English
For countable τ, the equality-set {ω : τ(ω) = i} is measurable.
Русский
Для счетного τ множество равенств измеримо.
LaTeX
$$$\{ω : τ(ω) = i\}$ measurable when Set.range τ is countable.$$
Lean4
protected theorem measurableSpace_le_of_countable_range (hτ : IsStoppingTime f τ)
(h_countable : (Set.range τ).Countable) : hτ.measurableSpace ≤ m :=
by
intro s hs
change ∀ i, MeasurableSet[f i] (s ∩ {ω | τ ω ≤ i}) at hs
rw [(_ : s = ⋃ i ∈ Set.range τ, s ∩ {ω | τ ω ≤ i})]
· exact MeasurableSet.biUnion h_countable fun i _ => f.le i _ (hs i)
· ext ω
constructor <;> rw [Set.mem_iUnion]
· exact fun hx => ⟨τ ω, by simpa using hx⟩
· rintro ⟨i, hx⟩
simp only [Set.mem_range, Set.iUnion_exists, Set.mem_iUnion, Set.mem_inter_iff, Set.mem_setOf_eq, exists_prop,
exists_and_right] at hx
exact hx.2.1