proposition: Lemma measurable_itv_bounded a x b y : G.-sigma.-measurable [set` Interval (BSide a x) (BSide b y)].
proof: Proof. move: a b => [] []; rewrite -[X in measurable X]setCK setCitv; apply: measurableC; apply: measurableU; try solve[ exact: measurable_itv_infty_bnd|exact: 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