Theorem: ProbabilityTheory.kernel.condexp_densityProcess
File: Mathlib/Probability/Kernel/Disintegration/Density.lean

tactic: refine (ae_eq_condexp_of_forall_setIntegral_eq ?_ ?_ ?_ ?_ ?_).symm
state_before: α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ ν a[fun x => densityProcess κ ν j a x s|↑(countableFiltration γ) i] =ᶠ[ae (ν a)] fun x => densityProcess κ ν i a x s
state_after: case refine_1
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ Integrable (fun x => densityProcess κ ν j a x s) (ν a)

case refine_2
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ ∀ (s_1 : Set γ), MeasurableSet s_1 → (ν a) s_1 < ⊤ → IntegrableOn (fun x => densityProcess κ ν i a x s) s_1 (ν a)

case refine_3
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ ∀ (s_1 : Set γ),
    MeasurableSet s_1 →
      (ν a) s_1 < ⊤ →
        ∫ (x : γ) in s_1, densityProcess κ ν i a x s ∂ν a = ∫ (x : γ) in s_1, densityProcess κ ν j a x s ∂ν a

case refine_4
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ AEStronglyMeasurable' (↑(countableFiltration γ) i) (fun x => densityProcess κ ν i a x s) (ν a)

tactic: exact integrable_densityProcess hκν j a hs
state_before: case refine_1
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ Integrable (fun x => densityProcess κ ν j a x s) (ν a)
state_after: no goals

tactic: exact fun _ _ _ ↦ (integrable_densityProcess hκν _ _ hs).integrableOn
state_before: case refine_2
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ ∀ (s_1 : Set γ), MeasurableSet s_1 → (ν a) s_1 < ⊤ → IntegrableOn (fun x => densityProcess κ ν i a x s) s_1 (ν a)
state_after: no goals

tactic: intro x hx _
state_before: case refine_3
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ ∀ (s_1 : Set γ),
    MeasurableSet s_1 →
      (ν a) s_1 < ⊤ →
        ∫ (x : γ) in s_1, densityProcess κ ν i a x s ∂ν a = ∫ (x : γ) in s_1, densityProcess κ ν j a x s ∂ν a
state_after: case refine_3
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
x : Set γ
hx : MeasurableSet x
a✝ : (ν a) x < ⊤
⊢ ∫ (x : γ) in x, densityProcess κ ν i a x s ∂ν a = ∫ (x : γ) in x, densityProcess κ ν j a x s ∂ν a

tactic: rw [setIntegral_densityProcess hκν i a hs hx,
  setIntegral_densityProcess_of_le hκν hij a hs hx]
state_before: case refine_3
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
x : Set γ
hx : MeasurableSet x
a✝ : (ν a) x < ⊤
⊢ ∫ (x : γ) in x, densityProcess κ ν i a x s ∂ν a = ∫ (x : γ) in x, densityProcess κ ν j a x s ∂ν a
state_after: no goals

tactic: exact StronglyMeasurable.aeStronglyMeasurable'
  (stronglyMeasurable_countableFiltration_densityProcess κ ν i a hs)
state_before: case refine_4
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : ↥(kernel α (γ × β))
ν : ↥(kernel α γ)
hκν : fst κ ≤ ν
inst✝ : IsFiniteKernel ν
i j : ℕ
hij : i ≤ j
a : α
s : Set β
hs : MeasurableSet s
⊢ AEStronglyMeasurable' (↑(countableFiltration γ) i) (fun x => densityProcess κ ν i a x s) (ν a)
state_after: no goals