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

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g (ν.trim ⋯))
⊢ SigmaFinite (ν.trim ⋯)

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g (ν.trim ⋯))
⊢ SigmaFinite (ν.trim ⋯)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g ν)
this✝ : SigmaFinite (ν.trim ⋯)
this : SigmaFinite ν
t : Set 𝓨
ht : MeasurableSet t
a✝ : ν (g ⁻¹' t) < ∞
⊢ ∫ (x : 𝓧) in g ⁻¹' t, ((Measure.map g μ).rnDeriv (Measure.map g ν) (g x)).toReal ∂ν =
    ∫ (x : 𝓧) in g ⁻¹' t, ((Measure.map g μ).rnDeriv (Measure.map g ν) (g x)).toReal ∂ν

pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g ν)
this✝ : SigmaFinite (ν.trim ⋯)
this : SigmaFinite ν
t : Set 𝓨
ht : MeasurableSet t
a✝ : ν (g ⁻¹' t) < ∞
⊢ AEStronglyMeasurable (fun y ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) y).toReal) (Measure.map g ν)

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g ν)
this✝ : SigmaFinite (ν.trim ⋯)
this : SigmaFinite ν
t : Set 𝓨
ht : MeasurableSet t
a✝ : ν (g ⁻¹' t) < ∞
⊢ AEStronglyMeasurable (fun y ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) y).toReal) (Measure.map g ν)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.LebesgueBochner

Goal state before:
pp: 𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ : Measure 𝓧
f : 𝓧 → ℝ
hf : Integrable f μ
h'f : 0 ≤ᵐ[μ] f
hm : m ≤ m𝓧
hμ : SigmaFinite (μ.trim hm)
A : μ[fun x ↦ (ENNReal.ofReal (f x)).toReal | m] =ᵐ[μ] μ[f | m]
B : 0 ≤ᵐ[μ] μ[f | m]
g : 𝓧 → ℝ≥0∞ := fun x ↦ ENNReal.ofReal (f x)
this : ∫⁻ (x : 𝓧), g x ∂μ = ∫⁻ (x : 𝓧), ‖f x‖ₑ ∂μ
⊢ ∫⁻ (x : 𝓧), ‖f x‖ₑ ∂μ ≠ ∞

Tactic:
]

Goal state after:
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ : Measure 𝓧
f : 𝓧 → ℝ
hf : Integrable f μ
h'f : 0 ≤ᵐ[μ] f
hm : m ≤ m𝓧
hμ : SigmaFinite (μ.trim hm)
A : μ[fun x ↦ (ENNReal.ofReal (f x)).toReal | m] =ᵐ[μ] μ[f | m]
B : 0 ≤ᵐ[μ] μ[f | m]
g : 𝓧 → ℝ≥0∞ := fun x ↦ ENNReal.ofReal (f x)
this : ∫⁻ (x : 𝓧), g x ∂μ = ∫⁻ (x : 𝓧), ‖f x‖ₑ ∂μ
⊢ ∫⁻ (x : 𝓧), ‖f x‖ₑ ∂μ ≠ ∞
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g ν)
this✝ : SigmaFinite (ν.trim ⋯)
this : SigmaFinite ν
t : Set 𝓨
ht : MeasurableSet t
a✝ : ν (g ⁻¹' t) < ∞
⊢ (μ (g ⁻¹' t)).toReal = (μ (g ⁻¹' t)).toReal

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (a : Ω) in s, P⁻[X | mΩ] a ∂P.trim hm + ∫⁻ (a : Ω) in s, P⁻[Y | mΩ] a ∂P.trim hm ≤
    ∫⁻ (x : Ω) in s, P⁻[X + Y | mΩ] x ∂P.trim hm

Tactic:
]

Goal state after:
case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (a : Ω) in s, P⁻[X | mΩ] a ∂P.trim hm + ∫⁻ (a : Ω) in s, P⁻[Y | mΩ] a ∂P.trim hm ≤
    ∫⁻ (x : Ω) in s, P⁻[X + Y | mΩ] x ∂P.trim hm
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (a : Ω) in s, P⁻[Y | mΩ] a ∂P.trim hm ≤ ∫⁻ (x : Ω) in s, P⁻[X + Y | mΩ] x ∂P.trim hm

Tactic:
]

Goal state after:
case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (a : Ω) in s, P⁻[Y | mΩ] a ∂P.trim hm ≤ ∫⁻ (x : Ω) in s, P⁻[X + Y | mΩ] x ∂P.trim hm
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (ω : Ω) in s, Y ω ∂P ≤ ∫⁻ (x : Ω) in s, P⁻[X + Y | mΩ] x ∂P.trim hm

Tactic:
]

Goal state after:
case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (ω : Ω) in s, Y ω ∂P ≤ ∫⁻ (x : Ω) in s, P⁻[X + Y | mΩ] x ∂P.trim hm
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (ω : Ω) in s, Y ω ∂P ≤ ∫⁻ (ω : Ω) in s, (X + Y) ω ∂P

Tactic:
]

Goal state after:
case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (ω : Ω) in s, Y ω ∂P ≤ ∫⁻ (ω : Ω) in s, (X + Y) ω ∂P
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (a : Ω) in s, X a + Y a ∂P ≤ ∫⁻ (ω : Ω) in s, (X + Y) ω ∂P

Tactic:
]

Goal state after:
case pos.h12
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
a✝ : (P.trim hm) s < ∞
⊢ ∫⁻ (a : Ω) in s, X a + Y a ∂P ≤ ∫⁻ (ω : Ω) in s, (X + Y) ω ∂P
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.LebesgueBochner

Goal state before:
pp: 𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ : Measure 𝓧
f : 𝓧 → ℝ
hf : Integrable f μ
h'f : 0 ≤ᵐ[μ] f
hm : m ≤ m𝓧
hμ : SigmaFinite (μ.trim hm)
A : μ[fun x ↦ (ENNReal.ofReal (f x)).toReal | m] =ᵐ[μ] μ[f | m]
B : 0 ≤ᵐ[μ] μ[f | m]
g : 𝓧 → ℝ≥0∞ := fun x ↦ ENNReal.ofReal (f x)
I : ∫⁻ (x : 𝓧), g x ∂μ ≠ ∞
J : ∀ᵐ (x : 𝓧) ∂μ, μ⁻[g | m] x < ∞
a : 𝓧
ha : (μ⁻[g | m] a).toReal = μ[fun x ↦ (g x).toReal | m] a
h'a : 0 a ≤ f a
h''a : μ[fun x ↦ (ENNReal.ofReal (f x)).toReal | m] a = μ[f | m] a
h'''a : 0 a ≤ μ[f | m] a
C : μ⁻[g | m] a < ∞
⊢ μ[f | m] a = μ[f | m] a

pp: 𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ : Measure 𝓧
f : 𝓧 → ℝ
hf : Integrable f μ
h'f : 0 ≤ᵐ[μ] f
hm : m ≤ m𝓧
hμ : SigmaFinite (μ.trim hm)
A : μ[fun x ↦ (ENNReal.ofReal (f x)).toReal | m] =ᵐ[μ] μ[f | m]
B : 0 ≤ᵐ[μ] μ[f | m]
g : 𝓧 → ℝ≥0∞ := fun x ↦ ENNReal.ofReal (f x)
I : ∫⁻ (x : 𝓧), g x ∂μ ≠ ∞
J : ∀ᵐ (x : 𝓧) ∂μ, μ⁻[g | m] x < ∞
a : 𝓧
ha : (μ⁻[g | m] a).toReal = μ[fun x ↦ (g x).toReal | m] a
h'a : 0 a ≤ f a
h''a : μ[fun x ↦ (ENNReal.ofReal (f x)).toReal | m] a = μ[f | m] a
h'''a : 0 a ≤ μ[f | m] a
C : μ⁻[g | m] a < ∞
⊢ ENNReal.ofReal (μ[f | m] a) ≠ ∞

Tactic:
]

Goal state after:
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ : Measure 𝓧
f : 𝓧 → ℝ
hf : Integrable f μ
h'f : 0 ≤ᵐ[μ] f
hm : m ≤ m𝓧
hμ : SigmaFinite (μ.trim hm)
A : μ[fun x ↦ (ENNReal.ofReal (f x)).toReal | m] =ᵐ[μ] μ[f | m]
B : 0 ≤ᵐ[μ] μ[f | m]
g : 𝓧 → ℝ≥0∞ := fun x ↦ ENNReal.ofReal (f x)
I : ∫⁻ (x : 𝓧), g x ∂μ ≠ ∞
J : ∀ᵐ (x : 𝓧) ∂μ, μ⁻[g | m] x < ∞
a : 𝓧
ha : (μ⁻[g | m] a).toReal = μ[fun x ↦ (g x).toReal | m] a
h'a : 0 a ≤ f a
h''a : μ[fun x ↦ (ENNReal.ofReal (f x)).toReal | m] a = μ[f | m] a
h'''a : 0 a ≤ μ[f | m] a
C : μ⁻[g | m] a < ∞
⊢ ENNReal.ofReal (μ[f | m] a) ≠ ∞
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g ν)
this : SigmaFinite ν
h_ne_top1✝ : ∀ᵐ (x : 𝓧) ∂ν, (Measure.map g μ).rnDeriv (Measure.map g ν) (g x) ≠ ∞
h_ne_top2✝ : ∀ᵐ (x : 𝓧) ∂ν, ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x ≠ ∞
h_condExp✝ :
  (fun x ↦ (ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x).toReal) =ᵐ[ν]
    ν[fun x ↦ (μ.rnDeriv ν x).toReal | MeasurableSpace.comap g m𝓨]
x : 𝓧
hx : (Measure.map g μ).rnDeriv (Measure.map g ν) (g x) = ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x
h_condExp :
  (ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x).toReal =
    ν[fun x ↦ (μ.rnDeriv ν x).toReal | MeasurableSpace.comap g m𝓨] x
h_ne_top1 : (Measure.map g μ).rnDeriv (Measure.map g ν) (g x) ≠ ∞
h_ne_top2 : ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x ≠ ∞
⊢ (Measure.map g μ).rnDeriv (Measure.map g ν) (g x) = ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g ν)
this : SigmaFinite ν
h_ne_top1✝ : ∀ᵐ (x : 𝓧) ∂ν, (Measure.map g μ).rnDeriv (Measure.map g ν) (g x) ≠ ∞
h_ne_top2✝ : ∀ᵐ (x : 𝓧) ∂ν, ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x ≠ ∞
h_condExp✝ :
  (fun x ↦ (ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x).toReal) =ᵐ[ν]
    ν[fun x ↦ (μ.rnDeriv ν x).toReal | MeasurableSpace.comap g m𝓨]
x : 𝓧
hx : (Measure.map g μ).rnDeriv (Measure.map g ν) (g x) = ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x
h_condExp :
  (ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x).toReal =
    ν[fun x ↦ (μ.rnDeriv ν x).toReal | MeasurableSpace.comap g m𝓨] x
h_ne_top1 : (Measure.map g μ).rnDeriv (Measure.map g ν) (g x) ≠ ∞
h_ne_top2 : ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x ≠ ∞
⊢ (Measure.map g μ).rnDeriv (Measure.map g ν) (g x) = ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] x
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ (fun a ↦ (Measure.map g μ).rnDeriv (Measure.map g ν) (g a)) =ᵐ[ν] ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨]

pp: case hf
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ StronglyMeasurable fun a ↦ (Measure.map g μ).rnDeriv (Measure.map g ν) (g a)

pp: case hg
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ StronglyMeasurable ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨]

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ (fun a ↦ (Measure.map g μ).rnDeriv (Measure.map g ν) (g a)) =ᵐ[ν] ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨]

case hf
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ StronglyMeasurable fun a ↦ (Measure.map g μ).rnDeriv (Measure.map g ν) (g a)

case hg
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ StronglyMeasurable ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨]
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ (fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) (g a)).toReal) =ᵐ[ν]
    ν[fun a ↦ (μ.rnDeriv ν a).toReal | MeasurableSpace.comap g m𝓨]

pp: case hf
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ StronglyMeasurable fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) (g a)).toReal

pp: case hg
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ StronglyMeasurable ν[fun a ↦ (μ.rnDeriv ν a).toReal | MeasurableSpace.comap g m𝓨]

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ (fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) (g a)).toReal) =ᵐ[ν]
    ν[fun a ↦ (μ.rnDeriv ν a).toReal | MeasurableSpace.comap g m𝓨]

case hf
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ StronglyMeasurable fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) (g a)).toReal

case hg
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
⊢ StronglyMeasurable ν[fun a ↦ (μ.rnDeriv ν a).toReal | MeasurableSpace.comap g m𝓨]
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.LebesgueBochner

Goal state before:
pp: 𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ : Measure 𝓧
f : 𝓧 → ℝ
hf : Integrable f μ
h'f : 0 ≤ᵐ[μ] f
A : μ⁻[fun x ↦ ENNReal.ofReal (f x) | m] =ᵐ[μ] μ⁻[fun x ↦ ‖f x‖ₑ | m]
⊢ (fun x ↦ ENNReal.ofReal (μ[f | m] x)) =ᵐ[μ] fun x ↦ ‖μ[f | m] x‖ₑ

Tactic:
]

Goal state after:
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ : Measure 𝓧
f : 𝓧 → ℝ
hf : Integrable f μ
h'f : 0 ≤ᵐ[μ] f
A : μ⁻[fun x ↦ ENNReal.ofReal (f x) | m] =ᵐ[μ] μ⁻[fun x ↦ ‖f x‖ₑ | m]
⊢ (fun x ↦ ENNReal.ofReal (μ[f | m] x)) =ᵐ[μ] fun x ↦ ‖μ[f | m] x‖ₑ
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hX : AEMeasurable X P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ ∫⁻ (a : Ω) in s, P⁻[X | mΩ] a ∂P + ∫⁻ (a : Ω) in s, P⁻[Y | mΩ] a ∂P = ∫⁻ (ω : Ω) in s, X ω + Y ω ∂P

Tactic:
]

Goal state after:
case pos
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hX : AEMeasurable X P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ ∫⁻ (a : Ω) in s, P⁻[X | mΩ] a ∂P + ∫⁻ (a : Ω) in s, P⁻[Y | mΩ] a ∂P = ∫⁻ (ω : Ω) in s, X ω + Y ω ∂P
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: case hf
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
s : Set ℝ
hs : MeasurableSet s
⊢ (fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) a).toReal) ∘ g ⁻¹' s =
    (fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) (g a)).toReal) ⁻¹' s

Tactic:
]

Goal state after:
case hf
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
inst✝ : SigmaFinite (Measure.map g ν)
s : Set ℝ
hs : MeasurableSet s
⊢ (fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) a).toReal) ∘ g ⁻¹' s =
    (fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) (g a)).toReal) ⁻¹' s
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hX : AEMeasurable X P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (a : Ω) in s, P⁻[Y | mΩ] a ∂P = ∫⁻ (ω : Ω) in s, X ω + Y ω ∂P

Tactic:
]

Goal state after:
case pos
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hX : AEMeasurable X P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (a : Ω) in s, P⁻[Y | mΩ] a ∂P = ∫⁻ (ω : Ω) in s, X ω + Y ω ∂P
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hX : AEMeasurable X P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (ω : Ω) in s, Y ω ∂P = ∫⁻ (ω : Ω) in s, X ω + Y ω ∂P

Tactic:
]

Goal state after:
case pos
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hX : AEMeasurable X P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (ω : Ω) in s, Y ω ∂P = ∫⁻ (ω : Ω) in s, X ω + Y ω ∂P
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
g : 𝓧 → 𝓨
hμν : μ ≪ ν
hg : Measurable g
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
a : 𝓧
ha1 : ((∂Measure.map g μ/∂Measure.map g ν) (g a)).toReal = ν[fun a ↦ ((∂μ/∂ν) a).toReal | MeasurableSpace.comap g m𝓨] a
ha2 :
  f (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] a) ≤
    ν[fun x ↦ f ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] a
⊢ f (ν[fun a ↦ ((∂μ/∂ν) a).toReal | MeasurableSpace.comap g m𝓨] a) =
    f (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] a)

Tactic:
]

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

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
g : 𝓧 → 𝓨
hμν : μ ≪ ν
hg : Measurable g
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
a : 𝓧
ha1 : ((∂Measure.map g μ/∂Measure.map g ν) (g a)).toReal = ν[fun a ↦ ((∂μ/∂ν) a).toReal | MeasurableSpace.comap g m𝓨] a
ha2 :
  f (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] a) ≤
    ν[fun x ↦ f ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] a
⊢ f ((∂Measure.map g μ/∂Measure.map g ν) (g a)).toReal ≤ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] a

Tactic:
calc f ((μ.map g).rnDeriv (ν.map g) (g a)).toReal
      = f ((ν[fun x ↦ (μ.rnDeriv ν x).toReal | m𝓨.comap g]) a) := by rw [ha1]
    _ ≤ (ν[fun x ↦ f (μ.rnDeriv ν x).toReal | m𝓨.comap g]) a := ha2

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

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
g : 𝓧 → 𝓨
hμν : μ ≪ ν
hg : Measurable g
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable ((fun x ↦ f ((∂Measure.map g μ/∂Measure.map g ν) x).toReal) ∘ g) ν

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
g : 𝓧 → 𝓨
hμν : μ ≪ ν
hg : Measurable g
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable ((fun x ↦ f ((∂Measure.map g μ/∂Measure.map g ν) x).toReal) ∘ g) ν
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: 𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
hm : m ≤ m𝓧
inst✝ : IsFiniteMeasure μ
hsf : SigmaFinite (ν.trim hm)
hμν : μ ≪ ν
⊢ SigmaFinite (ν.trim hm)

Tactic:
]

Goal state after:
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
hm : m ≤ m𝓧
inst✝ : IsFiniteMeasure μ
hsf : SigmaFinite (ν.trim hm)
hμν : μ ≪ ν
⊢ SigmaFinite (ν.trim hm)
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hX : AEMeasurable X P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ ∫⁻ (ω : Ω) in s, X ω ∂P + ∫⁻ (ω : Ω) in s, Y ω ∂P = ∫⁻ (a : Ω) in s, X a ∂P + ∫⁻ (a : Ω) in s, Y a ∂P

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hY : AEMeasurable Y P
⊢ P⁻[Y + X | mΩ] =ᵐ[P] P⁻[Y | mΩ] + P⁻[X | mΩ]

Tactic:
]

Goal state after:
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hY : AEMeasurable Y P
⊢ P⁻[Y + X | mΩ] =ᵐ[P] P⁻[Y | mΩ] + P⁻[X | mΩ]
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: case e'_2
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
hm : m ≤ m𝓧
inst✝ : IsFiniteMeasure μ
hsf : SigmaFinite (ν.trim hm)
hμν : μ ≪ ν
this : SigmaFinite (Measure.map id ν)
h :
  (fun a ↦ ((Measure.map id μ).rnDeriv (Measure.map id ν) a).toReal) =ᵐ[Measure.map id ν]
    ν[fun a ↦ (μ.rnDeriv ν a).toReal | m]
⊢ m = m

Tactic:
]

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

Goal state before:
pp: case e'_3
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
hm : m ≤ m𝓧
inst✝ : IsFiniteMeasure μ
hsf : SigmaFinite (ν.trim hm)
hμν : μ ≪ ν
this : SigmaFinite (Measure.map id ν)
h :
  (fun a ↦ ((Measure.map id μ).rnDeriv (Measure.map id ν) a).toReal) =ᵐ[Measure.map id ν]
    ν[fun a ↦ (μ.rnDeriv ν a).toReal | m]
e_2✝ : Measure 𝓧 = Measure 𝓧
⊢ m = m

Tactic:
]

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

Goal state before:
pp: case e'_5
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
hm : m ≤ m𝓧
inst✝ : IsFiniteMeasure μ
hsf : SigmaFinite (ν.trim hm)
hμν : μ ≪ ν
this : SigmaFinite (Measure.map id ν)
h :
  (fun a ↦ ((Measure.map id μ).rnDeriv (Measure.map id ν) a).toReal) =ᵐ[Measure.map id ν]
    ν[fun a ↦ (μ.rnDeriv ν a).toReal | m]
e_2✝ : Measure 𝓧 = Measure 𝓧
⊢ m = m

Tactic:
]

Goal state after: