Measurable branch data for the excursion coupling exists
ProvedExcursionCoupling.exists_juilletPairingDataLet be mutually singular Borel probability measures on . Then the adjacent increasing/decreasing crossing pairs of admit a measurable enumeration: there exists a family of measurable branch maps , indexed by and defined on measurable sets of active levels, such that at almost every nonzero level
- every active index produces an adjacent increasing/decreasing pair at height ,
- every increasing point at height is for exactly one active ,
- every decreasing point at height is for exactly one active , and
- only finitely many indices are active at .
This is the measurable-selection content hidden in Juillet's phrase "choose uniformly among the pairs at level ": Proposition 3.2 says that at almost every nonzero level the crossings are finite in number and pair off canonically (the -th increasing crossing with the adjacent decreasing one), and the assertion here is that this canonical pairing can be realised by countably many measurable functions of the level, so that the resulting coupling is a genuine Borel measure.
Formalization note. The conclusion is Nonempty (JuilletPairingData μ ν), the platform
structure bundling exactly the four properties above together with the measurability of the branch
maps and of the active sets.
import Definitions.Def_JuilletExcursionCoupling open MeasureTheory Set Function Filter Topology
namespace ExcursionCoupling
theorem exists_juilletPairingData
(μ ν : Measure ℝ) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] (hsing : μ ⟂ₘ ν) :
Nonempty (JuilletPairingData μ ν) := by
sorry
end ExcursionCoupling