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define Separating
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RemyDegenne committed Dec 29, 2023
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1 change: 1 addition & 0 deletions Clt.lean
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-- This module serves as the root of the `Clt` library.
-- Import modules here that should be built as part of the library.
import Clt.Tight
import Clt.Separating
import Clt.CharFun
import Clt.ExpPoly
30 changes: 30 additions & 0 deletions Clt/Separating.lean
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/-
Copyright (c) 2023 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.Topology.ContinuousFunction.Compact
import Mathlib.MeasureTheory.Measure.ProbabilityMeasure

/-!
# Separating sets of functions
-/

open BoundedContinuousFunction

open scoped ENNReal

namespace MeasureTheory

variable {α E : Type*} {mα : MeasurableSpace α} [TopologicalSpace α]
[NormedRing E] [NormedAlgebra ℝ E]

/-- A subalgebra `A` of the bounded continuous function from `α` to `E` is separating in the
probability measures if for all probability measures `μ ≠ ν`, there exists `f ∈ A` such that
`∫ x, f x ∂μ ≠ ∫ x, f x ∂ν`. -/
structure Separating (A : Subalgebra ℝ (α →ᵇ E)) : Prop :=
(exists_ne : ∀ μ ν : ProbabilityMeasure α, μ ≠ ν → ∃ f ∈ A, ∫ x, f x ∂μ ≠ ∫ x, f x ∂ν)


end MeasureTheory
3 changes: 2 additions & 1 deletion blueprint/src/chapter/separating.tex
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\end{definition}

\begin{definition}\label{def:separating}
\lean{MeasureTheory.Separating} \leanok
A set $\mathcal F$ of functions $E \to F$ is separating in $\mathcal P(E)$ if for all probability measures $\mu, \nu$ on $E$ with $\mu \ne \nu$, there exists $f \in \mathcal F$ with $\mu[f] \ne \nu[f]$.
\end{definition}

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\end{proof}

\begin{lemma}\label{lem:Cb_eq_of_separating}
\uses{def:separates_points}
Let $\mathcal A$ be a subalgebra of $C_b(E, \mathbb{C})$ that separates points. Let $\mu, \nu$ be two probability measures. If for all $f \in \mathcal A$, $\mu[f] = \nu[f]$, then for all $g \in C_b(E, \mathbb{C})$, $\mu[g] = \nu[g]$.
\end{lemma}

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\end{proof}

\begin{theorem}[Subalgebras separating points]\label{thm:separating_starSubalgebra}
\uses{def:separates_points}
Let $E$ be a complete separable pseudo-metric space. Let $\mathcal A \subseteq C_b(E, \mathbb{C})$ be a star-subalgebra that separates points. Then $\mathcal A$ is separating in $\mathcal P(E)$.
\end{theorem}

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