proposition: Lemma measurable_itv_bounded a b y : a != +oo%O -> G.-sigma.-measurable [set` Interval a (BSide b y)].
proof: Proof. case: a => [a r _|[_|//]]. rewrite set_itv_splitD. by apply: measurableD; apply: measurable_itv_bnd_infty. by rewrite -setCitvr; apply: measurableC; apply: measurable_itv_bnd_infty. Qed.
imports: mathcomp(all_ssreflect ssralg ssrnum ssrint interval) mathcomp(finmap fingroup perm rat) mathcomp(mathcomp_extra boolp classical_sets functions) mathcomp(cardinality fsbigop) reals ereal signed topology numfun normedtype HB(structures) sequences esum measure real_interval realfun exp lebesgue_stieltjes_measure