mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : PartialOrder E
inst✝² : ClosedIciTopology E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
f : α → E
c : E
hc : 0 ≤ c
hfc : ∀ᵐ (x : α) ∂μ, f x ≤ c
hm : m ≤ m0
hfint : Integrable f μ
⊢ ∀ᵐ (x : α) ∂μ, μ[f | m] x ≤ c

Tactic:
by_cases! hsig : ¬ SigmaFinite (μ.trim hm)

Goal state after:
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : PartialOrder E
inst✝² : ClosedIciTopology E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
f : α → E
c : E
hc : 0 ≤ c
hfc : ∀ᵐ (x : α) ∂μ, f x ≤ c
hm : m ≤ m0
hfint : Integrable f μ
hsig : ¬SigmaFinite (μ.trim hm)
⊢ ∀ᵐ (x : α) ∂μ, μ[f | m] x ≤ c

case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : PartialOrder E
inst✝² : ClosedIciTopology E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
f : α → E
c : E
hc : 0 ≤ c
hfc : ∀ᵐ (x : α) ∂μ, f x ≤ c
hm : m ≤ m0
hfint : Integrable f μ
hsig : SigmaFinite (μ.trim hm)
⊢ ∀ᵐ (x : α) ∂μ, μ[f | m] x ≤ c
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : Lattice E
inst✝² : HasSolidNorm E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
f : α → E
hm : m ≤ m0
⊢ ∫ (x : α), |μ[f | m] x| ∂μ ≤ ∫ (x : α), |f x| ∂μ

Tactic:
by_cases! hsig : ¬ SigmaFinite (μ.trim hm)

Goal state after:
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : Lattice E
inst✝² : HasSolidNorm E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
f : α → E
hm : m ≤ m0
hsig : ¬SigmaFinite (μ.trim hm)
⊢ ∫ (x : α), |μ[f | m] x| ∂μ ≤ ∫ (x : α), |f x| ∂μ

case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : Lattice E
inst✝² : HasSolidNorm E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
f : α → E
hm : m ≤ m0
hsig : SigmaFinite (μ.trim hm)
⊢ ∫ (x : α), |μ[f | m] x| ∂μ ≤ ∫ (x : α), |f x| ∂μ
Module: Mathlib.MeasureTheory.Measure.HasOuterApproxClosed

Goal state before:
pp: Ω : Type u_1
inst✝⁴ : MeasurableSpace Ω
inst✝³ : TopologicalSpace Ω
inst✝² : HasOuterApproxClosed Ω
inst✝¹ : OpensMeasurableSpace Ω
μ ν : Measure Ω
inst✝ : IsFiniteMeasure μ
h : ∀ (f : Ω →ᵇ ℝ≥0), ∫⁻ (x : Ω), ↑(f x) ∂μ = ∫⁻ (x : Ω), ↑(f x) ∂ν
F : Set Ω
F_closed : IsClosed[inst✝³] F
⊢ μ F = ν F

Tactic:
have ν_finite : IsFiniteMeasure ν := by
    constructor
    have whole := h 1
    simp only [BoundedContinuousFunction.coe_one, Pi.one_apply, ENNReal.coe_one, lintegral_const,
      one_mul] at whole
    simp [← whole]
  have obs_μ := HasOuterApproxClosed.tendsto_lintegral_apprSeq F_closed μ
  have obs_ν := HasOuterApproxClosed.tendsto_lintegral_apprSeq F_closed ν
  simp_rw [h] at obs_μ
  exact tendsto_nhds_unique obs_μ obs_ν

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : Lattice E
inst✝² : HasSolidNorm E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
s : Set α
hs : MeasurableSet s
f : α → E
hm : m ≤ m0
hfint : Integrable f μ
⊢ ∫ (x : α) in s, |μ[f | m] x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ

Tactic:
by_cases! hsig : ¬ SigmaFinite (μ.trim hm)

Goal state after:
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : Lattice E
inst✝² : HasSolidNorm E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
s : Set α
hs : MeasurableSet s
f : α → E
hm : m ≤ m0
hfint : Integrable f μ
hsig : ¬SigmaFinite (μ.trim hm)
⊢ ∫ (x : α) in s, |μ[f | m] x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ

case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : CompleteSpace E
inst✝³ : Lattice E
inst✝² : HasSolidNorm E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsOrderedModule ℝ E
s : Set α
hs : MeasurableSet s
f : α → E
hm : m ≤ m0
hfint : Integrable f μ
hsig : SigmaFinite (μ.trim hm)
⊢ ∫ (x : α) in s, |μ[f | m] x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hf : 0 ≤ᵐ[μ.restrict s] f
hm : m ≤ m0
hfint : Integrable f μ
⊢ ∫ (x : α) in s, μ[f | m] x ∂μ ≤ ∫ (x : α) in s, f x ∂μ

Tactic:
by_cases! hsig : ¬ SigmaFinite (μ.trim hm)

Goal state after:
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hf : 0 ≤ᵐ[μ.restrict s] f
hm : m ≤ m0
hfint : Integrable f μ
hsig : ¬SigmaFinite (μ.trim hm)
⊢ ∫ (x : α) in s, μ[f | m] x ∂μ ≤ ∫ (x : α) in s, f x ∂μ

case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hf : 0 ≤ᵐ[μ.restrict s] f
hm : m ≤ m0
hfint : Integrable f μ
hsig : SigmaFinite (μ.trim hm)
⊢ ∫ (x : α) in s, μ[f | m] x ∂μ ≤ ∫ (x : α) in s, f x ∂μ
Module: Mathlib.MeasureTheory.Measure.HasOuterApproxClosed

Goal state before:
pp: Ω : Type u_1
inst✝⁴ : MeasurableSpace Ω
inst✝³ : TopologicalSpace Ω
inst✝² : HasOuterApproxClosed Ω
inst✝¹ : BorelSpace Ω
μ ν : Measure Ω
inst✝ : IsFiniteMeasure μ
h : ∀ (f : Ω →ᵇ ℝ≥0), ∫⁻ (x : Ω), ↑(f x) ∂μ = ∫⁻ (x : Ω), ↑(f x) ∂ν
⊢ μ = ν

Tactic:
by
  have key := @measure_isClosed_eq_of_forall_lintegral_eq_of_isFiniteMeasure Ω _ _ _ _ μ ν _ h
  apply ext_of_generate_finite _ ?_ isPiSystem_isClosed
  · exact fun F F_closed ↦ key F_closed
  · exact key isClosed_univ
  · rw [BorelSpace.measurable_eq (α := Ω), borel_eq_generateFrom_isClosed]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
p : ℝ
hp : 1 ≤ p
f : α → E
s : Set α
hs : MeasurableSet s
hf : Integrable (fun x ↦ ‖f x‖ ^ p) μ
hp' : p ≠ 0
hm : m ≤ m0
⊢ ∫ (x : α) in s, ‖μ[f | m] x‖ ^ p ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ^ p ∂μ

Tactic:
by_cases! hsig : ¬ SigmaFinite (μ.trim hm)

Goal state after:
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
p : ℝ
hp : 1 ≤ p
f : α → E
s : Set α
hs : MeasurableSet s
hf : Integrable (fun x ↦ ‖f x‖ ^ p) μ
hp' : p ≠ 0
hm : m ≤ m0
hsig : ¬SigmaFinite (μ.trim hm)
⊢ ∫ (x : α) in s, ‖μ[f | m] x‖ ^ p ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ^ p ∂μ

case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
p : ℝ
hp : 1 ≤ p
f : α → E
s : Set α
hs : MeasurableSet s
hf : Integrable (fun x ↦ ‖f x‖ ^ p) μ
hp' : p ≠ 0
hm : m ≤ m0
hsig : SigmaFinite (μ.trim hm)
⊢ ∫ (x : α) in s, ‖μ[f | m] x‖ ^ p ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ^ p ∂μ
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝¹ : MeasurableSpace Ω
inst✝ : TopologicalSpace Ω
c : ℝ≥0
μ : FiniteMeasure Ω
f : Ω →ᵇ ℝ≥0
⊢ (c • μ).testAgainstNN f = c • μ.testAgainstNN f

Tactic:
simp only [testAgainstNN, toMeasure_smul, smul_eq_mul, ← ENNReal.smul_toNNReal, ENNReal.smul_def,
    lintegral_smul_measure]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
h✝ : NeZero μ
hp' : 0 < p
hm : m ≤ m0
⊢ lpNorm μ[f | m] p μ ≤ lpNorm f p μ

Tactic:
by_cases! hsig : ¬ SigmaFinite (μ.trim hm)

Goal state after:
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
h✝ : NeZero μ
hp' : 0 < p
hm : m ≤ m0
hsig : ¬SigmaFinite (μ.trim hm)
⊢ lpNorm μ[f | m] p μ ≤ lpNorm f p μ

case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
h✝ : NeZero μ
hp' : 0 < p
hm : m ≤ m0
hsig : SigmaFinite (μ.trim hm)
⊢ lpNorm μ[f | m] p μ ≤ lpNorm f p μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
h✝ : NeZero μ
hp' : 0 < p
hm : m ≤ m0
hsig : SigmaFinite (μ.trim hm)
⊢ lpNorm μ[f | m] p μ ≤ lpNorm f p μ

Tactic:
by_cases! hpt : p ≠ ⊤

Goal state after:
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
h✝ : NeZero μ
hp' : 0 < p
hm : m ≤ m0
hsig : SigmaFinite (μ.trim hm)
hpt : p ≠ ∞
⊢ lpNorm μ[f | m] p μ ≤ lpNorm f p μ

case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
h✝ : NeZero μ
hp' : 0 < p
hm : m ≤ m0
hsig : SigmaFinite (μ.trim hm)
hpt : p = ∞
⊢ lpNorm μ[f | m] p μ ≤ lpNorm f p μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
hp' : 0 < p
⊢ MemLp μ[f | m] p μ

Tactic:
by_cases! hpt : p ≠ ⊤

Goal state after:
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
hp' : 0 < p
hpt : p ≠ ∞
⊢ MemLp μ[f | m] p μ

case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
hf : MemLp f p μ
hp' : 0 < p
hpt : p = ∞
⊢ MemLp μ[f | m] p μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g μ
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
⊢ UniformIntegrable (fun i ↦ μ[g | ℱ i]) 1 μ

Tactic:
let A : MeasurableSpace α := m0
  have hmeas : ∀ n, ∀ C, MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊} := fun n C =>
    measurableSet_le measurable_const (stronglyMeasurable_condExp.mono (hℱ n)).measurable.nnnorm
  have hg : MemLp g 1 μ := memLp_one_iff_integrable.2 hint
  refine uniformIntegrable_of le_rfl ENNReal.one_ne_top
    (fun n => (stronglyMeasurable_condExp.mono (hℱ n)).aestronglyMeasurable) fun ε hε => ?_
  by_cases hne : eLpNorm g 1 μ = 0
  · rw [eLpNorm_eq_zero_iff hg.1 one_ne_zero] at hne
    refine ⟨0, fun n => (le_of_eq <|
      (eLpNorm_eq_zero_iff ((stronglyMeasurable_condExp.mono (hℱ n)).aestronglyMeasurable.indicator
        (hmeas n 0)) one_ne_zero).2 ?_).trans zero_le⟩
    filter_upwards [condExp_congr_ae (m := ℱ n) hne] with x hx
    simp [hx]
  obtain ⟨δ, hδ, h⟩ := hg.eLpNorm_indicator_le le_rfl ENNReal.one_ne_top hε
  set C : ℝ≥0 := (.mk δ hδ.le)⁻¹ * (eLpNorm g 1 μ).toNNReal with hC
  have hCpos : 0 < C := mul_pos (inv_pos.2 hδ) (ENNReal.toNNReal_pos hne hg.eLpNorm_lt_top.ne)
  have : ∀ n, μ {x : α | C ≤ ‖(μ[g|ℱ n]) x‖₊} ≤ ENNReal.ofReal δ := by
    intro n
    have : C ^ ENNReal.toReal 1 * μ {x | ENNReal.ofNNReal C ≤ ‖μ[g|ℱ n] x‖₊} ≤
        eLpNorm μ[g | ℱ n] 1 μ ^ ENNReal.toReal 1 := by
      rw [ENNReal.toReal_one, ENNReal.rpow_one]
      convert!
        mul_meas_ge_le_pow_eLpNorm μ one_ne_zero ENNReal.one_ne_top
          (stronglyMeasurable_condExp.mono (hℱ n)).aestronglyMeasurable C
      · rw [ENNReal.toReal_one, ENNReal.rpow_one, enorm_eq_nnnorm]
    rw [ENNReal.toReal_one, ENNReal.rpow_one, mul_comm, ←
      ENNReal.le_div_iff_mul_le (Or.inl (ENNReal.coe_ne_zero.2 hCpos.ne'))
        (Or.inl ENNReal.coe_lt_top.ne)] at this
    simp_rw [ENNReal.coe_le_coe] at this
    refine this.trans ?_
    rw [ENNReal.div_le_iff_le_mul (Or.inl (ENNReal.coe_ne_zero.2 hCpos.ne'))
        (Or.inl ENNReal.coe_lt_top.ne),
      hC, NNReal.inv_mk, ENNReal.coe_mul, ENNReal.coe_toNNReal hg.eLpNorm_lt_top.ne, ← mul_assoc, ←
      ENNReal.ofReal_eq_coe_nnreal, ← ENNReal.ofReal_mul hδ.le, mul_inv_cancel₀ hδ.ne',
      ENNReal.ofReal_one, one_mul, ENNReal.rpow_one]
    exact eLpNorm_condExp_le_eLpNorm _ le_rfl
  refine ⟨C, fun n => le_trans ?_ (h {x : α | C ≤ ‖(μ[g|ℱ n]) x‖₊} (hmeas n C) (this n))⟩
  have hmeasℱ : MeasurableSet[ℱ n] {x : α | C ≤ ‖(μ[g|ℱ n]) x‖₊} :=
    @measurableSet_le _ _ _ _ _ (ℱ n) _ _ _ _ _ measurable_const
      (@Measurable.nnnorm _ _ _ _ _ (ℱ n) _ stronglyMeasurable_condExp.measurable)
  rw [← eLpNorm_congr_ae (condExp_indicator hint hmeasℱ)]
  exact eLpNorm_condExp_le_eLpNorm _ le_rfl

Goal state after:
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
_mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : Fintype ι
β : ι → Type u_11
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
hf : ∀ (i : ι), AEMeasurable (f i) μ
h : iIndepFun f μ
this : IsProbabilityMeasure μ
⊢ Measure.map (fun ω i ↦ f i ω) μ = Measure.pi fun i ↦ Measure.map (f i) μ

Tactic:
rw [iIndepFun_iff_measure_inter_preimage_eq_mul] at h

Goal state after:
Ω : Type u_1
ι : Type u_2
_mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : Fintype ι
β : ι → Type u_11
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
hf : ∀ (i : ι), AEMeasurable (f i) μ
h :
  ∀ (S : Finset ι) {sets : (i : ι) → Set (β i)},
    (∀ i ∈ S, MeasurableSet (sets i)) → μ (⋂ i ∈ S, f i ⁻¹' sets i) = ∏ i ∈ S, μ (f i ⁻¹' sets i)
this : IsProbabilityMeasure μ
⊢ Measure.map (fun ω i ↦ f i ω) μ = Measure.pi fun i ↦ Measure.map (f i) μ
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: case hn
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h✝ : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
f : ℕ → Set Ω
hf_disj : Pairwise (Function.onFun Disjoint f)
hf_meas : ∀ (i : ℕ), MeasurableSet (f i)
h : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
a : α
ha : ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
i j : ℕ
hij : i ≠ j
⊢ Function.onFun Disjoint (fun i ↦ t2 ∩ f i) i j

Tactic:
Function.onFun,

Goal state after:
case hn
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h✝ : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
f : ℕ → Set Ω
hf_disj : Pairwise (Function.onFun Disjoint f)
hf_meas : ∀ (i : ℕ), MeasurableSet (f i)
h : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
a : α
ha : ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
i j : ℕ
hij : i ≠ j
⊢ Disjoint (t2 ∩ f i) (t2 ∩ f j)
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: case mp
α : Type u_1
Ω : Type u_2
ι : Type u_3
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
β : ι → Type u_8
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
S T : Finset ι
hST : Disjoint S T
hf_Indep : iIndepFun f κ μ
hf_meas : ∀ (i : ι), Measurable (f i)
hμ : μ ≠ 0
η : Kernel α Ω
η_eq : ⇑κ =ᵐ[μ] ⇑η
hη : IsMarkovKernel η
πSβ : Set (Set ((i : ↥S) → β ↑i)) := univ.pi '' univ.pi fun i ↦ {s | MeasurableSet s}
πS : Set (Set Ω) := {s | ∃ t ∈ πSβ, (fun a i ↦ f (↑i) a) ⁻¹' t = s}
hπS_pi : IsPiSystem πS
hπS_gen : MeasurableSpace.comap (fun a i ↦ f (↑i) a) MeasurableSpace.pi = generateFrom πS
πTβ : Set (Set ((i : ↥T) → β ↑i)) := univ.pi '' univ.pi fun i ↦ {s | MeasurableSet s}
πT : Set (Set Ω) := {s | ∃ t ∈ πTβ, (fun a i ↦ f (↑i) a) ⁻¹' t = s}
hπT_pi : IsPiSystem πT
hπT_gen : MeasurableSpace.comap (fun a i ↦ f (↑i) a) MeasurableSpace.pi = generateFrom πT
s : Set ((i : ↥S) → β ↑i)
sets_s : (i : ↥S) → Set (β ↑i)
hs2 : univ.pi sets_s = s
t : Set ((i : ↥T) → β ↑i)
sets_t : (i : ↥T) → Set (β ↑i)
ht2 : univ.pi sets_t = t
hs1 : ∀ (i : ↥S), MeasurableSet (sets_s i)
ht1 : ∀ (i : ↥T), MeasurableSet (sets_t i)
sets_s' : (i : ι) → Set (β i) := fun i ↦ if hi : i ∈ S then sets_s ⟨i, hi⟩ else univ
h_sets_s'_eq : ∀ {i : ι} (hi : i ∈ S), sets_s' i = sets_s ⟨i, hi⟩
h_sets_s'_univ : ∀ {i : ι}, i ∈ T → sets_s' i = univ
sets_t' : (i : ι) → Set (β i) := fun i ↦ if hi : i ∈ T then sets_t ⟨i, hi⟩ else univ
h_sets_t'_univ : ∀ {i : ι}, i ∈ S → sets_t' i = univ
h_meas_s' : ∀ i ∈ S, MeasurableSet (sets_s' i)
h_meas_t' : ∀ i ∈ T, MeasurableSet (sets_t' i)
h_eq_inter_S : (fun ω i ↦ f (↑i) ω) ⁻¹' univ.pi sets_s = ⋂ i ∈ S, f i ⁻¹' sets_s' i
x : Ω
h : ∀ (i : ↥T), f (↑i) x ∈ sets_t i
i : ι
hi : i ∈ T
⊢ f i x ∈ sets_t ⟨i, hi⟩

Tactic:
exact h ⟨i, hi⟩

Goal state after:
Module: Mathlib.Probability.Moments.Covariance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
Ω' : Type u_2
mΩ' : MeasurableSpace Ω'
μ : Measure Ω'
Z : Ω' → Ω
hX : AEStronglyMeasurable X (Measure.map Z μ)
hY : AEStronglyMeasurable Y (Measure.map Z μ)
hZ : AEMeasurable Z μ
⊢ cov[X, Y; Measure.map Z μ] = cov[X ∘ Z, Y ∘ Z; μ]

Tactic:
simp_rw [covariance, Function.comp_apply]

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
Ω' : Type u_2
mΩ' : MeasurableSpace Ω'
μ : Measure Ω'
Z : Ω' → Ω
hX : AEStronglyMeasurable X (Measure.map Z μ)
hY : AEStronglyMeasurable Y (Measure.map Z μ)
hZ : AEMeasurable Z μ
⊢ ∫ (ω : Ω), (X ω - ∫ (x : Ω), X x ∂Measure.map Z μ) * (Y ω - ∫ (x : Ω), Y x ∂Measure.map Z μ) ∂Measure.map Z μ =
    ∫ (ω : Ω'), (X (Z ω) - ∫ (x : Ω'), X (Z x) ∂μ) * (Y (Z ω) - ∫ (x : Ω'), Y (Z x) ∂μ) ∂μ
Module: Mathlib.Probability.IdentDistrib

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
inst✝² : MeasurableSpace α
inst✝¹ : MeasurableSpace β
inst✝ : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
κ : Measure γ
h₀ : HasLaw f κ μ
h₁ : HasLaw g κ ν
⊢ Measure.map f μ = Measure.map g ν

Tactic:
by simp [h₀.map_eq, h₁.map_eq]

Goal state after:
Module: Mathlib.Probability.IdentDistrib

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁵ : MeasurableSpace α
inst✝⁴ : MeasurableSpace β
inst✝³ : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝² : TopologicalSpace γ
inst✝¹ : PseudoMetrizableSpace γ
inst✝ : BorelSpace γ
h : IdentDistrib f g μ ν
hf : AEStronglyMeasurable f μ
t : Set γ
t_sep : IsSeparable t
ht : ∀ᵐ (x : α) ∂μ, f x ∈ t
⊢ ∃ t, IsSeparable t ∧ ∀ᵐ (x : β) ∂ν, g x ∈ t

Tactic:
refine ⟨closure t, t_sep.closure, ?_⟩

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁵ : MeasurableSpace α
inst✝⁴ : MeasurableSpace β
inst✝³ : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝² : TopologicalSpace γ
inst✝¹ : PseudoMetrizableSpace γ
inst✝ : BorelSpace γ
h : IdentDistrib f g μ ν
hf : AEStronglyMeasurable f μ
t : Set γ
t_sep : IsSeparable t
ht : ∀ᵐ (x : α) ∂μ, f x ∈ t
⊢ ∀ᵐ (x : β) ∂ν, g x ∈ closure[inst✝²] t
Module: Mathlib.Probability.IdentDistrib

Goal state before:
pp: α : Type u_1
β : Type u_2
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
μ : Measure α
ν : Measure β
f : α → ℝ≥0∞
g : β → ℝ≥0∞
h : IdentDistrib f g μ ν
⊢ ∫⁻ (x : α), f x ∂μ = ∫⁻ (x : β), g x ∂ν

Tactic:
by
  change ∫⁻ x, id (f x) ∂μ = ∫⁻ x, id (g x) ∂ν
  rw [← lintegral_map' aemeasurable_id h.aemeasurable_fst, ←
    lintegral_map' aemeasurable_id h.aemeasurable_snd, h.map_eq]

Goal state after:
Module: Mathlib.Probability.IdentDistrib

Goal state before:
pp: case neg
α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
inst✝² : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝¹ : NormedAddCommGroup γ
inst✝ : OpensMeasurableSpace γ
h : IdentDistrib f g μ ν
p : ℝ≥0∞
h0 : ¬p = 0
⊢ eLpNorm f p μ = eLpNorm g p ν

Tactic:
by_cases h_top : p = ∞

Goal state after:
case pos
α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
inst✝² : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝¹ : NormedAddCommGroup γ
inst✝ : OpensMeasurableSpace γ
h : IdentDistrib f g μ ν
p : ℝ≥0∞
h0 : ¬p = 0
h_top : p = ∞
⊢ eLpNorm f p μ = eLpNorm g p ν

case neg
α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
inst✝² : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝¹ : NormedAddCommGroup γ
inst✝ : OpensMeasurableSpace γ
h : IdentDistrib f g μ ν
p : ℝ≥0∞
h0 : ¬p = 0
h_top : ¬p = ∞
⊢ eLpNorm f p μ = eLpNorm g p ν
Module: Mathlib.Probability.IdentDistrib

Goal state before:
pp: case pos
α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
inst✝² : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝¹ : NormedAddCommGroup γ
inst✝ : OpensMeasurableSpace γ
h : IdentDistrib f g μ ν
p : ℝ≥0∞
h0 : ¬p = 0
h_top : p = ∞
⊢ eLpNorm f p μ = eLpNorm g p ν

Tactic:
simp only [h_top, eLpNorm, eLpNormEssSup, ENNReal.top_ne_zero, if_true,
      if_false]
    apply essSup_eq
    exact h.comp (measurable_coe_nnreal_ennreal.comp measurable_nnnorm)

Goal state after:
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
β : Type u_3
β' : Type u_4
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
f : Ω → β
g : Ω → β'
hfm : Measurable f
hgm : Measurable g
A : Set β
hA : MeasurableSet A
B : Set β'
h : integral μ (A.indicator 1 ∘ f * B.indicator 1 ∘ g) = integral μ (A.indicator 1 ∘ f) * integral μ (B.indicator 1 ∘ g)
hB : MeasurableSet B
⊢ μ (f ⁻¹' A) * μ (g ⁻¹' B) ≠ ∞

Tactic:
exact mul_ne_top (measure_ne_top μ _) (measure_ne_top μ _)

Goal state after:
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: α : Type u_1
Ω : Type u_2
ι : Type u_3
β : Type u_4
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
mβ : MeasurableSpace β
X : ι → Ω → α
Y : ι → Ω → β
f : ι → Set Ω
t : ι → Set β
s : Finset ι
inst✝ : Finite ι
hY : ∀ (i : ι), Measurable (Y i)
hindep : iIndepFun (fun i ω ↦ (X i ω, Y i ω)) κ μ
hf : ∀ i ∈ s, MeasurableSet (f i)
hy✝ : ∀ᵐ (a : α) ∂μ, ∀ i ∉ s, (κ a) (Y i ⁻¹' t i) ≠ 0
ht : ∀ (i : ι), MeasurableSet (t i)
val✝ : Fintype ι
g : ι → Set Ω := fun i' ↦ if i' ∈ s then Y i' ⁻¹' t i' ∩ f i' else Y i' ⁻¹' t i'
hYt✝ : ∀ (i : ι), MeasurableSet (Y i ⁻¹' t i)
hg✝ : ∀ (i : ι), MeasurableSet (g i)
a : α
hy : ∀ i ∉ s, (κ a) (Y i ⁻¹' t i) ≠ 0
a✝ : IsProbabilityMeasure (κ a)
hYt : (κ a) (⋂ i, Y i ⁻¹' t i) = ∏ i, (κ a) (Y i ⁻¹' t i)
hg : (κ a) (⋂ i, g i) = ∏ i, (κ a) (g i)
⊢ ∏ i, ((κ a) (Y i ⁻¹' t i))⁻¹ * (κ a) (g i) = ∏ i, if i ∈ s then (κ a)[f i | Y i ⁻¹' t i] else 1

Tactic:
refine Finset.prod_congr rfl fun i _ ↦ ?_
      by_cases hi : i ∈ s
      · simp only [hi, ↓reduceIte, g, cond_apply (hY i (ht i))]
      · simp only [hi, ↓reduceIte, g, ENNReal.inv_mul_cancel (hy i hi) (measure_ne_top _ _)]

Goal state after: