mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Kernel.Disintegration.StandardBorel

Goal state before:
pp: α : Type u_1
β : Type u_2
Ω : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mΩ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
κ : Kernel α (β × Ω)
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) ℝ
inst✝ : IsSFiniteKernel η
hη : (κ.map (Prod.map id (embeddingReal Ω))).fst ⊗ₖ η = κ.map (Prod.map id (embeddingReal Ω))
e : Ω → ℝ := embeddingReal Ω
he : MeasurableEmbedding (embeddingReal Ω) := measurableEmbedding_embeddingReal Ω
⊢ κ.fst ⊗ₖ borelMarkovFromReal Ω η = ((κ.map (Prod.map id (embeddingReal Ω))).fst ⊗ₖ η).comapRight ⋯

Tactic:
let κ' := map κ (Prod.map (id : β → β) e)

Goal state after:
α : Type u_1
β : Type u_2
Ω : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mΩ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
κ : Kernel α (β × Ω)
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) ℝ
inst✝ : IsSFiniteKernel η
hη : (κ.map (Prod.map id (embeddingReal Ω))).fst ⊗ₖ η = κ.map (Prod.map id (embeddingReal Ω))
e : Ω → ℝ := embeddingReal Ω
he : MeasurableEmbedding (embeddingReal Ω) := measurableEmbedding_embeddingReal Ω
κ' : Kernel α (β × ℝ) := κ.map (Prod.map id e)
⊢ κ.fst ⊗ₖ borelMarkovFromReal Ω η = ((κ.map (Prod.map id (embeddingReal Ω))).fst ⊗ₖ η).comapRight ⋯
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: α : Type u_1
β : Type u_2
Ω : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
inst✝⁴ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
inst✝¹ : CountableOrCountablyGenerated α β
κ : Kernel α (β × Ω)
inst✝ : IsFiniteKernel κ
f : β × Ω → ℝ≥0∞
hf : Measurable f
a : α
s : Set β
hs : MeasurableSet s
⊢ ∫⁻ (b : β) in s, ∫⁻ (ω : Ω), f (b, ω) ∂κ.condKernel (a, b) ∂κ.fst a =
    ∫⁻ (b : β) in s, ∫⁻ (ω : Ω) in Set.univ, f (b, ω) ∂κ.condKernel (a, b) ∂κ.fst a

Tactic:
simp_rw [Measure.restrict_univ]

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: α : Type u_1
β : Type u_2
Ω : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
inst✝⁴ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
inst✝¹ : CountableOrCountablyGenerated α β
κ : Kernel α (β × Ω)
inst✝ : IsFiniteKernel κ
f : β × Ω → ℝ≥0∞
hf : Measurable f
a : α
t : Set Ω
ht : MeasurableSet t
⊢ ∫⁻ (b : β), ∫⁻ (ω : Ω) in t, f (b, ω) ∂κ.condKernel (a, b) ∂κ.fst a =
    ∫⁻ (b : β) in Set.univ, ∫⁻ (ω : Ω) in t, f (b, ω) ∂κ.condKernel (a, b) ∂κ.fst a

Tactic:
simp_rw [Measure.restrict_univ]

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: α : Type u_1
β : Type u_2
Ω : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
inst✝⁶ : MeasurableSpace Ω
inst✝⁵ : StandardBorelSpace Ω
inst✝⁴ : Nonempty Ω
inst✝³ : CountableOrCountablyGenerated α β
κ : Kernel α (β × Ω)
inst✝² : IsFiniteKernel κ
E : Type u_4
f : β × Ω → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
a : α
s : Set β
hs : MeasurableSet s
hf : IntegrableOn f (s ×ˢ Set.univ) (κ a)
⊢ ∫ (b : β) in s, ∫ (ω : Ω), f (b, ω) ∂κ.condKernel (a, b) ∂κ.fst a =
    ∫ (b : β) in s, ∫ (ω : Ω) in Set.univ, f (b, ω) ∂κ.condKernel (a, b) ∂κ.fst a

Tactic:
simp_rw [Measure.restrict_univ]

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: α : Type u_1
β : Type u_2
Ω : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
inst✝⁶ : MeasurableSpace Ω
inst✝⁵ : StandardBorelSpace Ω
inst✝⁴ : Nonempty Ω
inst✝³ : CountableOrCountablyGenerated α β
κ : Kernel α (β × Ω)
inst✝² : IsFiniteKernel κ
E : Type u_4
f : β × Ω → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
a : α
t : Set Ω
ht : MeasurableSet t
hf : IntegrableOn f (Set.univ ×ˢ t) (κ a)
⊢ ∫ (b : β), ∫ (ω : Ω) in t, f (b, ω) ∂κ.condKernel (a, b) ∂κ.fst a =
    ∫ (b : β) in Set.univ, ∫ (ω : Ω) in t, f (b, ω) ∂κ.condKernel (a, b) ∂κ.fst a

Tactic:
simp_rw [Measure.restrict_univ]

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝³ : MeasurableSpace Ω
inst✝² : StandardBorelSpace Ω
inst✝¹ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝ : IsFiniteMeasure ρ
s : Set (β × Ω)
hs : MeasurableSet s
| ρ s

Tactic:
rw [← ρ.disintegrate ρ.condKernel]

Goal state after:
β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝³ : MeasurableSpace Ω
inst✝² : StandardBorelSpace Ω
inst✝¹ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝ : IsFiniteMeasure ρ
s : Set (β × Ω)
hs : MeasurableSet s
| (ρ.fst ⊗ₘ ρ.condKernel) s
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝³ : MeasurableSpace Ω
inst✝² : StandardBorelSpace Ω
inst✝¹ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝ : IsFiniteMeasure ρ
f : β × Ω → ℝ≥0∞
hf : Measurable f
| ∫⁻ (x : β × Ω), f x ∂ρ

Tactic:
rw [← ρ.disintegrate ρ.condKernel]

Goal state after:
β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝³ : MeasurableSpace Ω
inst✝² : StandardBorelSpace Ω
inst✝¹ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝ : IsFiniteMeasure ρ
f : β × Ω → ℝ≥0∞
hf : Measurable f
| ∫⁻ (x : β × Ω), f x ∂ρ.fst ⊗ₘ ρ.condKernel
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝³ : MeasurableSpace Ω
inst✝² : StandardBorelSpace Ω
inst✝¹ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝ : IsFiniteMeasure ρ
f : β × Ω → ℝ≥0∞
hf : Measurable f
s : Set β
hs : MeasurableSet s
t : Set Ω
ht : MeasurableSet t
| ∫⁻ (x : β × Ω) in s ×ˢ t, f x ∂ρ

Tactic:
rw [← ρ.disintegrate ρ.condKernel]

Goal state after:
β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝³ : MeasurableSpace Ω
inst✝² : StandardBorelSpace Ω
inst✝¹ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝ : IsFiniteMeasure ρ
f : β × Ω → ℝ≥0∞
hf : Measurable f
s : Set β
hs : MeasurableSet s
t : Set Ω
ht : MeasurableSet t
| ∫⁻ (x : β × Ω) in s ×ˢ t, f x ∂ρ.fst ⊗ₘ ρ.condKernel
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝³ : MeasurableSpace Ω
inst✝² : StandardBorelSpace Ω
inst✝¹ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝ : IsFiniteMeasure ρ
f : β × Ω → ℝ≥0∞
hf : Measurable f
s : Set β
hs : MeasurableSet s
⊢ ∫⁻ (b : β) in s, ∫⁻ (ω : Ω), f (b, ω) ∂ρ.condKernel b ∂ρ.fst =
    ∫⁻ (b : β) in s, ∫⁻ (ω : Ω) in Set.univ, f (b, ω) ∂ρ.condKernel b ∂ρ.fst

Tactic:
simp_rw [Measure.restrict_univ]

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝³ : MeasurableSpace Ω
inst✝² : StandardBorelSpace Ω
inst✝¹ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝ : IsFiniteMeasure ρ
f : β × Ω → ℝ≥0∞
hf : Measurable f
t : Set Ω
ht : MeasurableSet t
⊢ ∫⁻ (b : β), ∫⁻ (ω : Ω) in t, f (b, ω) ∂ρ.condKernel b ∂ρ.fst =
    ∫⁻ (b : β) in Set.univ, ∫⁻ (ω : Ω) in t, f (b, ω) ∂ρ.condKernel b ∂ρ.fst

Tactic:
simp_rw [Measure.restrict_univ]

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝⁵ : MeasurableSpace Ω
inst✝⁴ : StandardBorelSpace Ω
inst✝³ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝² : IsFiniteMeasure ρ
E : Type u_3
f : β × Ω → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hf : Integrable f ρ
| ∫ (x : β × Ω), f x ∂ρ

Tactic:
rw [← ρ.disintegrate ρ.condKernel]

Goal state after:
β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝⁵ : MeasurableSpace Ω
inst✝⁴ : StandardBorelSpace Ω
inst✝³ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝² : IsFiniteMeasure ρ
E : Type u_3
f : β × Ω → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hf : Integrable f ρ
| ∫ (x : β × Ω), f x ∂ρ.fst ⊗ₘ ρ.condKernel
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝⁵ : MeasurableSpace Ω
inst✝⁴ : StandardBorelSpace Ω
inst✝³ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝² : IsFiniteMeasure ρ
E : Type u_3
f : β × Ω → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
s : Set β
hs : MeasurableSet s
t : Set Ω
ht : MeasurableSet t
hf : IntegrableOn f (s ×ˢ t) ρ
| ∫ (x : β × Ω) in s ×ˢ t, f x ∂ρ

Tactic:
rw [← ρ.disintegrate ρ.condKernel]

Goal state after:
β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝⁵ : MeasurableSpace Ω
inst✝⁴ : StandardBorelSpace Ω
inst✝³ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝² : IsFiniteMeasure ρ
E : Type u_3
f : β × Ω → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
s : Set β
hs : MeasurableSet s
t : Set Ω
ht : MeasurableSet t
hf : IntegrableOn f (s ×ˢ t) ρ
| ∫ (x : β × Ω) in s ×ˢ t, f x ∂ρ.fst ⊗ₘ ρ.condKernel
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝⁵ : MeasurableSpace Ω
inst✝⁴ : StandardBorelSpace Ω
inst✝³ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝² : IsFiniteMeasure ρ
E : Type u_3
f : β × Ω → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
s : Set β
hs : MeasurableSet s
hf : IntegrableOn f (s ×ˢ Set.univ) ρ
⊢ ∫ (b : β) in s, ∫ (ω : Ω), f (b, ω) ∂ρ.condKernel b ∂ρ.fst =
    ∫ (b : β) in s, ∫ (ω : Ω) in Set.univ, f (b, ω) ∂ρ.condKernel b ∂ρ.fst

Tactic:
simp_rw [Measure.restrict_univ]

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: β : Type u_1
Ω : Type u_2
mβ : MeasurableSpace β
inst✝⁵ : MeasurableSpace Ω
inst✝⁴ : StandardBorelSpace Ω
inst✝³ : Nonempty Ω
ρ : Measure (β × Ω)
inst✝² : IsFiniteMeasure ρ
E : Type u_3
f : β × Ω → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
t : Set Ω
ht : MeasurableSet t
hf : IntegrableOn f (Set.univ ×ˢ t) ρ
⊢ ∫ (b : β), ∫ (ω : Ω) in t, f (b, ω) ∂ρ.condKernel b ∂ρ.fst =
    ∫ (b : β) in Set.univ, ∫ (ω : Ω) in t, f (b, ω) ∂ρ.condKernel b ∂ρ.fst

Tactic:
simp_rw [Measure.restrict_univ]

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Integral

Goal state before:
pp: α : Type u_1
Ω : Type u_2
F : Type u_4
mα : MeasurableSpace α
inst✝⁴ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
inst✝¹ : NormedAddCommGroup F
ρ : Measure (α × Ω)
inst✝ : IsFiniteMeasure ρ
f : α × Ω → F
hf : AEStronglyMeasurable f (ρ.fst ⊗ₘ ρ.condKernel)
| Integrable f ρ

Tactic:
rw [← ρ.disintegrate ρ.condKernel]

Goal state after:
α : Type u_1
Ω : Type u_2
F : Type u_4
mα : MeasurableSpace α
inst✝⁴ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
inst✝¹ : NormedAddCommGroup F
ρ : Measure (α × Ω)
inst✝ : IsFiniteMeasure ρ
f : α × Ω → F
hf : AEStronglyMeasurable f (ρ.fst ⊗ₘ ρ.condKernel)
| Integrable f (ρ.fst ⊗ₘ ρ.condKernel)
Module: Mathlib.Probability.Kernel.Disintegration.StandardBorel

Goal state before:
pp: α : Type u_1
β : Type u_2
Ω : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mΩ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
κ : Kernel α (β × Ω)
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) ℝ
inst✝ : IsSFiniteKernel η
hη : (κ.map (Prod.map id (embeddingReal Ω))).fst ⊗ₖ η = κ.map (Prod.map id (embeddingReal Ω))
e : Ω → ℝ := embeddingReal Ω
he : MeasurableEmbedding (embeddingReal Ω) := measurableEmbedding_embeddingReal Ω
⊢ κ.fst ⊗ₖ borelMarkovFromReal Ω η = κ

Tactic:
let κ' := map κ (Prod.map (id : β → β) e)

Goal state after:
α : Type u_1
β : Type u_2
Ω : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mΩ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
κ : Kernel α (β × Ω)
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) ℝ
inst✝ : IsSFiniteKernel η
hη : (κ.map (Prod.map id (embeddingReal Ω))).fst ⊗ₖ η = κ.map (Prod.map id (embeddingReal Ω))
e : Ω → ℝ := embeddingReal Ω
he : MeasurableEmbedding (embeddingReal Ω) := measurableEmbedding_embeddingReal Ω
κ' : Kernel α (β × ℝ) := κ.map (Prod.map id e)
⊢ κ.fst ⊗ₖ borelMarkovFromReal Ω η = κ
Module: Mathlib.Probability.Kernel.CondDistrib

Goal state before:
pp: α : Type u_1
β : Type u_2
Ω : Type u_3
inst✝⁴ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
mα : MeasurableSpace α
μ : Measure α
inst✝¹ : IsFiniteMeasure μ
Y : α → Ω
mβ : MeasurableSpace β
X : α → β
hY : AEMeasurable Y μ
κ : Kernel β Ω
inst✝ : IsFiniteKernel κ
⊢ ⇑(condDistrib Y X μ) =ᵐ[Measure.map X μ] ⇑κ ↔ Measure.map (fun x ↦ (X x, Y x)) μ = Measure.map X μ ⊗ₘ κ

Tactic:
refine ⟨fun h ↦ ?_, condDistrib_ae_eq_of_measure_eq_compProd X hY⟩

Goal state after:
α : Type u_1
β : Type u_2
Ω : Type u_3
inst✝⁴ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
mα : MeasurableSpace α
μ : Measure α
inst✝¹ : IsFiniteMeasure μ
Y : α → Ω
mβ : MeasurableSpace β
X : α → β
hY : AEMeasurable Y μ
κ : Kernel β Ω
inst✝ : IsFiniteKernel κ
h : ⇑(condDistrib Y X μ) =ᵐ[Measure.map X μ] ⇑κ
⊢ Measure.map (fun x ↦ (X x, Y x)) μ = Measure.map X μ ⊗ₘ κ
Module: Mathlib.Probability.Kernel.Disintegration.Unique

Goal state before:
pp: α : Type u_1
Ω : Type u_3
mα : MeasurableSpace α
inst✝⁴ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
ρ : Measure (α × Ω)
inst✝¹ : IsFiniteMeasure ρ
κ : Kernel α Ω
inst✝ : IsFiniteKernel κ
hκ : ρ = ρ.fst ⊗ₘ κ
f : Ω → ℝ := embeddingReal Ω
hf : MeasurableEmbedding (embeddingReal Ω)
ρ' : Measure (α × ℝ) := Measure.map (Prod.map id f) ρ
hρ'def : ρ' = Measure.map (Prod.map id f) ρ
hρ' : ρ'.fst = ρ.fst
hρ'' : ∀ᵐ (x : α) ∂ρ.fst, (κ.map f) x = ρ'.condKernel x
s : Set (α × ℝ)
hs : MeasurableSet s
| (Measure.map (Prod.map id f) ρ) s

Tactic:
rw [← ρ.disintegrate ρ.condKernel]

Goal state after:
α : Type u_1
Ω : Type u_3
mα : MeasurableSpace α
inst✝⁴ : MeasurableSpace Ω
inst✝³ : StandardBorelSpace Ω
inst✝² : Nonempty Ω
ρ : Measure (α × Ω)
inst✝¹ : IsFiniteMeasure ρ
κ : Kernel α Ω
inst✝ : IsFiniteKernel κ
hκ : ρ = ρ.fst ⊗ₘ κ
f : Ω → ℝ := embeddingReal Ω
hf : MeasurableEmbedding (embeddingReal Ω)
ρ' : Measure (α × ℝ) := Measure.map (Prod.map id f) ρ
hρ'def : ρ' = Measure.map (Prod.map id f) ρ
hρ' : ρ'.fst = ρ.fst
hρ'' : ∀ᵐ (x : α) ∂ρ.fst, (κ.map f) x = ρ'.condKernel x
s : Set (α × ℝ)
hs : MeasurableSet s
| (Measure.map (Prod.map id f) (ρ.fst ⊗ₘ ρ.condKernel)) s
Module: Mathlib.Probability.Kernel.Disintegration.Density

Goal state before:
pp: case refine_1
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : Kernel α (γ × β)
ν : Kernel α γ
hκν : κ.fst ≤ ν
inst✝ : IsFiniteKernel ν
a : α
seq : ℕ → Set β
hseq : Antitone seq
hseq_iInter : ⋂ i, seq i = ∅
hseq_meas : ∀ (m : ℕ), MeasurableSet (seq m)
⊢ ∀ (n : ℕ), Integrable (fun x ↦ κ.density ν a x (seq n)) (ν a)

Tactic:
exact fun m ↦ integrable_density hκν _ (hseq_meas m)

Goal state after:
Module: Mathlib.Probability.Kernel.Disintegration.Density

Goal state before:
pp: case h
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : CountablyGenerated γ
κ : Kernel α (γ × β)
inst✝ : IsFiniteKernel κ
n : ℕ
a : α
this✝ : {x | ¬κ.densityProcess κ.fst n a x univ = 1} ⊆ {x | (κ.fst a) (countablePartitionSet n x) = 0}
this : {x | (κ.fst a) (countablePartitionSet n x) = 0} ⊆ ⋃ u ∈ countablePartition γ n, ⋃ (_ : (κ.fst a) u = 0), u
⊢ ∀ b ∈ countablePartition γ n, MeasurableSet (⋃ (_ : (κ.fst a) b = 0), b)

Tactic:
· intro s hs
    by_cases h : fst κ a s = 0
    · simp [h, measurableSet_countablePartition n hs]
    · simp [h]

Goal state after:
Module: Mathlib.Probability.Distributions.SetBernoulli

Goal state before:
pp: ι : Type u_1
s : Set ι
p : ↑I
inst✝ : Countable ι
u : Finset ι
hsu : s ⊆ ↑u
⊢ (∏ i ∈ u, if i ∈ s then ↑(toNNReal p) else ↑(toNNReal (σ p))) =
    ↑(toNNReal p) ^ s.ncard * ↑(toNNReal (σ p)) ^ (↑u \ s).ncard

Tactic:
simp [Finset.prod_ite, ← Set.ncard_coe_finset, Set.ofPred_and,
        Set.inter_eq_right.2 hsu, ← Set.compl_ofPred, Set.sdiff_eq_compl_inter, Set.inter_comm]

Goal state after:
Module: Mathlib.Probability.ProductMeasure

Goal state before:
pp: X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
μ : (n : ℕ) → Measure (X n)
inst✝ : ∀ (n : ℕ), SigmaFinite (μ n)
n : ℕ
s : (i : ↥(Ioc n (n + 1))) → Set (X ↑i)
hs : ∀ (i : ↥(Ioc n (n + 1))), MeasurableSet (s i)
⊢ Subsingleton ↥(Ioc n (n + 1))

Tactic:
Nat.Ioc_succ_singleton

Goal state after:
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
μ : (n : ℕ) → Measure (X n)
inst✝ : ∀ (n : ℕ), SigmaFinite (μ n)
n : ℕ
s : (i : ↥(Ioc n (n + 1))) → Set (X ↑i)
hs : ∀ (i : ↥(Ioc n (n + 1))), MeasurableSet (s i)
⊢ Subsingleton ↥{n + 1}
Module: Mathlib.Probability.Kernel.RadonNikodym

Goal state before:
pp: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
s : Set γ
hs : MeasurableSet s
⊢ Measurable fun b ↦
    (((κ + η).withDensity fun a x ↦
          ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)
        b)
      s

Tactic:
exact Kernel.measurable_coe _ hs

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

Goal state before:
pp: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
h_ac : κ a ≪ η a
⊢ (∀ᵐ (b : γ) ∂η a, κ.rnDeriv η a b = 1) ↔ ∂κ a/∂η a =ᵐ[η a] 1

Tactic:
refine eventually_congr ?_

Goal state after:
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
h_ac : κ a ≪ η a
⊢ ∀ᵐ (x : γ) ∂η a, κ.rnDeriv η a x = 1 ↔ (∂κ a/∂η a) x = 1 x
Module: Mathlib.Probability.Kernel.Deterministic

Goal state before:
pp: case inl
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
γ : Type u_3
inst✝³ : MeasurableSpace γ
κ : Kernel α β
η : Kernel β γ
inst✝² : IsMarkovKernel κ
inst✝¹ : IsMarkovKernel η
inst✝ : IsDeterministic (η ∘ₖ κ)
a : α
s : Set γ
t : Set β
hs : MeasurableSet s
ht : MeasurableSet t
this : ∀ (b : β), (η b) s * t.indicator 1 b = t.indicator (fun b ↦ (η b) s) b
h₀ : ((η ∘ₖ κ) a) s = 0
⊢ ∀ᵐ (x : β) ∂κ a, x ∈ t → (η x) s = 0

Tactic:
rw [comp_apply' _ _ _ hs, lintegral_eq_zero_iff <| η.measurable_coe hs] at h₀

Goal state after:
case inl
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
γ : Type u_3
inst✝³ : MeasurableSpace γ
κ : Kernel α β
η : Kernel β γ
inst✝² : IsMarkovKernel κ
inst✝¹ : IsMarkovKernel η
inst✝ : IsDeterministic (η ∘ₖ κ)
a : α
s : Set γ
t : Set β
hs : MeasurableSet s
ht : MeasurableSet t
this : ∀ (b : β), (η b) s * t.indicator 1 b = t.indicator (fun b ↦ (η b) s) b
h₀ : (fun a ↦ (η a) s) =ᵐ[κ a] 0
⊢ ∀ᵐ (x : β) ∂κ a, x ∈ t → (η x) s = 0
Module: Mathlib.Probability.Kernel.Deterministic

Goal state before:
pp: case e_f
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
γ : Type u_3
inst✝³ : MeasurableSpace γ
κ : Kernel α β
η : Kernel β γ
inst✝² : IsMarkovKernel κ
inst✝¹ : IsMarkovKernel η
inst✝ : IsDeterministic (η ∘ₖ κ)
a : α
s : Set γ
t : Set β
hs : MeasurableSet s
ht : MeasurableSet t
this : ∀ (b : β), (η b) s * t.indicator 1 b = t.indicator (fun b ↦ (η b) s) b
h₁ : ((η ∘ₖ κ) a) s = 1
integral_le_kernel : ∫⁻ (b : β) in t, (η b) s ∂κ a ≤ (κ a) t
x : β
⊢ 1 - (η x) s = (η x) sᶜ

Tactic:
measure_compl hs (by simp)

Goal state after:
case e_f
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
γ : Type u_3
inst✝³ : MeasurableSpace γ
κ : Kernel α β
η : Kernel β γ
inst✝² : IsMarkovKernel κ
inst✝¹ : IsMarkovKernel η
inst✝ : IsDeterministic (η ∘ₖ κ)
a : α
s : Set γ
t : Set β
hs : MeasurableSet s
ht : MeasurableSet t
this : ∀ (b : β), (η b) s * t.indicator 1 b = t.indicator (fun b ↦ (η b) s) b
h₁ : ((η ∘ₖ κ) a) s = 1
integral_le_kernel : ∫⁻ (b : β) in t, (η b) s ∂κ a ≤ (κ a) t
x : β
⊢ 1 - (η x) s = (η x) univ - (η x) s
Module: Mathlib.Probability.Decision.Risk.Basic

Goal state before:
pp: Θ : Type u_1
𝓧 : Type u_2
𝓨 : Type u_4
mΘ : MeasurableSpace Θ
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
ℓ : Θ → 𝓨 → ℝ≥0∞
hl : Measurable (uncurry ℓ)
μ : Measure 𝓧
inst✝² : NeZero μ
inst✝¹ : IsFiniteMeasure μ
π : Measure Θ
inst✝ : SFinite π
⊢ μ = 0 → Nonempty 𝓨

Tactic:
by simp [NeZero.out]

Goal state after:
Module: Mathlib.Probability.Decision.Risk.Basic

Goal state before:
pp: Θ : Type u_1
𝓧 : Type u_2
𝓨 : Type u_4
mΘ : MeasurableSpace Θ
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
ℓ : Θ → 𝓨 → ℝ≥0∞
P : Kernel Θ 𝓧
π : Measure Θ
inst✝¹ : Subsingleton 𝓧
inst✝ : Nonempty 𝓨
hX : Nonempty 𝓧
x : 𝓧
κ : { κ // IsMarkovKernel κ }
⊢ (fun μ ↦ ⟨Kernel.const 𝓧 ↑μ, ⋯⟩) ((fun κ ↦ ⟨↑κ x, ⋯⟩) κ) = κ

Tactic:
ext y

Goal state after:
Θ : Type u_1
𝓧 : Type u_2
𝓨 : Type u_4
mΘ : MeasurableSpace Θ
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
ℓ : Θ → 𝓨 → ℝ≥0∞
P : Kernel Θ 𝓧
π : Measure Θ
inst✝¹ : Subsingleton 𝓧
inst✝ : Nonempty 𝓨
hX : Nonempty 𝓧
x : 𝓧
κ : { κ // IsMarkovKernel κ }
y : 𝓧
s✝ : Set 𝓨
a✝ : MeasurableSet s✝
⊢ (↑((fun μ ↦ ⟨Kernel.const 𝓧 ↑μ, ⋯⟩) ((fun κ ↦ ⟨↑κ x, ⋯⟩) κ)) y) s✝ = (↑κ y) s✝
Module: Mathlib.Probability.ProductMeasure

Goal state before:
pp: ι : Type u_1
X : ι → Type u_2
mX : (i : ι) → MeasurableSpace (X i)
μ : (i : ι) → Measure (X i)
hμ : ∀ (i : ι), IsProbabilityMeasure (μ i)
inst✝² : DecidableEq ι
E : Type u_3
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
s : Finset ι
f : ((i : ι) → X i) → E
mf : StronglyMeasurable f
x : (i : ι) → X i
g : ((i : ↥s) → X ↑i) → E := fun y ↦ f (Function.updateFinset x s y)
⊢ ∫ (y : (i : ι) → X i), f y ∂infinitePi μ =
    ∫ (y : (i : ↥s) → X ↑i), f (Function.updateFinset x s y) ∂Measure.pi fun i ↦ μ ↑i

Tactic:
have this y : g (s.restrict y) = f y :=
    mf.dependsOn_of_piFinset fun i hi ↦ by simp_all [Function.updateFinset]

Goal state after:
ι : Type u_1
X : ι → Type u_2
mX : (i : ι) → MeasurableSpace (X i)
μ : (i : ι) → Measure (X i)
hμ : ∀ (i : ι), IsProbabilityMeasure (μ i)
inst✝² : DecidableEq ι
E : Type u_3
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
s : Finset ι
f : ((i : ι) → X i) → E
mf : StronglyMeasurable f
x : (i : ι) → X i
g : ((i : ↥s) → X ↑i) → E := fun y ↦ f (Function.updateFinset x s y)
this : ∀ (y : (i : ι) → X i), g (s.restrict y) = f y
⊢ ∫ (y : (i : ι) → X i), f y ∂infinitePi μ =
    ∫ (y : (i : ↥s) → X ↑i), f (Function.updateFinset x s y) ∂Measure.pi fun i ↦ μ ↑i
Module: Mathlib.Probability.ProductMeasure

Goal state before:
pp: ι : Type u_1
X : ι → Type u_2
mX : (i : ι) → MeasurableSpace (X i)
μ : (i : ι) → Measure (X i)
hμ : ∀ (i : ι), IsProbabilityMeasure (μ i)
inst✝ : DecidableEq ι
s : Finset ι
f : ((i : ι) → X i) → ℝ≥0∞
mf : Measurable f
x : (i : ι) → X i
g : ((i : ↥s) → X ↑i) → ℝ≥0∞ := fun y ↦ f (Function.updateFinset x s y)
⊢ ∫⁻ (y : (i : ι) → X i), f y ∂infinitePi μ = (∫⋯∫⁻_s, f ∂μ) x

Tactic:
have this y : g (s.restrict y) = f y :=
    mf.dependsOn_of_piFinset fun i hi ↦ by simp_all [Function.updateFinset]

Goal state after:
ι : Type u_1
X : ι → Type u_2
mX : (i : ι) → MeasurableSpace (X i)
μ : (i : ι) → Measure (X i)
hμ : ∀ (i : ι), IsProbabilityMeasure (μ i)
inst✝ : DecidableEq ι
s : Finset ι
f : ((i : ι) → X i) → ℝ≥0∞
mf : Measurable f
x : (i : ι) → X i
g : ((i : ↥s) → X ↑i) → ℝ≥0∞ := fun y ↦ f (Function.updateFinset x s y)
this : ∀ (y : (i : ι) → X i), g (s.restrict y) = f y
⊢ ∫⁻ (y : (i : ι) → X i), f y ∂infinitePi μ = (∫⋯∫⁻_s, f ∂μ) x
Module: Mathlib.Probability.Distributions.Beta

Goal state before:
pp: α β : ℝ
hα : 0 < α
hβ : 0 < β
⊢ ∫ (a : ℝ) in Ioo 0 1, 1 / beta α β * a ^ (α - 1) * (1 - a) ^ (β - 1) = 1

Tactic:
simp_rw [mul_assoc, integral_const_mul]
    field_simp
    rw [div_eq_one_iff_eq (ne_of_gt (beta_pos hα hβ)), beta_eq_betaIntegralReal α β hα hβ,
      betaIntegral, intervalIntegral.integral_of_le (by norm_num),
      ← integral_Ioc_eq_integral_Ioo, ← RCLike.re_to_complex, ← integral_re]
    · refine setIntegral_congr_fun measurableSet_Ioc fun x ⟨hx1, hx₂⟩ ↦ ?_
      norm_cast
      rw [← Complex.ofReal_cpow, ← Complex.ofReal_cpow, RCLike.re_to_complex,
        Complex.re_mul_ofReal, Complex.ofReal_re]
      all_goals linarith
    convert! betaIntegral_convergent (u := α) (v := β) (by simpa) (by simpa)
    rw [intervalIntegrable_iff_integrableOn_Ioc_of_le (by simp), IntegrableOn]

Goal state after: