Probability of Sigma;
reserve D, E, F for Subset-Family of Omega;
reserve B, sB for non empty Subset of Sigma;
reserve b for Element of B;
reserve a for Element of Sigma;
reserve p, q, u, v for Event of Sigma;
reserve n, m for Element of NAT;
reserve S, S9, X, x, y, z, i, j for set;
theorem :: KOLMOG01:1
for f being Function, X being set st X c= dom f holds X <> {}
implies rng (f|X) <> {};
theorem :: KOLMOG01:2
for r being Real st r*r=r holds r=0 or r=1;
theorem :: KOLMOG01:3
for X being Subset-Family of Omega st X={} holds sigma(X) = {{}, Omega};
definition
let Omega be non empty set, Sigma be SigmaField of Omega, B be Subset of
Sigma, P be Probability of Sigma;
func Indep(B,P) -> Subset of Sigma means
:: KOLMOG01:def 1
for a being Element of Sigma
holds a in it iff for b being Element of B holds P.(a /\ b) = P.a * P.b;
end;
theorem :: KOLMOG01:4
for f being SetSequence of Sigma holds (for n,b holds P.(f.n /\ b
) = P.(f.n) * P.b) & f is disjoint_valued implies P.(b /\ Union f) = P.b * P.
Union f;
theorem :: KOLMOG01:5
Indep(B,P) is Dynkin_System of Omega;
theorem :: KOLMOG01:6
for A being Subset-Family of Omega st A is intersection_stable &
A c= Indep(B,P) holds sigma(A) c= Indep(B,P);
theorem :: KOLMOG01:7
for A, B being non empty Subset of Sigma holds A c= Indep(B,P)
iff for p,q st p in A & q in B holds p,q are_independent_respect_to P;
theorem :: KOLMOG01:8
for A,B being non empty Subset of Sigma st A c= Indep(B,P) holds
B c= Indep(A,P);
theorem :: KOLMOG01:9
for A being Subset-Family of Omega st A is non empty Subset of
Sigma & A is intersection_stable for B being non empty Subset of Sigma st B is
intersection_stable holds A c= Indep(B,P) implies for D,sB st D=B & sigma(D)=sB
holds sigma(A) c= Indep(sB,P);
theorem :: KOLMOG01:10
for E,F st E is non empty Subset of Sigma & E is
intersection_stable & F is non empty Subset of Sigma & F is intersection_stable
holds (for p,q st p in E & q in F holds p,q are_independent_respect_to P)
implies for u,v st u in sigma(E) & v in sigma(F) holds u,v
are_independent_respect_to P;
definition
let I be set, Omega be non empty set, Sigma be SigmaField of Omega;
mode ManySortedSigmaField of I,Sigma -> Function of I, bool Sigma means
:: KOLMOG01:def 2
for i st i in I holds it.i is SigmaField of Omega;
end;
definition
let Omega be non empty set, Sigma be SigmaField of Omega, P be Probability
of Sigma, I be set, A be Function of I, Sigma;
pred A is_independent_wrt P means
:: KOLMOG01:def 3
for e being one-to-one FinSequence
of I st e <> {} holds Product (P*A*e) = P.(meet rng (A*e));
end;
definition
let Omega be non empty set, Sigma be SigmaField of Omega, I be set, J be
Subset of I, F be ManySortedSigmaField of I,Sigma;
mode SigmaSection of J,F -> Function of J, Sigma means
:: KOLMOG01:def 4
for i st i in J holds it.i in F.i;
end;
definition
let Omega be non empty set, Sigma be SigmaField of Omega, P be Probability
of Sigma, I be set, F be ManySortedSigmaField of I,Sigma;
pred F is_independent_wrt P means
:: KOLMOG01:def 5
for E being finite Subset of I, A
being SigmaSection of E,F holds A is_independent_wrt P;
end;
definition
let I be set, Omega be non empty set, Sigma be SigmaField of Omega, F be
ManySortedSigmaField of I,Sigma, J be Subset of I;
redefine func F|J -> Function of J, bool Sigma;
end;
definition
let I be set, J be Subset of I, Omega be non empty set, Sigma be SigmaField
of Omega, F be Function of J, bool Sigma;
redefine func Union F -> Subset-Family of Omega;
end;
definition
let I be set, Omega be non empty set, Sigma be SigmaField of Omega, F be
ManySortedSigmaField of I,Sigma, J be Subset of I;
func sigUn(F,J) -> SigmaField of Omega equals
:: KOLMOG01:def 6
sigma Union (F|J);
end;
definition
let I be set, Omega be non empty set, Sigma be SigmaField of Omega, F be
ManySortedSigmaField of I, Sigma;
func futSigmaFields(F,I) -> Subset-Family of bool Omega means
:: KOLMOG01:def 7
for S
being Subset-Family of Omega holds S in it iff ex E being finite Subset of I st
S=sigUn(F,I\E);
end;
registration
let I be set, Omega be non empty set, Sigma be SigmaField of Omega, F be
ManySortedSigmaField of I, Sigma;
cluster futSigmaFields(F,I) -> non empty;
end;
definition
let I be set, Omega be non empty set, Sigma be SigmaField of Omega, F be
ManySortedSigmaField of I, Sigma;
func tailSigmaField(F,I) -> Subset-Family of Omega equals
:: KOLMOG01:def 8
meet
futSigmaFields(F,I);
end;
registration
let I be set, Omega be non empty set, Sigma be SigmaField of Omega, F be
ManySortedSigmaField of I, Sigma;
cluster tailSigmaField(F,I) -> non empty;
end;
definition
let Omega be non empty set, Sigma be SigmaField of Omega, I be non empty set
, J be non empty Subset of I, F be ManySortedSigmaField of I,Sigma;
func MeetSections(J,F) -> Subset-Family of Omega means
:: KOLMOG01:def 9
for x being
Subset of Omega holds x in it iff ex E being non empty finite Subset of I, f
being SigmaSection of E,F st E c= J & x = meet rng f;
end;
theorem :: KOLMOG01:11
for F being ManySortedSigmaField of I, Sigma, J being non empty
Subset of I holds sigma MeetSections(J,F) = sigUn(F,J);
theorem :: KOLMOG01:12
for F being ManySortedSigmaField of I, Sigma, J,K being non
empty Subset of I st F is_independent_wrt P & J misses K holds for a,c being
Subset of Omega st a in MeetSections(J,F) & c in MeetSections(K,F) holds P.(a
/\ c) = P.a * P.c;
theorem :: KOLMOG01:13
for F being ManySortedSigmaField of I,Sigma, J being non empty
Subset of I holds MeetSections(J,F) is non empty Subset of Sigma;
registration
let I,Omega,Sigma;
let F be ManySortedSigmaField of I,Sigma, J be non empty Subset of I;
cluster MeetSections(J,F) -> intersection_stable;
end;
theorem :: KOLMOG01:14
for F being ManySortedSigmaField of I,Sigma, J,K being non empty
Subset of I st F is_independent_wrt P & J misses K holds for u,v st u in sigUn(
F,J) & v in sigUn(F,K) holds P.(u /\ v) = P.u * P.v;
definition
let I be set, Omega be non empty set, Sigma be SigmaField of Omega, F be
ManySortedSigmaField of I, Sigma;
func finSigmaFields(F,I) -> Subset-Family of Omega means
:: KOLMOG01:def 10
for S being
Subset of Omega holds S in it iff ex E being finite Subset of I st S in sigUn(F
,E);
end;
theorem :: KOLMOG01:15
for F being ManySortedSigmaField of I, Sigma holds
tailSigmaField(F,I) is SigmaField of Omega;
::$N Koenig Lemma
theorem :: KOLMOG01:16
for F being ManySortedSigmaField of I,Sigma st F is_independent_wrt P
& a in tailSigmaField(F,I) holds P.a=0 or P.a=1;