Documentation

LeanPool.Erdos111.Probability.Kolmogorov

Kolmogorov extension for Boolean coordinates #

A consistent family of probability laws on the finite coordinate sets of ι → Bool has a projective limit, for an arbitrary index type ι. The cylinders of ι → Bool are compact and clopen, so the content of the family is σ-additive on the cylinder algebra, and Carathéodory's construction extends it.

theorem Erdos111.isClosed_of_mem_measurableCylinders {ι : Type u_1} {s : Set (ι → Bool)} (hs : s ∈ MeasureTheory.measurableCylinders fun (x : ι) => Bool) :

A measurable cylinder of ι → Bool is closed in the product topology.