mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Kernel.Composition.MapComap

Goal state before:
pp: case hs
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α (β × γ)
a : α
s : Set β
hs : MeasurableSet s
⊢ MeasurableSet (Prod.snd ⁻¹' s)

Tactic:
exact measurable_snd hs

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.MapComap

Goal state before:
pp: α : Type u_1
β : Type u_2
γ✝ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ✝ : MeasurableSpace γ✝
γ : Type u_4
δ : Type u_5
mγ : MeasurableSpace γ
mδ : MeasurableSpace δ
κ : Kernel (α × β) γ
a : α
b : β
inst✝ : NeZero (κ (a, b))
⊢ NeZero ((κ.sectL b) a)

Tactic:
sectL_apply

Goal state after:
α : Type u_1
β : Type u_2
γ✝ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ✝ : MeasurableSpace γ✝
γ : Type u_4
δ : Type u_5
mγ : MeasurableSpace γ
mδ : MeasurableSpace δ
κ : Kernel (α × β) γ
a : α
b : β
inst✝ : NeZero (κ (a, b))
⊢ NeZero (κ (a, b))
Module: Mathlib.Probability.Kernel.Composition.KernelLemmas

Goal state before:
pp: case hs
X : Type u_1
Y : Type u_2
Z : Type u_3
mX : MeasurableSpace X
mY : MeasurableSpace Y
mZ : MeasurableSpace Z
κ : Kernel X Y
inst✝¹ : IsSFiniteKernel κ
η : Kernel Y Z
inst✝ : IsSFiniteKernel η
a : X
s : Set (Y × Z)
hs : MeasurableSet s
⊢ MeasurableSet (Prod.snd ⁻¹' s)

Tactic:
exact measurable_snd hs

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.MeasureCompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
κ η : Kernel α β
ξ : Measure α
inst✝³ : SFinite μ
inst✝² : SFinite ν
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
h : μ ⊗ₘ κ ⟂ₘ ν ⊗ₘ η
hμ : ξ ≪ μ
hν : ξ ≪ ν
hs : MeasurableSet h.nullSet
hμ_zero : (μ ⊗ₘ κ) h.nullSet = 0
hν_zero : (ν ⊗ₘ η) h.nullSetᶜ = 0
⊢ ∀ᵐ (x : α) ∂ξ, κ x ⟂ₘ η x

Tactic:
compProd_apply,

Goal state after:
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
κ η : Kernel α β
ξ : Measure α
inst✝³ : SFinite μ
inst✝² : SFinite ν
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
h : μ ⊗ₘ κ ⟂ₘ ν ⊗ₘ η
hμ : ξ ≪ μ
hν : ξ ≪ ν
hs : MeasurableSet h.nullSet
hμ_zero : ∫⁻ (a : α), (κ a) (Prod.mk a ⁻¹' h.nullSet) ∂μ = 0
hν_zero : ∫⁻ (a : α), (η a) (Prod.mk a ⁻¹' h.nullSetᶜ) ∂ν = 0
⊢ ∀ᵐ (x : α) ∂ξ, κ x ⟂ₘ η x

α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
κ η : Kernel α β
ξ : Measure α
inst✝³ : SFinite μ
inst✝² : SFinite ν
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
h : μ ⊗ₘ κ ⟂ₘ ν ⊗ₘ η
hμ : ξ ≪ μ
hν : ξ ≪ ν
hs : MeasurableSet h.nullSet
hμ_zero : ∫⁻ (a : α), (κ a) (Prod.mk a ⁻¹' h.nullSet) ∂μ = 0
hν_zero : (ν ⊗ₘ η) h.nullSetᶜ = 0
⊢ MeasurableSet h.nullSetᶜ

α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
κ η : Kernel α β
ξ : Measure α
inst✝³ : SFinite μ
inst✝² : SFinite ν
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
h : μ ⊗ₘ κ ⟂ₘ ν ⊗ₘ η
hμ : ξ ≪ μ
hν : ξ ≪ ν
hs : MeasurableSet h.nullSet
hμ_zero : (μ ⊗ₘ κ) h.nullSet = 0
hν_zero : (ν ⊗ₘ η) h.nullSetᶜ = 0
⊢ MeasurableSet h.nullSet
Module: Mathlib.Probability.Kernel.Composition.MeasureComp

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ : Measure α
inst✝¹ : SFinite μ
κ : Kernel α β
inst✝ : IsSFiniteKernel κ
s : Set β
hs : MeasurableSet s
⊢ MeasurableSet (Prod.snd ⁻¹' s)

Tactic:
exact measurable_snd hs

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.MeasureComp

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
μ : Measure α
κ : Kernel α β
η : Kernel (α × β) γ
inst✝¹ : SFinite μ
inst✝ : IsSFiniteKernel η
hκ : IsSFiniteKernel κ
s : Set γ
hs : MeasurableSet s
⊢ MeasurableSet (Prod.snd ⁻¹' s)

Tactic:
exact measurable_snd hs

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.MeasureComp

Goal state before:
pp: case pos.e_f.hs
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
μ : Measure α
κ : Kernel α β
η : Kernel (α × β) γ
inst✝¹ : SFinite μ
inst✝ : IsSFiniteKernel η
hκ : IsSFiniteKernel κ
s : Set γ
hs : MeasurableSet s
a : α
⊢ MeasurableSet (Prod.snd ⁻¹' s)

Tactic:
exact measurable_snd hs

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.CompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
s : Set β
t : Set γ
hs : MeasurableSet s
ht : MeasurableSet t
⊢ κ.restrict hs ⊗ₖ η.restrict ht = (κ ⊗ₖ η).restrict ⋯

Tactic:
by
  ext a u hu
  rw [compProd_apply hu, restrict_apply' _ _ _ hu, compProd_apply (hu.inter (hs.prod ht))]
  simp only [restrict_apply, Set.preimage, Measure.restrict_apply' ht, Set.mem_inter_iff,
    Set.mem_prod]
  have (b : _) : η (a, b) {c : γ | (b, c) ∈ u ∧ b ∈ s ∧ c ∈ t} =
      s.indicator (fun b => η (a, b) ({c : γ | (b, c) ∈ u} ∩ t)) b := by
    classical
    rw [Set.indicator_apply]
    split_ifs with h
    · simp only [h, true_and, Set.inter_def, Set.mem_ofPred]
    · simp only [h, false_and, and_false, Set.ofPred_false, measure_empty]
  simp_rw [this]
  rw [lintegral_indicator hs]

Goal state after:
Module: Mathlib.Probability.Kernel.MeasurableIntegral

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
a : α
E : Type u_4
inst✝² : NormedAddCommGroup E
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f : γ × β → E
hf : StronglyMeasurable f
⊢ StronglyMeasurable fun y ↦ ∫ (x : γ), (fun u ↦ f (u.1, u.2.2)) (x, y) ∂η y

Tactic:
· have := MeasureTheory.StronglyMeasurable.integral_kernel_prod_left' (κ := η)
      (hf.comp_measurable (measurable_fst.prodMk measurable_snd.snd))
    simpa using this

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.CompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β × γ → ℝ≥0∞
hf : Measurable f
g : β → γ → ℝ≥0∞ := Function.curry f
⊢ ∫⁻ (bc : β × γ), f bc ∂(κ ⊗ₖ η) a = ∫⁻ (bc : β × γ), Function.curry f bc.1 bc.2 ∂(κ ⊗ₖ η) a

Tactic:
Function.curry_apply

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hfg : f =ᵐ[μ] g
⊢ (fun x ↦ rexp (f x)) =ᵐ[μ] fun x ↦ rexp (g x)

Tactic:
filter_upwards [hfg] with x hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hfg : f =ᵐ[μ] g
x : α
hx : f x = g x
⊢ rexp (f x) = rexp (g x)
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hfg : f =ᵐ[μ] g
h_int_eq : ∫ (x : α), rexp (f x) ∂μ = ∫ (x : α), rexp (g x) ∂μ
⊢ (fun x ↦ ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ)) =ᵐ[μ] fun x ↦
    ENNReal.ofReal (rexp (g x) / ∫ (x : α), rexp (g x) ∂μ)

Tactic:
filter_upwards [hfg] with x hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hfg : f =ᵐ[μ] g
h_int_eq : ∫ (x : α), rexp (f x) ∂μ = ∫ (x : α), rexp (g x) ∂μ
x : α
hx : f x = g x
⊢ ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) = ENNReal.ofReal (rexp (g x) / ∫ (x : α), rexp (g x) ∂μ)
Module: Mathlib.Probability.Kernel.Composition.CompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
δ : Type u_4
mδ : MeasurableSpace δ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
f : δ → γ
hf : MeasurableEmbedding f
a : α
t : Set (β × δ)
ht : MeasurableSet t
⊢ ((κ ⊗ₖ η) a) (Prod.map id f '' t) = ((κ ⊗ₖ η.comapRight hf) a) t

Tactic:
compProd_apply,

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
δ : Type u_4
mδ : MeasurableSpace δ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
f : δ → γ
hf : MeasurableEmbedding f
a : α
t : Set (β × δ)
ht : MeasurableSet t
⊢ ∫⁻ (b : β), (η (a, b)) (Prod.mk b ⁻¹' Prod.map id f '' t) ∂κ a = ((κ ⊗ₖ η.comapRight hf) a) t

case hs
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
δ : Type u_4
mδ : MeasurableSpace δ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
f : δ → γ
hf : MeasurableEmbedding f
a : α
t : Set (β × δ)
ht : MeasurableSet t
⊢ MeasurableSet (Prod.map id f '' t)
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
hf : Integrable (fun x ↦ rexp (f x)) μ
⊢ (μ.tilted f).tilted (-f) = (μ Set.univ)⁻¹ • μ

Tactic:
rw [tilted_tilted hf]

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
hf : Integrable (fun x ↦ rexp (f x)) μ
⊢ μ.tilted (f + -f) = (μ Set.univ)⁻¹ • μ
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: case hc
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : α → ℝ
hf : Integrable (fun x ↦ rexp (f x)) μ
g : α → E
hμ : ¬μ = 0
hf_meas : AEMeasurable f μ
⊢ (∫ (a : α), rexp (f a) ∂μ)⁻¹ ≠ 0

Tactic:
simp only [ne_eq, inv_eq_zero]

Goal state after:
case hc
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : α → ℝ
hf : Integrable (fun x ↦ rexp (f x)) μ
g : α → E
hμ : ¬μ = 0
hf_meas : AEMeasurable f μ
⊢ ¬∫ (a : α), rexp (f a) ∂μ = 0
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) μ
hfν : AEMeasurable f ν
h0 : NeZero μ
x : α
hx : ((μ.tilted f).rnDeriv ν x).toReal = (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ (∫ (x : α), rexp (f x) ∂μ)⁻¹ ≠ 0

Tactic:
simp only [ne_eq, inv_eq_zero]

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) μ
hfν : AEMeasurable f ν
h0 : NeZero μ
x : α
hx : ((μ.tilted f).rnDeriv ν x).toReal = (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ ¬∫ (x : α), rexp (f x) ∂μ = 0
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h1 : μ ≪ ν
h2 : Integrable (llr μ ν) μ
⊢ klDiv μ ν = ENNReal.ofReal (∫ (x : α), llr μ ν x ∂μ + ν.real univ - μ.real univ)

Tactic:
klDiv_def

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h1 : μ ≪ ν
h2 : Integrable (llr μ ν) μ
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), llr μ ν x ∂μ + ν.real univ - μ.real univ) else ∞) =
    ENNReal.ofReal (∫ (x : α), llr μ ν x ∂μ + ν.real univ - μ.real univ)
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : ¬μ ≪ ν
⊢ klDiv μ ν = ∞

Tactic:
klDiv_def

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : ¬μ ≪ ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), llr μ ν x ∂μ + ν.real univ - μ.real univ) else ∞) =
    ∞
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : ¬Integrable (llr μ ν) μ
⊢ klDiv μ ν = ∞

Tactic:
klDiv_def

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : ¬Integrable (llr μ ν) μ
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), llr μ ν x ∂μ + ν.real univ - μ.real univ) else ∞) =
    ∞
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
⊢ klDiv μ ν = if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞

Tactic:
klDiv_def

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), llr μ ν x ∂μ + ν.real univ - μ.real univ) else ∞) =
    if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞
Module: Mathlib.MeasureTheory.Function.LpSpace.CompleteOfCompleteLp

Goal state before:
pp: α : Type u_1
E : Type u_2
inst✝³ : NormedAddCommGroup E
mα : MeasurableSpace α
p : ℝ≥0∞
μ : Measure α
inst✝² : NormedSpace ℝ E
hp : Fact (1 ≤ p)
inst✝¹ : CompleteSpace ↥(Lp E p μ)
inst✝ : Nontrivial ↥(Lp E p μ)
⊢ CompleteSpace E

Tactic:
obtain ⟨f, hf⟩ : ∃ f : Lp ℝ p μ, f ≠ 0 := by
    have : Nontrivial (Lp ℝ p μ) := nontrivial_Lp_real_of_nontrivial_Lp E p μ
    exact exists_ne 0

Goal state after:
α : Type u_1
E : Type u_2
inst✝³ : NormedAddCommGroup E
mα : MeasurableSpace α
p : ℝ≥0∞
μ : Measure α
inst✝² : NormedSpace ℝ E
hp : Fact (1 ≤ p)
inst✝¹ : CompleteSpace ↥(Lp E p μ)
inst✝ : Nontrivial ↥(Lp E p μ)
f : ↥(Lp ℝ p μ)
hf : f ≠ 0
⊢ CompleteSpace E
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
𝕜 : Type u_3
p : ℝ≥0∞
inst✝² : RCLike 𝕜
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
c : 𝕜
f : ↥(lpMeas F 𝕜 m p μ)
⊢ ↑↑(lpMeasToLpTrim F 𝕜 p μ hm (c • f)) =ᵐ[μ.trim hm] ↑↑(c • lpMeasToLpTrim F 𝕜 p μ hm f)

Tactic:
Lp.coeFn_smul

Goal state after:
α : Type u_1
F : Type u_2
𝕜 : Type u_3
p : ℝ≥0∞
inst✝² : RCLike 𝕜
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
c : 𝕜
f : ↥(lpMeas F 𝕜 m p μ)
⊢ ↑↑(lpMeasToLpTrim F 𝕜 p μ hm (c • f)) =ᵐ[μ.trim hm] c • ↑↑(lpMeasToLpTrim F 𝕜 p μ hm f)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
G : Type u_4
inst✝² : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝¹ : NormedSpace ℝ G
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : ℝ
x : G
⊢ ↑↑(c • condExpIndSMul hm hs hμs x) =ᵐ[μ] c • ↑↑(condExpIndSMul hm hs hμs x)

Tactic:
Lp.coeFn_smul

Goal state after:
α : Type u_1
G : Type u_4
inst✝² : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝¹ : NormedSpace ℝ G
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : ℝ
x : G
⊢ c • ↑↑(condExpIndSMul hm hs hμs x) =ᵐ[μ] c • ↑↑(condExpIndSMul hm hs hμs x)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F : Type u_2
𝕜 : Type u_6
inst✝⁵ : RCLike 𝕜
inst✝⁴ : NormedAddCommGroup F
inst✝³ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
inst✝² : SigmaFinite (μ.trim hm)
inst✝¹ : NormedSpace ℝ F
inst✝ : SMulCommClass ℝ 𝕜 F
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : 𝕜
x : F
⊢ ↑↑(c • condExpIndSMul hm hs hμs x) =ᵐ[μ] c • ↑↑(condExpIndSMul hm hs hμs x)

Tactic:
Lp.coeFn_smul

Goal state after:
α : Type u_1
F : Type u_2
𝕜 : Type u_6
inst✝⁵ : RCLike 𝕜
inst✝⁴ : NormedAddCommGroup F
inst✝³ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
inst✝² : SigmaFinite (μ.trim hm)
inst✝¹ : NormedSpace ℝ F
inst✝ : SMulCommClass ℝ 𝕜 F
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : 𝕜
x : F
⊢ c • ↑↑(condExpIndSMul hm hs hμs x) =ᵐ[μ] c • ↑↑(condExpIndSMul hm hs hμs x)
Module: Mathlib.MeasureTheory.Function.LpSpace.InfiniteSum

Goal state before:
pp: X : Type u_1
E : Type u_2
x✝ : MeasurableSpace X
μ : Measure X
inst✝¹ : NormedAddCommGroup E
ι : Type u_3
inst✝ : Countable ι
p : ℝ≥0∞
hp : 1 ≤ p
f : ι → X → E
hf : ∀ (n : ι), AEStronglyMeasurable (f n) μ
h'f : ∑' (n : ι), eLpNorm (f n) p μ ≠ ∞
h'p : p < ∞
s : Set X
hs : MeasurableSet s
h's : μ s ≠ ∞
⊢ ∑' (i : ι), eLpNorm (f i) p (μ.restrict s) < ∞

Tactic:
apply lt_of_le_of_lt ?_ h'f.lt_top
        gcongr
        exact Measure.restrict_le_self

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

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ∞
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ∞), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    StronglyMeasurable f →
      StronglyMeasurable g →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f✝ : ↥(Lp F p μ)
hf✝ : AEStronglyMeasurable (↑↑f✝) μ
f g : α → F
hf : MemLp f p μ
hg : MemLp g p μ
hfm : AEStronglyMeasurable f μ
hgm : AEStronglyMeasurable g μ
h_disj : Disjoint (Function.support f) (Function.support g)
hPf : P (MemLp.toLp f hf)
hPg : P (MemLp.toLp g hg)
s_f : Set α := Function.support (AEStronglyMeasurable.mk f hfm)
hs_f : MeasurableSet s_f
hs_f_eq : s_f =ᵐ[μ] Function.support f
s_g : Set α := Function.support (AEStronglyMeasurable.mk g hgm)
hs_g : MeasurableSet s_g
hs_g_eq : s_g =ᵐ[μ] Function.support g
⊢ Function.support f ∩ Function.support g =ᵐ[μ] ∅

Tactic:
suffices Function.support f ∩ Function.support g = ∅ by rw [this]

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ∞
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ∞), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    StronglyMeasurable f →
      StronglyMeasurable g →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f✝ : ↥(Lp F p μ)
hf✝ : AEStronglyMeasurable (↑↑f✝) μ
f g : α → F
hf : MemLp f p μ
hg : MemLp g p μ
hfm : AEStronglyMeasurable f μ
hgm : AEStronglyMeasurable g μ
h_disj : Disjoint (Function.support f) (Function.support g)
hPf : P (MemLp.toLp f hf)
hPg : P (MemLp.toLp g hg)
s_f : Set α := Function.support (AEStronglyMeasurable.mk f hfm)
hs_f : MeasurableSet s_f
hs_f_eq : s_f =ᵐ[μ] Function.support f
s_g : Set α := Function.support (AEStronglyMeasurable.mk g hgm)
hs_g : MeasurableSet s_g
hs_g_eq : s_g =ᵐ[μ] Function.support g
⊢ Function.support f ∩ Function.support g = ∅
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: case refine_1
α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
c : E
h_mem_Lp : MemLp (fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫) 2 μ
h_eq : ↑↑(MemLp.toLp (fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫) h_mem_Lp) =ᵐ[μ] fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫
s : Set α
a✝ : MeasurableSet s
hμs : μ s < ∞
⊢ IntegrableOn (↑↑(MemLp.toLp (fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫) h_mem_Lp)) s μ

Tactic:
rw [IntegrableOn, integrable_congr (ae_restrict_of_ae h_eq)]

Goal state after:
case refine_1
α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
c : E
h_mem_Lp : MemLp (fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫) 2 μ
h_eq : ↑↑(MemLp.toLp (fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫) h_mem_Lp) =ᵐ[μ] fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫
s : Set α
a✝ : MeasurableSet s
hμs : μ s < ∞
⊢ Integrable (fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫) (μ.restrict s)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ ∫⁻ (a : α) in t, ↑(‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ * ‖x‖₊) ∂μ =
    (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊

Tactic:
ENNReal.coe_mul

Goal state after:
α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ ∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ * ↑‖x‖₊ ∂μ =
    (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ ∫⁻ (a : α) in t, ↑(‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ * ‖x‖₊) ∂μ =
    (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊

Tactic:
ENNReal.coe_mul

Goal state after:
α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ ∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ * ↑‖x‖₊ ∂μ =
    (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: case refine_2
α : Type u_1
G : Type u_5
inst✝² : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝¹ : NormedSpace ℝ G
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
⊢ ∀ (s_1 : Set α),
    MeasurableSet s_1 → μ s_1 ≠ ∞ → ∫⁻ (x_1 : α) in s_1, ‖↑↑(condExpIndSMul hm hs hμs x) x_1‖ₑ ∂μ ≤ μ s * ↑‖x‖₊

Tactic:
· refine fun t ht hμt => (setLIntegral_nnnorm_condExpIndSMul_le hm hs hμs x ht hμt).trans ?_
    gcongr
    apply Set.inter_subset_left

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

Goal state before:
pp: case insert
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
ι : Type u_5
f : ι → α → E
m : MeasurableSpace α
i : ι
s : Finset ι
his : i ∉ s
heq : (∀ i ∈ s, Integrable (f i) μ) → μ[∑ i ∈ s, f i | m] =ᵐ[μ] ∑ i ∈ s, μ[f i | m]
hf : ∀ i_1 ∈ insert i s, Integrable (f i_1) μ
⊢ μ[∑ i ∈ insert i s, f i | m] =ᵐ[μ] ∑ i ∈ insert i s, μ[f i | m]

Tactic:
rw [Finset.sum_insert his, Finset.sum_insert his]

Goal state after:
case insert
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
ι : Type u_5
f : ι → α → E
m : MeasurableSpace α
i : ι
s : Finset ι
his : i ∉ s
heq : (∀ i ∈ s, Integrable (f i) μ) → μ[∑ i ∈ s, f i | m] =ᵐ[μ] ∑ i ∈ s, μ[f i | m]
hf : ∀ i_1 ∈ insert i s, Integrable (f i_1) μ
⊢ μ[f i + ∑ x ∈ s, f x | m] =ᵐ[μ] μ[f i | m] + ∑ x ∈ s, μ[f x | m]