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refactor(Probability/Process): rework predictable and progressive processes#38254

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jvanwinden:strongly_progressive_predictable
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refactor(Probability/Process): rework predictable and progressive processes#38254
jvanwinden wants to merge 14 commits intoleanprover-community:masterfrom
jvanwinden:strongly_progressive_predictable

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The purpose of this PR is to rework IsProgressive and ProgMeasurable to have a weak (i.e., Measurable) and strong (i.e., StronglyMeasurable) variant, so that they are more in line with Adapted/StronglyAdapted.

As a side effect, some lemmas can have certain typeclasses removed (which were previously needed to go back and forth between Measurable and StronglyMeasurable).

Zulip discussion at #Brownian motion > Adapted Filtrations for Markov Chains and Markov Processes


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@jvanwinden jvanwinden marked this pull request as draft April 19, 2026 14:55
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mathlib-bors bot commented Apr 19, 2026

This pull request is now in draft mode. No active bors state needed cleanup.

While this PR remains draft, bors will ignore commands on this PR. Mark it ready for review before using commands like bors r+ or bors try.

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github-actions bot commented Apr 19, 2026

PR summary 3853566136

Import changes for modified files

No significant changes to the import graph

Import changes for all files
Files Import difference

Declarations diff

+ IsStronglyPredictable
+ IsStronglyProgressive
+ IsStronglyProgressive.stoppedProcess
+ IsStronglyProgressive.stronglyAdapted_stoppedProcess
+ IsStronglyProgressive.stronglyMeasurable_stoppedProcess
+ StronglyAdapted.isStronglyProgressive_of_continuous
+ StronglyAdapted.isStronglyProgressive_of_discrete
+ iff_measurable_add_one
+ isStronglyProgressive
+ isStronglyProgressive_const
+ isStronglyProgressive_min_stopping_time
+ isStronglyProgressive_of_tendsto
+ isStronglyProgressive_of_tendsto'
+ measurable_inclusion_predictable
+ of_measurable_add_one
++- stronglyAdapted
- IsPredictable
- ProgMeasurable
- ProgMeasurable.stoppedProcess
- ProgMeasurable.stronglyAdapted_stoppedProcess
- ProgMeasurable.stronglyMeasurable_stoppedProcess
- StronglyAdapted.progMeasurable_of_continuous
- StronglyAdapted.progMeasurable_of_discrete
- adapted
- isPredictable_iff_measurable_add_one
- isPredictable_of_measurable_add_one
- progMeasurable
- progMeasurable_const
- progMeasurable_min_stopping_time
- progMeasurable_of_tendsto
- progMeasurable_of_tendsto'

You can run this locally as follows
## summary with just the declaration names:
./scripts/pr_summary/declarations_diff.sh <optional_commit>

## more verbose report:
./scripts/pr_summary/declarations_diff.sh long <optional_commit>

The doc-module for scripts/pr_summary/declarations_diff.sh contains some details about this script.


No changes to technical debt.

You can run this locally as

./scripts/reporting/technical-debt-metrics.sh pr_summary
  • The relative value is the weighted sum of the differences with weight given by the inverse of the current value of the statistic.
  • The absolute value is the relative value divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).

@github-actions github-actions bot added the t-measure-probability Measure theory / Probability theory label Apr 19, 2026
@jvanwinden
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WIP

@github-actions github-actions bot added the WIP Work in progress label Apr 19, 2026
@RemyDegenne RemyDegenne added the brownian Part of the ongoing formalization of the Brownian motion and stochastic integrals label Apr 19, 2026
@jvanwinden jvanwinden marked this pull request as ready for review April 20, 2026 18:51
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-WIP

@github-actions github-actions bot removed the WIP Work in progress label Apr 20, 2026
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jvanwinden commented Apr 20, 2026

This PR is now ready for review. It includes the following changes:

  • Rename ProgMeasurable to IsStronglyProgressive.
  • Rename IsPredictable to IsStronglyPredictable.
  • Generalize various proofs relating to predictability and progressive measurability to get rid of [SecondCountableTopology] and other unneeded typeclasses.
  • Deprecate Predictable.stronglyAdapted (which does not make use of IsStronglyPredictable)

The intent is to introduce Measurable variants of IsStronglyProgressive and IsPredictable and duplicate the surrounding API in future PRs.

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brownian Part of the ongoing formalization of the Brownian motion and stochastic integrals t-measure-probability Measure theory / Probability theory

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3 participants