Theorem: MeasureTheory.IsStoppingTime.measurableSet_lt_of_isLUB
File: Mathlib/Probability/Process/Stopping.lean

tactic: by_cases hi_min : IsMin i
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
⊢ MeasurableSet {ω | τ ω < i}
state_after: case pos
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
⊢ MeasurableSet {ω | τ ω < i}

case neg
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
⊢ MeasurableSet {ω | τ ω < i}

tactic: obtain ⟨seq, -, -, h_tendsto, h_bound⟩ :
    ∃ seq : ℕ → ι, Monotone seq ∧ (∀ j, seq j ≤ i) ∧ Tendsto seq atTop (𝓝 i) ∧ ∀ j, seq j < i :=
  h_lub.exists_seq_monotone_tendsto (not_isMin_iff.mp hi_min)
state_before: case neg
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
⊢ MeasurableSet {ω | τ ω < i}
state_after: case neg.intro.intro.intro.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
⊢ MeasurableSet {ω | τ ω < i}

tactic: have h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i := by
  ext1 ω; simp only [Set.mem_setOf_eq, Set.mem_preimage, Set.mem_Iio]
state_before: case neg.intro.intro.intro.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
⊢ MeasurableSet {ω | τ ω < i}
state_after: case neg.intro.intro.intro.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet {ω | τ ω < i}

tactic: rw [h_lt_eq_preimage, h_Ioi_eq_Union]
state_before: case neg.intro.intro.intro.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet {ω | τ ω < i}
state_after: case neg.intro.intro.intro.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet (τ ⁻¹' ⋃ j, {k | k ≤ seq j})

tactic: simp only [Set.preimage_iUnion, Set.preimage_setOf_eq]
state_before: case neg.intro.intro.intro.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet (τ ⁻¹' ⋃ j, {k | k ≤ seq j})
state_after: case neg.intro.intro.intro.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet (⋃ i, {a | τ a ≤ seq i})

tactic: exact MeasurableSet.iUnion fun n => f.mono (h_bound n).le _ (hτ.measurableSet_le (seq n))
state_before: case neg.intro.intro.intro.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet (⋃ i, {a | τ a ≤ seq i})
state_after: no goals

tactic: suffices {ω | τ ω < i} = ∅ by rw [this]; exact @MeasurableSet.empty _ (f i)
state_before: case pos
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
⊢ MeasurableSet {ω | τ ω < i}
state_after: case pos
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
⊢ {ω | τ ω < i} = ∅

tactic: ext1 ω
state_before: case pos
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
⊢ {ω | τ ω < i} = ∅
state_after: case pos.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
ω : Ω
⊢ ω ∈ {ω | τ ω < i} ↔ ω ∈ ∅

tactic: simp only [Set.mem_setOf_eq, Set.mem_empty_iff_false, iff_false_iff]
state_before: case pos.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
ω : Ω
⊢ ω ∈ {ω | τ ω < i} ↔ ω ∈ ∅
state_after: case pos.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
ω : Ω
⊢ ¬τ ω < i

tactic: exact isMin_iff_forall_not_lt.mp hi_min (τ ω)
state_before: case pos.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
ω : Ω
⊢ ¬τ ω < i
state_after: no goals

tactic: rw [this]
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
this : {ω | τ ω < i} = ∅
⊢ MeasurableSet {ω | τ ω < i}
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
this : {ω | τ ω < i} = ∅
⊢ MeasurableSet ∅

tactic: exact @MeasurableSet.empty _ (f i)
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
this : {ω | τ ω < i} = ∅
⊢ MeasurableSet ∅
state_after: no goals

tactic: ext1 k
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
⊢ Set.Iio i = ⋃ j, {k | k ≤ seq j}
state_after: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
⊢ k ∈ Set.Iio i ↔ k ∈ ⋃ j, {k | k ≤ seq j}

tactic: simp only [Set.mem_Iio, Set.mem_iUnion, Set.mem_setOf_eq]
state_before: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
⊢ k ∈ Set.Iio i ↔ k ∈ ⋃ j, {k | k ≤ seq j}
state_after: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
⊢ k < i ↔ ∃ i, k ≤ seq i

tactic: refine ⟨fun hk_lt_i => ?_, fun h_exists_k_le_seq => ?_⟩
state_before: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
⊢ k < i ↔ ∃ i, k ≤ seq i
state_after: case h.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
hk_lt_i : k < i
⊢ ∃ i, k ≤ seq i

case h.refine_2
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
h_exists_k_le_seq : ∃ i, k ≤ seq i
⊢ k < i

tactic: rw [tendsto_atTop'] at h_tendsto
state_before: case h.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
hk_lt_i : k < i
⊢ ∃ i, k ≤ seq i
state_after: case h.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : ∀ s ∈ 𝓝 i, ∃ a, ∀ b ≥ a, seq b ∈ s
h_bound : ∀ (j : ℕ), seq j < i
k : ι
hk_lt_i : k < i
⊢ ∃ i, k ≤ seq i

tactic: have h_nhds : Set.Ici k ∈ 𝓝 i :=
  mem_nhds_iff.mpr ⟨Set.Ioi k, Set.Ioi_subset_Ici le_rfl, isOpen_Ioi, hk_lt_i⟩
state_before: case h.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : ∀ s ∈ 𝓝 i, ∃ a, ∀ b ≥ a, seq b ∈ s
h_bound : ∀ (j : ℕ), seq j < i
k : ι
hk_lt_i : k < i
⊢ ∃ i, k ≤ seq i
state_after: case h.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : ∀ s ∈ 𝓝 i, ∃ a, ∀ b ≥ a, seq b ∈ s
h_bound : ∀ (j : ℕ), seq j < i
k : ι
hk_lt_i : k < i
h_nhds : Set.Ici k ∈ 𝓝 i
⊢ ∃ i, k ≤ seq i

tactic: obtain ⟨a, ha⟩ : ∃ a : ℕ, ∀ b : ℕ, b ≥ a → k ≤ seq b := h_tendsto (Set.Ici k) h_nhds
state_before: case h.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : ∀ s ∈ 𝓝 i, ∃ a, ∀ b ≥ a, seq b ∈ s
h_bound : ∀ (j : ℕ), seq j < i
k : ι
hk_lt_i : k < i
h_nhds : Set.Ici k ∈ 𝓝 i
⊢ ∃ i, k ≤ seq i
state_after: case h.refine_1.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : ∀ s ∈ 𝓝 i, ∃ a, ∀ b ≥ a, seq b ∈ s
h_bound : ∀ (j : ℕ), seq j < i
k : ι
hk_lt_i : k < i
h_nhds : Set.Ici k ∈ 𝓝 i
a : ℕ
ha : ∀ b ≥ a, k ≤ seq b
⊢ ∃ i, k ≤ seq i

tactic: exact ⟨a, ha a le_rfl⟩
state_before: case h.refine_1.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : ∀ s ∈ 𝓝 i, ∃ a, ∀ b ≥ a, seq b ∈ s
h_bound : ∀ (j : ℕ), seq j < i
k : ι
hk_lt_i : k < i
h_nhds : Set.Ici k ∈ 𝓝 i
a : ℕ
ha : ∀ b ≥ a, k ≤ seq b
⊢ ∃ i, k ≤ seq i
state_after: no goals

tactic: obtain ⟨j, hk_seq_j⟩ := h_exists_k_le_seq
state_before: case h.refine_2
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
h_exists_k_le_seq : ∃ i, k ≤ seq i
⊢ k < i
state_after: case h.refine_2.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
j : ℕ
hk_seq_j : k ≤ seq j
⊢ k < i

tactic: exact hk_seq_j.trans_lt (h_bound j)
state_before: case h.refine_2.intro
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
k : ι
j : ℕ
hk_seq_j : k ≤ seq j
⊢ k < i
state_after: no goals

tactic: ext1 ω
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
⊢ {ω | τ ω < i} = τ ⁻¹' Set.Iio i
state_after: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
ω : Ω
⊢ ω ∈ {ω | τ ω < i} ↔ ω ∈ τ ⁻¹' Set.Iio i

tactic: simp only [Set.mem_setOf_eq, Set.mem_preimage, Set.mem_Iio]
state_before: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : ¬IsMin i
seq : ℕ → ι
h_tendsto : Tendsto seq atTop (𝓝 i)
h_bound : ∀ (j : ℕ), seq j < i
h_Ioi_eq_Union : Set.Iio i = ⋃ j, {k | k ≤ seq j}
ω : Ω
⊢ ω ∈ {ω | τ ω < i} ↔ ω ∈ τ ⁻¹' Set.Iio i
state_after: no goals