mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Kernel.Composition.RadonNikodym

Goal state before:
pp: case refine_4
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
hμν : μ ≪ ν
κ : Kernel α β
inst✝² : IsFiniteMeasure μ
inst✝¹ : IsFiniteMeasure ν
inst✝ : IsFiniteKernel κ
s : Set (α × β)
hs : MeasurableSet s
x✝ : (ν ⊗ₘ κ) s < ∞
h_key :
  ∀ (t₁ : Set α) (t₂ : Set β),
    MeasurableSet t₁ →
      MeasurableSet t₂ →
        ∫⁻ (x : α × β) in t₁ ×ˢ t₂, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
          ∫⁻ (x : α × β) in t₁ ×ˢ t₂, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
f' : ℕ → Set (α × β)
hf_disj : Pairwise (Function.onFun Disjoint f')
hf_meas : ∀ (i : ℕ), MeasurableSet (f' i)
hf_eq :
  ∀ (i : ℕ),
    ∫⁻ (x : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ = ∫⁻ (x : α × β) in f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
⊢ ∑' (i : ℕ), ∫⁻ (a : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) a ∂ν ⊗ₘ κ =
    ∑' (i : ℕ), ∫⁻ (a : α × β) in f' i, μ.rnDeriv ν a.1 ∂ν ⊗ₘ κ

Tactic:
]

Goal state after:
case refine_4
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
hμν : μ ≪ ν
κ : Kernel α β
inst✝² : IsFiniteMeasure μ
inst✝¹ : IsFiniteMeasure ν
inst✝ : IsFiniteKernel κ
s : Set (α × β)
hs : MeasurableSet s
x✝ : (ν ⊗ₘ κ) s < ∞
h_key :
  ∀ (t₁ : Set α) (t₂ : Set β),
    MeasurableSet t₁ →
      MeasurableSet t₂ →
        ∫⁻ (x : α × β) in t₁ ×ˢ t₂, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
          ∫⁻ (x : α × β) in t₁ ×ˢ t₂, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
f' : ℕ → Set (α × β)
hf_disj : Pairwise (Function.onFun Disjoint f')
hf_meas : ∀ (i : ℕ), MeasurableSet (f' i)
hf_eq :
  ∀ (i : ℕ),
    ∫⁻ (x : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ = ∫⁻ (x : α × β) in f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
⊢ ∑' (i : ℕ), ∫⁻ (a : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) a ∂ν ⊗ₘ κ =
    ∑' (i : ℕ), ∫⁻ (a : α × β) in f' i, μ.rnDeriv ν a.1 ∂ν ⊗ₘ κ
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsProbabilityMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hf_cont' : ContinuousOn f (Ici 0)
⊢ f (⨍ (x : 𝓧), (μ.rnDeriv ν x).toReal ∂ν) ≤ ⨍ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν

Tactic:
]

Goal state after:
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsProbabilityMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hf_cont' : ContinuousOn f (Ici 0)
⊢ f (⨍ (x : 𝓧), (μ.rnDeriv ν x).toReal ∂ν) ≤ ⨍ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν
Module: Mathlib.Probability.Kernel.Composition.CompProd

Goal state before:
pp: case refine_2.e_f
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f✝ : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f✝)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f✝)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f✝ a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b ↦ ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
f f' : SimpleFunc (β × γ) ℝ≥0∞
a✝ : Disjoint (Function.support ⇑f) (Function.support ⇑f')
hf_eq : ∫⁻ (a : β × γ), f a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) ∂η (a, a_1) ∂κ a
hf'_eq : ∫⁻ (a : β × γ), f' a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f' (a_1, c) ∂η (a, a_1) ∂κ a
b : β
⊢ ∫⁻ (c : γ), f (b, c) ∂η (a, b) + ∫⁻ (c : γ), f' (b, c) ∂η (a, b) =
    ∫⁻ (a : γ), f (b, a) ∂η (a, b) + ∫⁻ (a : γ), f' (b, a) ∂η (a, b)

pp: case refine_2.e_f.hf
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f✝ : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f✝)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f✝)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f✝ a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b ↦ ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
f f' : SimpleFunc (β × γ) ℝ≥0∞
a✝ : Disjoint (Function.support ⇑f) (Function.support ⇑f')
hf_eq : ∫⁻ (a : β × γ), f a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) ∂η (a, a_1) ∂κ a
hf'_eq : ∫⁻ (a : β × γ), f' a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f' (a_1, c) ∂η (a, a_1) ∂κ a
b : β
⊢ Measurable fun c ↦ f (b, c)

Tactic:
]

Goal state after:
case refine_2.e_f.hf
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f✝ : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f✝)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f✝)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f✝ a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b ↦ ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
f f' : SimpleFunc (β × γ) ℝ≥0∞
a✝ : Disjoint (Function.support ⇑f) (Function.support ⇑f')
hf_eq : ∫⁻ (a : β × γ), f a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) ∂η (a, a_1) ∂κ a
hf'_eq : ∫⁻ (a : β × γ), f' a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f' (a_1, c) ∂η (a, a_1) ∂κ a
b : β
⊢ Measurable fun c ↦ f (b, c)
Module: Mathlib.Probability.Kernel.Composition.RadonNikodym

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
κ η : Kernel α β
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
⊢ (ν.withDensity (μ.rnDeriv ν) ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) =ᵐ[ν ⊗ₘ η]
    (μ.singularPart ν ⊗ₘ κ + ν.withDensity (μ.rnDeriv ν) ⊗ₘ κ).rnDeriv (ν ⊗ₘ η)

Tactic:
]

Goal state after:
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
κ η : Kernel α β
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
⊢ (ν.withDensity (μ.rnDeriv ν) ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) =ᵐ[ν ⊗ₘ η]
    (μ.singularPart ν ⊗ₘ κ + ν.withDensity (μ.rnDeriv ν) ⊗ₘ κ).rnDeriv (ν ⊗ₘ η)
Module: Mathlib.Probability.Kernel.Composition.CompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β × γ → ℝ≥0∞
hf : Measurable f
g : β → γ → ℝ≥0∞ := Function.curry f
⊢ ∫⁻ (bc : β × γ), f bc ∂(κ ⊗ₖ η) a = ∫⁻ (bc : β × γ), g bc.1 bc.2 ∂(κ ⊗ₖ η) a

pp: case hf
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β × γ → ℝ≥0∞
hf : Measurable f
g : β → γ → ℝ≥0∞ := Function.curry f
⊢ Measurable (Function.uncurry g)

Tactic:
]

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β × γ → ℝ≥0∞
hf : Measurable f
g : β → γ → ℝ≥0∞ := Function.curry f
⊢ ∫⁻ (bc : β × γ), f bc ∂(κ ⊗ₖ η) a = ∫⁻ (bc : β × γ), g bc.1 bc.2 ∂(κ ⊗ₖ η) a

case hf
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β × γ → ℝ≥0∞
hf : Measurable f
g : β → γ → ℝ≥0∞ := Function.curry f
⊢ Measurable (Function.uncurry g)
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
⊢ (ν univ)⁻¹ ≠ ∞

Tactic:
by simp [hν]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
⊢ (ν univ)⁻¹ ≠ ∞

Tactic:
by simp [hν]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h1' : μ'.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹ • μ.rnDeriv ν'
⊢ μ'.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹ • μ.rnDeriv ν'

pp: case hc
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h1' : μ'.rnDeriv ν' =ᵐ[ν'] (ν univ)⁻¹ • μ.rnDeriv ν'
⊢ (ν univ)⁻¹ ≠ 0

Tactic:
]

Goal state after:
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h1' : μ'.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹ • μ.rnDeriv ν'
⊢ μ'.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹ • μ.rnDeriv ν'

case hc
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h1' : μ'.rnDeriv ν' =ᵐ[ν'] (ν univ)⁻¹ • μ.rnDeriv ν'
⊢ (ν univ)⁻¹ ≠ 0
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h1' : μ'.rnDeriv ν' =ᵐ[ν'] (ν univ)⁻¹ • μ.rnDeriv ν'
h1 : μ'.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹ • μ.rnDeriv ν'
⊢ (ν univ)⁻¹ ≠ ∞

Tactic:
by simp [hν]

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: case pos.h_ind.e_a
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝³ : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝² : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f✝ : β × γ → E
hE : CompleteSpace E
c : E
s : Set (β × γ)
hs : MeasurableSet s
h2s : ((κ ⊗ₖ η) a) s < ∞
⊢ (((κ ⊗ₖ η) a) s).toReal = (∫⁻ (a_1 : β), (η (a, a_1)) (Prod.mk a_1 ⁻¹' s) ∂κ a).toReal

pp: case pos.h_ind.e_a.hfm
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝³ : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝² : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f✝ : β × γ → E
hE : CompleteSpace E
c : E
s : Set (β × γ)
hs : MeasurableSet s
h2s : ((κ ⊗ₖ η) a) s < ∞
⊢ AEMeasurable (fun x ↦ (η (a, x)) (Prod.mk x ⁻¹' s)) (κ a)

pp: case pos.h_ind.e_a.hf
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝³ : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝² : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f✝ : β × γ → E
hE : CompleteSpace E
c : E
s : Set (β × γ)
hs : MeasurableSet s
h2s : ((κ ⊗ₖ η) a) s < ∞
⊢ ∀ᵐ (x : β) ∂κ a, (η (a, x)) (Prod.mk x ⁻¹' s) < ∞

Tactic:
]

Goal state after:
case pos.h_ind.e_a
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝³ : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝² : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f✝ : β × γ → E
hE : CompleteSpace E
c : E
s : Set (β × γ)
hs : MeasurableSet s
h2s : ((κ ⊗ₖ η) a) s < ∞
⊢ (((κ ⊗ₖ η) a) s).toReal = (∫⁻ (a_1 : β), (η (a, a_1)) (Prod.mk a_1 ⁻¹' s) ∂κ a).toReal

case pos.h_ind.e_a.hfm
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝³ : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝² : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f✝ : β × γ → E
hE : CompleteSpace E
c : E
s : Set (β × γ)
hs : MeasurableSet s
h2s : ((κ ⊗ₖ η) a) s < ∞
⊢ AEMeasurable (fun x ↦ (η (a, x)) (Prod.mk x ⁻¹' s)) (κ a)

case pos.h_ind.e_a.hf
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝³ : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝² : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f✝ : β × γ → E
hE : CompleteSpace E
c : E
s : Set (β × γ)
hs : MeasurableSet s
h2s : ((κ ⊗ₖ η) a) s < ∞
⊢ ∀ᵐ (x : β) ∂κ a, (η (a, x)) (Prod.mk x ⁻¹' s) < ∞
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h1' : μ'.rnDeriv ν' =ᵐ[ν'] (ν univ)⁻¹ • μ.rnDeriv ν'
h1✝ : μ'.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹ • μ.rnDeriv ν'
h2✝ : μ.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹⁻¹ • μ.rnDeriv ν
x : 𝓧
h1 : μ'.rnDeriv ν' x = ((ν univ)⁻¹ • μ.rnDeriv ν') x
h2 : μ.rnDeriv ν' x = ((ν univ)⁻¹⁻¹ • μ.rnDeriv ν) x
⊢ (ν univ)⁻¹ * ((ν univ)⁻¹⁻¹ • μ.rnDeriv ν) x = μ.rnDeriv ν x

Tactic:
]

Goal state after:
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h1' : μ'.rnDeriv ν' =ᵐ[ν'] (ν univ)⁻¹ • μ.rnDeriv ν'
h1✝ : μ'.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹ • μ.rnDeriv ν'
h2✝ : μ.rnDeriv ν' =ᵐ[ν] (ν univ)⁻¹⁻¹ • μ.rnDeriv ν
x : 𝓧
h1 : μ'.rnDeriv ν' x = ((ν univ)⁻¹ • μ.rnDeriv ν') x
h2 : μ.rnDeriv ν' x = ((ν univ)⁻¹⁻¹ • μ.rnDeriv ν) x
⊢ (ν univ)⁻¹ * ((ν univ)⁻¹⁻¹ • μ.rnDeriv ν) x = μ.rnDeriv ν x
Module: Mathlib.Probability.Kernel.Composition.RadonNikodym

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ : Measure α
κ η : Kernel α β
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteKernel κ
inst✝¹ : IsFiniteKernel η
h_ac : μ ⊗ₘ κ ≪ μ ⊗ₘ η
ν : Measure α
inst✝ : IsFiniteMeasure ν
p : α × β
hp : (μ ⊗ₘ η).rnDeriv (ν ⊗ₘ η) p = μ.rnDeriv ν p.1
⊢ μ.rnDeriv ν p.1 * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) p = μ.rnDeriv ν p.1 * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) p

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.CompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β × γ → ℝ≥0∞
hf : AEMeasurable f ((κ ⊗ₖ η) a)
A : ∫⁻ (z : β × γ), f z ∂(κ ⊗ₖ η) a = ∫⁻ (z : β × γ), AEMeasurable.mk f hf z ∂(κ ⊗ₖ η) a
B : ∫⁻ (x : β), ∫⁻ (y : γ), f (x, y) ∂η (a, x) ∂κ a = ∫⁻ (x : β), ∫⁻ (y : γ), AEMeasurable.mk f hf (x, y) ∂η (a, x) ∂κ a
⊢ ∫⁻ (b : β), ∫⁻ (c : γ), AEMeasurable.mk f hf (b, c) ∂η (a, b) ∂κ a =
    ∫⁻ (x : β), ∫⁻ (y : γ), AEMeasurable.mk f hf (x, y) ∂η (a, x) ∂κ a

pp: case hf
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β × γ → ℝ≥0∞
hf : AEMeasurable f ((κ ⊗ₖ η) a)
A : ∫⁻ (z : β × γ), f z ∂(κ ⊗ₖ η) a = ∫⁻ (z : β × γ), AEMeasurable.mk f hf z ∂(κ ⊗ₖ η) a
B : ∫⁻ (x : β), ∫⁻ (y : γ), f (x, y) ∂η (a, x) ∂κ a = ∫⁻ (x : β), ∫⁻ (y : γ), AEMeasurable.mk f hf (x, y) ∂η (a, x) ∂κ a
⊢ Measurable (AEMeasurable.mk f hf)

Tactic:
]

Goal state after:
case hf
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β × γ → ℝ≥0∞
hf : AEMeasurable f ((κ ⊗ₖ η) a)
A : ∫⁻ (z : β × γ), f z ∂(κ ⊗ₖ η) a = ∫⁻ (z : β × γ), AEMeasurable.mk f hf z ∂(κ ⊗ₖ η) a
B : ∫⁻ (x : β), ∫⁻ (y : γ), f (x, y) ∂η (a, x) ∂κ a = ∫⁻ (x : β), ∫⁻ (y : γ), AEMeasurable.mk f hf (x, y) ∂η (a, x) ∂κ a
⊢ Measurable (AEMeasurable.mk f hf)
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: case pos.h_ind.e_a
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝³ : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝² : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f✝ : β × γ → E
hE : CompleteSpace E
c : E
s : Set (β × γ)
hs : MeasurableSet s
h2s : ((κ ⊗ₖ η) a) s < ∞
⊢ (∫⁻ (b : β), (η (a, b)) (Prod.mk b ⁻¹' s) ∂κ a).toReal = (∫⁻ (a_1 : β), (η (a, a_1)) (Prod.mk a_1 ⁻¹' s) ∂κ a).toReal

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
hf : ¬Integrable (fun x ↦ rexp (f x)) μ
⊢ (μ.withDensity fun x ↦ ENNReal.ofReal (rexp (f x) / 0)) = 0

Tactic:
]

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
hf : ¬Integrable (fun x ↦ rexp (f x)) μ
⊢ (μ.withDensity fun x ↦ ENNReal.ofReal (rexp (f x) / 0)) = 0
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: case inl
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
c : ℝ
h : μ = 0
⊢ (Measure.tilted 0 fun x ↦ c) = (0 Set.univ)⁻¹ • 0

Tactic:
]

Goal state after:
case inl
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
c : ℝ
h : μ = 0
⊢ (Measure.tilted 0 fun x ↦ c) = (0 Set.univ)⁻¹ • 0
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: case neg.e_a
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
c : ℝ
h0 : NeZero μ
h_univ : ¬μ Set.univ = ∞
⊢ (μ Set.univ)⁻¹ = (μ Set.univ)⁻¹

pp: case neg.e_a
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
c : ℝ
h0 : NeZero μ
h_univ : ¬μ Set.univ = ∞
⊢ (μ Set.univ)⁻¹ ≠ ∞

Tactic:
]

Goal state after:
case neg.e_a
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
c : ℝ
h0 : NeZero μ
h_univ : ¬μ Set.univ = ∞
⊢ (μ Set.univ)⁻¹ ≠ ∞
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hfg : f =ᵐ[μ] g
x : α
hx : f x = g x
⊢ rexp (g x) = rexp (g x)

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hfg : f =ᵐ[μ] g
h_int_eq : ∫ (x : α), rexp (f x) ∂μ = ∫ (x : α), rexp (g x) ∂μ
x : α
hx : f x = g x
⊢ ENNReal.ofReal (rexp (g x) / ∫ (x : α), rexp (g x) ∂μ) = ENNReal.ofReal (rexp (g x) / ∫ (x : α), rexp (g x) ∂μ)

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
⊢ (μ.withDensity fun x ↦ ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ)) =
    μ.withDensity fun x ↦ ↑(NNReal.mk (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) ⋯)

Tactic:
]

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
⊢ (μ.withDensity fun x ↦ ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ)) =
    μ.withDensity fun x ↦ ↑(NNReal.mk (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) ⋯)
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: case e_f
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
x : α
⊢ ↑(NNReal.mk (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) ?e_f✝) = ↑(NNReal.mk (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) ⋯)

pp: case e_f
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
x : α
⊢ 0 ≤ rexp (f x) / ∫ (x : α), rexp (f x) ∂μ

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
s : Set α
hs : MeasurableSet s
⊢ ∫⁻ (a : α) in s, ENNReal.ofReal (rexp (f a) / ∫ (x : α), rexp (f x) ∂μ) ∂μ =
    ∫⁻ (a : α) in s, ENNReal.ofReal (rexp (f a) / ∫ (x : α), rexp (f x) ∂μ) ∂μ

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : SFinite μ
f : α → ℝ
s : Set α
⊢ ∫⁻ (a : α) in s, ENNReal.ofReal (rexp (f a) / ∫ (x : α), rexp (f x) ∂μ) ∂μ =
    ∫⁻ (a : α) in s, ENNReal.ofReal (rexp (f a) / ∫ (x : α), rexp (f x) ∂μ) ∂μ

Tactic:
]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h_rnDeriv_eq : μ'.rnDeriv ν' =ᵐ[ν] μ.rnDeriv ν
⊢ (ν univ).toReal⁻¹ * ∫ (x : 𝓧), f (μ'.rnDeriv ν' x).toReal ∂ν =
    (ν.real univ)⁻¹ * ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν

Tactic:
]

Goal state after:
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
f : ℝ → ℝ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont : ContinuousWithinAt f (Ici 0) 0
hf_int : Integrable (fun x ↦ f (μ.rnDeriv ν x).toReal) ν
hμν : μ ≪ ν
hν : ¬ν = 0
this✝ : NeZero ν
μ' : Measure 𝓧 := (ν univ)⁻¹ • μ
ν' : Measure 𝓧 := (ν univ)⁻¹ • ν
this : IsFiniteMeasure μ'
hμν' : μ' ≪ ν'
h_rnDeriv_eq : μ'.rnDeriv ν' =ᵐ[ν] μ.rnDeriv ν
⊢ (ν univ).toReal⁻¹ * ∫ (x : 𝓧), f (μ'.rnDeriv ν' x).toReal ∂ν =
    (ν.real univ)⁻¹ * ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν