mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
τ π : Ω → WithTop ι
hτ : IsStoppingTime f τ
hπ : IsStoppingTime f π
hle : τ ≤ π
s : Set Ω
hs : MeasurableSet s
i : ι
⊢ MeasurableSet (s ∩ {ω | τ ω ≤ ↑i} ∩ {ω | π ω ≤ ↑i})

pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
τ π : Ω → WithTop ι
hτ : IsStoppingTime f τ
hπ : IsStoppingTime f π
hle : τ ≤ π
s : Set Ω
hs : MeasurableSet s
i : ι
⊢ s ∩ {ω | π ω ≤ ↑i} = s ∩ {ω | τ ω ≤ ↑i} ∩ {ω | π ω ≤ ↑i}

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
τ π : Ω → WithTop ι
hτ : IsStoppingTime f τ
hπ : IsStoppingTime f π
hle : τ ≤ π
s : Set Ω
hs : MeasurableSet s
i : ι
⊢ MeasurableSet (s ∩ {ω | τ ω ≤ ↑i} ∩ {ω | π ω ≤ ↑i})

Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
τ π : Ω → WithTop ι
hτ : IsStoppingTime f τ
hπ : IsStoppingTime f π
hle : τ ≤ π
s : Set Ω
hs : MeasurableSet s
i : ι
⊢ s ∩ {ω | π ω ≤ ↑i} = s ∩ {ω | τ ω ≤ ↑i} ∩ {ω | π ω ≤ ↑i}
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
i : ι
s : Set Ω
⊢ (MeasurableSet s ∧ ∀ (i_1 : ι), MeasurableSet (s ∩ {ω | ↑i ≤ ↑i_1})) ↔ MeasurableSet s

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
i : ι
s : Set Ω
⊢ (MeasurableSet s ∧ ∀ (i_1 : ι), MeasurableSet (s ∩ {ω | ↑i ≤ ↑i_1})) ↔ MeasurableSet s
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
s : Set Ω
i : ι
j : WithTop ι
ω : Ω
hxi : τ ω = ↑i
⊢ ↑i ≤ j ↔ ↑i ≤ j

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
this : MeasurableSpace Ω := ⨆ n, ↑ℱ n
⊢ μ {a | ¬∃ c, Tendsto (fun n ↦ f n a) atTop (𝓝 c)} = 0

pp: case hs
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
this : MeasurableSpace Ω := ⨆ n, ↑ℱ n
⊢ MeasurableSet {a | ¬∃ c, Tendsto (fun n ↦ f n a) atTop (𝓝 c)}

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
this : MeasurableSpace Ω := ⨆ n, ↑ℱ n
⊢ μ {a | ¬∃ c, Tendsto (fun n ↦ f n a) atTop (𝓝 c)} = 0

case hs
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
this : MeasurableSpace Ω := ⨆ n, ↑ℱ n
⊢ MeasurableSet {a | ¬∃ c, Tendsto (fun n ↦ f n a) atTop (𝓝 c)}
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case mpr
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
s : Set Ω
i : ι
this : ∀ (j : WithTop ι), {ω | τ ω = ↑i} ∩ {ω | τ ω ≤ j} = {ω | τ ω = ↑i} ∩ {_ω | ↑i ≤ j}
h : MeasurableSet (s ∩ {ω | τ ω = ↑i})
j : ι
⊢ MeasurableSet (s ∩ ({ω | τ ω = ↑i} ∩ {_ω | ↑i ≤ ↑j}))

Tactic:
]

Goal state after:
case mpr
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
s : Set Ω
i : ι
this : ∀ (j : WithTop ι), {ω | τ ω = ↑i} ∩ {ω | τ ω ≤ j} = {ω | τ ω = ↑i} ∩ {_ω | ↑i ≤ j}
h : MeasurableSet (s ∩ {ω | τ ω = ↑i})
j : ι
⊢ MeasurableSet (s ∩ ({ω | τ ω = ↑i} ∩ {_ω | ↑i ≤ ↑j}))
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
this : ∃ g, StronglyMeasurable g ∧ ∀ᵐ (ω : Ω) ∂μ, Tendsto (fun n ↦ f n ω) atTop (𝓝 (g ω))
⊢ ∀ᵐ (ω : Ω) ∂μ, Tendsto (fun n ↦ f n ω) atTop (𝓝 (Classical.choose this ω))

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
this : ∃ g, StronglyMeasurable g ∧ ∀ᵐ (ω : Ω) ∂μ, Tendsto (fun n ↦ f n ω) atTop (𝓝 (g ω))
⊢ ∀ᵐ (ω : Ω) ∂μ, Tendsto (fun n ↦ f n ω) atTop (𝓝 (Classical.choose this ω))
Module: Mathlib.Probability.Martingale.OptionalStopping

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
inst✝ : SigmaFiniteFiltration μ 𝒢
hadp : StronglyAdapted 𝒢 f
hint : ∀ (i : ℕ), Integrable (f i) μ
i j : ℕ
hij : i ≤ j
s : Set Ω
hf : ∫ (x : Ω) in s, f i x ∂μ ≤ ∫ (x : Ω) in s, f j x ∂μ
hs : MeasurableSet s
⊢ ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
inst✝ : SigmaFiniteFiltration μ 𝒢
hadp : StronglyAdapted 𝒢 f
hint : ∀ (i : ℕ), Integrable (f i) μ
i j : ℕ
hij : i ≤ j
s : Set Ω
hf : ∫ (x : Ω) in s, f i x ∂μ ≤ ∫ (x : Ω) in s, f j x ∂μ
hs : MeasurableSet s
⊢ ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ
Module: Mathlib.Probability.Martingale.OptionalStopping

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
τ : Ω → ℕ∞
inst✝ : SigmaFiniteFiltration μ 𝒢
h : Submartingale f 𝒢 μ
hτ : IsStoppingTime 𝒢 τ
⊢ ∀ (τ_1 π : Ω → ℕ∞),
    IsStoppingTime 𝒢 τ_1 →
      IsStoppingTime 𝒢 π →
        τ_1 ≤ π →
          (∃ N, ∀ (x : Ω), π x ≤ ↑N) →
            ∫ (x : Ω), stoppedValue (stoppedProcess f τ) τ_1 x ∂μ ≤ ∫ (x : Ω), stoppedValue (stoppedProcess f τ) π x ∂μ

pp: case hadp
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
τ : Ω → ℕ∞
inst✝ : SigmaFiniteFiltration μ 𝒢
h : Submartingale f 𝒢 μ
hτ : IsStoppingTime 𝒢 τ
⊢ StronglyAdapted 𝒢 (stoppedProcess f τ)

pp: case hint
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
τ : Ω → ℕ∞
inst✝ : SigmaFiniteFiltration μ 𝒢
h : Submartingale f 𝒢 μ
hτ : IsStoppingTime 𝒢 τ
⊢ ∀ (i : ℕ), Integrable (stoppedProcess f τ i) μ

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
τ : Ω → ℕ∞
inst✝ : SigmaFiniteFiltration μ 𝒢
h : Submartingale f 𝒢 μ
hτ : IsStoppingTime 𝒢 τ
⊢ ∀ (τ_1 π : Ω → ℕ∞),
    IsStoppingTime 𝒢 τ_1 →
      IsStoppingTime 𝒢 π →
        τ_1 ≤ π →
          (∃ N, ∀ (x : Ω), π x ≤ ↑N) →
            ∫ (x : Ω), stoppedValue (stoppedProcess f τ) τ_1 x ∂μ ≤ ∫ (x : Ω), stoppedValue (stoppedProcess f τ) π x ∂μ

case hadp
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
τ : Ω → ℕ∞
inst✝ : SigmaFiniteFiltration μ 𝒢
h : Submartingale f 𝒢 μ
hτ : IsStoppingTime 𝒢 τ
⊢ StronglyAdapted 𝒢 (stoppedProcess f τ)

case hint
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
τ : Ω → ℕ∞
inst✝ : SigmaFiniteFiltration μ 𝒢
h : Submartingale f 𝒢 μ
hτ : IsStoppingTime 𝒢 τ
⊢ ∀ (i : ℕ), Integrable (stoppedProcess f τ i) μ
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
g : Ω → ℝ
μ : Measure Ω
hf : Martingale f ℱ μ
hg : Integrable g μ
hgtends : Tendsto (fun n ↦ eLpNorm (f n - g) 1 μ) atTop (𝓝 0)
n : ℕ
⊢ eLpNorm (f n - μ[g | ↑ℱ n]) 1 μ = 0

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
g : Ω → ℝ
μ : Measure Ω
hf : Martingale f ℱ μ
hg : Integrable g μ
hgtends : Tendsto (fun n ↦ eLpNorm (f n - g) 1 μ) atTop (𝓝 0)
n : ℕ
⊢ eLpNorm (f n - μ[g | ↑ℱ n]) 1 μ = 0
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
i j : ι
this : {ω | τ ω ≤ ↑i} ∩ {ω | τ ω ≤ ↑j} = {ω | τ ω ≤ ↑(min i j)}
⊢ MeasurableSet {ω | τ ω ≤ ↑(min i j)}

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
i j : ι
this : {ω | τ ω ≤ ↑i} ∩ {ω | τ ω ≤ ↑j} = {ω | τ ω ≤ ↑(min i j)}
⊢ MeasurableSet {ω | τ ω ≤ ↑(min i j)}
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
⊢ MeasurableSet {ω | τ ω = ↑i}

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
⊢ MeasurableSet {ω | τ ω = ↑i}
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
g : Ω → ℝ
hg : Integrable g μ
hgmeas : StronglyMeasurable g
hle : ⨆ n, ↑ℱ n ≤ m0
hunif : UniformIntegrable (fun n ↦ μ[g | ↑ℱ n]) 1 μ
R : ℝ≥0
hR : ∀ (i : ℕ), eLpNorm ((fun n ↦ μ[g | ↑ℱ n]) i) 1 μ ≤ ↑R
hlimint : Integrable (limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ) μ
this : g =ᵐ[μ] limitProcess (fun n x ↦ μ[g | ↑ℱ n] x) ℱ μ
x : Ω
heq : g x = limitProcess (fun n x ↦ μ[g | ↑ℱ n] x) ℱ μ x
ht : Tendsto (fun n ↦ μ[g | ↑ℱ n] x) atTop (𝓝 (limitProcess (fun i ↦ μ[g | ↑ℱ i]) ℱ μ x))
⊢ Tendsto (fun n ↦ μ[g | ↑ℱ n] x) atTop (𝓝 (limitProcess (fun n x ↦ μ[g | ↑ℱ n] x) ℱ μ x))

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
g : Ω → ℝ
hg : Integrable g μ
hgmeas : StronglyMeasurable g
hle : ⨆ n, ↑ℱ n ≤ m0
hunif : UniformIntegrable (fun n ↦ μ[g | ↑ℱ n]) 1 μ
R : ℝ≥0
hR : ∀ (i : ℕ), eLpNorm ((fun n ↦ μ[g | ↑ℱ n]) i) 1 μ ≤ ↑R
hlimint : Integrable (limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ) μ
this : g =ᵐ[μ] limitProcess (fun n x ↦ μ[g | ↑ℱ n] x) ℱ μ
x : Ω
heq : g x = limitProcess (fun n x ↦ μ[g | ↑ℱ n] x) ℱ μ x
ht : Tendsto (fun n ↦ μ[g | ↑ℱ n] x) atTop (𝓝 (limitProcess (fun i ↦ μ[g | ↑ℱ i]) ℱ μ x))
⊢ Tendsto (fun n ↦ μ[g | ↑ℱ n] x) atTop (𝓝 (limitProcess (fun n x ↦ μ[g | ↑ℱ n] x) ℱ μ x))
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case coe
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
ω : Ω
a : ι
⊢ a = i ∨ i < a ↔ a = i ∨ i < a

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
g : Ω → ℝ
hg : Integrable g μ
hgmeas : StronglyMeasurable g
hle : ⨆ n, ↑ℱ n ≤ m0
hunif : UniformIntegrable (fun n ↦ μ[g | ↑ℱ n]) 1 μ
R : ℝ≥0
hR : ∀ (i : ℕ), eLpNorm ((fun n ↦ μ[g | ↑ℱ n]) i) 1 μ ≤ ↑R
hlimint : Integrable (limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ) μ
n : ℕ
s : Set Ω
hs : MeasurableSet s
⊢ ∫ (x : Ω) in s, μ[g | ↑ℱ n] x ∂μ = ∫ (x : Ω) in s, μ[limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ | ↑ℱ n] x ∂μ

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
g : Ω → ℝ
hg : Integrable g μ
hgmeas : StronglyMeasurable g
hle : ⨆ n, ↑ℱ n ≤ m0
hunif : UniformIntegrable (fun n ↦ μ[g | ↑ℱ n]) 1 μ
R : ℝ≥0
hR : ∀ (i : ℕ), eLpNorm ((fun n ↦ μ[g | ↑ℱ n]) i) 1 μ ≤ ↑R
hlimint : Integrable (limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ) μ
n : ℕ
s : Set Ω
hs : MeasurableSet s
⊢ ∫ (x : Ω) in s, μ[g | ↑ℱ n] x ∂μ = ∫ (x : Ω) in s, μ[limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ | ↑ℱ n] x ∂μ
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
this : {ω | ↑i ≤ τ ω} = {ω | τ ω = ↑i} ∪ {ω | ↑i < τ ω}
⊢ MeasurableSet ({ω | τ ω = ↑i} ∪ {ω | ↑i < τ ω})

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
this : {ω | ↑i ≤ τ ω} = {ω | τ ω = ↑i} ∪ {ω | ↑i < τ ω}
⊢ MeasurableSet ({ω | τ ω = ↑i} ∪ {ω | ↑i < τ ω})
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
g : Ω → ℝ
hg : Integrable g μ
hgmeas : StronglyMeasurable g
hle : ⨆ n, ↑ℱ n ≤ m0
hunif : UniformIntegrable (fun n ↦ μ[g | ↑ℱ n]) 1 μ
R : ℝ≥0
hR : ∀ (i : ℕ), eLpNorm ((fun n ↦ μ[g | ↑ℱ n]) i) 1 μ ≤ ↑R
hlimint : Integrable (limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ) μ
n : ℕ
s : Set Ω
hs : MeasurableSet s
x : Ω
hx : μ[g | ↑ℱ n] x = μ[limitProcess (fun i ↦ μ[g | ↑ℱ i]) ℱ μ | ↑ℱ n] x
a✝ : x ∈ s
⊢ μ[limitProcess (fun i ↦ μ[g | ↑ℱ i]) ℱ μ | ↑ℱ n] x = μ[limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ | ↑ℱ n] x

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
this : {ω | τ ω < ↑i} = {ω | τ ω ≤ ↑i} \ {ω | τ ω = ↑i}
⊢ MeasurableSet ({ω | τ ω ≤ ↑i} \ {ω | τ ω = ↑i})

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
this : {ω | τ ω < ↑i} = {ω | τ ω ≤ ↑i} \ {ω | τ ω = ↑i}
⊢ MeasurableSet ({ω | τ ω ≤ ↑i} \ {ω | τ ω = ↑i})
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
h_countable : (Set.range τ).Countable
i : ι
⊢ MeasurableSet {ω | τ ω = ↑i}

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
h_countable : (Set.range τ).Countable
i : ι
⊢ MeasurableSet {ω | τ ω = ↑i}
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
g : Ω → ℝ
hg : Integrable g μ
hgmeas : StronglyMeasurable g
hle : ⨆ n, ↑ℱ n ≤ m0
hunif : UniformIntegrable (fun n ↦ μ[g | ↑ℱ n]) 1 μ
R : ℝ≥0
hR : ∀ (i : ℕ), eLpNorm ((fun n ↦ μ[g | ↑ℱ n]) i) 1 μ ≤ ↑R
hlimint : Integrable (limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ) μ
this :
  ∀ (n : ℕ) (s : Set Ω),
    MeasurableSet s → ∫ (x : Ω) in s, g x ∂μ = ∫ (x : Ω) in s, limitProcess (fun n x ↦ μ[g | ↑ℱ n] x) ℱ μ x ∂μ
s : Set Ω
hs : MeasurableSet s
x✝ : μ s < ∞
⊢ IsPiSystem (⋃ i, {x | MeasurableSet x})

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
g : Ω → ℝ
hg : Integrable g μ
hgmeas : StronglyMeasurable g
hle : ⨆ n, ↑ℱ n ≤ m0
hunif : UniformIntegrable (fun n ↦ μ[g | ↑ℱ n]) 1 μ
R : ℝ≥0
hR : ∀ (i : ℕ), eLpNorm ((fun n ↦ μ[g | ↑ℱ n]) i) 1 μ ≤ ↑R
hlimint : Integrable (limitProcess (fun n ↦ μ[g | ↑ℱ n]) ℱ μ) μ
this :
  ∀ (n : ℕ) (s : Set Ω),
    MeasurableSet s → ∫ (x : Ω) in s, g x ∂μ = ∫ (x : Ω) in s, limitProcess (fun n x ↦ μ[g | ↑ℱ n] x) ℱ μ x ∂μ
s : Set Ω
hs : MeasurableSet s
x✝ : μ s < ∞
⊢ IsPiSystem (⋃ i, {x | MeasurableSet x})
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case coe
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
h_countable : (Set.range τ).Countable
i : ι
ω : Ω
a : ι
⊢ a = i ∨ i < a ↔ a = i ∨ i < a

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
h_countable : (Set.range τ).Countable
i : ι
this : {ω | ↑i ≤ τ ω} = {ω | τ ω = ↑i} ∪ {ω | ↑i < τ ω}
⊢ MeasurableSet ({ω | τ ω = ↑i} ∪ {ω | ↑i < τ ω})

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
h_countable : (Set.range τ).Countable
i : ι
this : {ω | ↑i ≤ τ ω} = {ω | τ ω = ↑i} ∪ {ω | ↑i < τ ω}
⊢ MeasurableSet ({ω | τ ω = ↑i} ∪ {ω | ↑i < τ ω})
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case neg
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
a b : ℝ
hf : Submartingale f ℱ μ
N : ℕ
hab : b - a ≤ 0
⊢ (b - a) * ∫ (x : Ω), ↑(upcrossingsBefore a b f N x) ∂μ ≤ ∫ (x : Ω), (fun ω ↦ (f N ω - a)⁺) x ∂μ

Tactic:
]

Goal state after:
case neg
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
a b : ℝ
hf : Submartingale f ℱ μ
N : ℕ
hab : b - a ≤ 0
⊢ (b - a) * ∫ (x : Ω), ↑(upcrossingsBefore a b f N x) ∂μ ≤ ∫ (x : Ω), (fun ω ↦ (f N ω - a)⁺) x ∂μ
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
h_countable : (Set.range τ).Countable
i : ι
this : {ω | τ ω < ↑i} = {ω | τ ω ≤ ↑i} \ {ω | τ ω = ↑i}
⊢ MeasurableSet ({ω | τ ω ≤ ↑i} \ {ω | τ ω = ↑i})

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
h_countable : (Set.range τ).Countable
i : ι
this : {ω | τ ω < ↑i} = {ω | τ ω ≤ ↑i} \ {ω | τ ω = ↑i}
⊢ MeasurableSet ({ω | τ ω ≤ ↑i} \ {ω | τ ω = ↑i})
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
⊢ upcrossingsBefore a b f N ω =
    ∑ i ∈ Finset.Ico (Nat.succ 0) (upcrossingsBefore a b f N ω).succ,
        {n | upperCrossingTime a b f N n ω < N}.indicator 1 i +
      ∑ i ∈ Finset.Ico (upcrossingsBefore a b f N ω).succ N.succ, {n | upperCrossingTime a b f N n ω < N}.indicator 1 i

Tactic:
]

Goal state after:
case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
⊢ upcrossingsBefore a b f N ω =
    ∑ i ∈ Finset.Ico (Nat.succ 0) (upcrossingsBefore a b f N ω).succ,
        {n | upperCrossingTime a b f N n ω < N}.indicator 1 i +
      ∑ i ∈ Finset.Ico (upcrossingsBefore a b f N ω).succ N.succ, {n | upperCrossingTime a b f N n ω < N}.indicator 1 i
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
k : ℕ
hk : 1 ≤ k ∧ k < upcrossingsBefore a b f N ω + 1
⊢ {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1

Tactic:
]

Goal state after:
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
k : ℕ
hk : 1 ≤ k ∧ k < upcrossingsBefore a b f N ω + 1
⊢ {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
k : ℕ
hk : 1 ≤ k ∧ k < upcrossingsBefore a b f N ω + 1
⊢ 1 k = 1

pp: case h
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
k : ℕ
hk : 1 ≤ k ∧ k < upcrossingsBefore a b f N ω + 1
⊢ k ∈ {n | upperCrossingTime a b f N n ω < N}

Tactic:
]

Goal state after:
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
k : ℕ
hk : 1 ≤ k ∧ k < upcrossingsBefore a b f N ω + 1
⊢ 1 k = 1

case h
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
k : ℕ
hk : 1 ≤ k ∧ k < upcrossingsBefore a b f N ω + 1
⊢ k ∈ {n | upperCrossingTime a b f N n ω < N}
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
h₁ : ∀ k ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
k : ℕ
hk : upcrossingsBefore a b f N ω < k ∧ k < N + 1
⊢ {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 0

Tactic:
]

Goal state after:
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
h₁ : ∀ k ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
k : ℕ
hk : upcrossingsBefore a b f N ω < k ∧ k < N + 1
⊢ {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 0
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
h₁ : ∀ k ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
k : ℕ
hk : upcrossingsBefore a b f N ω < k ∧ k < N + 1
⊢ 0 = 0

pp: case h
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
h₁ : ∀ k ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
k : ℕ
hk : upcrossingsBefore a b f N ω < k ∧ k < N + 1
⊢ k ∉ {n | upperCrossingTime a b f N n ω < N}

Tactic:
]

Goal state after:
case h
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
h₁ : ∀ k ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
k : ℕ
hk : upcrossingsBefore a b f N ω < k ∧ k < N + 1
⊢ k ∉ {n | upperCrossingTime a b f N n ω < N}
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ π : Ω → WithTop ι
hτ : IsStoppingTime f τ
hπ : IsStoppingTime f π
s : Set Ω
⊢ MeasurableSet s ↔ MeasurableSet s ∧ MeasurableSet s

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ π : Ω → WithTop ι
hτ : IsStoppingTime f τ
hπ : IsStoppingTime f π
s : Set Ω
⊢ MeasurableSet s ↔ MeasurableSet s ∧ MeasurableSet s
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
i : ι
⊢ hτ.measurableSpace ⊓ ↑f i = hτ.measurableSpace ⊓ ↑f i

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
s : Set Ω
i : ι
⊢ MeasurableSet s ↔ MeasurableSet s ∧ MeasurableSet s

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
hτ : IsStoppingTime f τ
s : Set Ω
i : ι
⊢ MeasurableSet s ↔ MeasurableSet s ∧ MeasurableSet s
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
h₁ : ∀ k ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
h₂ :
  ∀ k ∈ Finset.Ico (upcrossingsBefore a b f N ω + 1) (N + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 0
⊢ upcrossingsBefore a b f N ω = upcrossingsBefore a b f N ω

Tactic:
]

Goal state after: