Continuity of finite-time integrals of coordinate-product terms #
This file proves continuity, under coordinatewise convergence of ordered times, of the
finite-time-kernel integral of one PiContinuousMap.CoordinateProductTerm. The proof reduces
to the coordinates on which the term has factors and applies the backward C₀ recursion.
When there are no active coordinates, the integrand is its scalar coefficient. That branch
uses conservativity to identify the finite-time law as a probability measure; in particular,
it never attempts to construct a constant-one element of C₀. This is finite-dimensional
analytic infrastructure; no statement about path space is proved here.
theorem
MarkovProcess.SubMarkovKernelSemigroup.IsFellerKernelSemigroup.tendsto_integral_coordinateProductTerm_finiteTimeKernel
{alpha : Type u_1}
[TopologicalSpace alpha]
[MeasurableSpace alpha]
[BorelSpace alpha]
{P : SubMarkovKernelSemigroup alpha}
(hFeller : P.IsFellerKernelSemigroup)
(hP : P.IsConservative)
{X : Type u_2}
{l : Filter X}
{n : ℕ}
{times : X → FiniteOrderedTimes n}
{times0 : FiniteOrderedTimes n}
(ht : ∀ (i : Fin n), Filter.Tendsto (fun (a : X) => (times a) i) l (nhds (times0 i)))
(term : PiContinuousMap.CoordinateProductTerm (Fin n) alpha)
(x : alpha)
:
Filter.Tendsto (fun (a : X) => ∫ (path : Fin n → alpha), term.toContinuousMap path ∂(P.finiteTimeKernel (times a)) x) l
(nhds (∫ (path : Fin n → alpha), term.toContinuousMap path ∂(P.finiteTimeKernel times0) x))
The finite-time integral of a coordinate-product term varies continuously when every ordered time coordinate varies continuously.