let Omega be non empty set ; for Sigma being SigmaField of Omega
for X being Function of Omega,REAL st X is Sigma, Borel_Sets -random_variable-like holds
( ( for k being Real holds
( { w where w is Element of Omega : X . w >= k } is Element of Sigma & { w where w is Element of Omega : X . w < k } is Element of Sigma ) ) & ( for k1, k2 being Real st k1 < k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w < k2 ) } is Element of Sigma ) & ( for k1, k2 being Real st k1 <= k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is Element of Sigma ) & ( for r being Real holds less_dom (X,r) = { w where w is Element of Omega : X . w < r } ) & ( for r being Real holds great_eq_dom (X,r) = { w where w is Element of Omega : X . w >= r } ) & ( for r being Real holds eq_dom (X,r) = { w where w is Element of Omega : X . w = r } ) & ( for r being Real holds eq_dom (X,r) is Element of Sigma ) )
let Sigma be SigmaField of Omega; for X being Function of Omega,REAL st X is Sigma, Borel_Sets -random_variable-like holds
( ( for k being Real holds
( { w where w is Element of Omega : X . w >= k } is Element of Sigma & { w where w is Element of Omega : X . w < k } is Element of Sigma ) ) & ( for k1, k2 being Real st k1 < k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w < k2 ) } is Element of Sigma ) & ( for k1, k2 being Real st k1 <= k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is Element of Sigma ) & ( for r being Real holds less_dom (X,r) = { w where w is Element of Omega : X . w < r } ) & ( for r being Real holds great_eq_dom (X,r) = { w where w is Element of Omega : X . w >= r } ) & ( for r being Real holds eq_dom (X,r) = { w where w is Element of Omega : X . w = r } ) & ( for r being Real holds eq_dom (X,r) is Element of Sigma ) )
let X be Function of Omega,REAL; ( X is Sigma, Borel_Sets -random_variable-like implies ( ( for k being Real holds
( { w where w is Element of Omega : X . w >= k } is Element of Sigma & { w where w is Element of Omega : X . w < k } is Element of Sigma ) ) & ( for k1, k2 being Real st k1 < k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w < k2 ) } is Element of Sigma ) & ( for k1, k2 being Real st k1 <= k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is Element of Sigma ) & ( for r being Real holds less_dom (X,r) = { w where w is Element of Omega : X . w < r } ) & ( for r being Real holds great_eq_dom (X,r) = { w where w is Element of Omega : X . w >= r } ) & ( for r being Real holds eq_dom (X,r) = { w where w is Element of Omega : X . w = r } ) & ( for r being Real holds eq_dom (X,r) is Element of Sigma ) ) )
assume A1:
X is Sigma, Borel_Sets -random_variable-like
; ( ( for k being Real holds
( { w where w is Element of Omega : X . w >= k } is Element of Sigma & { w where w is Element of Omega : X . w < k } is Element of Sigma ) ) & ( for k1, k2 being Real st k1 < k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w < k2 ) } is Element of Sigma ) & ( for k1, k2 being Real st k1 <= k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is Element of Sigma ) & ( for r being Real holds less_dom (X,r) = { w where w is Element of Omega : X . w < r } ) & ( for r being Real holds great_eq_dom (X,r) = { w where w is Element of Omega : X . w >= r } ) & ( for r being Real holds eq_dom (X,r) = { w where w is Element of Omega : X . w = r } ) & ( for r being Real holds eq_dom (X,r) is Element of Sigma ) )
A2:
for k being Real holds
( { w where w is Element of Omega : X . w >= k } is Element of Sigma & { w where w is Element of Omega : X . w < k } is Element of Sigma )
proof
let k be
Real;
( { w where w is Element of Omega : X . w >= k } is Element of Sigma & { w where w is Element of Omega : X . w < k } is Element of Sigma )
A3:
for
q being
set holds
( ex
w being
Element of
Omega st
(
q = w &
X . w >= k ) iff ex
w being
Element of
Omega st
(
q = w &
X . w in [.k,+infty.] ) )
A5:
for
x being
object holds
(
x in { w where w is Element of Omega : X . w >= k } iff
x in { w where w is Element of Omega : X . w in [.k,+infty.[ } )
k in REAL
by XREAL_0:def 1;
then A11:
not
[.k,+infty.[ is
empty
by XXREAL_0:9, XXREAL_1:31;
A12:
{ w where w is Element of Omega : X . w >= k } = { w where w is Element of Omega : X . w is Element of [.k,+infty.[ }
A14:
(
[.k,+infty.[ is
Element of
Borel_Sets &
].-infty,k.[ is
Element of
Borel_Sets )
by Th3;
A15:
{ w where w is Element of Omega : X . w is Element of [.k,+infty.[ } = X " [.k,+infty.[
by Lm1, A11;
A16:
for
q being
set holds
( ex
w being
Element of
Omega st
(
q = w &
X . w < k ) iff ex
w being
Element of
Omega st
(
q = w &
X . w in [.-infty,k.[ ) )
for
x being
object holds
(
x in { w where w is Element of Omega : X . w < k } iff
x in { w where w is Element of Omega : X . w in ].-infty,k.[ } )
then A23:
{ w where w is Element of Omega : X . w < k } = { w where w is Element of Omega : X . w in ].-infty,k.[ }
by TARSKI:2;
{ w where w is Element of Omega : X . w < k } is
Element of
Sigma
proof
A24:
(
[.k,+infty.[ is
Element of
Borel_Sets &
].-infty,k.[ is
Element of
Borel_Sets )
by Th3;
k in REAL
by XREAL_0:def 1;
then A25:
not
].-infty,k.[ is
empty
by XXREAL_0:12, XXREAL_1:33;
then A26:
{ w where w is Element of Omega : X . w is Element of ].-infty,k.[ } = X " ].-infty,k.[
by Lm1;
for
x being
object holds
(
x in { w where w is Element of Omega : X . w in ].-infty,k.[ } iff
x in { w where w is Element of Omega : X . w is Element of ].-infty,k.[ } )
then { w where w is Element of Omega : X . w < k } =
{ w where w is Element of Omega : X . w is Element of ].-infty,k.[ }
by A23, TARSKI:2
.=
X " ].-infty,k.[
by A26
;
hence
{ w where w is Element of Omega : X . w < k } is
Element of
Sigma
by A24, A1;
verum
end;
hence
(
{ w where w is Element of Omega : X . w >= k } is
Element of
Sigma &
{ w where w is Element of Omega : X . w < k } is
Element of
Sigma )
by A14, A1, A12, A15;
verum
end;
A28:
for k1, k2 being Real st k1 < k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w < k2 ) } is Element of Sigma
A36:
for k1, k2 being Real st k1 <= k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is Element of Sigma
proof
let k1,
k2 be
Real;
( k1 <= k2 implies { w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is Element of Sigma )
assume A37:
k1 <= k2
;
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is Element of Sigma
then A38:
not
[.k1,k2.] is
empty
by XXREAL_1:30;
for
x being
object holds
(
x in { w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } iff
x in { w where w is Element of Omega : X . w is Element of [.k1,k2.] } )
then A42:
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } = { w where w is Element of Omega : X . w is Element of [.k1,k2.] }
by TARSKI:2;
A43:
(
[.k1,k2.[ is
Element of
Borel_Sets &
[.k1,k2.] is
Element of
Borel_Sets )
by Th8, Th4;
{ w where w is Element of Omega : X . w is Element of [.k1,k2.] } = X " [.k1,k2.]
by Lm1, A38;
hence
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is
Element of
Sigma
by A1, A42, A43;
verum
end;
A44:
for r being Real holds less_dom (X,r) = { w where w is Element of Omega : X . w < r }
A45:
for r being Real holds great_eq_dom (X,r) = { w where w is Element of Omega : X . w >= r }
A46:
for r being Real holds eq_dom (X,r) = { w where w is Element of Omega : X . w = r }
for r being Real holds eq_dom (X,r) is Element of Sigma
hence
( ( for k being Real holds
( { w where w is Element of Omega : X . w >= k } is Element of Sigma & { w where w is Element of Omega : X . w < k } is Element of Sigma ) ) & ( for k1, k2 being Real st k1 < k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w < k2 ) } is Element of Sigma ) & ( for k1, k2 being Real st k1 <= k2 holds
{ w where w is Element of Omega : ( k1 <= X . w & X . w <= k2 ) } is Element of Sigma ) & ( for r being Real holds less_dom (X,r) = { w where w is Element of Omega : X . w < r } ) & ( for r being Real holds great_eq_dom (X,r) = { w where w is Element of Omega : X . w >= r } ) & ( for r being Real holds eq_dom (X,r) = { w where w is Element of Omega : X . w = r } ) & ( for r being Real holds eq_dom (X,r) is Element of Sigma ) )
by A2, A28, A36, A44, A45, A46; verum