A measurable space is a space equipped with a σ-algebra.

The natural numbers, starting at zero.

This type is special-cased by both the kernel and the compiler, and overridden with an efficient
implementation. Both use a fast arbitrary-precision arithmetic library (usually
[GMP](https://gmplib.org/)); at runtime, `Nat` values that are sufficiently small are unboxed.

A stochastic, sequential algorithm.
At each round, it sees an observation in `𝓞`, then takes an action in `𝓐`, and finally receives
feedback in `𝓨`. The action is a random function of the past rounds and the current observation.

A stochastic environment.
At each round, an observation is drawn prior to the algorithm taking an action. Then the environment
provides feedback based on the observation and the action.

A measure `μ` is called finite if `μ univ < ∞`.

A measure is defined to be an outer measure that is countably additive on
measurable sets, with the additional assumption that the outer measure is the canonical
extension of the restricted measure.

The measure of a set `s`, denoted `μ s`, is an extended nonnegative real. The real-valued version
is written `μ.real s`.

An algorithm-environment sequence: a sequence of observations, actions and feedbacks generated
by an algorithm interacting with an environment.

The equality relation. It has one introduction rule, `Eq.refl`.
We use `a = b` as notation for `Eq a b`.
A fundamental property of equality is that it is an equivalence relation.
```
variable (α : Type) (a b c d : α)
variable (hab : a = b) (hcb : c = b) (hcd : c = d)

example : a = d :=
  Eq.trans (Eq.trans hab (Eq.symm hcb)) hcd
```
Equality is much more than an equivalence relation, however. It has the important property that every assertion
respects the equivalence, in the sense that we can substitute equal expressions without changing the truth value.
That is, given `h1 : a = b` and `h2 : p a`, we can construct a proof for `p b` using substitution: `Eq.subst h1 h2`.
Example:
```
example (α : Type) (a b : α) (p : α → Prop)
        (h1 : a = b) (h2 : p a) : p b :=
  Eq.subst h1 h2

example (α : Type) (a b : α) (p : α → Prop)
    (h1 : a = b) (h2 : p a) : p b :=
  h1 ▸ h2
```
The triangle in the second presentation is a macro built on top of `Eq.subst` and `Eq.symm`, and you can enter it by typing `\t`.
For more information: [Equality](https://lean-lang.org/theorem_proving_in_lean4/quantifiers_and_equality.html#equality)


Conventions for notations in identifiers:

 * The recommended spelling of `=` in identifiers is `eq`.

Filtration generated by the history before time `n` together with the observation at
time `n`.

The reverse image of a measurable space under a function. `comap f m` contains the sets
`s : Set α` such that `s` is the `f`-preimage of a measurable set in `β`.

Constructs a pair. This is usually written `(x, y)` instead of `Prod.mk x y`.


Conventions for notations in identifiers:

 * The recommended spelling of `(a, b)` in identifiers is `mk`.

History of the algorithm-environment sequence before time `n`: the rounds at
times `0, ..., n - 1`.

`inferInstance` synthesizes a value of any target type by typeclass
inference. This function has the same type signature as the identity
function, but the square brackets on the `[i : α]` argument means that it will
attempt to construct this argument by typeclass inference. (This will fail if
`α` is not a `class`.) Example:
```
#check (inferInstance : Inhabited Nat) -- Inhabited Nat

def foo : Inhabited (Nat × Nat) :=
  inferInstance

example : foo.default = (default, default) :=
  rfl
```