proposition: Lemma measurable_itv_bounded a b x : a != -oo%O -> G.-sigma.-measurable [set` Interval (BSide b x) a].
proof: Proof. case: a => [a r _|[//|_]]. by rewrite set_itv_splitD; apply/measurableD => //; rewrite -setCitvl; apply: measurableC; exact: measurable_itv_bnd_infty. by rewrite -setCitvl; 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