mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case inr
Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝¹ : LinearOrder ι
inst✝ : OrderBot ι
𝓕 : Filtration ι m
i j : ι
s : Set Ω
hs : MeasurableSet s
hij : i ≤ j
⊢ MeasurableSet (Set.Ioi i ×ˢ s \ Set.Ioi j ×ˢ s)

Tactic:
]

Goal state after:
case inr
Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝¹ : LinearOrder ι
inst✝ : OrderBot ι
𝓕 : Filtration ι m
i j : ι
s : Set Ω
hs : MeasurableSet s
hij : i ≤ j
⊢ MeasurableSet (Set.Ioi i ×ˢ s \ Set.Ioi j ×ˢ s)
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
n : ℕ
s : Set Ω
hs : MeasurableSet s
⊢ MeasurableSet (Set.Ioc n (n + 1) ×ˢ s)

pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
n : ℕ
s : Set Ω
hs : MeasurableSet s
⊢ {n + 1} = Set.Ioc n (n + 1)

Tactic:
]

Goal state after:
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
n : ℕ
s : Set Ω
hs : MeasurableSet s
⊢ MeasurableSet (Set.Ioc n (n + 1) ×ˢ s)

Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
n : ℕ
s : Set Ω
hs : MeasurableSet s
⊢ {n + 1} = Set.Ioc n (n + 1)
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n : ℕ
⊢ MeasurableSet (Prod.mk ⟨n + 1, ⋯⟩ ⁻¹' (fun p ↦ (↑p.1, p.2)) ⁻¹' s)

Tactic:
]

Goal state after:
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n : ℕ
⊢ MeasurableSet (Prod.mk ⟨n + 1, ⋯⟩ ⁻¹' (fun p ↦ (↑p.1, p.2)) ⁻¹' s)
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n : ℕ
⊢ 𝓕.predictable ≤ MeasurableSpace.map (fun p ↦ (↑p.1, p.2)) (Subtype.instMeasurableSpace.prod (↑𝓕 n))

Tactic:
]

Goal state after:
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n : ℕ
⊢ 𝓕.predictable ≤ MeasurableSpace.map (fun p ↦ (↑p.1, p.2)) (Subtype.instMeasurableSpace.prod (↑𝓕 n))
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case inl
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n : ℕ
A : Set Ω
hA : MeasurableSet A
⊢ MeasurableSet ∅

pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n : ℕ
A : Set Ω
hA : MeasurableSet A
⊢ (fun p ↦ (↑p.1, p.2)) ⁻¹' {⊥} ×ˢ A = ∅

Tactic:
]

Goal state after:
case inl
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n : ℕ
A : Set Ω
hA : MeasurableSet A
⊢ MeasurableSet ∅

Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n : ℕ
A : Set Ω
hA : MeasurableSet A
⊢ (fun p ↦ (↑p.1, p.2)) ⁻¹' {⊥} ×ˢ A = ∅
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case inr
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
⊢ MeasurableSet ((fun p ↦ (↑p.1, p.2)) ⁻¹' Set.Ioi i ×ˢ A)

Tactic:
]

Goal state after:
case inr
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
⊢ MeasurableSet ((fun p ↦ (↑p.1, p.2)) ⁻¹' Set.Ioi i ×ˢ A)
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case inr.inl
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hni : n < i
⊢ MeasurableSet ∅

pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hni : n < i
⊢ (fun p ↦ (↑p.1, p.2)) ⁻¹' Set.Ioi i ×ˢ A = ∅

Tactic:
]

Goal state after:
case inr.inl
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hni : n < i
⊢ MeasurableSet ∅

Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hni : n < i
⊢ (fun p ↦ (↑p.1, p.2)) ⁻¹' Set.Ioi i ×ˢ A = ∅
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hni : n < i
p : ↑(Set.singleton (n + 1)) × Ω
⊢ i < n + 1 → p.2 ∉ A

Tactic:
]

Goal state after:
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hni : n < i
p : ↑(Set.singleton (n + 1)) × Ω
⊢ i < n + 1 → p.2 ∉ A
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝ : CompleteSpace E
hf : Martingale f ℱ μ
n : ℕ
⊢ ∑ i ∈ Finset.range n, μ[f (i + 1) - f i | ↑ℱ i] =ᵐ[μ] ∑ _x ∈ Finset.range n, 0

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝ : CompleteSpace E
hf : Martingale f ℱ μ
n : ℕ
⊢ ∑ i ∈ Finset.range n, μ[f (i + 1) - f i | ↑ℱ i] =ᵐ[μ] ∑ _x ∈ Finset.range n, 0
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case inr.inr
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hin : i ≤ n
⊢ MeasurableSet ({⟨n + 1, ⋯⟩} ×ˢ A)

pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hin : i ≤ n
⊢ (fun p ↦ (↑p.1, p.2)) ⁻¹' Set.Ioi i ×ˢ A = {⟨n + 1, ⋯⟩} ×ˢ A

Tactic:
]

Goal state after:
case inr.inr
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hin : i ≤ n
⊢ MeasurableSet ({⟨n + 1, ⋯⟩} ×ˢ A)

Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hin : i ≤ n
⊢ (fun p ↦ (↑p.1, p.2)) ⁻¹' Set.Ioi i ×ˢ A = {⟨n + 1, ⋯⟩} ×ˢ A
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hin : i ≤ n
p : ↑(Set.singleton (n + 1)) × Ω
hp2 : p.2 ∈ A
⊢ i < n + 1 ↔ p.1 = ⟨n + 1, ⋯⟩

Tactic:
]

Goal state after:
Ω : Type u_1
m : MeasurableSpace Ω
𝓕 : Filtration ℕ m
s : Set (ℕ × Ω)
hs : MeasurableSet s
n i : ℕ
A : Set Ω
hA : MeasurableSet A
hin : i ≤ n
p : ↑(Set.singleton (n + 1)) × Ω
hp2 : p.2 ∈ A
⊢ i < n + 1 ↔ p.1 = ⟨n + 1, ⋯⟩
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
inst✝⁴ : OrderBot ι
inst✝³ : MeasurableSpace ι
inst✝² : TopologicalSpace ι
inst✝¹ : OpensMeasurableSpace ι
inst✝ : OrderClosedTopology ι
𝓕 : Filtration ι m
i : ι
⊢ MeasurableSpace.comap (fun x ↦ (↑x.1, x.2)) 𝓕.predictable ≤ Subtype.instMeasurableSpace.prod (↑𝓕 i)

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
inst✝⁴ : OrderBot ι
inst✝³ : MeasurableSpace ι
inst✝² : TopologicalSpace ι
inst✝¹ : OpensMeasurableSpace ι
inst✝ : OrderClosedTopology ι
𝓕 : Filtration ι m
i : ι
⊢ MeasurableSpace.comap (fun x ↦ (↑x.1, x.2)) 𝓕.predictable ≤ Subtype.instMeasurableSpace.prod (↑𝓕 i)
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case refine_2.inl
Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
inst✝⁴ : OrderBot ι
inst✝³ : MeasurableSpace ι
inst✝² : TopologicalSpace ι
inst✝¹ : OpensMeasurableSpace ι
inst✝ : OrderClosedTopology ι
𝓕 : Filtration ι m
i j : ι
A : Set Ω
hA : MeasurableSet A
hji : j ≤ i
⊢ MeasurableSet ((Subtype.val ⁻¹' Set.Ioc j i) ×ˢ A)

Tactic:
]

Goal state after:
case refine_2.inl
Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
inst✝⁴ : OrderBot ι
inst✝³ : MeasurableSpace ι
inst✝² : TopologicalSpace ι
inst✝¹ : OpensMeasurableSpace ι
inst✝ : OrderClosedTopology ι
𝓕 : Filtration ι m
i j : ι
A : Set Ω
hA : MeasurableSet A
hji : j ≤ i
⊢ MeasurableSet ((Subtype.val ⁻¹' Set.Ioc j i) ×ˢ A)
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝² : CompleteSpace E
inst✝¹ : PartialOrder E
inst✝ : IsOrderedAddMonoid E
hf : Submartingale f ℱ μ
this : ∀ᵐ (a : Ω) ∂μ, ∀ (i : ℕ), 0 a ≤ μ[f i.succ - f i | ↑ℱ i] a
ω : Ω
h : ∀ (i : ℕ), μ[f (i + 1) - f i | ↑ℱ i] ω ≥ 0
n : ℕ
⊢ predictablePart f ℱ μ n ω ≥ predictablePart f ℱ μ n ω

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
E : Type u_3
inst✝⁶ : TopologicalSpace E
inst✝⁵ : LinearOrder ι
inst✝⁴ : OrderBot ι
inst✝³ : MeasurableSpace ι
inst✝² : TopologicalSpace ι
inst✝¹ : OpensMeasurableSpace ι
inst✝ : OrderClosedTopology ι
𝓕 : Filtration ι m
u : ι → Ω → E
h𝓕 : IsStronglyPredictable 𝓕 u
i : ι
this✝ : MeasurableSpace (ι × Ω) := 𝓕.predictable
this : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑𝓕 i)
X : ℕ → ↑(Set.Iic i) × Ω → E := fun m_1 x ↦ (StronglyMeasurable.approx h𝓕 m_1) (↑x.1, x.2)
n : { x // x ∈ Set.Iic i } × Ω
⊢ Tendsto (fun n_1 ↦ ((fun m_1 ↦ { toFun := X m_1, measurableSet_fiber' := ⋯, finite_range' := ⋯ }) n_1) n) atTop
    (𝓝 ((fun p ↦ u (↑p.1) p.2) n))

Tactic:
apply h𝓕.tendsto_approx

Goal state after:
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case refine_1
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h𝓕 : IsStronglyPredictable 𝓕 u
n : ℕ
this✝ : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
this : MeasurableSpace Ω := ↑𝓕 n
X : ℕ → Ω → E := fun m ↦ Function.curry (⇑(StronglyMeasurable.approx h𝓕 m)) (n + 1)
m : ℕ
s : E
⊢ MeasurableSet {ω | (n + 1, ω) ∈ ⇑(StronglyMeasurable.approx h𝓕 m) ⁻¹' {s}}

Tactic:
]

Goal state after:
case refine_1
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h𝓕 : IsStronglyPredictable 𝓕 u
n : ℕ
this✝ : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
this : MeasurableSpace Ω := ↑𝓕 n
X : ℕ → Ω → E := fun m ↦ Function.curry (⇑(StronglyMeasurable.approx h𝓕 m)) (n + 1)
m : ℕ
s : E
⊢ MeasurableSet {ω | (n + 1, ω) ∈ ⇑(StronglyMeasurable.approx h𝓕 m) ⁻¹' {s}}
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case refine_2
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h𝓕 : IsStronglyPredictable 𝓕 u
n : ℕ
this✝ : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
this : MeasurableSpace Ω := ↑𝓕 n
X : ℕ → Ω → E := fun m ↦ Function.curry (⇑(StronglyMeasurable.approx h𝓕 m)) (n + 1)
m : ℕ
⊢ ∀ (y : Ω), X m y ∈ Set.range ⇑(StronglyMeasurable.approx h𝓕 m)

Tactic:
]

Goal state after:
case refine_2
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h𝓕 : IsStronglyPredictable 𝓕 u
n : ℕ
this✝ : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
this : MeasurableSpace Ω := ↑𝓕 n
X : ℕ → Ω → E := fun m ↦ Function.curry (⇑(StronglyMeasurable.approx h𝓕 m)) (n + 1)
m : ℕ
⊢ ∀ (y : Ω), X m y ∈ Set.range ⇑(StronglyMeasurable.approx h𝓕 m)
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case refine_1
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m x ↦
    match x.1 with
    | 0 => (h₀.approx m) x.2
    | n.succ => (⋯.approx m) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
m : ℕ
s : E
⊢ MeasurableSet (⋃ n, {n} ×ˢ (Function.curry (Y m) n ⁻¹' {s}))

Tactic:
]

Goal state after:
case refine_1
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m x ↦
    match x.1 with
    | 0 => (h₀.approx m) x.2
    | n.succ => (⋯.approx m) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
m : ℕ
s : E
⊢ MeasurableSet (⋃ n, {n} ×ˢ (Function.curry (Y m) n ⁻¹' {s}))
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝³ : Preorder ι
m0 : MeasurableSpace Ω
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
ℱ : Filtration ι m0
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
x : E
i j : ι
x✝ : i ≤ j
⊢ (fun x_1 ↦ x) =ᵐ[μ] (fun x_1 x_2 ↦ x) i

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁴ : Preorder ι
m0 : MeasurableSpace Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : OrderBot ι
ℱ : Filtration ι m0
μ : Measure Ω
inst✝ : SigmaFiniteFiltration μ ℱ
f : Ω → E
hf : StronglyMeasurable f
hfint : Integrable f μ
i j : ι
x✝ : i ≤ j
⊢ f =ᵐ[μ] (fun x ↦ f) i

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁴ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ι → Ω → E
ℱ : Filtration ι m0
inst✝¹ : CompleteSpace E
inst✝ : SigmaFiniteFiltration μ ℱ
hf : Martingale f ℱ μ
i j : ι
hij : i ≤ j
s : Set Ω
hs : MeasurableSet s
⊢ ∫ (ω : Ω) in s, f i ω ∂μ = ∫ (x : Ω) in s, μ[f j | ↑ℱ i] x ∂μ

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁴ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ι → Ω → E
ℱ : Filtration ι m0
inst✝¹ : CompleteSpace E
inst✝ : SigmaFiniteFiltration μ ℱ
hf : Martingale f ℱ μ
i j : ι
hij : i ≤ j
s : Set Ω
hs : MeasurableSet s
⊢ ∫ (ω : Ω) in s, f i ω ∂μ = ∫ (x : Ω) in s, μ[f j | ↑ℱ i] x ∂μ
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
⊢ f 0 + ∑ x ∈ Finset.range n, (f (x + 1) - f x - μ[f (x + 1) - f x | ↑ℱ x]) =
    f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case refine_1.succ
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m x ↦
    match x.1 with
    | 0 => (h₀.approx m) x.2
    | n.succ => (⋯.approx m) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
m : ℕ
s : E
n : ℕ
⊢ MeasurableSet ({n + 1} ×ˢ (Function.curry (Y m) (n + 1) ⁻¹' {s}))

Tactic:
apply measurableSet_predictable_singleton_prod

Goal state after:
case refine_1.succ
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := ⋯
X : ℕ → ℕ × Ω → E := ⋯
Y : ℕ → ℕ × Ω → E := ⋯
m : ℕ
s : E
n : ℕ
⊢ MeasurableSet (Function.curry (Y m) (n + 1) ⁻¹' {s})
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝ : CompleteSpace E
hf_int : ∀ (n : ℕ), Integrable (f n) μ
n : ℕ
⊢ Integrable ((fun n ↦ f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])) n) μ

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝ : CompleteSpace E
hf_int : ∀ (n : ℕ), Integrable (f n) μ
n : ℕ
⊢ Integrable ((fun n ↦ f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])) n) μ
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case pos
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m x ↦
    match x.1 with
    | 0 => (h₀.approx m) x.2
    | n.succ => (⋯.approx m) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
m : ℕ
s : E
n : ℕ
hmk : n + 1 ≤ m
⊢ MeasurableSet (Function.curry (X m) (n + 1) ⁻¹' {s})

Tactic:
]

Goal state after:
case pos
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m x ↦
    match x.1 with
    | 0 => (h₀.approx m) x.2
    | n.succ => (⋯.approx m) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
m : ℕ
s : E
n : ℕ
hmk : n + 1 ≤ m
⊢ MeasurableSet (Function.curry (X m) (n + 1) ⁻¹' {s})
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝³ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝ : CompleteSpace E
hf : Martingale f ℱ μ
hg : Martingale g ℱ μ
⊢ Martingale (f + -g) ℱ μ

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝³ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝ : CompleteSpace E
hf : Martingale f ℱ μ
hg : Martingale g ℱ μ
⊢ Martingale (f + -g) ℱ μ
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
⊢ μ[(fun n ↦ f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])) j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
⊢ μ[(fun n ↦ f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])) j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁸ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedAddMonoid E
inst✝² : IsOrderedModule ℝ E
inst✝¹ : ClosedIciTopology E
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → E
hf : Supermartingale f ℱ μ
i j : ι
hij : i ≤ j
s : Set Ω
hs : MeasurableSet s
⊢ ∫ (x : Ω) in s, μ[f j | ↑ℱ i] x ∂μ ≤ ∫ (ω : Ω) in s, f i ω ∂μ

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁸ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedAddMonoid E
inst✝² : IsOrderedModule ℝ E
inst✝¹ : ClosedIciTopology E
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → E
hf : Supermartingale f ℱ μ
i j : ι
hij : i ≤ j
s : Set Ω
hs : MeasurableSet s
⊢ ∫ (x : Ω) in s, μ[f j | ↑ℱ i] x ∂μ ≤ ∫ (ω : Ω) in s, f i ω ∂μ
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case neg
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m x ↦
    match x.1 with
    | 0 => (h₀.approx m) x.2
    | n.succ => (⋯.approx m) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
m : ℕ
s : E
n : ℕ
hmk : m < n + 1
⊢ MeasurableSet (Function.curry (X m) 0 ⁻¹' {s})

Tactic:
]

Goal state after:
case neg
Ω : Type u_1
m✝ : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m✝
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m x ↦
    match x.1 with
    | 0 => (h₀.approx m) x.2
    | n.succ => (⋯.approx m) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
m : ℕ
s : E
n : ℕ
hmk : m < n + 1
⊢ MeasurableSet (Function.curry (X m) 0 ⁻¹' {s})
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁴ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝¹ : CompleteSpace E
inst✝ : LE E
hf : Supermartingale f ℱ μ
hg : StronglyAdapted ℱ g
h_eq✝ : ∀ (t : ι), f t =ᵐ[μ] g t
i j : ι
hij : i ≤ j
ω : Ω
h_le : μ[f j | ↑ℱ i] ω ≤ f i ω
hcond : μ[f j | ↑ℱ i] ω = μ[g j | ↑ℱ i] ω
h_eq : f i ω = g i ω
⊢ μ[f j | ↑ℱ i] ω ≤ f i ω

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁴ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝¹ : CompleteSpace E
inst✝ : LE E
hf : Supermartingale f ℱ μ
hg : StronglyAdapted ℱ g
h_eq✝ : ∀ (t : ι), f t =ᵐ[μ] g t
i j : ι
hij : i ≤ j
ω : Ω
h_le : μ[f j | ↑ℱ i] ω ≤ f i ω
hcond : μ[f j | ↑ℱ i] ω = μ[g j | ↑ℱ i] ω
h_eq : f i ω = g i ω
⊢ μ[f j | ↑ℱ i] ω ≤ f i ω
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: case refine_1
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
⊢ f 0 =ᵐ[μ] f 0

pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
⊢ StronglyMeasurable (f 0)

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
⊢ StronglyMeasurable (f 0)
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: case refine_1
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
⊢ μ[f 0 | ↑ℱ i] =ᵐ[μ] f 0

Tactic:
rw [condExp_of_stronglyMeasurable (ℱ.le _) _ (hf_int 0)]
      · exact (hf 0).mono (ℱ.mono zero_le)

Goal state after: