User:Lord Farin/Sandbox

This page exists for me to be able to test out features I am developing. Also, incomplete proofs may appear here.

Feel free to comment.

Over time, stuff may move to User:Lord_Farin/Sandbox/Archive.

Carathéodory's Theorem
For every $A \subseteq X$, denote with $\mathcal C \left({A}\right)$ the collection of countable $\mathcal S$-covers $\left({S_n}\right)_{n \in \N}$.

Next, define the mapping $\mu^*: \mathcal P \left({X}\right) \to \overline{\R}$ by:


 * $\forall A \subseteq X: \mu^* \left({A}\right) = \inf \ \left\{{\displaystyle \sum_{n \in \N} \mu \left({S_n}\right): \left({S_n}\right)_{n \in \N} \in \mathcal C \left({A}\right) }\right\}$

Here, it is understood that the infimum is taken in the extended real numbers.

Hence, by Infimum of Empty Set, $\inf \varnothing = +\infty$.

Lemma 1
$\mu^*: \mathcal P \left({X}\right) \to \overline{\R}$ is an outer measure.

Lemma 2
For all $S \in \mathcal S$, have $\mu^* \left({S}\right) = \mu \left({S}\right)$

Proof
Next, define a collection $\mathcal A^*$ of subsets of $X$ by:


 * $\mathcal A^* := \left\{{A \subseteq X: \forall B \subseteq X: \mu^* \left({B}\right) = \mu^* \left({B \cap A}\right) + \mu^* \left({B \setminus A}\right)}\right\}$

Let $S,T \in \mathcal S$. Then reason as follows:

Would the result follow from Induced Outer Measure is Outer Measure, Induced Outer Measure Restricted to Semiring is Pre-Measure, Elements of Semiring are Measurable with Respect to Induced Outer Measure, and Outer Measure Restricted to Measurable Sets is Measure (once the pages are finished)? Are those the lemmas needed? –Abcxyz (talk | contribs) 14:47, 23 March 2012 (EDT)

Sum over Countable Set
It is sometimes useful not having to distinguish between finite and infinite sums, eg. when dealing with a sum over a set which is either finite or countably infinite. I seek for a foundation for the notation $\displaystyle \sum_{\omega\in\Omega} p_\omega$, for example.


 * It appears I have already provided it by posting Definition:Generalized Sum; the stuff works brilliantly.

Extended Reals as Two-Point Compactification
There will be text here explaining this idea, which puts a compactifying topology on $\overline{\R}$, making the notions of diverging to $\pm \infty$ precise, and also allows for more rigorous treatment of, for example, convergence issues in measure theory.

Some search suggest that the required topology is the Definition:Order Topology, which apparently doesn't exist; I will try and write something down. Plainly, it's a topology on a toset generated by all the segments. Whoa, ideas start tumbling in, about $\max$ and $\min$, $\sup$, $\inf$ etc. etc continuous, morphisms in associated categories etc etc. I'd better be satisfied with Characterization of Measures as the milestone for today, or I won't sleep at all tonight. --Lord_Farin 18:59, 16 March 2012 (EDT)


 * Research done, searching for time to post the stuff. --Lord_Farin 14:42, 20 March 2012 (EDT)


 * Will get to it once I have posted the proof of Carathéodory's Theorem (Measure Theory), a long one. --Lord_Farin 11:27, 23 March 2012 (EDT)

Generated Sigma-Algebras
Let $X$ be a set, and let $\mathcal G \subseteq \mathcal P \left({X}\right)$ be a collection of subsets of $X$.

Let $A \subseteq X$ be a subset of $X$.

Then we have the following equality of $\sigma$-algebras on $A$:


 * $\sigma \left({\mathcal G}\right)_A = \sigma \left({A \cap \mathcal G}\right)$

where $\mathcal{A}_A$ denotes the trace $\sigma$-algebra, and $\sigma \left({\mathcal G}\right)$ denotes the $\sigma$-algebra generated by $\mathcal G$.

Comment
I can prove this, but I need a rather technical result (of which I have a reference) that generated sigma-algebras can be obtained by transfinite induction to be able to apply distributivity of intersection. I would rather like to use more elementary means and save the characterisation of generated sigma-algebras for a later moment. Does anyone have an idea (one inclusion is trivial)? --Lord_Farin 06:56, 15 March 2012 (EDT)