Measure Construction by Extension in Dependent Type Theory with Application to Integration

We report on an original formalization of measure and integration theory in the Coq proof assistant. We build the Lebesgue measure following a standard construction that had not yet been formalized in proof assistants based on dependent type theory: by extension of a measure over a semiring of sets. We achieve this formalization by leveraging on existing techniques from the Mathematical Components project. We explain how we extend Mathematical Components’ iterated operators and mathematical structures for analysis to provide support for infinite sums and extended real numbers. We introduce new mathematical structures for measure theory and incidentally provide an illustrative, concrete application of Hierarchy-Builder, a generic tool for the formalization of hierarchies of mathematical structures. This formalization of measure theory provides the basis for a new formalization of the Lebesgue integration compatible with the Mathematical Components project.