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The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
A positive triple set has uniformly overlapping sections
Statement
Let be a finite nonzero measure on a countably generated measurable space. For measurable , define . If , then there are measurable with and such that where and .
Facts & Assumptions
Given: The finite measure, countably generated sigma-algebra, and product-measurable sets in the Statement.
Measurable spaces and measurable sets: a measurable space consists of a set and a sigma-algebra. Countable generation is an explicit hypothesis here.
Approximation in symmetric difference by a generating algebra: under a finite measure every measurable set has arbitrarily close symmetric-difference approximants in a generating algebra.
Tonelli's theorem for nonnegative measurable functions on a sigma-finite product: product integrals equal iterated section integrals.
Proof
Given: The hypotheses and facts [F1]–[F3].
Put . The product measure is finite because is finite. Fix a generating sequence for . Let consist of the nonempty sets , where each is or . These are finite partitions and refines . Their finite-union algebras increase and contain every . The union of the corresponding tensor-cell algebras on is therefore an algebra generating : it contains every coordinate lift of a , which generate the product sigma-algebra, and all its cells are product-measurable. Apply [F2] to obtain a member of that algebra with . Then and , so occupies more than three quarters of . The set is a finite union of tensor cells at a common partition level. If every positive-measure cell had occupancy at most three quarters, finite additivity would give the same upper bound on , a contradiction. Thus some cell has positive product measure and . Only one finite-algebra approximant and one cell of its finite partition are selected; no conditional-expectation representative or choice axiom is used.
Since , Tonelli gives and likewise . Consequently the sets and have positive measure; otherwise the corresponding integral could not exceed three quarters of the rectangle measure.
For and , both sections occupy more than three quarters of . The complement of their intersection in is the union of two sets, each of measure less than . Thus . Set .
Depends on
Used by
Dependency tree · two levels
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Sources
- Gareth O. Roberts and Jeffrey S. Rosenthal, General State Space Markov Chains and MCMC Algorithms (standard reference, not scraped)
- Randal Douc, Eric Moulines, Pierre Priouret, and Philippe Soulier, Markov Chains (standard reference, not scraped)