Pointcheval and Stern in their paper on "Security proofs for Signature Schemes" state the following "well-known" probabilistic lemma:
Let $A \subset X \times Y$, such that $\mathrm{Pr}[A(x, y)] \geq \epsilon$, then there exists $\Omega \subset X$ such that
- $\mathrm{Pr}[x \in \Omega] \geq \epsilon/2$
- whenever $a \in \Omega$, $\mathrm{Pr}[A(a, y)] \geq \epsilon /2$
I am not familiar with the notation used and I also can't find this result in my literature.
Questions:
- Can $A$ be any set or it must be an event (measurable set)?
- Does the notation $\mathrm{Pr}[A(x, y)]$ mean $\mathrm{P}\left(\{(x, y) \in A\}\right)$? Notation $A(x, y)$ could also imply that $A$ depends on $x$ and $y$, but I don't believe this is the case.
- Does the notation $\mathrm{Pr}[x \in \Omega]$ mean $\mathrm{P}\left(\{(x, y) \in \Omega\times Y\}\right)$ or does it mean $\mathrm{P}\left(\{(x, y) \in (\Omega\times Y)\cap A\}\right)$
- How can I prove this? Where can I find the proof?
In my definitions I assume that $A$ is an event and a subset of the sample space $X \times Y$ and that $P$ is a probability measure.
Thanks.