mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: case mp
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : klDiv μ ν = ∞
⊢ μ ≪ ν → ¬Integrable (llr μ ν) μ

pp: case mpr
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : μ ≪ ν → ¬Integrable (llr μ ν) μ
⊢ klDiv μ ν = ∞

Tactic:
·

Goal state after:
case mp
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : klDiv μ ν = ∞
⊢ μ ≪ ν → ¬Integrable (llr μ ν) μ
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: case mpr
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : μ ≪ ν → ¬Integrable (llr μ ν) μ
⊢ klDiv μ ν = ∞

Tactic:
·

Goal state after:
case mpr
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
h : μ ≪ ν → ¬Integrable (llr μ ν) μ
⊢ klDiv μ ν = ∞
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: case refine_1
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ AEStronglyMeasurable (fun a ↦ f (μ.rnDeriv ν a).toReal) ν

pp: case refine_2
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ c * (μ.rnDeriv ν x).toReal + c') ≤ᵐ[ν] fun a ↦ f (μ.rnDeriv ν a).toReal

pp: case refine_3
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun a ↦ f (μ.rnDeriv ν a).toReal) ≤ᵐ[ν] fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x

pp: case refine_4
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x) ν

Tactic:
·

Goal state after:
case refine_1
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ AEStronglyMeasurable (fun a ↦ f (μ.rnDeriv ν a).toReal) ν
Module: Mathlib.InformationTheory.KullbackLeibler.KLFun

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
⊢ ∫ (a : α), (μ.rnDeriv ν a).toReal * log (μ.rnDeriv ν a).toReal ∂ν + ν.real univ - μ.real univ =
    ∫ (x : α), llr μ ν x ∂μ + ν.real univ - μ.real univ

pp: case hf
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
⊢ Integrable (fun a ↦ (μ.rnDeriv ν a).toReal * log (μ.rnDeriv ν a).toReal) ν

pp: case hg
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
⊢ Integrable (fun a ↦ 1) ν

pp: case hf
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal * log (μ.rnDeriv ν x).toReal + 1) ν

pp: case hg
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal) ν

Tactic:
·

Goal state after:
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
⊢ ∫ (a : α), (μ.rnDeriv ν a).toReal * log (μ.rnDeriv ν a).toReal ∂ν + ν.real univ - μ.real univ =
    ∫ (x : α), llr μ ν x ∂μ + ν.real univ - μ.real univ
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: case refine_2
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ c * (μ.rnDeriv ν x).toReal + c') ≤ᵐ[ν] fun a ↦ f (μ.rnDeriv ν a).toReal

pp: case refine_3
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun a ↦ f (μ.rnDeriv ν a).toReal) ≤ᵐ[ν] fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x

pp: case refine_4
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x) ν

Tactic:
·

Goal state after:
case refine_2
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ c * (μ.rnDeriv ν x).toReal + c') ≤ᵐ[ν] fun a ↦ f (μ.rnDeriv ν a).toReal
Module: Mathlib.InformationTheory.KullbackLeibler.KLFun

Goal state before:
pp: case hf
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
⊢ Integrable (fun a ↦ (μ.rnDeriv ν a).toReal * log (μ.rnDeriv ν a).toReal) ν

pp: case hg
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
⊢ Integrable (fun a ↦ 1) ν

pp: case hf
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal * log (μ.rnDeriv ν x).toReal + 1) ν

pp: case hg
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal) ν

Tactic:
·

Goal state after:
case hf
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
⊢ Integrable (fun a ↦ (μ.rnDeriv ν a).toReal * log (μ.rnDeriv ν a).toReal) ν
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: case refine_3
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun a ↦ f (μ.rnDeriv ν a).toReal) ≤ᵐ[ν] fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x

pp: case refine_4
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x) ν

Tactic:
·

Goal state after:
case refine_3
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun a ↦ f (μ.rnDeriv ν a).toReal) ≤ᵐ[ν] fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x
Module: Mathlib.InformationTheory.KullbackLeibler.KLFun

Goal state before:
pp: case hg
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
⊢ Integrable (fun a ↦ 1) ν

pp: case hf
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal * log (μ.rnDeriv ν x).toReal + 1) ν

pp: case hg
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal) ν

Tactic:
·

Goal state after:
case hg
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
⊢ Integrable (fun a ↦ 1) ν
Module: Mathlib.InformationTheory.KullbackLeibler.KLFun

Goal state before:
pp: case hf
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal * log (μ.rnDeriv ν x).toReal + 1) ν

pp: case hg
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal) ν

Tactic:
·

Goal state after:
case hf
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal * log (μ.rnDeriv ν x).toReal + 1) ν
Module: Mathlib.InformationTheory.KullbackLeibler.KLFun

Goal state before:
pp: case hg
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal) ν

Tactic:
·

Goal state after:
case hg
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
⊢ Integrable (fun x ↦ (μ.rnDeriv ν x).toReal) ν
Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: case refine_4
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x) ν

Tactic:
·

Goal state after:
case refine_4
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
hf_int : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, b)).toReal ∂η x) ν
Module: Mathlib.MeasureTheory.Function.LpSpace.CompleteOfCompleteLp

Goal state before:
pp: α : Type u_1
E : Type u_2
inst✝ : NormedAddCommGroup E
mα : MeasurableSpace α
μ : Measure α
f : α → E
hf : FinStronglyMeasurable f μ
h'f : ∀ (s : Set α), MeasurableSet s → 0 < μ s → ∞ ≤ μ s
⊢ f =ᵐ[μ] 0

Tactic:
rcases hf with ⟨fn, hfn, hfn_lim⟩

Goal state after:
α : Type u_1
E : Type u_2
inst✝ : NormedAddCommGroup E
mα : MeasurableSpace α
μ : Measure α
f : α → E
h'f : ∀ (s : Set α), MeasurableSet s → 0 < μ s → ∞ ≤ μ s
fn : ℕ → SimpleFunc α E
hfn : ∀ (n : ℕ), μ (Function.support ⇑(fn n)) < ∞
hfn_lim : ∀ (x : α), Tendsto (fun n ↦ (fn n) x) atTop (𝓝 (f x))
⊢ f =ᵐ[μ] 0
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
hμν : ¬μ ≪ ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞) =
    if μ ≪ ν then ∫⁻ (x : α), ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal) ∂ν else ∞

pp: case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞) =
    if μ ≪ ν then ∫⁻ (x : α), ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal) ∂ν else ∞

Tactic:
·

Goal state after:
case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : ¬μ ≪ ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞) =
    if μ ≪ ν then ∫⁻ (x : α), ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal) ∂ν else ∞
Module: Mathlib.MeasureTheory.Function.LpSpace.CompleteOfCompleteLp

Goal state before:
pp: case inl
α : Type u_1
E : Type u_2
inst✝¹ : NormedAddCommGroup E
mα : MeasurableSpace α
μ : Measure α
inst✝ : Nontrivial ↥(Lp E ∞ μ)
f : ↥(Lp E ∞ μ)
hf : f ≠ 0
hfne : ¬↑↑f =ᵐ[μ] 0
⊢ Nontrivial ↥(Lp ℝ ∞ μ)

pp: case inr
α : Type u_1
E : Type u_2
inst✝¹ : NormedAddCommGroup E
mα : MeasurableSpace α
p : ℝ≥0∞
μ : Measure α
inst✝ : Nontrivial ↥(Lp E p μ)
f : ↥(Lp E p μ)
hf : f ≠ 0
hfne : ¬↑↑f =ᵐ[μ] 0
h'p : p < ∞
⊢ Nontrivial ↥(Lp ℝ p μ)

Tactic:
·

Goal state after:
case inl
α : Type u_1
E : Type u_2
inst✝¹ : NormedAddCommGroup E
mα : MeasurableSpace α
μ : Measure α
inst✝ : Nontrivial ↥(Lp E ∞ μ)
f : ↥(Lp E ∞ μ)
hf : f ≠ 0
hfne : ¬↑↑f =ᵐ[μ] 0
⊢ Nontrivial ↥(Lp ℝ ∞ μ)
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: case pos.refine_1
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ AEStronglyMeasurable (fun x ↦ klFun (μ.rnDeriv ν x).toReal) ν

pp: case pos.refine_2
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ 0 ≤ᵐ[ν] fun x ↦ klFun (μ.rnDeriv ν x).toReal

pp: case pos.refine_3
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
h_int_iff :
  ∫⁻ (a : α), ENNReal.ofReal (klFun (μ.rnDeriv ν a).toReal) ∂ν ≠ ∞ ↔ Integrable (fun x ↦ klFun (μ.rnDeriv ν x).toReal) ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞) =
    if μ ≪ ν then ∫⁻ (x : α), ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal) ∂ν else ∞

Tactic:
·

Goal state after:
case pos.refine_1
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ AEStronglyMeasurable (fun x ↦ klFun (μ.rnDeriv ν x).toReal) ν
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ ∫ (x : α), rexp (f x) ∂ν ≠ 0

pp: case hx
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν ≠ 0

pp: case hy
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ (μ.rnDeriv ν x).toReal ≠ 0

Tactic:
·

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ ∫ (x : α), rexp (f x) ∂ν ≠ 0
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: case pos.refine_2
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ 0 ≤ᵐ[ν] fun x ↦ klFun (μ.rnDeriv ν x).toReal

pp: case pos.refine_3
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
h_int_iff :
  ∫⁻ (a : α), ENNReal.ofReal (klFun (μ.rnDeriv ν a).toReal) ∂ν ≠ ∞ ↔ Integrable (fun x ↦ klFun (μ.rnDeriv ν x).toReal) ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞) =
    if μ ≪ ν then ∫⁻ (x : α), ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal) ∂ν else ∞

Tactic:
·

Goal state after:
case pos.refine_2
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ 0 ≤ᵐ[ν] fun x ↦ klFun (μ.rnDeriv ν x).toReal
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: case hx
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν ≠ 0

pp: case hy
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ (μ.rnDeriv ν x).toReal ≠ 0

Tactic:
·

Goal state after:
case hx
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν ≠ 0
Module: Mathlib.MeasureTheory.Function.LpSpace.CompleteOfCompleteLp

Goal state before:
pp: case inr.inl
α : Type u_1
E : Type u_2
inst✝¹ : NormedAddCommGroup E
mα : MeasurableSpace α
μ : Measure α
inst✝ : Nontrivial ↥(Lp E 0 μ)
f : ↥(Lp E 0 μ)
hf : f ≠ 0
hfne : ¬↑↑f =ᵐ[μ] 0
h'p : 0 < ∞
⊢ Nontrivial ↥(Lp ℝ 0 μ)

pp: case inr.inr
α : Type u_1
E : Type u_2
inst✝¹ : NormedAddCommGroup E
mα : MeasurableSpace α
p : ℝ≥0∞
μ : Measure α
inst✝ : Nontrivial ↥(Lp E p μ)
f : ↥(Lp E p μ)
hf : f ≠ 0
hfne : ¬↑↑f =ᵐ[μ] 0
h'p : p < ∞
hp : p ≠ 0
⊢ Nontrivial ↥(Lp ℝ p μ)

Tactic:
·

Goal state after:
case inr.inl
α : Type u_1
E : Type u_2
inst✝¹ : NormedAddCommGroup E
mα : MeasurableSpace α
μ : Measure α
inst✝ : Nontrivial ↥(Lp E 0 μ)
f : ↥(Lp E 0 μ)
hf : f ≠ 0
hfne : ¬↑↑f =ᵐ[μ] 0
h'p : 0 < ∞
⊢ Nontrivial ↥(Lp ℝ 0 μ)
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: case hy
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ (μ.rnDeriv ν x).toReal ≠ 0

Tactic:
·

Goal state after:
case hy
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable (fun x ↦ rexp (f x)) ν
h0 : NeZero ν
x : α
hx : (μ.rnDeriv (ν.tilted f) x).toReal = (rexp (-f x) * ∫ (x : α), rexp (f x) ∂ν) * (μ.rnDeriv ν x).toReal
hx_pos : 0 < μ.rnDeriv ν x
hx_lt_top : μ.rnDeriv ν x < ∞
⊢ (μ.rnDeriv ν x).toReal ≠ 0