Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h✝ : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
f : ℕ → Set Ω
hf_disj : Pairwise (Function.onFun Disjoint f)
hf_meas : ∀ (i : ℕ), MeasurableSet (f i)
h : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
a : α
ha : ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
⊢ ∑' (i : ℕ), (κ a) (t2 ∩ f i) = (κ a) (⋃ i, f i) * (κ a) t2

pp: case hn
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h✝ : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
f : ℕ → Set Ω
hf_disj : Pairwise (Function.onFun Disjoint f)
hf_meas : ∀ (i : ℕ), MeasurableSet (f i)
h : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
a : α
ha : ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
⊢ Pairwise (Function.onFun Disjoint fun i ↦ t2 ∩ f i)

pp: case h
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h✝ : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
f : ℕ → Set Ω
hf_disj : Pairwise (Function.onFun Disjoint f)
hf_meas : ∀ (i : ℕ), MeasurableSet (f i)
h : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
a : α
ha : ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
⊢ ∀ (i : ℕ), MeasurableSet (t2 ∩ f i)

Tactic:
· rw [measure_iUnion hf_disj (fun i ↦ h1 _ (hf_meas i))]
      rw [← ENNReal.tsum_mul_right]
      congr 1 with i
      rw [Set.inter_comm t2, ha i]

Goal state after:
case hn
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h✝ : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
f : ℕ → Set Ω
hf_disj : Pairwise (Function.onFun Disjoint f)
hf_meas : ∀ (i : ℕ), MeasurableSet (f i)
h : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
a : α
ha : ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
⊢ Pairwise (Function.onFun Disjoint fun i ↦ t2 ∩ f i)

case h
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h✝ : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
f : ℕ → Set Ω
hf_disj : Pairwise (Function.onFun Disjoint f)
hf_meas : ∀ (i : ℕ), MeasurableSet (f i)
h : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
a : α
ha : ∀ (i : ℕ), (κ a) (f i ∩ t2) = (κ a) (f i) * (κ a) t2
⊢ ∀ (i : ℕ), MeasurableSet (t2 ∩ f i)