import OAI.NumberTheory.DukePrimeDegree.Geometry.CountableWeakTests import Mathlib.Topology.Sequences namespace OAI /-! # A probability kernel is measurable for the weak topology A countable family of finite-basis-union evaluations defines a stronger second-countable topology on probabilities. Kernel evaluations are measurable for that topology, and the countable Portmanteau criterion makes the map to the usual weak topology continuous. No global measurable-space instance on probabilities is changed. -/ noncomputable section open MeasureTheory ProbabilityTheory Set TopologicalSpace open scoped Topology ENNReal namespace DukePrimeDegree variable (Y : Type*) [TopologicalSpace Y] [SecondCountableTopology Y] [MeasurableSpace Y] [OpensMeasurableSpace Y] /-- A separate wrapper retains both probability topologies without overriding the existing weak topology. -/ structure BasisProbability where toProbability : ProbabilityMeasure Y def basisProbabilityTests (p : BasisProbability Y) : Finset (countableBasis Y) → ℝ≥0∞ := fun F => (p.toProbability : Measure Y) (finiteBasisUnion F) instance : TopologicalSpace (BasisProbability Y) := TopologicalSpace.induced (basisProbabilityTests Y) inferInstance omit [OpensMeasurableSpace Y] in lemma basisProbabilityTests_isInducing : Topology.IsInducing (basisProbabilityTests Y) := ⟨rfl⟩ instance : SecondCountableTopology (BasisProbability Y) := (basisProbabilityTests_isInducing Y).secondCountableTopology instance : MeasurableSpace (BasisProbability Y) := borel (BasisProbability Y) instance : BorelSpace (BasisProbability Y) := ⟨rfl⟩ theorem continuous_basisProbability_toProbability : Continuous (BasisProbability.toProbability (Y := Y)) := by apply continuous_iff_seqContinuous.mpr intro u p hu apply tendsto_probability_of_finiteBasisUnion intro F exact ((continuous_apply F).comp (basisProbabilityTests_isInducing Y).continuous).continuousAt.tendsto.comp hu variable {Y} theorem measurable_kernel_basisProbability {Z : Type*} [MeasurableSpace Z] (κ : Kernel Z Y) [IsMarkovKernel κ] : Measurable (fun z => (⟨⟨κ z, inferInstance⟩⟩ : BasisProbability Y)) := by have hm : Measurable (fun z => basisProbabilityTests Y (⟨⟨κ z, inferInstance⟩⟩ : BasisProbability Y)) := by apply measurable_pi_iff.mpr intro F exact measurable_kernel_finiteBasisUnion κ F apply Measurable.of_comap_le change MeasurableSpace.comap (fun z => (⟨⟨κ z, inferInstance⟩⟩ : BasisProbability Y)) (@borel (BasisProbability Y) (TopologicalSpace.induced (basisProbabilityTests Y) _)) ≤ _ rw [borel_comap, MeasurableSpace.comap_comp, ← BorelSpace.measurable_eq (α := Finset (countableBasis Y) → ℝ≥0∞)] exact hm.comap_le /-- The codomain carries the Borel sigma algebra of weak convergence. -/ theorem measurable_kernel_probability_weak {Z : Type*} [mZ : MeasurableSpace Z] (κ : Kernel Z Y) [IsMarkovKernel κ] : @Measurable Z (ProbabilityMeasure Y) mZ (borel (ProbabilityMeasure Y)) (fun z => ⟨κ z, inferInstance⟩) := by have hcont := (continuous_basisProbability_toProbability Y).borel_measurable exact hcont.comp (measurable_kernel_basisProbability κ) end DukePrimeDegree end end OAI