Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
The Integral of an Indicator Function is the Measure of the Set
lemmalem:indicator-integral-measure-2026aAnalysisProbabilityLet be a measure space, with the conventions for given there, and let . Then the indicator function is a nonnegative simple function on , and the integral b…Balls Have Positive Lebesgue Measure and Bounded Sets Have Finite Lebesgue Measure
lemmalem:lebesgue-measure-ball-box-bounds-2026aAnalysisLet be a natural number, let be Lebesgue measure on the Borel -algebra of Euclidean space , and let be the Euclidean distance, a metric on whose open sets form a topology by…Compact Support on Means Vanishing Outside a Bounded Set
lemmalem:compact-support-euclidean-criterion-2026aAnalysisTopologyLet be a natural number, let be the Euclidean norm on Euclidean space , and let be the Euclidean distance, a metric on . By Metric Open Sets Form a Topology the subsets open in form a topology on…Compactly Supported Real-Valued Function
definitiondef:compactly-supported-function-2026aAnalysisTopologyLet be a topological space and let . We say that is compactly supported if its support is a compact subset of .Support of a Real-Valued Function on a Topological Space
definitiondef:support-real-function-topological-2026aAnalysisTopologyLet be a topological space, let be the real numbers, and let . The support of , written , is the closure in of the setConvergence in Distribution to a Constant Implies Convergence in Probability
lemmalem:convergence-distribution-constant-2026aAnalysisProbabilityLet be a metric space with Borel -algebra , let , let be a probability space, and let be the map with for every . For each let be a…Lipschitz Test Functions Determine a Finite Borel Measure, and Uniqueness of Weak Limits
lemmalem:weak-limit-unique-2026aAnalysisTopologyProbabilityLet be a metric space with nonempty and let be its Borel -algebra. Regard as a metric space with the absolute-value metric, and let bounded have the meaning fixed there for a real-valued function on a set. 1. (Determination) Let…- Let be a metric space with nonempty, let be its topology of open subsets, and let be its Borel -algebra. Let be a sequence of probability measures on and let be a probabilit…
Bounded Lower Semicontinuous Functions are Increasing Limits of Lipschitz Functions
lemmalem:lipschitz-approximation-lsc-2026aAnalysisTopologyLet be a metric space with nonempty, let be a real number with , and let be lower semicontinuous on with for every . For let , where is the canonical map from…Convergence in Distribution of Random Elements of a Metric Space
definitiondef:convergence-in-distribution-metric-2026aAnalysisProbabilityLet be a metric space. For each let be a random element of on a probability space , and let be a random element of on a probability space ; these probability spaces are not as…Weak Convergence of Finite Borel Measures on a Metric Space
definitiondef:weak-convergence-measures-metric-2026aAnalysisTopologyProbabilityLet be a metric space, let be a sequence of Borel measures on with for every , and let be a Borel measure on with . Regard as a metric space with the absolute-value metric.…Random Element of a Metric Space and Its Law
definitiondef:random-element-law-metric-2026aAnalysisProbabilityLet be a probability space and let be a metric space with Borel -algebra . A random element of on is a map that is measurable with respect to and…Borel Measurability and Bounded Integration on a Metric Space
lemmalem:borel-metric-toolkit-2026aAnalysisTopologyProbabilityLet be a metric space, let be its topology of open subsets, and let be its Borel -algebra. Measurability of maps between measurable spaces is that of Measurable Function and Real-Valued Measurable Function, and…- Let and be metric spaces and let be Lipschitz. Then is uniformly continuous on , and is continuous on .
- Let be a measure space, with the conventions for and for the sum of a sequence in fixed in that definition; in particular is a -algebra on . 1. (Finite additivity) Let and let…
Borel Sigma-Algebra of a Metric Space
definitiondef:borel-sigma-algebra-metric-2026aAnalysisTopologyProbabilityLet be a metric space. The Borel -algebra of , denoted , is the -algebra generated by the family of all open subsets of . Its members are called the Borel subsets of . When the metric is clear from the context we wri…- Let be a measure space, let and be real numbers with , and let be the open interval with endpoints and . By An Open Interval is an Interval All of Whose Points Are Interior every point of is an interior point of , so…
Sequential Criterion for Differentiability at an Interior Point
lemmalem:derivative-sequential-criterion-2026aAnalysisLet be an interval, let , let be an interior point of , and let be a real number. Call a sequence of real numbers admissible if and for every , and has limit .…Intersections of Sigma-Algebras and Minimality of the Generated Sigma-Algebra
lemmalem:generated-sigma-algebra-smallest-2026aAnalysisProbabilityLet be a set. 1. (Intersections) Let be a collection of -algebras on , and let be the family of those subsets of that belong to every member of . Then is a -algebra on . 2. (Minimality) Let…Basic Properties of the Limit Inferior and Limit Superior of a Bounded Real Sequence
lemmalem:limit-inferior-superior-basic-2026aAnalysisLet and be bounded sequences of real numbers, with limit inferior and limit superior as in those definitions, and let and be real numbers. Then the following hold. 1. (Order.) .…