mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
h : AEStronglyMeasurable (↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1))) μ
⊢ AEStronglyMeasurable (↑↑((compLpL 2 μ (toSpanSingleton ℝ x)) ↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)))) μ

Tactic:
]

Goal state after:
α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
h : AEStronglyMeasurable (↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1))) μ
⊢ AEStronglyMeasurable (↑↑((compLpL 2 μ (toSpanSingleton ℝ x)) ↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)))) μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case neg
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hm : m ≤ m₀
hμm : ¬SigmaFinite (μ.trim hm)
⊢ Integrable 0 μ

Tactic:
]

Goal state after:
case neg
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hm : m ≤ m₀
hμm : ¬SigmaFinite (μ.trim hm)
⊢ Integrable 0 μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
s : Set α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
hm : m ≤ m₀
inst✝ : SigmaFinite (μ.trim hm)
hf : Integrable f μ
hs : MeasurableSet s
⊢ ∫ (x : α) in s, ↑↑(condExpL1 hm μ f) x ∂μ = ∫ (x : α) in s, f x ∂μ

Tactic:
]

Goal state after:
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
s : Set α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
hm : m ≤ m₀
inst✝ : SigmaFinite (μ.trim hm)
hf : Integrable f μ
hs : MeasurableSet s
⊢ ∫ (x : α) in s, ↑↑(condExpL1 hm μ f) x ∂μ = ∫ (x : α) in s, f x ∂μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x y : G
⊢ (compLpL 2 μ (toSpanSingleton ℝ x)) ↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) +
      (compLpL 2 μ (toSpanSingleton ℝ y)) ↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) =
    (compLpL 2 μ (toSpanSingleton ℝ x)) ↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) +
      (compLpL 2 μ (toSpanSingleton ℝ y)) ↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1))

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: case refine_3
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
this :
  {f | AEStronglyMeasurable (↑↑((condExpL1CLM F' hm μ) f)) μ} =
    ⇑(condExpL1CLM F' hm μ) ⁻¹' {f | AEStronglyMeasurable (↑↑f) μ}
⊢ IsClosed (⇑(condExpL1CLM F' hm μ) ⁻¹' {f | AEStronglyMeasurable (↑↑f) μ})

Tactic:
]

Goal state after:
case refine_3
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
this :
  {f | AEStronglyMeasurable (↑↑((condExpL1CLM F' hm μ) f)) μ} =
    ⇑(condExpL1CLM F' hm μ) ⁻¹' {f | AEStronglyMeasurable (↑↑f) μ}
⊢ IsClosed (⇑(condExpL1CLM F' hm μ) ⁻¹' {f | AEStronglyMeasurable (↑↑f) μ})
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
a : α
ha : ↑↑(condExpIndSMul hm hs hμs x) a = (fun a ↦ ↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a • x) a
x✝ : a ∈ t
⊢ ↑‖(fun a ↦ ↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a • x) a‖₊ =
    ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a • x‖₊

Tactic:
]

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

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ) ↔
    Integrable (llr μ ν) μ ∧ Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ) ↔
    Integrable (llr μ ν) μ ∧ Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)
Module: Mathlib.InformationTheory.KullbackLeibler.ChainRule

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ Integrable (llr μ ν) μ ↔
    (∀ᵐ (x : 𝓧) ∂μ, Integrable (fun y ↦ llr μ ν (x, y).1) (κ x)) ∧
      Integrable (fun x ↦ ∫ (y : 𝓨), ‖llr μ ν (x, y).1‖ ∂κ x) μ

pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ AEStronglyMeasurable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ Integrable (llr μ ν) μ ↔
    (∀ᵐ (x : 𝓧) ∂μ, Integrable (fun y ↦ llr μ ν (x, y).1) (κ x)) ∧
      Integrable (fun x ↦ ∫ (y : 𝓨), ‖llr μ ν (x, y).1‖ ∂κ x) μ

𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ AEStronglyMeasurable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: α : Type u_1
β : Type u_2
m₀ : MeasurableSpace α
μ : Measure α
mβ : MeasurableSpace β
Y : α → β
hY : Measurable Y
inst✝ : SigmaFinite (μ.trim ⋯)
A : Set α
hA : MeasurableSet A
⊢ μ.real A = μ.real A

Tactic:
]

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
hm : m ≤ m₀
inst✝ : SigmaFinite (μ.trim hm)
f g : α → E
hf : Integrable f μ
hg_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn g s μ
hg_eq : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → ∫ (x : α) in s, g x ∂μ = ∫ (x : α) in s, f x ∂μ
hgm : AEStronglyMeasurable g μ
s : Set α
hs : MeasurableSet s
hμs : μ s < ∞
⊢ ∫ (x : α) in s, f x ∂μ = ∫ (x : α) in s, f x ∂μ

Tactic:
]

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : ¬IsFiniteMeasure μ
⊢ ¬IsFiniteMeasure μ

Tactic:
]

Goal state after:
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : ¬IsFiniteMeasure μ
⊢ ¬IsFiniteMeasure μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case neg
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : μ Set.univ = ∞
h : ¬SigmaFinite (μ.trim ⋯)
⊢ μ[f | ⊥] = fun x ↦ (μ.real Set.univ)⁻¹ • ∫ (x : α), f x ∂μ

Tactic:
]

Goal state after:
case neg
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : μ Set.univ = ∞
h : ¬SigmaFinite (μ.trim ⋯)
⊢ μ[f | ⊥] = fun x ↦ (μ.real Set.univ)⁻¹ • ∫ (x : α), f x ∂μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case neg
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : μ Set.univ = ∞
h : ¬SigmaFinite (μ.trim ⋯)
⊢ 0 = fun x ↦ (μ.real Set.univ)⁻¹ • ∫ (x : α), f x ∂μ

Tactic:
]

Goal state after:
case neg
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : μ Set.univ = ∞
h : ¬SigmaFinite (μ.trim ⋯)
⊢ 0 = fun x ↦ (μ.real Set.univ)⁻¹ • ∫ (x : α), f x ∂μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊ =
    (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊

pp: case hf
α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ Measurable fun a ↦ ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊

Tactic:
]

Goal state after:
case hf
α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ Measurable fun a ↦ ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
⊢ (fun x ↦ c) = fun x ↦ (μ.real Set.univ)⁻¹ • ∫ (x : α), f x ∂μ

Tactic:
]

Goal state after:
case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
⊢ (fun x ↦ c) = fun x ↦ (μ.real Set.univ)⁻¹ • ∫ (x : α), f x ∂μ
Module: Mathlib.InformationTheory.KullbackLeibler.ChainRule

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ Integrable (fun a ↦ ‖llr μ ν a‖) μ ↔ Integrable (fun x ↦ ‖llr μ ν x‖) μ

Tactic:
]

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

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ μ (s ∩ t) * ↑‖x‖₊ ≤ μ (s ∩ t) * ↑‖x‖₊

Tactic:
]

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

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
h_iff_κ : Integrable (llr μ ν) μ ↔ Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
⊢ Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ) ↔
    Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ) ∧ Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
h_iff_κ : Integrable (llr μ ν) μ ↔ Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
⊢ Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ) ↔
    Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ) ∧ Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
inst✝ : CompleteSpace F'
f : ↥(lpMeas F' ℝ m 1 μ)
g : ↥(Lp F' 1 (μ.trim hm)) := (lpMeasToLpTrimLie F' ℝ 1 μ hm) f
hfg : f = (lpMeasToLpTrimLie F' ℝ 1 μ hm).symm g
⊢ (condExpL1CLM F' hm μ) ↑((lpMeasToLpTrimLie F' ℝ 1 μ hm).symm g) = ↑((lpMeasToLpTrimLie F' ℝ 1 μ hm).symm g)

Tactic:
]

Goal state after:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
inst✝ : CompleteSpace F'
f : ↥(lpMeas F' ℝ m 1 μ)
g : ↥(Lp F' 1 (μ.trim hm)) := (lpMeasToLpTrimLie F' ℝ 1 μ hm) f
hfg : f = (lpMeasToLpTrimLie F' ℝ 1 μ hm).symm g
⊢ (condExpL1CLM F' hm μ) ↑((lpMeasToLpTrimLie F' ℝ 1 μ hm).symm g) = ↑((lpMeasToLpTrimLie F' ℝ 1 μ hm).symm g)
Module: Mathlib.InformationTheory.KullbackLeibler.ChainRule

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν✝ : μ ≪ ν
h_ac_κη✝ : μ ⊗ₘ κ ≪ μ ⊗ₘ η
h_iff_κ : Integrable (llr μ ν) μ ↔ Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
h_int : Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ)
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ Integrable (fun x ↦ ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) x).toReal * (log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal))
      (ν ⊗ₘ η) ↔
    Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ)

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν✝ : μ ≪ ν
h_ac_κη✝ : μ ⊗ₘ κ ≪ μ ⊗ₘ η
h_iff_κ : Integrable (llr μ ν) μ ↔ Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
h_int : Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ)
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ Integrable (fun x ↦ ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) x).toReal * (log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal))
      (ν ⊗ₘ η) ↔
    Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
h_integral : μ.real Set.univ • c = ∫ (x : α), f x ∂μ
⊢ (fun x ↦ c) = fun x ↦ c

pp: case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
h_integral : μ.real Set.univ • c = ∫ (x : α), f x ∂μ
⊢ μ.real Set.univ ≠ 0

Tactic:
]

Goal state after:
case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
h_integral : μ.real Set.univ • c = ∫ (x : α), f x ∂μ
⊢ μ.real Set.univ ≠ 0
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
x : G
⊢ (compLpL 2 μ (toSpanSingleton ℝ x)) ↑((condExpL2 ℝ ℝ hm) 0) = 0

Tactic:
]

Goal state after:
α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
x : G
⊢ (compLpL 2 μ (toSpanSingleton ℝ x)) ↑((condExpL2 ℝ ℝ hm) 0) = 0
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
h_integral : μ.real Set.univ • c = ∫ (x : α), f x ∂μ
⊢ ¬μ Set.univ = 0 ∧ ¬μ Set.univ = ∞

Tactic:
]

Goal state after:
case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
h_integral : μ.real Set.univ • c = ∫ (x : α), f x ∂μ
⊢ ¬μ Set.univ = 0 ∧ ¬μ Set.univ = ∞
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s t : Set α
hm : m ≤ m0
hs : MeasurableSet s
ht : MeasurableSet t
hμs : μ s ≠ ∞
hμt : μ t ≠ ∞
⊢ μ.real (t ∩ s) = μ.real (t ∩ s)

Tactic:
]

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

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
h_iff_κ : Integrable (llr μ ν) μ ↔ Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
h_int : Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ)
h_int_iff :
  Integrable (llr (μ ⊗ₘ κ) (ν ⊗ₘ η)) (μ ⊗ₘ κ) ↔
    Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ)
h_int1 : Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
⊢ Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ) ∧ Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)

Tactic:
]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
h_iff_κ : Integrable (llr μ ν) μ ↔ Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
h_int : Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ)
h_int_iff :
  Integrable (llr (μ ⊗ₘ κ) (ν ⊗ₘ η)) (μ ⊗ₘ κ) ↔
    Integrable (fun x ↦ log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal) (μ ⊗ₘ κ)
h_int1 : Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ)
⊢ Integrable (fun x ↦ llr μ ν x.1) (μ ⊗ₘ κ) ∧ Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
G' : Type u_6
inst✝² : NormedAddCommGroup G'
inst✝¹ : NormedSpace ℝ G'
inst✝ : CompleteSpace G'
m m0 : MeasurableSpace α
μ : Measure α
s t : Set α
hm : m ≤ m0
hs : MeasurableSet s
ht : MeasurableSet t
hμs : μ s ≠ ∞
hμt : μ t ≠ ∞
x : G'
⊢ μ.real (t ∩ s) • x = μ.real (t ∩ s) • x

Tactic:
]

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

Goal state before:
pp: case inl
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
⊢ 0[f | ⊥] =ᶠ[⊥] fun x ↦ (Measure.real 0 Set.univ)⁻¹ • ∫ (x : α), f x ∂0

Tactic:
]

Goal state after:
case inl
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
⊢ 0[f | ⊥] =ᶠ[⊥] fun x ↦ (Measure.real 0 Set.univ)⁻¹ • ∫ (x : α), f x ∂0