mathlib-initiative/mathlib-tactics huggingface dataset:
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
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 < ∞
t₁ : Set α
t₂ : Set β
ht₁ : MeasurableSet t₁
ht₂ : MeasurableSet t₂
⊢ (μ ⊗ₘ κ) (t₁ ×ˢ t₂) = ∫⁻ (a : α) in t₁, μ.rnDeriv ν a * (κ a) t₂ ∂ν

Tactic:
rw [setLIntegral_rnDeriv_mul hμν (κ.measurable_coe ht₂).aemeasurable ht₁,
      Measure.compProd_apply_prod ht₁ ht₂]

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

Goal state before:
pp: case refine_2
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
⊢ ∫⁻ (a : β × γ), (f + f') a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), (f + f') (a_1, c) ∂η (a, a_1) ∂κ a

Tactic:
SimpleFunc.coe_add,

Goal state after:
case refine_2
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
⊢ ∫⁻ (a : β × γ), (⇑f + ⇑f') a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), (⇑f + ⇑f') (a_1, c) ∂η (a, a_1) ∂κ a
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: case h₁
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✝² : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
f : β × γ → E
h1f : AEStronglyMeasurable f ((κ ⊗ₖ η) a)
⊢ (∀ᵐ (x : β) ∂κ a, HasFiniteIntegral (fun y ↦ AEStronglyMeasurable.mk f h1f (x, y)) (η (a, x))) ↔
    ∀ᵐ (x : β) ∂κ a, HasFiniteIntegral (fun y ↦ f (x, y)) (η (a, x))

pp: case h₂
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✝² : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
f : β × γ → E
h1f : AEStronglyMeasurable f ((κ ⊗ₖ η) a)
⊢ HasFiniteIntegral (fun x ↦ ∫ (y : γ), ‖AEStronglyMeasurable.mk f h1f (x, y)‖ ∂η (a, x)) (κ a) ↔
    HasFiniteIntegral (fun x ↦ ∫ (y : γ), ‖f (x, y)‖ ∂η (a, x)) (κ a)

Tactic:
· apply eventually_congr
    filter_upwards [ae_ae_of_ae_compProd h1f.ae_eq_mk.symm] with x hx using
      hasFiniteIntegral_congr hx

Goal state after:
case h₂
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✝² : NormedAddCommGroup E
a : α
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
f : β × γ → E
h1f : AEStronglyMeasurable f ((κ ⊗ₖ η) a)
⊢ HasFiniteIntegral (fun x ↦ ∫ (y : γ), ‖AEStronglyMeasurable.mk f h1f (x, y)‖ ∂η (a, x)) (κ a) ↔
    HasFiniteIntegral (fun x ↦ ∫ (y : γ), ‖f (x, y)‖ ∂η (a, x)) (κ a)
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
⊢ (μ.tilted fun x ↦ c) = (μ Set.univ)⁻¹ • μ

Tactic:
rw [h]; 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
inst✝ : NeZero μ
hf : Integrable (fun x ↦ rexp (f x)) μ
⊢ IsProbabilityMeasure (μ.tilted f)

Tactic:
by
  constructor
  simp_rw [tilted_apply' _ _ MeasurableSet.univ, setLIntegral_univ,
    ENNReal.ofReal_div_of_pos (integral_exp_pos hf), div_eq_mul_inv]
  rw [lintegral_mul_const'' _ hf.1.aemeasurable.ennreal_ofReal,
    ← ofReal_integral_eq_lintegral_ofReal hf (ae_of_all _ fun _ ↦ (exp_pos _).le),
    ENNReal.mul_inv_cancel]
  · simp only [ne_eq, ENNReal.ofReal_eq_zero, not_le]
    exact integral_exp_pos hf
  · 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
⊢ IsZeroOrProbabilityMeasure (μ.tilted f)

Tactic:
rcases eq_zero_or_neZero μ with hμ | hμ

Goal state after:
case inl
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
hμ : μ = 0
⊢ IsZeroOrProbabilityMeasure (μ.tilted f)

case inr
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
f : α → ℝ
hμ : NeZero μ
⊢ IsZeroOrProbabilityMeasure (μ.tilted f)
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 : Integrable (fun p ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) p).toReal) (ν ⊗ₘ η)
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ (fun a ↦ f (μ.rnDeriv ν a).toReal) ≤ᵐ[ν] fun a ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)).toReal ∂η a

Tactic:
have hf_cont : ContinuousOn f (Ici 0) := hf_cvx.continuousOn_Ici hf_cont_at

Goal state after:
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 : 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)
⊢ (fun a ↦ f (μ.rnDeriv ν a).toReal) ≤ᵐ[ν] fun a ↦ ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)).toReal ∂η a
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) ∂μ.tilted f = (∫ (x : α), rexp ((f + g) x) ∂μ) / ∫ (x : α), rexp (f x) ∂μ

Tactic:
rw [h]; simp

Goal state after:
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 : IsProbabilityMeasure μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable f μ
h_int : Integrable (llr μ ν) μ
hfμ : Integrable (fun x ↦ rexp (f x)) μ
hfν : AEMeasurable f ν
⊢ Integrable (fun x ↦ f x - log (∫ (x : α), rexp (f x) ∂μ)) μ

pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : IsProbabilityMeasure μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable f μ
h_int : Integrable (llr μ ν) μ
hfμ : Integrable (fun x ↦ rexp (f x)) μ
hfν : AEMeasurable f ν
⊢ ∫ (a : α), f a - log (∫ (x : α), rexp (f x) ∂μ) ∂μ + ∫ (a : α), llr μ ν a ∂μ =
    ∫ (x : α), f x ∂μ - log (∫ (x : α), rexp (f x) ∂μ) + ∫ (x : α), llr μ ν x ∂μ

Tactic:
· exact hf.sub (integrable_const _)

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : IsProbabilityMeasure μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable f μ
h_int : Integrable (llr μ ν) μ
hfμ : Integrable (fun x ↦ rexp (f x)) μ
hfν : AEMeasurable f ν
⊢ ∫ (a : α), f a - log (∫ (x : α), rexp (f x) ∂μ) ∂μ + ∫ (a : α), llr μ ν a ∂μ =
    ∫ (x : α), f x ∂μ - log (∫ (x : α), rexp (f x) ∂μ) + ∫ (x : α), llr μ ν x ∂μ
Module: Mathlib.InformationTheory.KullbackLeibler.KLFun

Goal state before:
pp: ⊢ Tendsto (fun x ↦ derivWithin klFun (Ioi x) x) atTop atTop

Tactic:
simp only [rightDeriv_klFun]

Goal state after:
⊢ Tendsto (fun x ↦ log x) atTop atTop
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
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
⊢ Integrable (fun a ↦ f (μ.rnDeriv ν a).toReal) ν

Tactic:
have hf_cont : ContinuousOn f (Ici 0) := hf_cvx.continuousOn_Ici hf_cont_at

Goal state after:
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)
⊢ Integrable (fun a ↦ f (μ.rnDeriv ν a).toReal) ν
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
⊢ ∞ = ↑c * ∞

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
⊢ ¬c⁻¹ • μ ≪ ν

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:
ENNReal.mul_top hc'

Goal state after:
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
⊢ ∞ = ∞

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
⊢ ¬c⁻¹ • μ ≪ ν

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
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
⊢ ∞ = ↑c * ∞

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 (c⁻¹ • μ) ν) (c⁻¹ • μ)

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:
ENNReal.mul_top hc'

Goal state after:
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
⊢ ∞ = ∞

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 (c⁻¹ • μ) ν) (c⁻¹ • μ)

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
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Goal state before:
pp: α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp F p μ)
hf_meas : f ∈ lpMeasSubgroup F m p μ
hf : AEStronglyMeasurable (↑↑f) μ
⊢ MemLp (Exists.choose ⋯) p (μ.trim hm)

Tactic:
change MemLp (hf.mk f) p (μ.trim hm)

Goal state after:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝ : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp F p μ)
hf_meas : f ∈ lpMeasSubgroup F m p μ
hf : AEStronglyMeasurable (↑↑f) μ
⊢ MemLp (AEStronglyMeasurable.mk (↑↑f) hf) p (μ.trim hm)
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 : Measure α), μ = c⁻¹ • c • μ
hμν : ¬μ ≪ ν
⊢ ∞ = ↑c * ∞

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 : Measure α), μ = c⁻¹ • c • μ
hμν : ¬μ ≪ ν
⊢ ¬c • μ ≪ c • ν

Tactic:
ENNReal.mul_top hc'

Goal state after:
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 : Measure α), μ = c⁻¹ • c • μ
hμν : ¬μ ≪ ν
⊢ ∞ = ∞

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 : Measure α), μ = c⁻¹ • c • μ
hμν : ¬μ ≪ ν
⊢ ¬c • μ ≪ c • ν
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 : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
⊢ ∞ = ↑c * ∞

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 : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
⊢ ¬Integrable (llr (c • μ) (c • ν)) (c • μ)

Tactic:
ENNReal.mul_top hc'

Goal state after:
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 : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
⊢ ∞ = ∞

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 : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
h_int : ¬Integrable (llr μ ν) μ
⊢ ¬Integrable (llr (c • μ) (c • ν)) (c • μ)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
G : Type u_4
inst✝² : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝¹ : NormedSpace ℝ G
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
⊢ ↑↑((condExpInd G hm μ s) x) =ᵐ[μ] ↑↑(condExpIndSMul hm hs hμs x)

Tactic:
by
  grw [← condExpIndL1Fin_ae_eq_condExpIndSMul]
  simp [condExpInd, condExpIndL1, hs, hμs]

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

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
⊢ Integrable (llr μ ν) μ ↔ Integrable (fun x ↦ ‖llr μ ν x‖) μ

Tactic:
rw [← integrable_norm_iff (by fun_prop)]

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

Goal state before:
pp: case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
h_integral : μ.real Set.univ • c = ∫ (x : α), f x ∂μ
⊢ ¬(μ Set.univ = 0 ∨ μ Set.univ = ∞)

Tactic:
not_or

Goal state after:
case pos
α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
hμ : NeZero μ
f : α → E
hμ_finite : IsFiniteMeasure μ
h_meas : StronglyMeasurable μ[f | ⊥]
c : E
h_eq : μ[f | ⊥] = fun x ↦ c
h_integral : μ.real Set.univ • c = ∫ (x : α), f x ∂μ
⊢ ¬μ Set.univ = 0 ∧ ¬μ Set.univ = ∞
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: α : Type u_1
E : Type u_3
m₀ : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
⊢ μ[f | ⊥] =ᵐ[μ] fun x ↦ (μ.real Set.univ)⁻¹ • ∫ (x : α), f x ∂μ

Tactic:
by
  rcases eq_zero_or_neZero μ with rfl | hμ
  · rw [ae_zero]; exact eventually_bot
  · exact Eventually.of_forall <| congr_fun (condExp_bot' f)

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

Goal state before:
pp: case pos
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_int : Integrable (llr (μ ⊗ₘ κ) (ν ⊗ₘ η)) (μ ⊗ₘ κ)
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
h_int_μν : Integrable (llr μ ν) μ
h_int_κη : Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)
⊢ ENNReal.ofReal (∫ (x : 𝓧 × 𝓨), llr (μ ⊗ₘ κ) (ν ⊗ₘ η) x ∂μ ⊗ₘ κ + ((ν ⊗ₘ η) univ).toReal - ((μ ⊗ₘ κ) univ).toReal) =
    ENNReal.ofReal
      (∫ (x : 𝓧), llr μ ν x ∂μ + (ν univ).toReal - (μ univ).toReal +
        (∫ (x : 𝓧 × 𝓨), llr (μ ⊗ₘ κ) (μ ⊗ₘ η) x ∂μ ⊗ₘ κ + ((μ ⊗ₘ η) univ).toReal - ((μ ⊗ₘ κ) univ).toReal))

Tactic:
Measure.compProd_apply_univ,

Goal state after:
case pos
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
κ η : Kernel 𝓧 𝓨
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
h_ac : μ ⊗ₘ κ ≪ ν ⊗ₘ η
h_int : Integrable (llr (μ ⊗ₘ κ) (ν ⊗ₘ η)) (μ ⊗ₘ κ)
h_ac_μν : μ ≪ ν
h_ac_κη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
h_int_μν : Integrable (llr μ ν) μ
h_int_κη : Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)
⊢ ENNReal.ofReal (∫ (x : 𝓧 × 𝓨), llr (μ ⊗ₘ κ) (ν ⊗ₘ η) x ∂μ ⊗ₘ κ + (ν univ).toReal - (μ univ).toReal) =
    ENNReal.ofReal
      (∫ (x : 𝓧), llr μ ν x ∂μ + (ν univ).toReal - (μ univ).toReal +
        (∫ (x : 𝓧 × 𝓨), llr (μ ⊗ₘ κ) (μ ⊗ₘ η) x ∂μ ⊗ₘ κ + (μ univ).toReal - (μ univ).toReal))
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case pos.refine_3
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : CompleteSpace E
F : Type u_5
inst✝² : NormedAddCommGroup F
inst✝¹ : CompleteSpace F
inst✝ : NormedSpace ℝ F
hf_int : Integrable f μ
T : E →L[ℝ] F
hm : m ≤ m₀
hμ : SigmaFinite (μ.trim hm)
s : Set α
ms : MeasurableSet s
hs : μ s < ∞
⊢ ∫ (x : α) in s, (⇑T ∘ μ[f | m]) x ∂μ = ∫ (x : α) in s, (⇑T ∘ f) x ∂μ

pp: case pos.refine_4
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : CompleteSpace E
F : Type u_5
inst✝² : NormedAddCommGroup F
inst✝¹ : CompleteSpace F
inst✝ : NormedSpace ℝ F
hf_int : Integrable f μ
T : E →L[ℝ] F
hm : m ≤ m₀
hμ : SigmaFinite (μ.trim hm)
⊢ AEStronglyMeasurable (⇑T ∘ μ[f | m]) μ

Tactic:
· calc
          ∫ x in s, (T ∘ μ[f | m]) x ∂μ = T (∫ x in s, μ[f | m] x ∂μ) :=
            T.integral_comp_comm integrable_condExp.restrict
          _ = T (∫ x in s, f x ∂μ) := congrArg T (setIntegral_condExp hm hf_int ms)
          _ = ∫ x in s, (T ∘ f) x ∂μ := (T.integral_comp_comm hf_int.restrict).symm

Goal state after:
case pos.refine_4
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : CompleteSpace E
F : Type u_5
inst✝² : NormedAddCommGroup F
inst✝¹ : CompleteSpace F
inst✝ : NormedSpace ℝ F
hf_int : Integrable f μ
T : E →L[ℝ] F
hm : m ≤ m₀
hμ : SigmaFinite (μ.trim hm)
⊢ AEStronglyMeasurable (⇑T ∘ μ[f | m]) μ
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym

Goal state before:
pp: case refine_1
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝ : IsFiniteMeasure μ
hμν : μ ≪ ν
g : 𝓧 → 𝓨
hg : Measurable g
hσ : SigmaFinite (Measure.map g ν)
this✝ : SigmaFinite (ν.trim ⋯)
this : SigmaFinite ν
⊢ ∀ (s : Set 𝓧),
    MeasurableSet s → ν s < ∞ → IntegrableOn (fun a ↦ ((Measure.map g μ).rnDeriv (Measure.map g ν) (g a)).toReal) s ν

Tactic:
rintro _ ⟨t, _, rfl⟩ _
    exact Integrable.integrableOn (Measure.integrable_toReal_rnDeriv.comp_measurable hg)

Goal state after:
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
f : ℝ → ℝ
g : 𝓧 → 𝓨
hμν : μ ≪ ν
hg : Measurable g
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
⊢ Integrable (fun x ↦ f ((∂Measure.map g μ/∂Measure.map g ν) x).toReal) (Measure.map g ν)

Tactic:
have hf_cont : ContinuousOn f (Ici 0) := hf_cvx.continuousOn_Ici hf_cont_at

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
f : ℝ → ℝ
g : 𝓧 → 𝓨
hμν : μ ≪ ν
hg : Measurable g
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
hf_cont : ContinuousOn f (Ici 0)
⊢ Integrable (fun x ↦ f ((∂Measure.map g μ/∂Measure.map g ν) x).toReal) (Measure.map g ν)