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

Goal state before:
pp: α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), StronglyMeasurable (f i)
h : ∀ (ε : ℝ), 0 < ε → ∃ C, 0 < C ∧ ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hpzero : p ≠ 0
hμ : ¬μ univ = 0
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hCpos : 0 < C
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal (ε / 2)
i : ι
s : Set α
hs : MeasurableSet s
hμs : μ s ≤ ENNReal.ofReal ((ε / (2 * ↑C)) ^ p.toReal)
hμs' : ¬μ s = 0
⊢ {x | C ≤ ‖f i x‖₊} ∪ {x | ‖f i x‖₊ < C} = univ

Tactic:
ext

Goal state after:
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), StronglyMeasurable (f i)
h : ∀ (ε : ℝ), 0 < ε → ∃ C, 0 < C ∧ ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hpzero : p ≠ 0
hμ : ¬μ univ = 0
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hCpos : 0 < C
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal (ε / 2)
i : ι
s : Set α
hs : MeasurableSet s
hμs : μ s ≤ ENNReal.ofReal ((ε / (2 * ↑C)) ^ p.toReal)
hμs' : ¬μ s = 0
x✝ : α
⊢ x✝ ∈ {x | C ≤ ‖f i x‖₊} ∪ {x | ‖f i x‖₊ < C} ↔ x✝ ∈ univ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: 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
hfint : ¬Integrable f μ
⊢ 0 ≤ᵐ[μ] |f|

Tactic:
filter_upwards with a using abs_nonneg (f a)

Goal state after:
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
⊢ IsFiniteMeasure ν

Tactic:
constructor

Goal state after:
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
⊢ ν univ < ∞
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
hfint : Integrable f μ
⊢ ∫ (x : α), ‖μ[f | m] x‖ ∂μ ≤ ∫ (x : α), ‖f x‖ ∂μ

Tactic:
simpa using integral_norm_condExp_rpow_le le_rfl (by simpa using hfint.norm)

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

Goal state before:
pp: Ω : Type u_1
inst✝ : MeasurableSpace Ω
μ : FiniteMeasure Ω
⊢ μ.restrict univ = μ

Tactic:
ext

Goal state after:
Ω : Type u_1
inst✝ : MeasurableSpace Ω
μ : FiniteMeasure Ω
s✝ : Set Ω
a✝ : MeasurableSet s✝
⊢ ↑(μ.restrict univ) s✝ = ↑μ s✝
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
f₁ f₂ : Ω →ᵇ ℝ≥0
⊢ -(↑μ.mass * dist f₁ f₂) ≤ ↑(μ.testAgainstNN f₁) - ↑(μ.testAgainstNN f₂) ∧
    ↑(μ.testAgainstNN f₁) - ↑(μ.testAgainstNN f₂) ≤ ↑μ.mass * dist f₁ f₂

Tactic:
constructor

Goal state after:
case left
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
f₁ f₂ : Ω →ᵇ ℝ≥0
⊢ -(↑μ.mass * dist f₁ f₂) ≤ ↑(μ.testAgainstNN f₁) - ↑(μ.testAgainstNN f₂)

case right
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
f₁ f₂ : Ω →ᵇ ℝ≥0
⊢ ↑(μ.testAgainstNN f₁) - ↑(μ.testAgainstNN f₂) ≤ ↑μ.mass * dist f₁ f₂
Module: Mathlib.MeasureTheory.Measure.ProbabilityMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : Nonempty Ω
m0 : MeasurableSpace Ω
μ : FiniteMeasure Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
nonzero : μ ≠ 0
⊢ Tendsto (fun i ↦ (μs i).normalize) F (𝓝 μ.normalize) ∧ Tendsto (fun i ↦ (μs i).mass) F (𝓝 μ.mass) ↔ Tendsto μs F (𝓝 μ)

Tactic:
constructor

Goal state after:
case mp
Ω : Type u_1
inst✝² : Nonempty Ω
m0 : MeasurableSpace Ω
μ : FiniteMeasure Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
nonzero : μ ≠ 0
⊢ Tendsto (fun i ↦ (μs i).normalize) F (𝓝 μ.normalize) ∧ Tendsto (fun i ↦ (μs i).mass) F (𝓝 μ.mass) → Tendsto μs F (𝓝 μ)

case mpr
Ω : Type u_1
inst✝² : Nonempty Ω
m0 : MeasurableSpace Ω
μ : FiniteMeasure Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
nonzero : μ ≠ 0
⊢ Tendsto μs F (𝓝 μ) → Tendsto (fun i ↦ (μs i).normalize) F (𝓝 μ.normalize) ∧ Tendsto (fun i ↦ (μs i).mass) F (𝓝 μ.mass)
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: Ω : Type u_1
inst✝⁴ : MeasurableSpace Ω
inst✝³ : TopologicalSpace Ω
inst✝² : OpensMeasurableSpace Ω
ι : Type u_2
L : Filter ι
μ : Measure Ω
μs : ι → Measure Ω
inst✝¹ : IsProbabilityMeasure μ
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
⊢ (∀ (F : Set Ω), IsClosed[inst✝³] F → limsup (fun i ↦ (μs i) F) L ≤ μ F) ↔
    ∀ (G : Set Ω), IsOpen[inst✝³] G → μ G ≤ liminf (fun i ↦ (μs i) G) L

Tactic:
constructor

Goal state after:
case mp
Ω : Type u_1
inst✝⁴ : MeasurableSpace Ω
inst✝³ : TopologicalSpace Ω
inst✝² : OpensMeasurableSpace Ω
ι : Type u_2
L : Filter ι
μ : Measure Ω
μs : ι → Measure Ω
inst✝¹ : IsProbabilityMeasure μ
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
⊢ (∀ (F : Set Ω), IsClosed[inst✝³] F → limsup (fun i ↦ (μs i) F) L ≤ μ F) →
    ∀ (G : Set Ω), IsOpen[inst✝³] G → μ G ≤ liminf (fun i ↦ (μs i) G) L

case mpr
Ω : Type u_1
inst✝⁴ : MeasurableSpace Ω
inst✝³ : TopologicalSpace Ω
inst✝² : OpensMeasurableSpace Ω
ι : Type u_2
L : Filter ι
μ : Measure Ω
μs : ι → Measure Ω
inst✝¹ : IsProbabilityMeasure μ
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
⊢ (∀ (G : Set Ω), IsOpen[inst✝³] G → μ G ≤ liminf (fun i ↦ (μs i) G) L) →
    ∀ (F : Set Ω), IsClosed[inst✝³] F → limsup (fun i ↦ (μs i) F) L ≤ μ F
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
Ω' : Type u_2
inst✝⁶ : MeasurableSpace Ω
inst✝⁵ : MeasurableSpace Ω'
inst✝⁴ : TopologicalSpace Ω
inst✝³ : TopologicalSpace Ω'
inst✝² : BorelSpace Ω
inst✝¹ : BorelSpace Ω'
inst✝ : NormalSpace Ω'
f : Ω → Ω'
hf : IsClosedEmbedding f
μ : FiniteMeasure Ω'
hμ : μ ∈ {μ | μ (range f)ᶜ = 0}
g : Ω →ᵇ ℝ
g' : Ω' →ᵇ ℝ
hg' : ⇑g' ∘ f = ⇑g
A : ∀ (x : Ω), g x = g' (f x)
B : ∀ {ν : FiniteMeasure Ω'}, ν (range f)ᶜ = 0 → ∫ (y : Ω') in range f, g' y ∂↑ν = ∫ (y : Ω'), g' y ∂↑ν
⊢ Tendsto (fun ν ↦ ∫ (y : Ω'), g' y ∂↑ν) (𝓝[{μ | μ (range f)ᶜ = 0}] μ) (𝓝 (∫ (y : Ω'), g' y ∂↑μ))

Tactic:
nhdsWithin

Goal state after:
Ω : Type u_1
Ω' : Type u_2
inst✝⁶ : MeasurableSpace Ω
inst✝⁵ : MeasurableSpace Ω'
inst✝⁴ : TopologicalSpace Ω
inst✝³ : TopologicalSpace Ω'
inst✝² : BorelSpace Ω
inst✝¹ : BorelSpace Ω'
inst✝ : NormalSpace Ω'
f : Ω → Ω'
hf : IsClosedEmbedding f
μ : FiniteMeasure Ω'
hμ : μ ∈ {μ | μ (range f)ᶜ = 0}
g : Ω →ᵇ ℝ
g' : Ω' →ᵇ ℝ
hg' : ⇑g' ∘ f = ⇑g
A : ∀ (x : Ω), g x = g' (f x)
B : ∀ {ν : FiniteMeasure Ω'}, ν (range f)ᶜ = 0 → ∫ (y : Ω') in range f, g' y ∂↑ν = ∫ (y : Ω'), g' y ∂↑ν
⊢ Tendsto (fun ν ↦ ∫ (y : Ω'), g' y ∂↑ν) (𝓝 μ ⊓ 𝓟 {μ | μ (range f)ᶜ = 0}) (𝓝 (∫ (y : Ω'), g' y ∂↑μ))
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
Ω' : Type u_2
inst✝¹ : MeasurableSpace Ω
inst✝ : MeasurableSpace Ω'
f : Ω → Ω'
f_mble : Measurable f
ν₁ ν₂ : FiniteMeasure Ω
⊢ (ν₁ + ν₂).map f = ν₁.map f + ν₂.map f

Tactic:
ext

Goal state after:
Ω : Type u_1
Ω' : Type u_2
inst✝¹ : MeasurableSpace Ω
inst✝ : MeasurableSpace Ω'
f : Ω → Ω'
f_mble : Measurable f
ν₁ ν₂ : FiniteMeasure Ω
s✝ : Set Ω'
a✝ : MeasurableSet s✝
⊢ ↑((ν₁ + ν₂).map f) s✝ = ↑(ν₁.map f + ν₂.map f) s✝
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
⊢ IndepFun f g κ μ ↔
    ∀ (s : Set β) (t : Set β'),
      MeasurableSet s → MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)

Tactic:
constructor

Goal state after:
case mp
α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
⊢ IndepFun f g κ μ →
    ∀ (s : Set β) (t : Set β'),
      MeasurableSet s → MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)

case mpr
α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
⊢ (∀ (s : Set β) (t : Set β'),
      MeasurableSet s →
        MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)) →
    IndepFun f g κ μ
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: Ω : Type u_1
β : Type u_6
β' : Type u_7
_mΩ : MeasurableSpace Ω
μ : Measure Ω
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
hf : AEMeasurable f μ
hg : AEMeasurable g μ
σf : SigmaFinite (Measure.map f μ)
σg : SigmaFinite (Measure.map g μ)
h₀ :
  ∀ {s : Set β} {t : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        μ (f ⁻¹' s) * μ (g ⁻¹' t) = (Measure.map f μ) s * (Measure.map g μ) t ∧
          μ (f ⁻¹' s ∩ g ⁻¹' t) = (Measure.map (fun ω ↦ (f ω, g ω)) μ) (s ×ˢ t)
⊢ (∀ (s : Set β) (t : Set β'), MeasurableSet s → MeasurableSet t → μ (f ⁻¹' s ∩ g ⁻¹' t) = μ (f ⁻¹' s) * μ (g ⁻¹' t)) ↔
    Measure.map (fun ω ↦ (f ω, g ω)) μ = (Measure.map f μ).prod (Measure.map g μ)

Tactic:
constructor

Goal state after:
case mp
Ω : Type u_1
β : Type u_6
β' : Type u_7
_mΩ : MeasurableSpace Ω
μ : Measure Ω
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
hf : AEMeasurable f μ
hg : AEMeasurable g μ
σf : SigmaFinite (Measure.map f μ)
σg : SigmaFinite (Measure.map g μ)
h₀ :
  ∀ {s : Set β} {t : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        μ (f ⁻¹' s) * μ (g ⁻¹' t) = (Measure.map f μ) s * (Measure.map g μ) t ∧
          μ (f ⁻¹' s ∩ g ⁻¹' t) = (Measure.map (fun ω ↦ (f ω, g ω)) μ) (s ×ˢ t)
⊢ (∀ (s : Set β) (t : Set β'), MeasurableSet s → MeasurableSet t → μ (f ⁻¹' s ∩ g ⁻¹' t) = μ (f ⁻¹' s) * μ (g ⁻¹' t)) →
    Measure.map (fun ω ↦ (f ω, g ω)) μ = (Measure.map f μ).prod (Measure.map g μ)

case mpr
Ω : Type u_1
β : Type u_6
β' : Type u_7
_mΩ : MeasurableSpace Ω
μ : Measure Ω
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
hf : AEMeasurable f μ
hg : AEMeasurable g μ
σf : SigmaFinite (Measure.map f μ)
σg : SigmaFinite (Measure.map g μ)
h₀ :
  ∀ {s : Set β} {t : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        μ (f ⁻¹' s) * μ (g ⁻¹' t) = (Measure.map f μ) s * (Measure.map g μ) t ∧
          μ (f ⁻¹' s ∩ g ⁻¹' t) = (Measure.map (fun ω ↦ (f ω, g ω)) μ) (s ×ˢ t)
⊢ Measure.map (fun ω ↦ (f ω, g ω)) μ = (Measure.map f μ).prod (Measure.map g μ) →
    ∀ (s : Set β) (t : Set β'), MeasurableSet s → MeasurableSet t → μ (f ⁻¹' s ∩ g ⁻¹' t) = μ (f ⁻¹' s) * μ (g ⁻¹' t)
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: case inr.compl
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m₂ m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h2 : m₂ ≤ m
hp2 : IsPiSystem p2
hpm2 : m₂ = generateFrom p2
hyp : IndepSets p1 p2 κ μ
t1 t2 : Set Ω
ht1 : t1 ∈ p1
ht1m : MeasurableSet t1
h : IsMarkovKernel κ
u : Set Ω
hu : MeasurableSet u
ihu : ∀ᵐ (a : α) ∂μ, (κ a) (t1 ∩ u) = (κ a) t1 * (κ a) u
⊢ ∀ᵐ (a : α) ∂μ, (κ a) (t1 ∩ uᶜ) = (κ a) t1 * (κ a) uᶜ

Tactic:
filter_upwards [ihu] with a ha
    rw [← Set.sdiff_eq, ← Set.sdiff_self_inter,
      measure_sdiff inter_subset_left (ht1m.inter (h2 _ hu)).nullMeasurableSet (measure_ne_top _ _),
      ha, measure_compl (h2 _ hu) (measure_ne_top _ _), measure_univ, ENNReal.mul_sub, mul_one]
    exact fun _ _ ↦ measure_ne_top _ _

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

Goal state before:
pp: case mpr
Ω : Type u_1
β : Type u_6
β' : Type u_7
_mΩ : MeasurableSpace Ω
μ : Measure Ω
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
hf : AEMeasurable f μ
hg : AEMeasurable g μ
σf : SigmaFinite (Measure.map f μ)
σg : SigmaFinite (Measure.map g μ)
h₀ :
  ∀ {s : Set β} {t : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        μ (f ⁻¹' s) * μ (g ⁻¹' t) = (Measure.map f μ) s * (Measure.map g μ) t ∧
          μ (f ⁻¹' s ∩ g ⁻¹' t) = (Measure.map (fun ω ↦ (f ω, g ω)) μ) (s ×ˢ t)
h : Measure.map (fun ω ↦ (f ω, g ω)) μ = (Measure.map f μ).prod (Measure.map g μ)
s : Set β
t : Set β'
hs : MeasurableSet s
ht : MeasurableSet t
⊢ μ (f ⁻¹' s ∩ g ⁻¹' t) = μ (f ⁻¹' s) * μ (g ⁻¹' t)

Tactic:
(h₀ hs ht).1,

Goal state after:
case mpr
Ω : Type u_1
β : Type u_6
β' : Type u_7
_mΩ : MeasurableSpace Ω
μ : Measure Ω
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
hf : AEMeasurable f μ
hg : AEMeasurable g μ
σf : SigmaFinite (Measure.map f μ)
σg : SigmaFinite (Measure.map g μ)
h₀ :
  ∀ {s : Set β} {t : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        μ (f ⁻¹' s) * μ (g ⁻¹' t) = (Measure.map f μ) s * (Measure.map g μ) t ∧
          μ (f ⁻¹' s ∩ g ⁻¹' t) = (Measure.map (fun ω ↦ (f ω, g ω)) μ) (s ×ˢ t)
h : Measure.map (fun ω ↦ (f ω, g ω)) μ = (Measure.map f μ).prod (Measure.map g μ)
s : Set β
t : Set β'
hs : MeasurableSet s
ht : MeasurableSet t
⊢ μ (f ⁻¹' s ∩ g ⁻¹' t) = (Measure.map f μ) s * (Measure.map g μ) t
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝ : IsZeroOrMarkovKernel κ
hf : Measurable f
hg : Measurable g
⊢ (∀ (s : Set β) (t : Set β'),
      MeasurableSet s →
        MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)) ↔
    ∀ (s : Set β) (t : Set β'), MeasurableSet s → MeasurableSet t → IndepSet (f ⁻¹' s) (g ⁻¹' t) κ μ

Tactic:
constructor

Goal state after:
case mp
α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝ : IsZeroOrMarkovKernel κ
hf : Measurable f
hg : Measurable g
⊢ (∀ (s : Set β) (t : Set β'),
      MeasurableSet s →
        MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)) →
    ∀ (s : Set β) (t : Set β'), MeasurableSet s → MeasurableSet t → IndepSet (f ⁻¹' s) (g ⁻¹' t) κ μ

case mpr
α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝ : IsZeroOrMarkovKernel κ
hf : Measurable f
hg : Measurable g
⊢ (∀ (s : Set β) (t : Set β'), MeasurableSet s → MeasurableSet t → IndepSet (f ⁻¹' s) (g ⁻¹' t) κ μ) →
    ∀ (s : Set β) (t : Set β'),
      MeasurableSet s → MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
_mΩ : MeasurableSpace Ω
μ : Measure Ω
β : ι → Type u_10
m : (i : ι) → MeasurableSpace (β i)
f✝ : (i : ι) → Ω → β i
h : ∀ (s : Finset ι), iIndepFun (s.restrict f✝) μ
s : Finset ι
f : ι → Set Ω
hs : ∀ i ∈ s, MeasurableSet (f i)
⊢ ⋂ i ∈ s, f i = ⋂ i, f ↑i

Tactic:
ext

Goal state after:
Ω : Type u_1
ι : Type u_2
_mΩ : MeasurableSpace Ω
μ : Measure Ω
β : ι → Type u_10
m : (i : ι) → MeasurableSpace (β i)
f✝ : (i : ι) → Ω → β i
h : ∀ (s : Finset ι), iIndepFun (s.restrict f✝) μ
s : Finset ι
f : ι → Set Ω
hs : ∀ i ∈ s, MeasurableSet (f i)
x✝ : Ω
⊢ x✝ ∈ ⋂ i ∈ s, f i ↔ x✝ ∈ ⋂ i, f ↑i
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 :
  ∀ (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
s : (i : ι) → Set (β i)
hm : ∀ (i : ι), MeasurableSet (s i)
⊢ ∏ i, μ (f i ⁻¹' s i) = ∏ i, (Measure.map (f i) μ) (s i) ∧
    μ (⋂ i, f i ⁻¹' s i) = (Measure.map (fun ω i ↦ f i ω) μ) (univ.pi s)

Tactic:
constructor

Goal state after:
case left
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
s : (i : ι) → Set (β i)
hm : ∀ (i : ι), MeasurableSet (s i)
⊢ ∏ i, μ (f i ⁻¹' s i) = ∏ i, (Measure.map (f i) μ) (s i)

case right
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
s : (i : ι) → Set (β i)
hm : ∀ (i : ι), MeasurableSet (s i)
⊢ μ (⋂ i, f i ⁻¹' s i) = (Measure.map (fun ω i ↦ f i ω) μ) (univ.pi s)
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
_mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝¹ : Fintype ι
β : ι → Type u_11
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
inst✝ : IsProbabilityMeasure μ
hf : ∀ (i : ι), AEMeasurable (f i) μ
s : (i : ι) → Set (β i)
hm : ∀ (i : ι), MeasurableSet (s i)
⊢ ∏ i, μ (f i ⁻¹' s i) = ∏ i, (Measure.map (f i) μ) (s i) ∧
    μ (⋂ i, f i ⁻¹' s i) = (Measure.map (fun ω i ↦ f i ω) μ) (univ.pi s)

Tactic:
constructor

Goal state after:
case left
Ω : Type u_1
ι : Type u_2
_mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝¹ : Fintype ι
β : ι → Type u_11
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
inst✝ : IsProbabilityMeasure μ
hf : ∀ (i : ι), AEMeasurable (f i) μ
s : (i : ι) → Set (β i)
hm : ∀ (i : ι), MeasurableSet (s i)
⊢ ∏ i, μ (f i ⁻¹' s i) = ∏ i, (Measure.map (f i) μ) (s i)

case right
Ω : Type u_1
ι : Type u_2
_mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝¹ : Fintype ι
β : ι → Type u_11
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
inst✝ : IsProbabilityMeasure μ
hf : ∀ (i : ι), AEMeasurable (f i) μ
s : (i : ι) → Set (β i)
hm : ∀ (i : ι), MeasurableSet (s i)
⊢ μ (⋂ i, f i ⁻¹' s i) = (Measure.map (fun ω i ↦ f i ω) μ) (univ.pi s)
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: α : Type u_1
Ω : Type u_2
β : Type u_4
γ : Type u_6
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteKernel κ
f : Ω → β
g : Ω → γ
hf : Measurable f
hg : Measurable g
h :
  ∀ (s : Set β) (t : Set γ),
    MeasurableSet s → MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)
u : Set α
s : Set β
t : Set γ
hu : MeasurableSet u
hs : MeasurableSet s
ht : MeasurableSet t
ω : α
⊢ Prod.mk ω ⁻¹' u ×ˢ s ×ˢ t = if ω ∈ u then s ×ˢ t else ∅

Tactic:
ext

Goal state after:
α : Type u_1
Ω : Type u_2
β : Type u_4
γ : Type u_6
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteKernel κ
f : Ω → β
g : Ω → γ
hf : Measurable f
hg : Measurable g
h :
  ∀ (s : Set β) (t : Set γ),
    MeasurableSet s → MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)
u : Set α
s : Set β
t : Set γ
hu : MeasurableSet u
hs : MeasurableSet s
ht : MeasurableSet t
ω : α
x✝ : β × γ
⊢ x✝ ∈ Prod.mk ω ⁻¹' u ×ˢ s ×ˢ t ↔ x✝ ∈ if ω ∈ u then s ×ˢ t else ∅
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: ι : Type u_11
inst✝² : Fintype ι
Ω : ι → Type u_12
mΩ : (i : ι) → MeasurableSpace (Ω i)
μ : (i : ι) → Measure (Ω i)
inst✝¹ : ∀ (i : ι), IsProbabilityMeasure (μ i)
𝓧 : ι → Type u_13
inst✝ : (i : ι) → MeasurableSpace (𝓧 i)
X : (i : ι) → Ω i → 𝓧 i
mX : ∀ (i : ι), AEMeasurable (X i) (μ i)
⊢ iIndepFun (fun i ω ↦ X i (ω i)) (Measure.pi μ)

Tactic:
refine iIndepFun_iff_map_fun_eq_pi_map ?_ |>.2 ?_
  · exact fun i ↦ (mX i).comp_quasiMeasurePreserving (Measure.quasiMeasurePreserving_eval _ i)
  rw [Measure.pi_map_pi mX]
  congr
  ext i : 1
  rw [← (measurePreserving_eval μ i).map_eq, AEMeasurable.map_map_of_aemeasurable,
    Function.comp_def]
  · rw [(measurePreserving_eval μ i).map_eq]
    exact mX i
  · exact (measurable_pi_apply i).aemeasurable

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

Goal state before:
pp: γ : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : PseudoEMetricSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
F : Filter γ
inst✝ : F.IsCountablyGenerated
μs : γ → ProbabilityMeasure Ω
μ : ProbabilityMeasure Ω
⊢ Tendsto μs F (𝓝 μ) ↔
    ∀ (f : Ω → ℝ),
      (∃ C, ∀ (x y : Ω), dist (f x) (f y) ≤ C) →
        (∃ L, LipschitzWith L f) → Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), f ω ∂↑μ))

Tactic:
constructor

Goal state after:
case mp
γ : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : PseudoEMetricSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
F : Filter γ
inst✝ : F.IsCountablyGenerated
μs : γ → ProbabilityMeasure Ω
μ : ProbabilityMeasure Ω
⊢ Tendsto μs F (𝓝 μ) →
    ∀ (f : Ω → ℝ),
      (∃ C, ∀ (x y : Ω), dist (f x) (f y) ≤ C) →
        (∃ L, LipschitzWith L f) → Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), f ω ∂↑μ))

case mpr
γ : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : PseudoEMetricSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
F : Filter γ
inst✝ : F.IsCountablyGenerated
μs : γ → ProbabilityMeasure Ω
μ : ProbabilityMeasure Ω
⊢ (∀ (f : Ω → ℝ),
      (∃ C, ∀ (x y : Ω), dist (f x) (f y) ≤ C) →
        (∃ L, LipschitzWith L f) → Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), f ω ∂↑μ))) →
    Tendsto μs F (𝓝 μ)
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: ι : Type u_6
Ω : Type u_7
α : Type u_8
β : Type u_9
mΩ : MeasurableSpace Ω
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ : Measure Ω
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)) μ
hf : ∀ i ∈ s, MeasurableSet (f i)
hy : ∀ i ∉ s, μ (Y i ⁻¹' t i) ≠ 0
ht : ∀ (i : ι), MeasurableSet (t i)
this : IsProbabilityMeasure μ
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'
i : ι
⊢ (fun ω ↦ (X i ω, Y i ω)) ⁻¹' univ ×ˢ t i = Y i ⁻¹' t i

Tactic:
ext

Goal state after:
ι : Type u_6
Ω : Type u_7
α : Type u_8
β : Type u_9
mΩ : MeasurableSpace Ω
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ : Measure Ω
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)) μ
hf : ∀ i ∈ s, MeasurableSet (f i)
hy : ∀ i ∉ s, μ (Y i ⁻¹' t i) ≠ 0
ht : ∀ (i : ι), MeasurableSet (t i)
this : IsProbabilityMeasure μ
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'
i : ι
x✝ : Ω
⊢ x✝ ∈ (fun ω ↦ (X i ω, Y i ω)) ⁻¹' univ ×ˢ t i ↔ x✝ ∈ Y i ⁻¹' t i