mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: case neg.refine_2
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h_rnDeriv_eq : μ'.rnDeriv ν' =ᵐ[ν] μ.rnDeriv ν
h_eq : ∫ (x : 𝓧), f (μ'.rnDeriv ν' x).toReal ∂ν' = (ν.real univ)⁻¹ * ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν
h : f (μ'.real univ) / (ν.real univ)⁻¹ ≤ ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν
⊢ ν.real univ * f (μ.real univ / ν.real univ) ≤ ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν

pp: case neg.refine_2
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h_rnDeriv_eq : μ'.rnDeriv ν' =ᵐ[ν] μ.rnDeriv ν
h_eq : ∫ (x : 𝓧), f (μ'.rnDeriv ν' x).toReal ∂ν' = (ν.real univ)⁻¹ * ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν
h : f (μ'.real univ) ≤ (∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν) * (ν.real univ)⁻¹
⊢ 0 < (ν.real univ)⁻¹

Tactic:
div_eq_inv_mul,

Goal state after:
case neg.refine_2
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h_rnDeriv_eq : μ'.rnDeriv ν' =ᵐ[ν] μ.rnDeriv ν
h_eq : ∫ (x : 𝓧), f (μ'.rnDeriv ν' x).toReal ∂ν' = (ν.real univ)⁻¹ * ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν
h : (ν.real univ)⁻¹⁻¹ * f (μ'.real univ) ≤ ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν
⊢ ν.real univ * f (μ.real univ / ν.real univ) ≤ ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν

case neg.refine_2
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h_rnDeriv_eq : μ'.rnDeriv ν' =ᵐ[ν] μ.rnDeriv ν
h_eq : ∫ (x : 𝓧), f (μ'.rnDeriv ν' x).toReal ∂ν' = (ν.real univ)⁻¹ * ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν
h : f (μ'.real univ) ≤ (∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν) * (ν.real univ)⁻¹
⊢ 0 < (ν.real univ)⁻¹
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: 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
g : α → E
s : Set α
hs : MeasurableSet s
⊢ ∫ (x : α) in s, g x ∂μ.tilted f = ∫ (x : α) in s, (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) • g x ∂μ

Tactic:
by_cases hf : AEMeasurable f μ
  · rw [tilted_eq_withDensity_nnreal, setIntegral_withDensity_eq_setIntegral_smul₀ _ _ hs]
    · congr
    · suffices AEMeasurable (fun x ↦ exp (f x) / ∫ x, exp (f x) ∂μ) μ by
        rw [← aemeasurable_coe_nnreal_real_iff]
        refine AEMeasurable.restrict ?_
        simpa only [NNReal.coe_mk]
      exact (measurable_exp.comp_aemeasurable hf).div_const _
  · have hf' : ¬ Integrable (fun x ↦ exp (f x)) μ := by
      exact fun h ↦ hf (aemeasurable_of_aemeasurable_exp h.1.aemeasurable)
    simp only [hf, not_false_eq_true, tilted_of_not_aemeasurable, Measure.restrict_zero,
      integral_zero_measure]
    rw [integral_undef hf']
    simp

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : SigmaFinite μ
h : llr μ μ =ᵐ[μ] 0
⊢ ENNReal.ofReal (∫ (x : α), llr μ μ x ∂μ + μ.real univ - μ.real univ) = 0

Tactic:
simp [integral_congr_ae h]

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

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

Tactic:
by
  constructor <;> intro h
  · contrapose! h
    simp [klDiv_of_ac_of_integrable h.1 h.2]
  · rcases or_not_of_imp h with (h | h) <;> simp [h]

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
c : ℝ≥0
hc : ¬c = 0
h_llr_left : llr (c⁻¹ • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c⁻¹
h_llr_right : llr μ (c • ν) =ᵐ[μ] fun x ↦ llr μ ν x - log ↑c
h_smul : ∀ (c : ℝ≥0) (a : ℝ), c • a = ↑c * a
h_llr_smul_inv : llr (c⁻¹ • μ) ν =ᵐ[μ] llr μ (c • ν)
⊢ ∫ (a : α), llr μ (c • ν) a ∂μ + ↑c * ν.real univ - μ.real univ =
    ↑c * ((↑c)⁻¹ * ∫ (a : α), llr (c⁻¹ • μ) ν a ∂μ + ν.real univ - (↑c)⁻¹ * μ.real univ)

Tactic:
rw [integral_congr_ae h_llr_smul_inv, mul_sub, mul_add, mul_inv_cancel_left₀ (by simpa),
    mul_inv_cancel_left₀ (by simpa)]

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

Goal state before:
pp: α : Type u_1
F' : Type u_3
m m0 : MeasurableSpace α
μ : Measure α
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
f g : α → F'
hf_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn f s μ
hg_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn g s μ
hfg_eq : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → ∫ (x : α) in s, f x ∂μ = ∫ (x : α) in s, g x ∂μ
hfm : AEStronglyMeasurable f μ
hgm : AEStronglyMeasurable g μ
hf_mk_int_finite :
  ∀ (s : Set α), MeasurableSet s → (μ.trim hm) s < ∞ → IntegrableOn (AEStronglyMeasurable.mk f hfm) s (μ.trim hm)
hg_mk_int_finite :
  ∀ (s : Set α), MeasurableSet s → (μ.trim hm) s < ∞ → IntegrableOn (AEStronglyMeasurable.mk g hgm) s (μ.trim hm)
hfg_mk_eq :
  ∀ (s : Set α),
    MeasurableSet s →
      (μ.trim hm) s < ∞ →
        ∫ (x : α) in s, AEStronglyMeasurable.mk f hfm x ∂μ.trim hm =
          ∫ (x : α) in s, AEStronglyMeasurable.mk g hgm x ∂μ.trim hm
⊢ AEStronglyMeasurable.mk f hfm =ᵐ[μ.trim hm] AEStronglyMeasurable.mk g hgm

Tactic:
exact ae_eq_of_forall_setIntegral_eq_of_sigmaFinite hf_mk_int_finite hg_mk_int_finite hfg_mk_eq

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✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp F p μ)
hf_meas : f ∈ lpMeasSubgroup F m p μ
⊢ MemLp (Exists.choose ⋯) p (μ.trim hm)

Tactic:
have hf : AEStronglyMeasurable[m] f μ :=
    mem_lpMeasSubgroup_iff_aestronglyMeasurable.mp hf_meas
  change MemLp (hf.mk f) p (μ.trim hm)
  refine ⟨hf.stronglyMeasurable_mk.aestronglyMeasurable, ?_⟩
  rw [eLpNorm_trim hm hf.stronglyMeasurable_mk, eLpNorm_congr_ae hf.ae_eq_mk.symm]
  exact Lp.eLpNorm_lt_top f

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✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp F p (μ.trim hm))
⊢ lpMeasSubgroupToLpTrim F p μ hm (lpTrimToLpMeasSubgroup F p μ hm f) = f

Tactic:
ext1

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp F p (μ.trim hm))
⊢ ↑↑(lpMeasSubgroupToLpTrim F p μ hm (lpTrimToLpMeasSubgroup F p μ hm f)) =ᵐ[μ.trim hm] ↑↑f
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(lpMeasSubgroup F m p μ)
⊢ lpTrimToLpMeasSubgroup F p μ hm (lpMeasSubgroupToLpTrim F p μ hm f) = f

Tactic:
ext1

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(lpMeasSubgroup F m p μ)
⊢ ↑(lpTrimToLpMeasSubgroup F p μ hm (lpMeasSubgroupToLpTrim F p μ hm f)) = ↑f
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(lpMeasSubgroup F m p μ)
⊢ ↑(lpTrimToLpMeasSubgroup F p μ hm (lpMeasSubgroupToLpTrim F p μ hm f)) = ↑f

Tactic:
ext1

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(lpMeasSubgroup F m p μ)
⊢ ↑↑↑(lpTrimToLpMeasSubgroup F p μ hm (lpMeasSubgroupToLpTrim F p μ hm f)) =ᵐ[μ] ↑↑↑f
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f g : ↥(lpMeasSubgroup F m p μ)
⊢ lpMeasSubgroupToLpTrim F p μ hm (f + g) = lpMeasSubgroupToLpTrim F p μ hm f + lpMeasSubgroupToLpTrim F p μ hm g

Tactic:
ext1

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f g : ↥(lpMeasSubgroup F m p μ)
⊢ ↑↑(lpMeasSubgroupToLpTrim F p μ hm (f + g)) =ᵐ[μ.trim hm]
    ↑↑(lpMeasSubgroupToLpTrim F p μ hm f + lpMeasSubgroupToLpTrim F p μ hm g)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(lpMeasSubgroup F m p μ)
⊢ lpMeasSubgroupToLpTrim F p μ hm (-f) = -lpMeasSubgroupToLpTrim F p μ hm f

Tactic:
ext1

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(lpMeasSubgroup F m p μ)
⊢ ↑↑(lpMeasSubgroupToLpTrim F p μ hm (-f)) =ᵐ[μ.trim hm] ↑↑(-lpMeasSubgroupToLpTrim F p μ hm f)
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) = c • lpMeasToLpTrim F 𝕜 p μ hm f

Tactic:
ext1

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.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hp : Fact (1 ≤ p)
hm : m ≤ m0
f g : ↥(lpMeasSubgroup F m p μ)
⊢ dist (lpMeasSubgroupToLpTrim F p μ hm f) (lpMeasSubgroupToLpTrim F p μ hm g) = dist f g

Tactic:
rw [dist_eq_norm, ← lpMeasSubgroupToLpTrim_sub, lpMeasSubgroupToLpTrim_norm_map,
      dist_eq_norm]

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✝¹ : NormedAddCommGroup F
m m0 : MeasurableSpace α
one_le_p : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
s : Set α
μ : Measure α
hs : MeasurableSet s
hμs : (μ.trim hm) s ≠ ∞
c : F
⊢ ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (indicatorConstLp p hs hμs c)) = indicatorConstLp p ⋯ ⋯ c

Tactic:
ext1

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝¹ : NormedAddCommGroup F
m m0 : MeasurableSpace α
one_le_p : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
s : Set α
μ : Measure α
hs : MeasurableSet s
hμs : (μ.trim hm) s ≠ ∞
c : F
⊢ ↑↑↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (indicatorConstLp p hs hμs c)) =ᵐ[μ] ↑↑(indicatorConstLp p ⋯ ⋯ c)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝¹ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
one_le_p : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
f : α → F
hf : MemLp f p (μ.trim hm)
⊢ ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf)) = MemLp.toLp f ⋯

Tactic:
ext1

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝¹ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
one_le_p : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
f : α → F
hf : MemLp f p (μ.trim hm)
⊢ ↑↑↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf)) =ᵐ[μ] ↑↑(MemLp.toLp 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 ≠ ∞
x y : G
⊢ condExpIndL1Fin hm hs hμs (x + y) = condExpIndL1Fin hm hs hμs x + condExpIndL1Fin hm hs hμs y

Tactic:
ext1

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 ≠ ∞
x y : G
⊢ ↑↑(condExpIndL1Fin hm hs hμs (x + y)) =ᵐ[μ] ↑↑(condExpIndL1Fin hm hs hμs x + condExpIndL1Fin hm hs hμs y)
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
⊢ condExpIndL1Fin hm hs hμs (c • x) = c • condExpIndL1Fin hm hs hμs x

Tactic:
ext1

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
⊢ ↑↑(condExpIndL1Fin hm hs hμs (c • x)) =ᵐ[μ] ↑↑(c • condExpIndL1Fin 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
⊢ condExpIndL1Fin hm hs hμs (c • x) = c • condExpIndL1Fin hm hs hμs x

Tactic:
ext1

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
⊢ ↑↑(condExpIndL1Fin hm hs hμs (c • x)) =ᵐ[μ] ↑↑(c • condExpIndL1Fin hm hs hμs x)
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 t : Set α
inst✝¹ : NormedSpace ℝ G
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
ht : MeasurableSet t
hμs : μ s ≠ ∞
hμt : μ t ≠ ∞
hst : Disjoint s t
x : G
⊢ condExpIndL1Fin hm ⋯ ⋯ x = condExpIndL1Fin hm hs hμs x + condExpIndL1Fin hm ht hμt x

Tactic:
ext1

Goal state after:
α : Type u_1
G : Type u_4
inst✝² : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s t : Set α
inst✝¹ : NormedSpace ℝ G
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
ht : MeasurableSet t
hμs : μ s ≠ ∞
hμt : μ t ≠ ∞
hst : Disjoint s t
x : G
⊢ ↑↑(condExpIndL1Fin hm ⋯ ⋯ x) =ᵐ[μ] ↑↑(condExpIndL1Fin hm hs hμs x + condExpIndL1Fin hm ht hμt x)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: case pos
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)
x y : G
hs : MeasurableSet s
hμs : μ s = ∞
⊢ condExpIndL1 hm μ s (x + y) = condExpIndL1 hm μ s x + condExpIndL1 hm μ s y

Tactic:
simp_rw [condExpIndL1_of_measure_eq_top hμs]

Goal state after:
case pos
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)
x y : G
hs : MeasurableSet s
hμs : μ s = ∞
⊢ 0 = 0 + 0
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
h : klDiv μ ν = 0
⊢ μ = ν

Tactic:
have h_ne : klDiv μ ν ≠ ⊤ := by simp [h]

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
h : klDiv μ ν = 0
h_ne : klDiv μ ν ≠ ∞
⊢ μ = ν
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: case refine_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
f : ↥(Lp ℝ 2 μ)
h_meas : AEStronglyMeasurable (↑↑↑((condExpL2 ℝ ℝ hm) f)) μ := lpMeas.aestronglyMeasurable ((condExpL2 ℝ ℝ hm) f)
g : α → ℝ := Exists.choose h_meas
hg_meas : StronglyMeasurable g
hg_eq : g =ᵐ[μ] ↑↑↑((condExpL2 ℝ ℝ hm) f)
hg_eq_restrict : g =ᵐ[μ.restrict s] ↑↑↑((condExpL2 ℝ ℝ hm) f)
hg_nnnorm_eq : (fun x ↦ ↑‖g x‖₊) =ᵐ[μ.restrict s] fun x ↦ ↑‖↑↑↑((condExpL2 ℝ ℝ hm) f) x‖₊
⊢ StronglyMeasurable g

Tactic:
exact hg_meas

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: case pos
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)
c : ℝ
x : G
hs : MeasurableSet s
hμs : μ s = ∞
⊢ condExpIndL1 hm μ s (c • x) = c • condExpIndL1 hm μ s x

Tactic:
simp_rw [condExpIndL1_of_measure_eq_top hμs]

Goal state after:
case pos
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)
c : ℝ
x : G
hs : MeasurableSet s
hμs : μ s = ∞
⊢ 0 = c • 0
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: case pos
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
c : 𝕜
x : F
hs : MeasurableSet s
hμs : μ s = ∞
⊢ condExpIndL1 hm μ s (c • x) = c • condExpIndL1 hm μ s x

Tactic:
simp_rw [condExpIndL1_of_measure_eq_top hμs]

Goal state after:
case pos
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
c : 𝕜
x : F
hs : MeasurableSet s
hμs : μ s = ∞
⊢ 0 = c • 0
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 ≠ ∞
⊢ 1 ≤ p.toReal

Tactic:
rw [← ENNReal.ofReal_le_iff_le_toReal h'p.ne]

Goal state after:
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 ≠ ∞
⊢ ENNReal.ofReal 1 ≤ p
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 : G
⊢ (condExpInd G hm μ s) c = indicatorConstLp 1 ⋯ hμs c

Tactic:
ext1

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 : G
⊢ ↑↑((condExpInd G hm μ s) c) =ᵐ[μ] ↑↑(indicatorConstLp 1 ⋯ hμs c)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: case refine_1
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : F'
t : Set α
ht : MeasurableSet t
hμt : μ t < ∞
⊢ ∫ (x_1 : α) in s, ↑↑((condExpL1CLM F' hm μ) ↑(simpleFunc.indicatorConst 1 ht ⋯ x)) x_1 ∂μ =
    ∫ (x_1 : α) in s, ↑↑↑(simpleFunc.indicatorConst 1 ht ⋯ x) x_1 ∂μ

Tactic:
simp_rw [condExpL1CLM_indicatorConst ht hμt.ne x]

Goal state after:
case refine_1
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : F'
t : Set α
ht : MeasurableSet t
hμt : μ t < ∞
⊢ ∫ (x_1 : α) in s, ↑↑((condExpInd F' hm μ t) x) x_1 ∂μ =
    ∫ (x_1 : α) in s, ↑↑↑(simpleFunc.indicatorConst 1 ht ⋯ x) x_1 ∂μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: case refine_1
α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁹ : RCLike 𝕜
inst✝⁸ : NormedAddCommGroup E'
inst✝⁷ : InnerProductSpace 𝕜 E'
inst✝⁶ : CompleteSpace E'
inst✝⁵ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
E'' : Type u_8
𝕜' : Type u_9
inst✝⁴ : RCLike 𝕜'
inst✝³ : NormedAddCommGroup E''
inst✝² : InnerProductSpace 𝕜' E''
inst✝¹ : CompleteSpace E''
inst✝ : NormedSpace ℝ E''
hm : m ≤ m0
T : E' →L[ℝ] E''
f : ↥(Lp E' 2 μ)
s : Set α
hs : MeasurableSet s
hμs : μ s < ∞
⊢ ∫ (x : α) in s, ↑↑↑((condExpL2 E'' 𝕜' hm) (T.compLp f)) x ∂μ = ∫ (x : α) in s, T (↑↑↑((condExpL2 E' 𝕜 hm) f) x) ∂μ

Tactic:
T.integral_comp_comm
        (integrableOn_Lp_of_measure_ne_top _ fact_one_le_two_ennreal.elim hμs.ne),

Goal state after:
case refine_1
α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁹ : RCLike 𝕜
inst✝⁸ : NormedAddCommGroup E'
inst✝⁷ : InnerProductSpace 𝕜 E'
inst✝⁶ : CompleteSpace E'
inst✝⁵ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
E'' : Type u_8
𝕜' : Type u_9
inst✝⁴ : RCLike 𝕜'
inst✝³ : NormedAddCommGroup E''
inst✝² : InnerProductSpace 𝕜' E''
inst✝¹ : CompleteSpace E''
inst✝ : NormedSpace ℝ E''
hm : m ≤ m0
T : E' →L[ℝ] E''
f : ↥(Lp E' 2 μ)
s : Set α
hs : MeasurableSet s
hμs : μ s < ∞
⊢ ∫ (x : α) in s, ↑↑↑((condExpL2 E'' 𝕜' hm) (T.compLp f)) x ∂μ = T (∫ (x : α) in s, ↑↑↑((condExpL2 E' 𝕜 hm) f) x ∂μ)