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

Goal state before:
pp: 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
x : 𝓧
hx : μ'.rnDeriv ν' x = μ.rnDeriv ν x
⊢ f (μ'.rnDeriv ν' x).toReal = f (μ.rnDeriv ν x).toReal

Tactic:
hx

Goal state after:
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
x : 𝓧
hx : μ'.rnDeriv ν' x = μ.rnDeriv ν x
⊢ f (μ.rnDeriv ν x).toReal = f (μ.rnDeriv ν x).toReal
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝³ : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝² : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f : β × γ → E
s : Set β
t : Set γ
hs : MeasurableSet s
ht : MeasurableSet t
hf : IntegrableOn f (s ×ˢ t) ((κ ⊗ₖ η) a)
⊢ ∫ (z : β × γ) in s ×ˢ t, f z ∂(κ ⊗ₖ η) a = ∫ (x : β) in s, ∫ (y : γ) in t, f (x, y) ∂η (a, x) ∂κ a

Tactic:
rw [← Kernel.restrict_apply (κ ⊗ₖ η) (hs.prod ht), ← compProd_restrict hs ht, integral_compProd]
  · simp_rw [Kernel.restrict_apply]
  · rw [compProd_restrict, Kernel.restrict_apply]; exact hf

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

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f : γ → E
hf : AEStronglyMeasurable f ((η ∘ₖ κ) a)
a✝ : β
⊢ (∀ᵐ (z : γ) ∂η a✝, f z = AEStronglyMeasurable.mk f hf z) →
    ∫ (y : γ), f y ∂η a✝ = ∫ (y : γ), AEStronglyMeasurable.mk f hf y ∂η a✝

Tactic:
hx

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f : γ → E
hf : AEStronglyMeasurable f ((η ∘ₖ κ) a)
a✝ : β
hx : ∀ᵐ (z : γ) ∂η a✝, f z = AEStronglyMeasurable.mk f hf z
⊢ ∫ (y : γ), f y ∂η a✝ = ∫ (y : γ), AEStronglyMeasurable.mk f hf y ∂η a✝
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

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
κ : Kernel α β
η : Kernel β γ
δ : Type u_5
inst✝ : TopologicalSpace δ
f : γ → δ
hf : AEStronglyMeasurable f ((η ∘ₖ κ) a)
x : β
⊢ (∀ᵐ (z : γ) ∂η x, f z = AEStronglyMeasurable.mk f hf z) → AEStronglyMeasurable f (η x)

Tactic:
hx

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
a : α
κ : Kernel α β
η : Kernel β γ
δ : Type u_5
inst✝ : TopologicalSpace δ
f : γ → δ
hf : AEStronglyMeasurable f ((η ∘ₖ κ) a)
x : β
hx : ∀ᵐ (z : γ) ∂η x, f z = AEStronglyMeasurable.mk f hf z
⊢ AEStronglyMeasurable f (η x)
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
f : γ → E
hf : StronglyMeasurable f
this : ∀ {p q r : Prop}, (r → p) → ((r ↔ p ∧ q) ↔ p → (r ↔ q))
h : ∀ᵐ (x : β) ∂κ a, ∫⁻ (a : γ), ‖f a‖ₑ ∂η x < ∞
x : β
⊢ ∫⁻ (a : γ), ‖f a‖ₑ ∂η x < ∞ → ∫⁻ (c : γ), ‖f c‖ₑ ∂η x = ENNReal.ofReal (∫⁻ (a : γ), ‖f a‖ₑ ∂η x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
f : γ → E
hf : StronglyMeasurable f
this : ∀ {p q r : Prop}, (r → p) → ((r ↔ p ∧ q) ↔ p → (r ↔ q))
h : ∀ᵐ (x : β) ∂κ a, ∫⁻ (a : γ), ‖f a‖ₑ ∂η x < ∞
x : β
hx : ∫⁻ (a : γ), ‖f a‖ₑ ∂η x < ∞
⊢ ∫⁻ (c : γ), ‖f c‖ₑ ∂η x = ENNReal.ofReal (∫⁻ (a : γ), ‖f a‖ₑ ∂η x).toReal
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
f : γ → E
hf : AEStronglyMeasurable f ((η ∘ₖ κ) a)
a✝ : β
⊢ (∀ᵐ (z : γ) ∂η a✝, AEStronglyMeasurable.mk f hf z = f z) →
    (HasFiniteIntegral (AEStronglyMeasurable.mk f hf) (η a✝) ↔ HasFiniteIntegral f (η a✝))

Tactic:
hx

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
f : γ → E
hf : AEStronglyMeasurable f ((η ∘ₖ κ) a)
a✝ : β
hx : ∀ᵐ (z : γ) ∂η a✝, AEStronglyMeasurable.mk f hf z = f z
⊢ HasFiniteIntegral (AEStronglyMeasurable.mk f hf) (η a✝) ↔ HasFiniteIntegral f (η a✝)
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
f : γ → E
hf : AEStronglyMeasurable f ((η ∘ₖ κ) a)
a✝ : β
⊢ (∀ᵐ (z : γ) ∂η a✝, AEStronglyMeasurable.mk f hf z = f z) →
    ∫ (y : γ), ‖AEStronglyMeasurable.mk f hf y‖ ∂η a✝ = ∫ (y : γ), ‖f y‖ ∂η a✝

Tactic:
hx

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
f : γ → E
hf : AEStronglyMeasurable f ((η ∘ₖ κ) a)
a✝ : β
hx : ∀ᵐ (z : γ) ∂η a✝, AEStronglyMeasurable.mk f hf z = f z
⊢ ∫ (y : γ), ‖AEStronglyMeasurable.mk f hf y‖ ∂η a✝ = ∫ (y : γ), ‖f y‖ ∂η a✝
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝ : SigmaFinite μ
x : α
⊢ μ.rnDeriv ν x < ∞ → rexp (llr μ ν x) = if μ.rnDeriv ν x = 0 then 1 else (μ.rnDeriv ν x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝ : SigmaFinite μ
x : α
hx : μ.rnDeriv ν x < ∞
⊢ rexp (llr μ ν x) = if μ.rnDeriv ν x = 0 then 1 else (μ.rnDeriv ν x).toReal
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : ν ≪ μ
x : α
⊢ (rexp (llr μ ν x) = if μ.rnDeriv ν x = 0 then 1 else (μ.rnDeriv ν x).toReal) →
    0 < μ.rnDeriv ν x → rexp (llr μ ν x) = (μ.rnDeriv ν x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : ν ≪ μ
x : α
hx : rexp (llr μ ν x) = if μ.rnDeriv ν x = 0 then 1 else (μ.rnDeriv ν x).toReal
⊢ 0 < μ.rnDeriv ν x → rexp (llr μ ν x) = (μ.rnDeriv ν x).toReal
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
x : α
⊢ (μ.rnDeriv ν)⁻¹ x = ν.rnDeriv μ x → (-llr μ ν) x = llr ν μ x

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
x : α
hx : (μ.rnDeriv ν)⁻¹ x = ν.rnDeriv μ x
⊢ (-llr μ ν) x = llr ν μ x
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
x : α
⊢ (-llr μ ν) x = llr ν μ x → rexp (llr ν μ x) = (ν.rnDeriv μ x).toReal → rexp (-llr μ ν x) = (ν.rnDeriv μ x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
x : α
hx : (-llr μ ν) x = llr ν μ x
⊢ rexp (llr ν μ x) = (ν.rnDeriv μ x).toReal → rexp (-llr μ ν x) = (ν.rnDeriv μ x).toReal
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : ν ≪ μ
x : α
⊢ (-llr ν μ) x = llr μ ν x → rexp (llr ν μ x) = (ν.rnDeriv μ x).toReal → rexp (-llr μ ν x) = (ν.rnDeriv μ x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : ν ≪ μ
x : α
hx : (-llr ν μ) x = llr μ ν x
⊢ rexp (llr ν μ x) = (ν.rnDeriv μ x).toReal → rexp (-llr μ ν x) = (ν.rnDeriv μ x).toReal
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
⊢ llr (↑c • μ) ν x = llr μ ν x + log (↑c).toReal → llr (↑c • μ) ν x = llr μ ν x + log ↑c

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr (↑c • μ) ν x = llr μ ν x + log (↑c).toReal
⊢ llr (↑c • μ) ν x = llr μ ν x + log ↑c
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr (↑c • μ) ν x = llr μ ν x + log (↑c).toReal
⊢ llr (↑c • μ) ν x = llr μ ν x + log ↑c

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr (↑c • μ) ν x = llr μ ν x + log (↑c).toReal
⊢ llr μ ν x + log (↑c).toReal = llr μ ν x + log ↑c
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
𝓨 : Type u_2
m𝓨 : MeasurableSpace 𝓨
κ η : Kernel 𝓧 𝓨
f : ℝ → ℝ
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int✝ :
  (∀ᵐ (x : 𝓧) ∂ν, Integrable (fun y ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal) (η x)) ∧
    Integrable (fun x ↦ ∫ (y : 𝓨), ‖f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal‖ ∂η x) ν
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
h_lt_top✝ : ∀ᵐ (a : 𝓧) ∂ν, ∀ᵐ (b : 𝓨) ∂η a, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b) < ∞
h_integrable :
  (∀ᵐ (x : 𝓧) ∂ν, Integrable (fun y ↦ ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal) (η x)) ∧
    Integrable (fun x ↦ ∫ (y : 𝓨), ‖((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal‖ ∂η x) ν
h_ae1 : ∀ᵐ (a : 𝓧) ∂ν, μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a
h_ae2 :
  ∀ᵐ (a : 𝓧) ∂ν, ∀ᵐ (b : 𝓨) ∂η a, μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) = (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)
a : 𝓧
h_eq_one : μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a
h_mul_eq : ∀ᵐ (b : 𝓨) ∂η a, μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) = (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)
h_lt_top : ∀ᵐ (b : 𝓨) ∂η a, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b) < ∞
h_int' : Integrable (fun y ↦ ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, y)).toReal) (η a)
h_int : Integrable (fun y ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, y)).toReal) (η a)
⊢ f (μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a).toReal =
    f (∫⁻ (b : 𝓨), μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a).toReal

Tactic:
by
    rw [lintegral_const_mul _ (by fun_prop)]

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
⊢ llr μ (↑c • ν) x = llr μ ν x - log (↑c).toReal → llr μ (↑c • ν) x = llr μ ν x - log ↑c

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr μ (↑c • ν) x = llr μ ν x - log (↑c).toReal
⊢ llr μ (↑c • ν) x = llr μ ν x - log ↑c
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr μ (↑c • ν) x = llr μ ν x - log (↑c).toReal
⊢ llr μ (↑c • ν) x = llr μ ν x - log ↑c

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr μ (↑c • ν) x = llr μ ν x - log (↑c).toReal
⊢ llr μ ν x - log (↑c).toReal = llr μ ν x - log ↑c
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 = 0

Tactic:
have : NeZero μ := ⟨hμ⟩

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
this : NeZero μ
⊢ ¬∫ (a : α), rexp (f a) ∂μ = 0
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: case pos.h_add
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
⊢ ∀ ⦃f g : γ → E⦄,
    Disjoint (support f) (support g) →
      Integrable f ((η ∘ₖ κ) a) →
        Integrable g ((η ∘ₖ κ) a) →
          ∫ (z : γ), f z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), f y ∂η x ∂κ a →
            ∫ (z : γ), g z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), g y ∂η x ∂κ a →
              ∫ (z : γ), (f + g) z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), (f + g) y ∂η x ∂κ a

pp: case h_closed
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
⊢ IsClosed {f | ∫ (z : γ), ↑↑f z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), ↑↑f y ∂η x ∂κ a}

pp: case h_ae
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
⊢ ∀ ⦃f g : γ → E⦄,
    f =ᵐ[(η ∘ₖ κ) a] g →
      Integrable f ((η ∘ₖ κ) a) →
        ∫ (z : γ), f z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), f y ∂η x ∂κ a →
          ∫ (z : γ), g z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), g y ∂η x ∂κ a

Tactic:
· rintro f g - i_f i_g hf hg
    simp_rw [integral_add' i_f i_g, integral_integral_add'_comp i_f i_g, hf, hg]

Goal state after:
case h_closed
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
⊢ IsClosed {f | ∫ (z : γ), ↑↑f z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), ↑↑f y ∂η x ∂κ a}

case h_ae
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
⊢ ∀ ⦃f g : γ → E⦄,
    f =ᵐ[(η ∘ₖ κ) a] g →
      Integrable f ((η ∘ₖ κ) a) →
        ∫ (z : γ), f z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), f y ∂η x ∂κ a →
          ∫ (z : γ), g z ∂(η ∘ₖ κ) a = ∫ (x : β), ∫ (y : γ), g y ∂η x ∂κ a
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : ¬c = 0
x : α
⊢ (c • μ).rnDeriv (c • ν) x = μ.rnDeriv ν x → log ((↑c • μ).rnDeriv (↑c • ν) x).toReal = log (μ.rnDeriv ν x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : ¬c = 0
x : α
hx : (c • μ).rnDeriv (c • ν) x = μ.rnDeriv ν x
⊢ log ((↑c • μ).rnDeriv (↑c • ν) x).toReal = log (μ.rnDeriv ν x).toReal
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
⊢ llr (↑c • μ) (↑c • ν) x = llr μ ν x → llr (↑c • μ) (↑c • ν) x = llr μ ν x

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr (↑c • μ) (↑c • ν) x = llr μ ν x
⊢ llr (↑c • μ) (↑c • ν) x = llr μ ν x
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr (↑c • μ) (↑c • ν) x = llr μ ν x
⊢ llr (↑c • μ) (↑c • ν) x = llr μ ν x

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr (↑c • μ) (↑c • ν) x = llr μ ν x
⊢ llr μ ν x = llr μ ν x
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
⊢ ((μ.tilted f).rnDeriv ν x).toReal = (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * (μ.rnDeriv ν x).toReal →
    0 < μ.rnDeriv ν x → μ.rnDeriv ν x < ∞ → llr (μ.tilted f) ν x = f x - log (∫ (z : α), rexp (f z) ∂μ) + llr μ ν x

Tactic:
hx

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
⊢ 0 < μ.rnDeriv ν x → μ.rnDeriv ν x < ∞ → llr (μ.tilted f) ν x = f x - log (∫ (z : α), rexp (f z) ∂μ) + llr μ ν x
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
f : α → ℝ
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hf : Integrable (fun x ↦ rexp (f x)) ν
x : α
⊢ μ.rnDeriv (ν.tilted f) x = ENNReal.ofReal (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * μ.rnDeriv ν x →
    (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
f : α → ℝ
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hf : Integrable (fun x ↦ rexp (f x)) ν
x : α
hx : μ.rnDeriv (ν.tilted f) x = ENNReal.ofReal (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * μ.rnDeriv ν x
⊢ (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
f : α → ℝ
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hf : Integrable (fun x ↦ rexp (f x)) ν
x : α
hx : μ.rnDeriv (ν.tilted f) x = ENNReal.ofReal (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * μ.rnDeriv ν x
⊢ (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
f : α → ℝ
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hf : Integrable (fun x ↦ rexp (f x)) ν
x : α
hx : μ.rnDeriv (ν.tilted f) x = ENNReal.ofReal (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * μ.rnDeriv ν x
⊢ (ENNReal.ofReal (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * μ.rnDeriv ν x).toReal =
    (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hfν : AEMeasurable f ν
x : α
⊢ (μ.tilted f).rnDeriv ν x = ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * μ.rnDeriv ν x →
    ((μ.tilted f).rnDeriv ν x).toReal = (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * (μ.rnDeriv ν x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hfν : AEMeasurable f ν
x : α
hx : (μ.tilted f).rnDeriv ν x = ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * μ.rnDeriv ν x
⊢ ((μ.tilted f).rnDeriv ν x).toReal = (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * (μ.rnDeriv ν x).toReal
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hfν : AEMeasurable f ν
x : α
hx : (μ.tilted f).rnDeriv ν x = ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * μ.rnDeriv ν x
⊢ ((μ.tilted f).rnDeriv ν x).toReal = (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * (μ.rnDeriv ν x).toReal

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hfν : AEMeasurable f ν
x : α
hx : (μ.tilted f).rnDeriv ν x = ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * μ.rnDeriv ν x
⊢ (ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * μ.rnDeriv ν x).toReal =
    (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * (μ.rnDeriv ν x).toReal
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
inst✝ : SigmaFinite μ
hf : AEMeasurable f μ
x : α
⊢ μ.rnDeriv μ x = 1 →
    ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * μ.rnDeriv μ x =
      ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ)

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
inst✝ : SigmaFinite μ
hf : AEMeasurable f μ
x : α
hx : μ.rnDeriv μ x = 1
⊢ ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * μ.rnDeriv μ x =
    ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ)
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
inst✝ : SigmaFinite μ
hf : Integrable (fun x ↦ rexp (f x)) μ
h0 : NeZero μ
hf' : AEMeasurable f μ
x : α
⊢ (μ.tilted f).rnDeriv μ x = ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) →
    log ((μ.tilted f).rnDeriv μ x).toReal = f x - log (∫ (x : α), rexp (f x) ∂μ)

Tactic:
hx

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
inst✝ : SigmaFinite μ
hf : Integrable (fun x ↦ rexp (f x)) μ
h0 : NeZero μ
hf' : AEMeasurable f μ
x : α
hx : (μ.tilted f).rnDeriv μ x = ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ)
⊢ log ((μ.tilted f).rnDeriv μ x).toReal = f x - log (∫ (x : α), rexp (f x) ∂μ)