mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Kernel.IonescuTulcea.Traj

Goal state before:
pp: case inl
X : ℕ → Type u_1
inst✝¹ : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
A : ℕ → Set ((n : ℕ) → X n)
A_mem : ∀ (n : ℕ), A n ∈ measurableCylinders X
A_anti : Antitone A
A_inter : ⋂ n, A n = ∅
p : ℕ
x₀ : (i : ↥(Iic p)) → X ↑i
x✝ : ∀ (n : ℕ), Nonempty (X n)
a : ℕ → ℕ
S : (n : ℕ) → Set ((i : ↥(Iic (a n))) → X ↑i)
mS : ∀ (n : ℕ), MeasurableSet (S n)
A_eq : ∀ (n : ℕ), A n = cylinder (Iic (a n)) (S n)
χ : ℕ → ((n : ℕ) → X n) → ℝ≥0∞ := fun n ↦ (A n).indicator 1
mχ : ∀ (n : ℕ), Measurable (χ n)
χ_dep : ∀ (n : ℕ), DependsOn (χ n) ↑(Iic (a n))
lma_const :
  ∀ (x y : (i : ℕ) → X i) (n : ℕ),
    lmarginalPartialTraj κ p (a n) (χ n) (updateFinset x (Iic p) x₀) =
      lmarginalPartialTraj κ p (a n) (χ n) (updateFinset y (Iic p) x₀)
χ_anti : Antitone χ
lma_inv : ∀ (k M n : ℕ), a n ≤ M → lmarginalPartialTraj κ k M (χ n) = lmarginalPartialTraj κ k (a n) (χ n)
anti_lma : ∀ (k : ℕ) (x : (n : ℕ) → X n), Antitone fun n ↦ lmarginalPartialTraj κ k (a n) (χ n) x
k : ℕ
x : (n : ℕ) → X n
h : Tendsto (fun n ↦ lmarginalPartialTraj κ k (a n) (χ n) x) atTop (pure ⊥)
⊢ ∃ l, Tendsto (fun n ↦ lmarginalPartialTraj κ k (a n) (χ n) x) atTop (𝓝 l)

Tactic:
]

Goal state after:
case inl
X : ℕ → Type u_1
inst✝¹ : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
A : ℕ → Set ((n : ℕ) → X n)
A_mem : ∀ (n : ℕ), A n ∈ measurableCylinders X
A_anti : Antitone A
A_inter : ⋂ n, A n = ∅
p : ℕ
x₀ : (i : ↥(Iic p)) → X ↑i
x✝ : ∀ (n : ℕ), Nonempty (X n)
a : ℕ → ℕ
S : (n : ℕ) → Set ((i : ↥(Iic (a n))) → X ↑i)
mS : ∀ (n : ℕ), MeasurableSet (S n)
A_eq : ∀ (n : ℕ), A n = cylinder (Iic (a n)) (S n)
χ : ℕ → ((n : ℕ) → X n) → ℝ≥0∞ := fun n ↦ (A n).indicator 1
mχ : ∀ (n : ℕ), Measurable (χ n)
χ_dep : ∀ (n : ℕ), DependsOn (χ n) ↑(Iic (a n))
lma_const :
  ∀ (x y : (i : ℕ) → X i) (n : ℕ),
    lmarginalPartialTraj κ p (a n) (χ n) (updateFinset x (Iic p) x₀) =
      lmarginalPartialTraj κ p (a n) (χ n) (updateFinset y (Iic p) x₀)
χ_anti : Antitone χ
lma_inv : ∀ (k M n : ℕ), a n ≤ M → lmarginalPartialTraj κ k M (χ n) = lmarginalPartialTraj κ k (a n) (χ n)
anti_lma : ∀ (k : ℕ) (x : (n : ℕ) → X n), Antitone fun n ↦ lmarginalPartialTraj κ k (a n) (χ n) x
k : ℕ
x : (n : ℕ) → X n
h : Tendsto (fun n ↦ lmarginalPartialTraj κ k (a n) (χ n) x) atTop (pure ⊥)
⊢ ∃ l, Tendsto (fun n ↦ lmarginalPartialTraj κ k (a n) (χ n) x) atTop (𝓝 l)
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
h_le : κ ≤ κ + η
⊢ ((κ + η).withDensity fun a x ↦ 1) = κ + η

pp: case hf
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
h_le : κ ≤ κ + η
⊢ Measurable (Function.uncurry fun a x ↦ 1)

pp: case hg
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
h_le : κ ≤ κ + η
⊢ Measurable (Function.uncurry fun a x ↦ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x))

pp: case hfg
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
h_le : κ ≤ κ + η
⊢ ∀ (a : α), (fun x ↦ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x)) ≤ᵐ[(κ + η) a] fun x ↦ 1

Tactic:
]

Goal state after:
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
h_le : κ ≤ κ + η
⊢ ((κ + η).withDensity fun a x ↦ 1) = κ + η

case hf
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
h_le : κ ≤ κ + η
⊢ Measurable (Function.uncurry fun a x ↦ 1)

case hg
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
h_le : κ ≤ κ + η
⊢ Measurable (Function.uncurry fun a x ↦ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x))

case hfg
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
h_le : κ ≤ κ + η
⊢ ∀ (a : α), (fun x ↦ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x)) ≤ᵐ[(κ + η) a] fun x ↦ 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
h_le : κ ≤ κ + η
⊢ κ + η = κ + η

Tactic:
]

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
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
a : α
x : γ
⊢ 1 ≤ κ.rnDerivAux (κ + η) a x ↔ 1 ≤ κ.rnDerivAux (κ + η) a x

Tactic:
]

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
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
this : (η a) {x | 1 ≤ κ.rnDerivAux (κ + η) a x} = 0
⊢ (η a) (κ.mutuallySingularSetSlice η a) = 0

Tactic:
]

Goal state after:
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
a : α
this : (η a) {x | 1 ≤ κ.rnDerivAux (κ + η) a x} = 0
⊢ (η a) (κ.mutuallySingularSetSlice η a) = 0
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
a : α
⊢ ∀ᵐ (x : γ) ∂(κ + η) a, x ∈ {x | 1 ≤ κ.rnDerivAux (κ + η) a x} → ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) = 0 x

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
a : α
⊢ MeasurableSet {x | ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) = 0 x}

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
a : α
⊢ Measurable fun b ↦ ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a b)

pp: case hf
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
a : α
⊢ Measurable (Function.uncurry fun a x ↦ ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x))

Tactic:
]

Goal state after:
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
a : α
⊢ ∀ᵐ (x : γ) ∂(κ + η) a, x ∈ {x | 1 ≤ κ.rnDerivAux (κ + η) a x} → ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) = 0 x

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
a : α
⊢ MeasurableSet {x | ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) = 0 x}

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
a : α
⊢ Measurable fun b ↦ ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a b)

case hf
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
a : α
⊢ Measurable (Function.uncurry fun a x ↦ ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x))
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
a : α
⊢ ∀ᵐ (x : γ) ∂(κ + η) a, x ∈ {x | 1 ≤ κ.rnDerivAux (κ + η) a x} → ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) = 0 x

Tactic:
refine ae_of_all _ (fun x hx ↦ ?_)

Goal state after:
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
a : α
x : γ
hx : x ∈ {x | 1 ≤ κ.rnDerivAux (κ + η) a x}
⊢ ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) = 0 x
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
x✝¹ : α
x✝ : γ
⊢ ENNReal.ofReal (κ.rnDerivAux (κ + η) x✝¹ x✝) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) x✝¹ x✝) =
    ENNReal.ofReal (κ.rnDerivAux (κ + η) x✝¹ x✝) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) x✝¹ x✝)

Tactic:
]

Goal state after:
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)
A : ℕ → Set ((i : ι) → X i)
A_mem : ∀ (n : ℕ), A n ∈ measurableCylinders X
A_anti : Antitone A
A_inter : ⋂ n, A n = ∅
this : ∀ (i : ι), Nonempty (X i)
s : ℕ → Finset ι
S : (n : ℕ) → Set ((i : ↥(s n)) → X ↑i)
mS : ∀ (n : ℕ), MeasurableSet (S n)
A_eq : ∀ (n : ℕ), A n = cylinder (s n) (S n)
u : Set ι := ⋃ n, ↑(s n)
t : ℕ → Finset ↑u := fun n ↦ (s n).preimage Subtype.val ⋯
f : ((i : ↑u) → X ↑i) → (i : ι) → X i := fun x i ↦ if hi : i ∈ u then x ⟨i, hi⟩ else Classical.ofNonempty
aux : (n : ℕ) → ↥(t n) ≃ ↥(s n) :=
  fun n ↦ { toFun := fun i ↦ ⟨↑↑i, ⋯⟩, invFun := fun i ↦ ⟨⟨↑i, ⋯⟩, ⋯⟩, left_inv := ⋯, right_inv := ⋯ }
g : (n : ℕ) → ((a : ↥(t n)) → X ↑((aux n) a)) ≃ ((b : ↥(s n)) → X ↑b) :=
  fun n ↦ Equiv.piCongrLeft (fun i ↦ X ↑i) (aux n)
n : ℕ
x : (i : ↑u) → X ↑i
i : ↥(s n)
⊢ x ⟨↑i, ⋯⟩ = x ⟨↑i, ⋯⟩

Tactic:
]

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
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
a : α
x : γ
⊢ 1 ≤ κ.rnDerivAux (κ + η) (a, x).1 (a, x).2 ↔ 1 ≤ κ.rnDerivAux (κ + η) a x

Tactic:
]

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
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x = 0 x

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ MeasurableSet
    {x | ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x = 0 x}

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ Measurable fun b ↦ ↑(κ.rnDerivAux (κ + η) a b).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b

pp: case hf
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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ Measurable
    (Function.uncurry fun a x ↦
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)

Tactic:
]

Goal state after:
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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x = 0 x

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ MeasurableSet
    {x | ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x = 0 x}

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ Measurable fun b ↦ ↑(κ.rnDerivAux (κ + η) a b).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b

case hf
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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ Measurable
    (Function.uncurry fun a x ↦
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)
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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x

Tactic:
refine ae_of_all _ (fun x hx ↦ ?_)

Goal state after:
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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
x : γ
hx : x ∈ (κ.mutuallySingularSetSlice η a)ᶜ
⊢ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x
Module: Mathlib.Probability.Kernel.IonescuTulcea.PartialTraj

Goal state before:
pp: X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a : ℕ
hp : (fun x ↦ x ⟨a + 1, ⋯⟩) ∘ _root_.IicProdIoc a (a + 1) = ⇑(piSingleton a).symm ∘ Prod.snd
⊢ κ a = κ a

Tactic:
]

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
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 0 = 0

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 1 - κ.rnDerivAux (κ + η) a x ≠ 0

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 0 ≤ 1 - κ.rnDerivAux (κ + η) a x

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 0 < 1 - κ.rnDerivAux (κ + η) a x

Tactic:
]

Goal state after:
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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 1 - κ.rnDerivAux (κ + η) a x ≠ 0

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 0 ≤ 1 - κ.rnDerivAux (κ + η) a x

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 : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 0 < 1 - κ.rnDerivAux (κ + η) a x
Module: Mathlib.Probability.Kernel.IonescuTulcea.PartialTraj

Goal state before:
pp: case inl
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hab : a ≤ b
this : IsMarkovKernel ((κ b).map ⇑(piSingleton b))
⊢ partialTraj κ a b = partialTraj κ a b

pp: case inl.hf
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hab : a ≤ b
this : IsMarkovKernel ((κ b).map ⇑(piSingleton b))
⊢ Measurable (_root_.IicProdIoc b (b + 1))

pp: case inl.hg
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hab : a ≤ b
this : IsMarkovKernel ((κ b).map ⇑(piSingleton b))
⊢ Measurable (frestrictLe₂ ⋯)

Tactic:
]

Goal state after:
case inl.hf
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hab : a ≤ b
this : IsMarkovKernel ((κ b).map ⇑(piSingleton b))
⊢ Measurable (_root_.IicProdIoc b (b + 1))

case inl.hg
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hab : a ≤ b
this : IsMarkovKernel ((κ b).map ⇑(piSingleton b))
⊢ Measurable (frestrictLe₂ ⋯)
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
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ κ.mutuallySingularSetSlice η a
hs' : ∀ x ∈ s, 1 ≤ κ.rnDerivAux (κ + η) a x
⊢ ∫⁻ (b : γ) in s,
      ↑(κ.rnDerivAux (κ + η) a b).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b ∂(κ + η) a =
    (κ a) s

pp: case hf
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
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ κ.mutuallySingularSetSlice η a
hs' : ∀ x ∈ s, 1 ≤ κ.rnDerivAux (κ + η) a x
⊢ Measurable
    (Function.uncurry fun a x ↦
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)

Tactic:
]

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
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ κ.mutuallySingularSetSlice η a
hs' : ∀ x ∈ s, 1 ≤ κ.rnDerivAux (κ + η) a x
⊢ ∫⁻ (b : γ) in s,
      ↑(κ.rnDerivAux (κ + η) a b).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b ∂(κ + η) a =
    (κ a) s

case hf
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
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ κ.mutuallySingularSetSlice η a
hs' : ∀ x ∈ s, 1 ≤ κ.rnDerivAux (κ + η) a x
⊢ Measurable
    (Function.uncurry fun a x ↦
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)
Module: Mathlib.Probability.Kernel.IonescuTulcea.PartialTraj

Goal state before:
pp: case inr
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hba : b < a
⊢ deterministic (frestrictLe₂ ⋯ ∘ frestrictLe₂ ⋯) ⋯ = deterministic (frestrictLe₂ ⋯) ⋯

pp: case inr.hg
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hba : b < a
⊢ Measurable (frestrictLe₂ ⋯)

Tactic:
]

Goal state after:
case inr
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hba : b < a
⊢ deterministic (frestrictLe₂ ⋯ ∘ frestrictLe₂ ⋯) ⋯ = deterministic (frestrictLe₂ ⋯) ⋯

case inr.hg
X : ℕ → Type u_1
mX : (n : ℕ) → MeasurableSpace (X n)
κ : (n : ℕ) → Kernel ((i : ↥(Iic n)) → X ↑i) (X (n + 1))
inst✝ : ∀ (n : ℕ), IsMarkovKernel (κ n)
a b : ℕ
hba : b < a
⊢ Measurable (frestrictLe₂ ⋯)
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
a : α
⊢ ∫⁻ (b : γ) in κ.mutuallySingularSetSlice η a, κ.rnDeriv η a b ∂η a = 0

pp: case hf
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
a : α
⊢ Measurable (Function.uncurry (κ.rnDeriv η))

Tactic:
]

Goal state after:
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
a : α
⊢ ∫⁻ (b : γ) in κ.mutuallySingularSetSlice η a, κ.rnDeriv η a b ∂η a = 0

case hf
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
a : α
⊢ Measurable (Function.uncurry (κ.rnDeriv η))
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
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
⊢ η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x ↦ ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)

Tactic:
rnDeriv_def'

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
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
⊢ (η.withDensity fun a x ↦ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x)) =
    ((κ + η).withDensity fun a x ↦ ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity fun a x ↦
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x)