PhyslibAlpha.ProbabilisticTheory.HilbertSpace.Unbounded.SpectralPointMass
Spectral measures taking values `0` and `1`
i. Overview
A measure on `ℝ` with bounded support that only takes the values `0` and `1` is a point mass. Bisecting the support and keeping the half of measure `1` gives nested intervals shrinking to the point.
ii. Key results
- `WOTSpectralMeasure.exists_forall_notMem_measure_eq_zero` : such a measure vanishes on every set avoiding some point `r`.
30 declarations
One-step bisection of an interval via measure
Given a measure and a pair of endpoints representing the closed interval , this function computes the midpoint . It returns the pair if the measure of the left sub-interval ; otherwise, it returns the pair .
The -th bisection interval starting from
Given a measure and initial endpoints , this function defines a sequence of pairs representing the endpoints of nested intervals. The sequence is defined recursively by , and the -th interval is obtained by applying a bisection step `bisectStep` to the -th interval. At each step , the width of the interval is halved, such that .
Bisection Step Preserves the Order of Endpoints
Let be a measure on . For any pair of real numbers representing an interval such that , the pair resulting from the bisection step also satisfies .
Bisection Step Halves the Interval Width
For any pair of real numbers representing an interval, the width of the interval resulting from one bisection step is equal to half the width of the original interval. That is, if , then .
The left endpoint is non-decreasing under the bisection step.
Let be a measure on . For any pair representing an interval such that , the first component (left endpoint) of the pair produced by the bisection step is greater than or equal to .
The right endpoint is non-increasing under the bisection step
Let be a measure on . For any pair of real numbers representing the closed interval such that , the second component (right endpoint) of the pair produced by the bisection step is less than or equal to the original right endpoint .
The interval resulting from a bisection step is a subset of the original interval
Let be a pair of real numbers representing the closed interval such that . Let be the pair of endpoints resulting from one step of the bisection process with respect to the measure . Then the closed interval is a subset of the original closed interval , i.e., .
The -th bisection interval endpoints satisfy
Let be real numbers such that . For any natural number , let be the -th bisection interval starting from with respect to a measure . Then, the left endpoint is less than or equal to the right endpoint, i.e., .
The width of the -th bisection interval is
Let be the -th interval in the bisection sequence starting from relative to a spectral measure . For any and any , the width of the -th interval satisfies .
The sequence of left endpoints in the spectral measure bisection is non-decreasing.
Let be a spectral measure on and let be an initial interval with . Let denote the endpoints of the -th interval produced by the bisection process (which recursively selects the half-interval where the measure is 1). Then, for any natural number , the left endpoint of the -th interval is less than or equal to the left endpoint of the -th interval, i.e., .
The right endpoints of bisection intervals are non-increasing ()
Let be a measure on . For any real numbers and such that , let denote the -th interval produced by the bisection process starting from initial endpoints and . Then for any natural number , the right endpoint of the -th interval is less than or equal to the right endpoint of the -th interval, i.e., .
Successive bisection intervals are nested:
Let be a measure on and such that . Let be the -th bisection interval obtained from the initial interval with respect to . Then for any , the -th interval is contained within the -th interval, i.e., .
Single Bisection Step Preserves Measure 1 for - Valued Measures
Let be a measure on such that for every measurable set , is either or . Let be a pair of real numbers with such that the measure of the closed interval is . Then the interval resulting from a single bisection step, , also has measure . (Note: The bisection step returns the left sub-interval if its measure is 1, and the right sub-interval otherwise.)
for Bisection Intervals of 0-1 Valued Measures
Let be a measure on that only takes the values and . For any real numbers such that the measure of the closed interval is , the sequence of intervals produced by the bisection process starting from satisfies for all .
for - spectral measure bisection intervals
Let be a measure on such that for every measurable set , is either or . Let be an interval with such that . If denotes the -th interval in the bisection sequence starting from , then for any , the measure of the set difference between the -th and -th intervals is zero, i.e., .
Monotonicity of the left endpoints in the bisection process
Let be a measure on and let be such that . Let be the sequence of intervals defined by the bisection process starting from with respect to . Then the sequence of left endpoints is monotone (non-decreasing).
Right endpoints of bisection intervals are antitone
Let be a measure on and let be real numbers such that . Let denote the endpoints of the -th interval produced by the bisection process . The sequence of right endpoints is antitone; that is, for any , if , then .
The right endpoint of the -th bisection interval is bounded by
Let be a measure and such that . Let be the -th bisection interval starting from . For any natural number , the right endpoint of the -th interval is less than or equal to the initial right endpoint .
The left endpoint is bounded below by the initial value in the bisection process
Let be a spectral measure and let be such that . If denotes the endpoints of the -th bisection interval starting from , then for any natural number , the left endpoint satisfies .
The sequence of left endpoints is bounded above
Let be a spectral measure and let and be real numbers such that . Consider the sequence of intervals generated by the bisection process starting from (defined by `bisect μ a b n`). Then the set of left endpoints is bounded above.
The set of right endpoints of the bisection intervals is bounded below
Let be such that . For a measure , let denote the -th interval produced by the bisection process starting from . Then the set of right endpoints is bounded from below.
Limit point of bisection intervals
Given a measure and an initial interval with , let be the sequence of nested intervals produced by the bisection procedure (where each step selects the sub-interval of measure 1). This value is defined as the supremum of the left endpoints, , which represents the unique limit point of the nested intervals.
The left endpoints converge to the limit point of the bisection intervals
Let be such that . For a measure , let denote the -th interval generated by the bisection process starting from , where at each step the sub-interval of measure is selected. Let be the limit point of these intervals, defined as . Then the sequence of left endpoints converges to as .
for bisection intervals
For any real numbers and , let denote the -th interval generated by the bisection process starting from initial endpoints and . Then the width of these intervals, given by the difference , converges to as .
The sequence of right endpoints converges to the bisection limit point
Given a spectral measure and initial endpoints with , let be the sequence of nested intervals produced by the bisection process. Then the sequence of right endpoints converges to the bisection limit point as .
for bisection intervals
Let be a spectral measure taking values in . For an initial interval with , let be the sequence of nested intervals produced by recursively bisecting the interval and selecting the sub-interval with measure . Let be the limit point of these intervals, defined as the supremum of the left endpoints, . Then for any , the left endpoint of the -th interval satisfies .
for bisection intervals
Let be a spectral measure on that takes values in . For an initial interval with , let be the sequence of nested intervals produced by recursively bisecting the interval and selecting the sub-interval with measure . Let be the limit point of these intervals, defined as the supremum of the left endpoints, . Then for any , the bisection point satisfies .
The intersection of bisection intervals is the limit point
Let be real numbers such that . Let denote the sequence of endpoints of the nested intervals produced by the bisection procedure starting from the interval . Then the intersection of all the closed intervals for is the singleton set , where is the bisection limit point defined as . That is,
The bisection point of a -valued measure has measure
Let be a measure on such that for every measurable set , . If and the measure of the closed interval is , then , where is the bisection point (the unique limit point of the sequence of nested sub-intervals of that each have measure ).
A -valued measure on with bounded support is a point mass
Let be a measure on the real numbers such that for every measurable set , the measure is either or . Suppose there exists a closed interval with such that . Then there exists a point such that , and for any measurable set , if , then .
