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)
:
IsClosed s
A measurable cylinder of ι → Bool is closed in the product topology.
theorem
Erdos111.exists_isProjectiveLimit_bool
{ι : Type u_1}
(P : (J : Finset ι) → MeasureTheory.Measure (↥J → Bool))
[∀ (J : Finset ι), MeasureTheory.IsProbabilityMeasure (P J)]
(hP : MeasureTheory.IsProjectiveMeasureFamily P)
:
∃ (μ : MeasureTheory.Measure (ι → Bool)), MeasureTheory.IsProbabilityMeasure μ ∧ MeasureTheory.IsProjectiveLimit μ P
Kolmogorov extension for Boolean coordinates.