mathlib-initiative/mathlib-tactics huggingface dataset:
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
s : Set β
t : Set γ
hs : MeasurableSet s
ht : MeasurableSet t
a : α
u : Set (β × γ)
hu : MeasurableSet u
b : β
⊢ (η (a, b)) {c | (b, c) ∈ u ∧ b ∈ s ∧ c ∈ t} = s.indicator (fun b ↦ (η (a, b)) ({c | (b, c) ∈ u} ∩ t)) b

Tactic:
rw [Set.indicator_apply]
    split_ifs with h
    · simp only [h, true_and, Set.inter_def, Set.mem_ofPred]
    · simp only [h, false_and, and_false, Set.ofPred_false, measure_empty]

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

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ : Measure α
inst✝ : SFinite μ
f : α → β
hf : Measurable f
⊢ ⇑(Kernel.id ×ₖ Kernel.deterministic f hf) ∘ₘ μ = map (fun a ↦ (a, f a)) μ

Tactic:
Kernel.id,

Goal state after:
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ : Measure α
inst✝ : SFinite μ
f : α → β
hf : Measurable f
⊢ ⇑(Kernel.deterministic id ⋯ ×ₖ Kernel.deterministic f hf) ∘ₘ μ = map (fun a ↦ (a, f a)) μ
Module: Mathlib.Probability.Kernel.MeasurableIntegral

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
a : α
E : Type u_4
inst✝² : NormedAddCommGroup E
η : Kernel (α × β) γ
inst✝¹ : IsSFiniteKernel η
inst✝ : NormedSpace ℝ E
f : γ × β → E
hf : StronglyMeasurable f
⊢ StronglyMeasurable fun y ↦ ∫ (x : γ), f (x, y) ∂η (a, y)

Tactic:
change
    StronglyMeasurable
      ((fun y => ∫ x, (fun u : γ × α × β => f (u.1, u.2.2)) (x, y) ∂η y) ∘ fun x => (a, x))
  apply StronglyMeasurable.comp_measurable _ (measurable_prodMk_left (m := mα))
  · have := MeasureTheory.StronglyMeasurable.integral_kernel_prod_left' (κ := η)
      (hf.comp_measurable (measurable_fst.prodMk measurable_snd.snd))
    simpa using this

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

Goal state before:
pp: case pos.h_ind
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 < ∞
⊢ ∫ (z : β × γ), s.indicator (fun x ↦ c) z ∂(κ ⊗ₖ η) a =
    ∫ (x : β), ∫ (y : γ), s.indicator (fun x ↦ c) (x, y) ∂η (a, x) ∂κ a

Tactic:
simp_rw [integral_indicator hs, ← indicator_comp_right, Function.comp_def,
      integral_indicator (measurable_prodMk_left hs), MeasureTheory.setIntegral_const,
      integral_smul_const, measureReal_def]

Goal state after:
case pos.h_ind
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 • c = (∫ (x : β), ((η (a, x)) (Prod.mk x ⁻¹' s)).toReal ∂κ a) • c
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: case pos
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
a : 𝓧
ha : μ.rnDeriv ν a ≠ 0 → ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = (κ a) univ
h0 : μ.rnDeriv ν a = 0
⊢ μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a

Tactic:
simp [h0]

Goal state after:
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✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite μ
f : α → ℝ
g : α → E
s : Set α
hf : AEMeasurable f μ
⊢ ∫ (x : α) in s, g x ∂μ.tilted f = ∫ (x : α) in s, (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) • g x ∂μ

Tactic:
rw [tilted_eq_withDensity_nnreal, setIntegral_withDensity_eq_setIntegral_smul₀']

Goal state after:
case pos
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
⊢ ∫ (x : α) in s, NNReal.mk (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) ⋯ • g x ∂μ =
    ∫ (x : α) in s, (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) • g x ∂μ

case pos.hf
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
⊢ AEMeasurable (fun x ↦ NNReal.mk (rexp (f x) / ∫ (x : α), rexp (f x) ∂μ) ⋯) (μ.restrict s)
Module: Mathlib.MeasureTheory.Function.LpSeminorm.Trim

Goal state before:
pp: case pos
α : Type u_1
ε : Type u_3
m m0 : MeasurableSpace α
p : ℝ≥0∞
μ : Measure α
inst✝¹ : TopologicalSpace ε
inst✝ : ContinuousENorm ε
hm : m ≤ m0
f : α → ε
hf : StronglyMeasurable f
h0 : p = 0
⊢ eLpNorm f p (μ.trim hm) = eLpNorm f p μ

Tactic:
simp [h0]

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
⊢ ¬μ ≪ c • ν

Tactic:
· refine fun h_contra ↦ hμν ?_
      rw [hν_smul]
      exact h_contra.smul_right (by simpa)

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

Goal state before:
pp: α : Type u_1
E' : Type u_2
𝕜 : Type u_4
p : ℝ≥0∞
m m0 : MeasurableSpace α
μ : Measure α
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
hm : m ≤ m0
f g : ↥(Lp E' p μ)
hp_ne_zero : p ≠ 0
hp_ne_top : p ≠ ∞
hf_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn (↑↑f) s μ
hg_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn (↑↑g) s μ
hfg : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → ∫ (x : α) in s, ↑↑f x ∂μ = ∫ (x : α) in s, ↑↑g x ∂μ
hf_meas : AEStronglyMeasurable (↑↑f) μ
hg_meas : AEStronglyMeasurable (↑↑g) μ
⊢ ↑↑f =ᵐ[μ] ↑↑g

Tactic:
suffices h_sub : ⇑(f - g) =ᵐ[μ] 0 by
    rw [← sub_ae_eq_zero]; exact (Lp.coeFn_sub f g).symm.trans h_sub

Goal state after:
α : Type u_1
E' : Type u_2
𝕜 : Type u_4
p : ℝ≥0∞
m m0 : MeasurableSpace α
μ : Measure α
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
hm : m ≤ m0
f g : ↥(Lp E' p μ)
hp_ne_zero : p ≠ 0
hp_ne_top : p ≠ ∞
hf_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn (↑↑f) s μ
hg_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn (↑↑g) s μ
hfg : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → ∫ (x : α) in s, ↑↑f x ∂μ = ∫ (x : α) in s, ↑↑g x ∂μ
hf_meas : AEStronglyMeasurable (↑↑f) μ
hg_meas : AEStronglyMeasurable (↑↑g) μ
⊢ ↑↑(f - g) =ᵐ[μ] 0
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique

Goal state before:
pp: α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ ∫ (x : α) in s, ‖g x‖ ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ∂μ

Tactic:
integral_norm_eq_pos_sub_neg hgi,

Goal state after:
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f g : α → ℝ
hf : StronglyMeasurable f
hfi : IntegrableOn f s μ
hg : StronglyMeasurable g
hgi : IntegrableOn g s μ
hgf : ∀ (t : Set α), MeasurableSet t → μ t < ∞ → ∫ (x : α) in t, g x ∂μ = ∫ (x : α) in t, f x ∂μ
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ ∫ (x : α) in {x | 0 ≤ g x}, g x ∂μ.restrict s - ∫ (x : α) in {x | g x ≤ 0}, g x ∂μ.restrict s ≤
    ∫ (x : α) in s, ‖f x‖ ∂μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: case refine_3
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ∞
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ∞), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f : ↥(Lp F p μ)
hf : AEStronglyMeasurable (↑↑f) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f, hf⟩
g : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g
⊢ IsClosed {f | P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm f)}

Tactic:
change IsClosed ((lpMeasToLpTrimLie F ℝ p μ hm).symm ⁻¹' {g : lpMeas F ℝ m p μ | P ↑g})
    exact IsClosed.preimage (LinearIsometryEquiv.continuous _) h_closed

Goal state after:
Module: Mathlib.MeasureTheory.Function.LpSpace.InfiniteSum

Goal state before:
pp: X : Type u_1
E : Type u_2
x✝ : MeasurableSpace X
μ : Measure X
inst✝¹ : NormedAddCommGroup E
p : ℝ≥0∞
hp : Fact (1 ≤ p)
inst✝ : CompleteSpace E
f : ℕ → ↥(Lp E p μ)
hf : ∑' (n : ℕ), ‖f n‖ₑ ≠ ∞
A : ∀ᵐ (a : X) ∂μ, Summable fun n ↦ ‖↑↑(f n) a‖
B : ∀ᵐ (x : X) ∂μ, ∀ (n : ℕ), ↑↑(∑ i ∈ range n, f i) x = ∑ i ∈ range n, ↑↑(f i) x
ns : ℕ → ℕ
hns : StrictMono ns
nslim : ∀ᵐ (x : X) ∂μ, Tendsto (fun i ↦ ↑↑(∑ j ∈ range (ns i), f j) x) atTop (𝓝 (↑↑(∑' (n : ℕ), f n) x))
x : X
⊢ (Summable fun n ↦ ‖↑↑(f n) x‖) →
    (∀ (n : ℕ), ↑↑(∑ i ∈ range n, f i) x = ∑ i ∈ range n, ↑↑(f i) x) →
      Tendsto (fun i ↦ ↑↑(∑ j ∈ range (ns i), f j) x) atTop (𝓝 (↑↑(∑' (n : ℕ), f n) x)) →
        HasSum (fun n ↦ ↑↑(f n) x) (↑↑(∑' (n : ℕ), f n) x)

Tactic:
S

Goal state after:
X : Type u_1
E : Type u_2
x✝ : MeasurableSpace X
μ : Measure X
inst✝¹ : NormedAddCommGroup E
p : ℝ≥0∞
hp : Fact (1 ≤ p)
inst✝ : CompleteSpace E
f : ℕ → ↥(Lp E p μ)
hf : ∑' (n : ℕ), ‖f n‖ₑ ≠ ∞
A : ∀ᵐ (a : X) ∂μ, Summable fun n ↦ ‖↑↑(f n) a‖
B : ∀ᵐ (x : X) ∂μ, ∀ (n : ℕ), ↑↑(∑ i ∈ range n, f i) x = ∑ i ∈ range n, ↑↑(f i) x
ns : ℕ → ℕ
hns : StrictMono ns
nslim : ∀ᵐ (x : X) ∂μ, Tendsto (fun i ↦ ↑↑(∑ j ∈ range (ns i), f j) x) atTop (𝓝 (↑↑(∑' (n : ℕ), f n) x))
x : X
S : Summable fun n ↦ ‖↑↑(f n) x‖
⊢ (∀ (n : ℕ), ↑↑(∑ i ∈ range n, f i) x = ∑ i ∈ range n, ↑↑(f i) x) →
    Tendsto (fun i ↦ ↑↑(∑ j ∈ range (ns i), f j) x) atTop (𝓝 (↑↑(∑' (n : ℕ), f n) x)) →
      HasSum (fun n ↦ ↑↑(f n) x) (↑↑(∑' (n : ℕ), f n) x)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ∞
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ∞), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    StronglyMeasurable f →
      StronglyMeasurable g →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f✝ : ↥(Lp F p μ)
hf✝ : AEStronglyMeasurable (↑↑f✝) μ
f g : α → F
hf : MemLp f p μ
hg : MemLp g p μ
hfm : AEStronglyMeasurable f μ
hgm : AEStronglyMeasurable g μ
h_disj : Disjoint (Function.support f) (Function.support g)
hPf : P (MemLp.toLp f hf)
hPg : P (MemLp.toLp g hg)
s_f : Set α := Function.support (AEStronglyMeasurable.mk f hfm)
hs_f : MeasurableSet s_f
hs_f_eq : s_f =ᵐ[μ] Function.support f
s_g : Set α := Function.support (AEStronglyMeasurable.mk g hgm)
hs_g : MeasurableSet s_g
hs_g_eq : s_g =ᵐ[μ] Function.support g
h_inter_empty : s_f ∩ s_g =ᵐ[μ] ∅
f' : α → F := (s_f \ s_g).indicator (AEStronglyMeasurable.mk f hfm)
hff' : f =ᵐ[μ] f'
hf'_meas : StronglyMeasurable f'
⊢ P (MemLp.toLp f hf + MemLp.toLp g hg)

Tactic:
have hf'_Lp : MemLp f' p μ := hf.ae_eq hff'

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ∞
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ∞), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    StronglyMeasurable f →
      StronglyMeasurable g →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f✝ : ↥(Lp F p μ)
hf✝ : AEStronglyMeasurable (↑↑f✝) μ
f g : α → F
hf : MemLp f p μ
hg : MemLp g p μ
hfm : AEStronglyMeasurable f μ
hgm : AEStronglyMeasurable g μ
h_disj : Disjoint (Function.support f) (Function.support g)
hPf : P (MemLp.toLp f hf)
hPg : P (MemLp.toLp g hg)
s_f : Set α := Function.support (AEStronglyMeasurable.mk f hfm)
hs_f : MeasurableSet s_f
hs_f_eq : s_f =ᵐ[μ] Function.support f
s_g : Set α := Function.support (AEStronglyMeasurable.mk g hgm)
hs_g : MeasurableSet s_g
hs_g_eq : s_g =ᵐ[μ] Function.support g
h_inter_empty : s_f ∩ s_g =ᵐ[μ] ∅
f' : α → F := (s_f \ s_g).indicator (AEStronglyMeasurable.mk f hfm)
hff' : f =ᵐ[μ] f'
hf'_meas : StronglyMeasurable f'
hf'_Lp : MemLp f' p μ
⊢ P (MemLp.toLp f hf + MemLp.toLp g hg)
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
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
f : α → E
hfi : Integrable f μ
hfm : ¬StronglyMeasurable f
⊢ (if StronglyMeasurable f then f else AEStronglyMeasurable.mk ↑↑(condExpL1 hm μ f) ⋯) =ᵐ[μ] ↑↑(condExpL1 hm μ f)

Tactic:
rw [if_neg hfm]

Goal state after:
case neg
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
f : α → E
hfi : Integrable f μ
hfm : ¬StronglyMeasurable f
⊢ AEStronglyMeasurable.mk ↑↑(condExpL1 hm μ f) ⋯ =ᵐ[μ] ↑↑(condExpL1 hm μ f)
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 g : α → E
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
h : f =ᵐ[μ] g
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
⊢ ↑↑(condExpL1 hm μ f) =ᵐ[μ] ↑↑(condExpL1 hm μ g)

Tactic:
condExpL1_congr_ae hm h

Goal state after:
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f g : α → E
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
h : f =ᵐ[μ] g
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
⊢ ↑↑(condExpL1 hm μ g) =ᵐ[μ] ↑↑(condExpL1 hm μ g)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator

Goal state before:
pp: α : Type u_1
E : Type u_2
m m0 : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
μ : Measure α
f : α → E
s : Set α
hs : MeasurableSet s
hf : f =ᵐ[μ.restrict s] 0
⊢ μ[f | m] =ᵐ[μ.restrict s] 0

Tactic:
by_cases hm : m ≤ m0
  swap; · simp_rw [condExp_of_not_le hm]; rfl
  by_cases hμm : SigmaFinite (μ.trim hm)
  swap; · simp_rw [condExp_of_not_sigmaFinite hm hμm]; rfl
  have : SigmaFinite (μ.trim hm) := hμm
  have : SigmaFinite ((μ.restrict s).trim hm) := by
    rw [← restrict_trim hm _ hs]
    exact Restrict.sigmaFinite _ s
  by_cases hf_int : Integrable f μ
  swap; · rw [condExp_of_not_integrable hf_int]
  refine ae_eq_of_forall_setIntegral_eq_of_sigmaFinite' hm ?_ ?_ ?_ ?_ ?_
  · exact fun t _ _ => integrable_condExp.integrableOn.integrableOn
  · exact fun t _ _ => (integrable_zero _ _ _).integrableOn
  · intro t ht _
    rw [Measure.restrict_restrict (hm _ ht), setIntegral_condExp hm hf_int (ht.inter hs), ←
      Measure.restrict_restrict (hm _ ht)]
    refine setIntegral_congr_ae (hm _ ht) ?_
    filter_upwards [hf] with x hx _ using hx
  · exact stronglyMeasurable_condExp.aestronglyMeasurable
  · exact stronglyMeasurable_zero.aestronglyMeasurable

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

Goal state before:
pp: α : Type u_1
E : Type u_2
m m0 : MeasurableSpace α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
μ : Measure α
f : α → E
s : Set α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs_m : MeasurableSet s
hf_int : Integrable f μ
this : SigmaFinite ((μ.restrict s).trim hm)
⊢ s.indicator (μ.restrict s)[f | m] =ᵐ[μ] μ[s.indicator f | m]

Tactic:
refine ae_eq_condExp_of_forall_setIntegral_eq hm (hf_int.indicator (hm _ hs_m)) ?_ ?_ ?_

Goal state after:
case refine_1
α : Type u_1
E : Type u_2
m m0 : MeasurableSpace α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
μ : Measure α
f : α → E
s : Set α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs_m : MeasurableSet s
hf_int : Integrable f μ
this : SigmaFinite ((μ.restrict s).trim hm)
⊢ ∀ (s_1 : Set α), MeasurableSet s_1 → μ s_1 < ∞ → IntegrableOn (s.indicator (μ.restrict s)[f | m]) s_1 μ

case refine_2
α : Type u_1
E : Type u_2
m m0 : MeasurableSpace α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
μ : Measure α
f : α → E
s : Set α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs_m : MeasurableSet s
hf_int : Integrable f μ
this : SigmaFinite ((μ.restrict s).trim hm)
⊢ ∀ (s_1 : Set α),
    MeasurableSet s_1 →
      μ s_1 < ∞ → ∫ (x : α) in s_1, s.indicator (μ.restrict s)[f | m] x ∂μ = ∫ (x : α) in s_1, s.indicator f x ∂μ

case refine_3
α : Type u_1
E : Type u_2
m m0 : MeasurableSpace α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
μ : Measure α
f : α → E
s : Set α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs_m : MeasurableSet s
hf_int : Integrable f μ
this : SigmaFinite ((μ.restrict s).trim hm)
⊢ AEStronglyMeasurable (s.indicator (μ.restrict s)[f | m]) μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator

Goal state before:
pp: α : Type u_1
E : Type u_2
m m0 : MeasurableSpace α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
μ : Measure α
f : α → E
s : Set α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs_m : MeasurableSet s
hf_int : Integrable f μ
this : SigmaFinite ((μ.restrict s).trim hm)
t : Set α
ht : MeasurableSet t
a✝ : μ t < ∞
h_int_restrict : Integrable (t.indicator (μ.restrict s)[f | m]) (μ.restrict s)
⊢ Integrable (s.indicator (t.indicator (μ.restrict s)[f | m])) μ

Tactic:
integrable_indicator_iff (hm _ hs_m),

Goal state after:
α : Type u_1
E : Type u_2
m m0 : MeasurableSpace α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
μ : Measure α
f : α → E
s : Set α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs_m : MeasurableSet s
hf_int : Integrable f μ
this : SigmaFinite ((μ.restrict s).trim hm)
t : Set α
ht : MeasurableSet t
a✝ : μ t < ∞
h_int_restrict : Integrable (t.indicator (μ.restrict s)[f | m]) (μ.restrict s)
⊢ IntegrableOn (t.indicator (μ.restrict s)[f | m]) s μ
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case neg
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hXY : X ≤ᵐ[P] Y
hm : ¬mΩ ≤ mΩ₀
⊢ 0 ≤ᵐ[P] 0

Tactic:
Filter.EventuallyLE.rfl

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

Goal state before:
pp: case neg
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X Y : Ω → ℝ≥0∞
hXY : X ≤ᵐ[P] Y
hm : mΩ ≤ mΩ₀
hσ : ¬SigmaFinite (P.trim hm)
⊢ 0 ≤ᵐ[P] 0

Tactic:
Filter.EventuallyLE.rfl

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

Goal state before:
pp: 𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
h : Integrable (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) (ν.trim hm)
⊢ Integrable (fun x ↦ f (ν[fun x ↦ ((∂μ/∂ν) x).toReal | m] x)) ν

Tactic:
refine integrable_of_integrable_trim hm ((integrable_congr ?_).mp h)

Goal state after:
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
h : Integrable (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) (ν.trim hm)
⊢ (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) =ᵐ[ν.trim hm] fun x ↦ f (ν[fun x ↦ ((∂μ/∂ν) x).toReal | m] x)
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : 𝓧 → 𝓨
hμν : μ ≪ ν
hg : Measurable g
⊢ (klDiv (Measure.map g μ) (Measure.map g ν)).toReal =
    ∫ (x : 𝓧), klFun (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] x) ∂ν

Tactic:
rw [toReal_klDiv_eq_integral_klFun (hμν.map hg), integral_map hg.aemeasurable
      (StronglyMeasurable.aestronglyMeasurable (by fun_prop))]

Goal state after:
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : 𝓧 → 𝓨
hμν : μ ≪ ν
hg : Measurable g
⊢ ∫ (x : 𝓧), klFun ((∂Measure.map g μ/∂Measure.map g ν) (g x)).toReal ∂ν =
    ∫ (x : 𝓧), klFun (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] x) ∂ν
Module: Mathlib.Lean.Thunk

Goal state before:
pp: α : Type u
β : Type v
inst✝ : DecidableEq α
a b : Thunk α
⊢ a = b → a.get = b.get

Tactic:
by intro x; rw [x]

Goal state after: