mathlib-initiative/mathlib-tactics huggingface dataset:
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 * μ.rnDeriv ν x = μ.rnDeriv ν x

Tactic:
ENNReal.inv_mul_cancel,

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
⊢ 1 * μ.rnDeriv ν x = μ.rnDeriv ν x

case h0
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 ≠ 0

case ht
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 ≠ ∞
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:
simp

Goal state after:
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:
simp

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : IsProbabilityMeasure μ
c : ℝ
⊢ (μ.tilted fun x ↦ c) = μ

Tactic:
simp

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

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

Tactic:
simp

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : IsProbabilityMeasure μ
⊢ μ.tilted 0 = μ

Tactic:
simp

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

Goal state before:
pp: case ht
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 ≠ ∞

Tactic:
simp

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
⊢ (μ.tilted f) s = ∫⁻ (a : α) in s, ENNReal.ofReal (rexp (f a) / ∫ (x : α), rexp (f x) ∂μ) ∂μ

Tactic:
rw [Measure.tilted, withDensity_apply' _ s]

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

Goal state before:
pp: case pos.h_add
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
f g : β × γ → E
a✝ : Disjoint (support f) (support g)
i_f : Integrable f ((κ ⊗ₖ η) a)
i_g : Integrable g ((κ ⊗ₖ η) a)
⊢ ∫ (z : β × γ), f z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), f (x, y) ∂η (a, x) ∂κ a →
    ∫ (z : β × γ), g z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), g (x, y) ∂η (a, x) ∂κ a →
      ∫ (z : β × γ), (f + g) z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), (f + g) (x, y) ∂η (a, x) ∂κ a

Tactic:
hf

Goal state after:
case pos.h_add
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
f g : β × γ → E
a✝ : Disjoint (support f) (support g)
i_f : Integrable f ((κ ⊗ₖ η) a)
i_g : Integrable g ((κ ⊗ₖ η) a)
hf : ∫ (z : β × γ), f z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), f (x, y) ∂η (a, x) ∂κ a
⊢ ∫ (z : β × γ), g z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), g (x, y) ∂η (a, x) ∂κ a →
    ∫ (z : β × γ), (f + g) z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), (f + g) (x, y) ∂η (a, x) ∂κ a
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: case ht
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
inst✝ : NeZero μ
hf : Integrable (fun x ↦ rexp (f x)) μ
⊢ ENNReal.ofReal (∫ (x : α), rexp (f x) ∂μ) ≠ ∞

Tactic:
simp

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

Goal state before:
pp: case neg
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
η : Kernel (α × β) γ
inst✝ : IsFiniteKernel η
a : α
hκ : ¬IsSFiniteKernel κ
⊢ (0 a) Set.univ ≤ (κ a) Set.univ * η.bound

Tactic:
simp

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

Goal state before:
pp: case h_ae
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
f g : β × γ → E
hfg : f =ᵐ[(κ ⊗ₖ η) a] g
a✝ : Integrable f ((κ ⊗ₖ η) a)
⊢ ∫ (z : β × γ), f z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), f (x, y) ∂η (a, x) ∂κ a →
    ∫ (z : β × γ), g z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), g (x, y) ∂η (a, x) ∂κ a

Tactic:
hf

Goal state after:
case h_ae
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
f g : β × γ → E
hfg : f =ᵐ[(κ ⊗ₖ η) a] g
a✝ : Integrable f ((κ ⊗ₖ η) a)
hf : ∫ (z : β × γ), f z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), f (x, y) ∂η (a, x) ∂κ a
⊢ ∫ (z : β × γ), g z ∂(κ ⊗ₖ η) a = ∫ (x : β), ∫ (y : γ), g (x, y) ∂η (a, x) ∂κ a
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: case neg
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
g : α → ℝ≥0∞
s : Set α
hs : MeasurableSet s
hf : ¬AEMeasurable f μ
hf' : ¬Integrable (fun x ↦ rexp (f x)) μ
⊢ 0 = ∫⁻ (x : α) in s, ENNReal.ofReal (rexp (f x) / 0) * g x ∂μ

Tactic:
simp

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

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ : Measure 𝓧
𝓨 : Type u_2
m𝓨 : MeasurableSpace 𝓨
κ η : Kernel 𝓧 𝓨
inst✝² : IsFiniteMeasure μ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsFiniteKernel η
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
s : Set 𝓧
hs : MeasurableSet s
hsμ : μ s < ∞
⊢ ∫⁻ (a : 𝓧) in s, ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a ∂μ =
    ∫⁻ (a : 𝓧) in s, ∫⁻ (b : 𝓨) in univ, (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a ∂μ

Tactic:
simp

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

Goal state before:
pp: case neg
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
μ : Kernel α β
κ η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
hμ : ¬IsSFiniteKernel μ
⊢ μ ⊗ₖ (κ + η) = μ ⊗ₖ κ + μ ⊗ₖ η

Tactic:
simp [hμ]

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

Goal state before:
pp: case neg
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : SFinite μ
f : α → ℝ
g : α → ℝ≥0∞
s : Set α
hf : ¬AEMeasurable f μ
hf' : ¬Integrable (fun x ↦ rexp (f x)) μ
⊢ 0 = ∫⁻ (x : α) in s, ENNReal.ofReal (rexp (f x) / 0) * g x ∂μ

Tactic:
simp

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
g : α → ℝ≥0∞
⊢ ∫⁻ (x : α), g x ∂μ.tilted f = ∫⁻ (x : α), ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) * g x ∂μ

Tactic:
rw [← setLIntegral_univ, setLIntegral_tilted' f g MeasurableSet.univ, setLIntegral_univ]

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

Goal state before:
pp: case neg
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : α → ℝ
g : α → E
s : Set α
hs : MeasurableSet s
hf : ¬AEMeasurable f μ
hf' : ¬Integrable (fun x ↦ rexp (f x)) μ
⊢ 0 = ∫ (x : α) in s, (rexp (f x) / 0) • g x ∂μ

Tactic:
simp

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

Goal state before:
pp: α : Type u_1
β : Type u_2
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
inst✝ : NormedAddCommGroup E
κ : Kernel α β
μ : Measure α
f : β → E
hf : AEStronglyMeasurable f (⇑κ ∘ₘ μ)
⊢ (∀ᵐ (y : α) ∂(Kernel.const Unit μ) (), Integrable f (κ y)) ∧
      Integrable (fun y ↦ ∫ (z : β), ‖f z‖ ∂κ y) ((Kernel.const Unit μ) ()) ↔
    (∀ᵐ (x : α) ∂μ, Integrable f (κ x)) ∧ Integrable (fun x ↦ ∫ (y : β), ‖f y‖ ∂κ x) μ

Tactic:
simp

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

Goal state before:
pp: case neg
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite μ
f : α → ℝ
g : α → E
s : Set α
hf : ¬AEMeasurable f μ
hf' : ¬Integrable (fun x ↦ rexp (f x)) μ
⊢ 0 = ∫ (x : α) in s, (rexp (f x) / 0) • g x ∂μ

Tactic:
simp

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

Goal state before:
pp: case inl
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f g : α → ℝ
h : μ = 0
⊢ ∫ (x : α), rexp (g x) ∂Measure.tilted 0 f = (∫ (x : α), rexp ((f + g) x) ∂0) / ∫ (x : α), rexp (f x) ∂0

Tactic:
simp

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
⊢ ↑c ≠ ∞

Tactic:
simp

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.tilted (f + -f) = (μ Set.univ)⁻¹ • μ

Tactic:
simp

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
h : μ = 0
x✝¹ : Set α
x✝ : 0 x✝¹ = 0
⊢ 0 x✝¹ = 0

Tactic:
simp

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr (↑c • μ) ν x = llr μ ν x + log (↑c).toReal
⊢ llr μ ν x + log (↑c).toReal = llr μ ν x + log ↑c

Tactic:
simp

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✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
c : E
s : Set γ
hs : MeasurableSet s
ms : ((η ∘ₖ κ) a) s < ∞
⊢ (((η ∘ₖ κ) a) s).toReal = (∫⁻ (a : β), (η a) 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✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
c : E
s : Set γ
hs : MeasurableSet s
ms : ((η ∘ₖ κ) a) s < ∞
⊢ AEMeasurable (fun x ↦ (η x) 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✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
c : E
s : Set γ
hs : MeasurableSet s
ms : ((η ∘ₖ κ) a) s < ∞
⊢ ∀ᵐ (x : β) ∂κ a, (η x) s < ∞

Tactic:
Kernel.comp_apply' _ _ _ hs

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✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
c : E
s : Set γ
hs : MeasurableSet s
ms : ((η ∘ₖ κ) a) s < ∞
⊢ (∫⁻ (b : β), (η b) s ∂κ a).toReal = (∫⁻ (a : β), (η a) 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✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
c : E
s : Set γ
hs : MeasurableSet s
ms : ((η ∘ₖ κ) a) s < ∞
⊢ AEMeasurable (fun x ↦ (η x) 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✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
f✝ : γ → E
hE : CompleteSpace E
c : E
s : Set γ
hs : MeasurableSet s
ms : ((η ∘ₖ κ) a) s < ∞
⊢ ∀ᵐ (x : β) ∂κ a, (η x) s < ∞
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: case pos
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : α → ℝ
hf : Integrable (fun x ↦ rexp (f x)) μ
g : α → E
hμ : μ = 0
⊢ Integrable g (μ.tilted f) ↔ Integrable (fun x ↦ rexp (f x) • g x) μ

Tactic:
simp [hμ]

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : α → ℝ
hf : Integrable (fun x ↦ rexp (f x)) μ
g : α → E
hμ : ¬μ = 0
hf_meas : AEMeasurable f μ
⊢ ∀ᵐ (x : α) ∂μ, ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) < ∞

Tactic:
simp

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
x : α
hx : llr μ (↑c • ν) x = llr μ ν x - log (↑c).toReal
⊢ llr μ ν x - log (↑c).toReal = llr μ ν x - log ↑c

Tactic:
simp

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
f : α → ℝ
μ ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
⊢ ∀ (a : α), ENNReal.ofReal (rexp (f a) / ∫ (x : α), rexp (f x) ∂ν) ≠ ∞

Tactic:
simp

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

Goal state before:
pp: case refine_2
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
ν : Measure α
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hfν : AEMeasurable f ν
g : α → ℝ≥0∞ := fun x ↦ ENNReal.ofReal (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ)
⊢ ∀ᵐ (x : α) ∂μ, g x ≠ ∞

Tactic:
· exact ae_of_all _ (fun x ↦ by simp [g])

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

Goal state before:
pp: α : Type u_5
β : Type u_6
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
μ : Measure α
inst✝³ : SFinite μ
inst✝² : IsSFiniteKernel κ
E : Type u_8
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : α × β → E
hf : Integrable f (μ ⊗ₘ κ)
⊢ ∫ (x : α), ∫ (y : β), f (x, y) ∂(prodMkLeft Unit κ) ((), x) ∂(Kernel.const Unit μ) () =
    ∫ (a : α), ∫ (b : β), f (a, b) ∂κ a ∂μ

Tactic:
simp

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

Goal state before:
pp: α : Type u_5
β : Type u_6
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
μ : Measure α
inst✝³ : SFinite μ
inst✝² : IsSFiniteKernel κ
E : Type u_8
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
s : Set α
hs : MeasurableSet s
t : Set β
ht : MeasurableSet t
f : α × β → E
hf : IntegrableOn f (s ×ˢ t) (μ ⊗ₘ κ)
⊢ ∫ (x : α) in s, ∫ (y : β) in t, f (x, y) ∂(prodMkLeft Unit κ) ((), x) ∂(Kernel.const Unit μ) () =
    ∫ (a : α) in s, ∫ (b : β) in t, f (a, b) ∂κ a ∂μ

Tactic:
simp

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

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
𝓨 : Type u_2
m𝓨 : MeasurableSpace 𝓨
κ η : Kernel 𝓧 𝓨
f : ℝ → ℝ
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int✝ :
  (∀ᵐ (x : 𝓧) ∂ν, Integrable (fun y ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal) (η x)) ∧
    Integrable (fun x ↦ ∫ (y : 𝓨), ‖f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal‖ ∂η x) ν
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
h_lt_top✝ : ∀ᵐ (a : 𝓧) ∂ν, ∀ᵐ (b : 𝓨) ∂η a, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b) < ∞
h_integrable :
  (∀ᵐ (x : 𝓧) ∂ν, Integrable (fun y ↦ ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal) (η x)) ∧
    Integrable (fun x ↦ ∫ (y : 𝓨), ‖((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal‖ ∂η x) ν
h_ae1 : ∀ᵐ (a : 𝓧) ∂ν, μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a
h_ae2 :
  ∀ᵐ (a : 𝓧) ∂ν, ∀ᵐ (b : 𝓨) ∂η a, μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) = (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)
a : 𝓧
h_eq_one : μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a
h_mul_eq : ∀ᵐ (b : 𝓨) ∂η a, μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) = (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)
h_lt_top : ∀ᵐ (b : 𝓨) ∂η a, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b) < ∞
h_int' : Integrable (fun y ↦ ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, y)).toReal) (η a)
h_int : Integrable (fun y ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, y)).toReal) (η a)
⊢ ∀ᵐ (x : 𝓨) ∂η a, ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, x)).toReal ∈ Ici 0

Tactic:
simp

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

Goal state before:
pp: ⊢ derivWithin klFun (Ioi 1) 1 = 0

Tactic:
simp

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

Goal state before:
pp: ⊢ derivWithin klFun (Iio 1) 1 = 0

Tactic:
simp

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

Goal state before:
pp: ⊢ 1 ∈ interior (Ici 0)

Tactic:
simp

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

Goal state before:
pp: case e'_3
α : Type u_1
mα : MeasurableSpace α
ν : Measure α
inst✝ : IsFiniteMeasure ν
⊢ ν univ = ENNReal.ofReal (∫ (x : α), llr 0 ν x ∂0 + ν.real univ - Measure.real 0 univ)

Tactic:
simp

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

Goal state before:
pp: case pos.inl
α : Type u_1
mα : MeasurableSpace α
ν : Measure α
inst✝¹ : IsFiniteMeasure ν
c : ℝ≥0
hc : c = 0
inst✝ : IsFiniteMeasure 0
hμν : 0 ≪ ν
h_int : Integrable (llr 0 ν) 0
⊢ (klDiv 0 0).toReal = 0

Tactic:
simp

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

Goal state before:
pp: case pos.inr
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
c : ℝ≥0
hc : c = 0
hμ : NeZero μ
⊢ (klDiv μ 0).toReal = 0

Tactic:
simp

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
c : ℝ≥0
hc : ¬c = 0
h_llr_left : llr (c⁻¹ • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c⁻¹
h_llr_right : llr μ (c • ν) =ᵐ[μ] fun x ↦ llr μ ν x - log ↑c
h_smul : ∀ (c : ℝ≥0) (a : ℝ), c • a = ↑c * a
⊢ ↑c ≠ ∞

Tactic:
simp

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

Goal state before:
pp: case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : c ≠ 0
hc' : ↑c ≠ 0
hμ_smul : μ = c • c⁻¹ • μ
hν_smul : ν = c⁻¹ • c • ν
hμν : μ ≪ ν
hμν_right : μ ≪ c • ν
h_int : ¬Integrable (llr μ ν) μ
⊢ ¬Integrable (llr μ (c • ν)) μ

Tactic:
· refine fun h_contra ↦ h_int ?_
      rw [hν_smul]
      have : IsFiniteMeasure ((c : ℝ≥0∞) • ν) := by
        simp only [Measure.coe_nnreal_smul]
        infer_instance
      have h := llr_smul_nnreal_right (hμν.smul_right hc') c⁻¹ (by simpa)
      simp only [Measure.coe_nnreal_smul, NNReal.coe_inv, log_inv, sub_neg_eq_add] at h
      rw [integrable_congr h]
      fun_prop

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

Goal state before:
pp: case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
hμ : μ = 0
⊢ 0 ≤ ∫ (x : α), llr μ ν x ∂μ + μ.real univ * log (ν.real univ) + 1 - μ.real univ

Tactic:
simp [hμ]

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
hμ : ¬μ = 0
hν : ¬ν = 0
this : NeZero ν
ν' : Measure α := (ν univ)⁻¹ • ν
⊢ (ν univ)⁻¹ ≠ 0

Tactic:
simp

Goal state after: