mathlib-initiative/mathlib-tactics huggingface dataset:
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 + -lpMeasSubgroupToLpTrim F p μ hm g =
    lpMeasSubgroupToLpTrim F p μ hm f + -lpMeasSubgroupToLpTrim F p μ hm g

Tactic:
]

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
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
⊢ ∞ = ∞

pp: case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
⊢ ¬Integrable (llr (c • μ) (c • ν)) (c • μ)

Tactic:
]

Goal state after:
case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
⊢ ¬Integrable (llr (c • μ) (c • ν)) (c • μ)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

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

Tactic:
]

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.Unique

Goal state before:
pp: case refine_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
h_meas_nonneg_g : MeasurableSet {x | 0 ≤ g x}
h_meas_nonneg_f : MeasurableSet {x | 0 ≤ f x}
h_meas_nonpos_g : MeasurableSet {x | g x ≤ 0}
h_meas_nonpos_f : MeasurableSet {x | f x ≤ 0}
⊢ ∫ (x : α) in {x | 0 ≤ g x}, f x ∂μ.restrict s ≤ ∫ (x : α) in {x | 0 ≤ f x}, f x ∂μ.restrict s

Tactic:
]

Goal state after:
case refine_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
h_meas_nonneg_g : MeasurableSet {x | 0 ≤ g x}
h_meas_nonneg_f : MeasurableSet {x | 0 ≤ f x}
h_meas_nonpos_g : MeasurableSet {x | g x ≤ 0}
h_meas_nonpos_f : MeasurableSet {x | f x ≤ 0}
⊢ ∫ (x : α) in {x | 0 ≤ g x}, f x ∂μ.restrict s ≤ ∫ (x : α) in {x | 0 ≤ f x}, f x ∂μ.restrict s
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: case refine_2
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)
⊢ ↑↑↑(c • f) =ᵐ[μ] c • ↑↑(lpMeasToLpTrim F 𝕜 p μ hm f)

Tactic:
]

Goal state after:
case refine_2
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)
⊢ ↑↑↑(c • f) =ᵐ[μ] c • ↑↑(lpMeasToLpTrim F 𝕜 p μ hm f)
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
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
h_contra : Integrable (llr (c • μ) (c • ν)) (c • μ)
⊢ Integrable (llr (c⁻¹ • c • μ) (c⁻¹ • c • ν)) (c⁻¹ • c • μ)

Tactic:
]

Goal state after:
case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
h_contra : Integrable (llr (c • μ) (c • ν)) (c • μ)
⊢ Integrable (llr (c⁻¹ • c • μ) (c⁻¹ • c • ν)) (c⁻¹ • c • μ)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: case refine_2
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)
⊢ c • ↑↑↑f =ᵐ[μ] c • ↑↑↑f

Tactic:
]

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
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
h_contra : Integrable (llr (c • μ) (c • ν)) (c • μ)
⊢ Integrable (llr (c • μ) (c • ν)) (c • μ)

Tactic:
]

Goal state after:
case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
h_contra : Integrable (llr (c • μ) (c • ν)) (c • μ)
⊢ Integrable (llr (c • μ) (c • ν)) (c • μ)
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 : ↥(lpMeasSubgroup F m p μ)
⊢ ‖↑f‖ = ‖f‖

Tactic:
]

Goal state after:
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 : ↥(lpMeasSubgroup F m p μ)
⊢ ‖↑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
hp : Fact (1 ≤ p)
hm : m ≤ m0
f g : ↥(lpMeasSubgroup F m p μ)
⊢ ‖f - g‖ = ‖f - g‖

Tactic:
]

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

Goal state before:
pp: case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
⊢ ENNReal.ofReal (klDiv (c • μ) (c • ν)).toReal = ↑c * ENNReal.ofReal (klDiv μ ν).toReal

pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
⊢ Integrable (llr (c • μ) (c • ν)) (c • μ)

Tactic:
]

Goal state after:
case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
⊢ ENNReal.ofReal (klDiv (c • μ) (c • ν)).toReal = ↑c * ENNReal.ofReal (klDiv μ ν).toReal

α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
⊢ Integrable (llr (c • μ) (c • ν)) (c • μ)
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✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
hm : Fact (m ≤ m0)
inst✝ : CompleteSpace F
hp : Fact (1 ≤ p)
⊢ CompleteSpace ↥(Lp F p (μ.trim ⋯))

Tactic:
]

Goal state after:
α : Type u_1
F : Type u_2
𝕜 : Type u_3
p : ℝ≥0∞
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
hm : Fact (m ≤ m0)
inst✝ : CompleteSpace F
hp : Fact (1 ≤ p)
⊢ CompleteSpace ↥(Lp F p (μ.trim ⋯))
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique

Goal state before:
pp: case refine_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
h_meas_nonneg_g : MeasurableSet {x | 0 ≤ g x}
h_meas_nonneg_f : MeasurableSet {x | 0 ≤ f x}
h_meas_nonpos_g : MeasurableSet {x | g x ≤ 0}
h_meas_nonpos_f : MeasurableSet {x | f x ≤ 0}
⊢ ∫ (x : α) in {x | f x ≤ 0}, f x ∂μ.restrict s ≤ ∫ (x : α) in {x | g x ≤ 0}, f x ∂μ.restrict s

Tactic:
]

Goal state after:
case refine_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
h_meas_nonneg_g : MeasurableSet {x | 0 ≤ g x}
h_meas_nonneg_f : MeasurableSet {x | 0 ≤ f x}
h_meas_nonpos_g : MeasurableSet {x | g x ≤ 0}
h_meas_nonpos_f : MeasurableSet {x | f x ≤ 0}
⊢ ∫ (x : α) in {x | f x ≤ 0}, f x ∂μ.restrict s ≤ ∫ (x : α) in {x | g x ≤ 0}, f x ∂μ.restrict s
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✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
hm : Fact (m ≤ m0)
inst✝ : CompleteSpace F
hp : Fact (1 ≤ p)
⊢ CompleteSpace ↥(lpMeasSubgroup F m p μ)

Tactic:
]

Goal state after:
α : Type u_1
F : Type u_2
𝕜 : Type u_3
p : ℝ≥0∞
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
hm : Fact (m ≤ m0)
inst✝ : CompleteSpace F
hp : Fact (1 ≤ p)
⊢ CompleteSpace ↥(lpMeasSubgroup F m p μ)
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
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
⊢ Integrable (llr μ ν) μ

Tactic:
]

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
⊢ Integrable (llr μ ν) μ
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
hp : Fact (1 ≤ p)
inst✝ : CompleteSpace F
hm : m ≤ m0
⊢ CompleteSpace ↑{f | AEStronglyMeasurable (↑↑f) μ}

Tactic:
]

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
hp : Fact (1 ≤ p)
inst✝ : CompleteSpace F
hm : m ≤ m0
⊢ CompleteSpace ↑{f | AEStronglyMeasurable (↑↑f) μ}
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique

Goal state before:
pp: α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ ∫ (x : α) in s, ‖g x‖ ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ∂μ

pp: α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ 0 ≤ ∫ (x : α) in s, ‖f x‖ ∂μ

Tactic:
]

Goal state after:
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ ∫ (x : α) in s, ‖g x‖ ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ∂μ

α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ 0 ≤ ∫ (x : α) in s, ‖f x‖ ∂μ
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
⊢ (s.indicator fun x ↦ c) =ᵐ[μ] s.indicator fun x ↦ c

Tactic:
]

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

Goal state before:
pp: case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ 0
h_int : Integrable (llr μ ν) μ
hμ : ¬μ = 0
hν : ν = 0
⊢ μ = 0

Tactic:
]

Goal state after:
case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ 0
h_int : Integrable (llr μ ν) μ
hμ : ¬μ = 0
hν : ν = 0
⊢ μ = 0
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)
⊢ f =ᵐ[μ] f

Tactic:
]

Goal state after:
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
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
hμ : ¬μ = 0
hν : ¬ν = 0
this : NeZero ν
ν' : Measure α := (ν univ)⁻¹ • ν
hμν' : μ ≪ ν'
⊢ (ν univ)⁻¹ ≠ ∞

Tactic:
by simp [hν]

Goal state after:
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 : G
⊢ Integrable (↑↑(condExpIndSMul hm hs hμs x)) μ

Tactic:
]

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 : G
⊢ Integrable (↑↑(condExpIndSMul hm hs hμs x)) μ
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
⊢ ↑↑(condExpIndSMul hm hs hμs x) + ↑↑(condExpIndSMul hm hs hμs y) =ᵐ[μ]
    ↑↑(condExpIndSMul hm hs hμs x) + ↑↑(condExpIndSMul hm hs hμs y)

Tactic:
]

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

Goal state before:
pp: case neg.refine_1
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
hμ : ¬μ = 0
hν : ¬ν = 0
this : NeZero ν
ν' : Measure α := (ν univ)⁻¹ • ν
hμν' : μ ≪ ν'
⊢ Integrable (fun x ↦ llr μ ν x - log (ν univ)⁻¹.toReal) μ

Tactic:
]

Goal state after:
case neg.refine_1
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
hμ : ¬μ = 0
hν : ¬ν = 0
this : NeZero ν
ν' : Measure α := (ν univ)⁻¹ • ν
hμν' : μ ≪ ν'
⊢ Integrable (fun x ↦ llr μ ν x - log (ν univ)⁻¹.toReal) μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
⊢ ‖(condExpL2 E 𝕜 hm) f‖ ≤ ‖f‖

Tactic:
]

Goal state after:
α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
⊢ ‖(condExpL2 E 𝕜 hm) f‖ ≤ ‖f‖
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

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

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
⊢ eLpNorm (↑↑↑((condExpL2 E 𝕜 hm) f)) 2 μ ≤ eLpNorm (↑↑f) 2 μ

Tactic:
rw [← ENNReal.toReal_le_toReal (Lp.eLpNorm_ne_top _) (Lp.eLpNorm_ne_top _), ←
    Lp.norm_def, ← Lp.norm_def, Submodule.norm_coe]
  exact norm_condExpL2_le hm f

Goal state after:
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
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
hμ : ¬μ = 0
hν : ¬ν = 0
this : NeZero ν
ν' : Measure α := (ν univ)⁻¹ • ν
hμν' : μ ≪ ν'
h : 0 ≤ ∫ (x : α), llr μ ν' x ∂μ + ν'.real univ - μ.real univ
⊢ (ν univ)⁻¹ ≠ ∞

Tactic:
by simp [hν]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
⊢ (eLpNorm (↑↑↑((condExpL2 E 𝕜 hm) f)) 2 μ).toReal ≤ (eLpNorm (↑↑f) 2 μ).toReal

Tactic:
]

Goal state after:
α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
⊢ (eLpNorm (↑↑↑((condExpL2 E 𝕜 hm) f)) 2 μ).toReal ≤ (eLpNorm (↑↑f) 2 μ).toReal
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : E
⊢ ↑((lpMeas E 𝕜 m 2 μ).orthogonalProjectionOnto (indicatorConstLp 2 ⋯ hμs c)) = indicatorConstLp 2 ⋯ hμs c

Tactic:
]

Goal state after:
α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : E
⊢ ↑((lpMeas E 𝕜 m 2 μ).orthogonalProjectionOnto (indicatorConstLp 2 ⋯ hμs c)) = indicatorConstLp 2 ⋯ hμs c
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

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

Tactic:
]

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

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ∞
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ∞), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f : ↥(Lp F p μ)
hf : AEStronglyMeasurable (↑↑f) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f, hf⟩
g : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g
⊢ P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm g)

Tactic:
]

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ∞
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ∞), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f : ↥(Lp F p μ)
hf : AEStronglyMeasurable (↑↑f) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f, hf⟩
g : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g
⊢ P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm g)
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: case neg.refine_2
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
hμ : ¬μ = 0
hν : ¬ν = 0
this : NeZero ν
ν' : Measure α := (ν univ)⁻¹ • ν
hμν' : μ ≪ ν'
h : 0 ≤ ∫ (a : α), llr μ ν a ∂μ - μ.real univ * log (ν univ)⁻¹.toReal + ν'.real univ - μ.real univ
⊢ 0 ≤ ∫ (x : α), llr μ ν x ∂μ + μ.real univ * log (ν.real univ) + 1 - μ.real univ

Tactic:
]

Goal state after:
case neg.refine_2
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
hμ : ¬μ = 0
hν : ¬ν = 0
this : NeZero ν
ν' : Measure α := (ν univ)⁻¹ • ν
hμν' : μ ≪ ν'
h : 0 ≤ ∫ (a : α), llr μ ν a ∂μ - μ.real univ * log (ν univ)⁻¹.toReal + ν'.real univ - μ.real univ
⊢ 0 ≤ ∫ (x : α), llr μ ν x ∂μ + μ.real univ * log (ν.real univ) + 1 - μ.real univ