MarkovProcess.Path.MeasureIdentification
DefinitionMarkovProcessModule_MarkovProcess_Path_MeasureIdentificationmarkovprocessmarkovprocess-module-importscope-mainscott-armstrongsource-faithful
Identifying continuous-path measures from dense-time restrictions
A measure on continuous-path space is determined by its pushforward to the fixed dense time carrier. This is the measure-level counterpart of continuous-path kernel identification and is a deterministic property of continuous paths.
Complete pinned Lean module MarkovProcess.Path.MeasureIdentification by Scott Armstrong (Apache-2.0). Contains the original definitions, instances, theorems and proofs in their original declaration order. Only local MarkovProcess import directives have been rewritten for Prove2Me; source mathematical declarations are unchanged. The bundle must pass Prove2Me's remote compiler before it can be used as a dependency.
Definition code
/-
Copyright (c) 2026 Scott Armstrong. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Scott Armstrong
-/
import Definitions.Def_MarkovProcessModule_MarkovProcess_Continuity_DenseTimeContinuousExtension
/-!
# Identifying continuous-path measures from dense-time restrictions
A measure on continuous-path space is determined by its pushforward to the fixed dense time
carrier. This is the measure-level counterpart of continuous-path kernel identification and is a
deterministic property of continuous paths.
-/
open MeasureTheory
namespace MarkovProcess
namespace Measure
noncomputable section
variable {alpha : Type*} [TopologicalSpace alpha] [T2Space alpha]
[MeasurableSpace alpha] [BorelSpace alpha]
variable [StandardBorelSpace (ContinuousPath alpha)]
[MeasurableSpace.CountablySeparated (DenseTime → alpha)]
/-- A measure on continuous-path space is determined by its pushforward to the fixed dense time
carrier. -/
theorem map_denseRestriction_injective :
Function.Injective
(fun mu : MeasureTheory.Measure (ContinuousPath alpha) ↦
mu.map ContinuousPath.denseRestriction) := by
intro mu nu h
ext s hs
have himage : MeasurableSet (ContinuousPath.denseRestriction '' s) :=
ContinuousPath.measurableEmbedding_denseRestriction.measurableSet_image' hs
have hmap := congrArg
(fun rho : MeasureTheory.Measure (DenseTime → alpha) ↦
rho (ContinuousPath.denseRestriction '' s)) h
dsimp only at hmap
rw [MeasureTheory.Measure.map_apply ContinuousPath.measurable_denseRestriction himage,
MeasureTheory.Measure.map_apply ContinuousPath.measurable_denseRestriction himage] at hmap
simpa only [ContinuousPath.denseRestriction_injective.preimage_image] using hmap
/-- Equality of continuous-path measures is equivalent to equality after restriction to the fixed
dense time carrier. -/
theorem map_denseRestriction_eq_iff
{mu nu : MeasureTheory.Measure (ContinuousPath alpha)} :
mu.map ContinuousPath.denseRestriction = nu.map ContinuousPath.denseRestriction ↔
mu = nu := by
constructor
· intro h
exact map_denseRestriction_injective (alpha := alpha) h
· intro h
exact congrArg
(fun rho : MeasureTheory.Measure (ContinuousPath alpha) ↦
rho.map ContinuousPath.denseRestriction) h
end
end Measure
end MarkovProcess
Source