src/HOL/Probability/Stopping_Time.thy
changeset 69313 b021008c5397
parent 67226 ec32cdaab97b
child 74362 0135a0c77b64
equal deleted inserted replaced
69312:e0f68a507683 69313:b021008c5397
    85   finally show "{\<omega> \<in> \<Omega> - A. T \<omega> \<le> t} \<in> sets (F t)" .
    85   finally show "{\<omega> \<in> \<Omega> - A. T \<omega> \<le> t} \<in> sets (F t)" .
    86 next
    86 next
    87   fix AA :: "nat \<Rightarrow> 'a set" and t assume "range AA \<subseteq> {A. \<forall>t. {\<omega> \<in> A. T \<omega> \<le> t} \<in> sets (F t)}"
    87   fix AA :: "nat \<Rightarrow> 'a set" and t assume "range AA \<subseteq> {A. \<forall>t. {\<omega> \<in> A. T \<omega> \<le> t} \<in> sets (F t)}"
    88   then have "(\<Union>i. {\<omega> \<in> AA i. T \<omega> \<le> t}) \<in> sets (F t)" for t
    88   then have "(\<Union>i. {\<omega> \<in> AA i. T \<omega> \<le> t}) \<in> sets (F t)" for t
    89     by auto
    89     by auto
    90   also have "(\<Union>i. {\<omega> \<in> AA i. T \<omega> \<le> t}) = {\<omega> \<in> UNION UNIV AA. T \<omega> \<le> t}"
    90   also have "(\<Union>i. {\<omega> \<in> AA i. T \<omega> \<le> t}) = {\<omega> \<in> \<Union>(AA ` UNIV). T \<omega> \<le> t}"
    91     by auto
    91     by auto
    92   finally show "{\<omega> \<in> UNION UNIV AA. T \<omega> \<le> t} \<in> sets (F t)" .
    92   finally show "{\<omega> \<in> \<Union>(AA ` UNIV). T \<omega> \<le> t} \<in> sets (F t)" .
    93 qed auto
    93 qed auto
    94 
    94 
    95 lemma sets_pre_sigma: "stopping_time F T \<Longrightarrow> sets (pre_sigma T) = {A. \<forall>t. {\<omega>\<in>A. T \<omega> \<le> t} \<in> sets (F t)}"
    95 lemma sets_pre_sigma: "stopping_time F T \<Longrightarrow> sets (pre_sigma T) = {A. \<forall>t. {\<omega>\<in>A. T \<omega> \<le> t} \<in> sets (F t)}"
    96   unfolding pre_sigma_def by (rule sigma_algebra.sets_measure_of_eq[OF sigma_algebra_pre_sigma])
    96   unfolding pre_sigma_def by (rule sigma_algebra.sets_measure_of_eq[OF sigma_algebra_pre_sigma])
    97 
    97