mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique

Goal state before:
pp: α : Type u_1
F' : Type u_3
m m0 : MeasurableSpace α
μ : Measure α
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
f g : α → F'
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_eq : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → ∫ (x : α) in s, f x ∂μ = ∫ (x : α) in s, g x ∂μ
hfm : AEStronglyMeasurable f μ
hgm : AEStronglyMeasurable g μ
hf_mk_int_finite :
  ∀ (s : Set α), MeasurableSet s → (μ.trim hm) s < ∞ → IntegrableOn (AEStronglyMeasurable.mk f hfm) s (μ.trim hm)
hg_mk_int_finite :
  ∀ (s : Set α), MeasurableSet s → (μ.trim hm) s < ∞ → IntegrableOn (AEStronglyMeasurable.mk g hgm) s (μ.trim hm)
s : Set α
hs : MeasurableSet s
hμs : (μ.trim hm) s < ∞
⊢ ∫ (x : α) in s, AEStronglyMeasurable.mk f hfm x ∂μ.trim hm =
    ∫ (x : α) in s, AEStronglyMeasurable.mk g hgm x ∂μ.trim hm

Tactic:
trim_measurableSet_eq hm hs

Goal state after:
α : Type u_1
F' : Type u_3
m m0 : MeasurableSpace α
μ : Measure α
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
f g : α → F'
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_eq : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → ∫ (x : α) in s, f x ∂μ = ∫ (x : α) in s, g x ∂μ
hfm : AEStronglyMeasurable f μ
hgm : AEStronglyMeasurable g μ
hf_mk_int_finite :
  ∀ (s : Set α), MeasurableSet s → (μ.trim hm) s < ∞ → IntegrableOn (AEStronglyMeasurable.mk f hfm) s (μ.trim hm)
hg_mk_int_finite :
  ∀ (s : Set α), MeasurableSet s → (μ.trim hm) s < ∞ → IntegrableOn (AEStronglyMeasurable.mk g hgm) s (μ.trim hm)
s : Set α
hs : MeasurableSet s
hμs : μ s < ∞
⊢ ∫ (x : α) in s, AEStronglyMeasurable.mk f hfm x ∂μ.trim hm =
    ∫ (x : α) in s, AEStronglyMeasurable.mk g hgm x ∂μ.trim hm
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 ≠ ∞
c : ℝ
x : G
⊢ condExpIndL1Fin hm hs hμs (c • x) = c • condExpIndL1Fin hm hs hμs x

Tactic:
by
  ext1
  grw [Lp.coeFn_smul, condExpIndL1Fin_ae_eq_condExpIndSMul, condExpIndL1Fin_ae_eq_condExpIndSMul,
    condExpIndSMul_smul, Lp.coeFn_smul]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
⊢ ‖↑((condExpL2 E 𝕜 hm) f)‖ ≤ ‖f‖

Tactic:
rw [Lp.norm_def, Lp.norm_def]

Goal state after:
α : Type u_1
E : Type u_2
𝕜 : Type u_7
inst✝³ : RCLike 𝕜
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace 𝕜 E
inst✝ : CompleteSpace E
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : ↥(Lp E 2 μ)
⊢ (eLpNorm (↑↑↑((condExpL2 E 𝕜 hm) f)) 2 μ).toReal ≤ (eLpNorm (↑↑f) 2 μ).toReal
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F : Type u_2
𝕜 : Type u_6
inst✝⁵ : RCLike 𝕜
inst✝⁴ : NormedAddCommGroup F
inst✝³ : NormedSpace 𝕜 F
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
inst✝² : SigmaFinite (μ.trim hm)
inst✝¹ : NormedSpace ℝ F
inst✝ : SMulCommClass ℝ 𝕜 F
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : 𝕜
x : F
⊢ condExpIndL1Fin hm hs hμs (c • x) = c • condExpIndL1Fin hm hs hμs x

Tactic:
by
  ext1
  grw [Lp.coeFn_smul, condExpIndL1Fin_ae_eq_condExpIndSMul, condExpIndL1Fin_ae_eq_condExpIndSMul,
    condExpIndSMul_smul, Lp.coeFn_smul]

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

Goal state before:
pp: case refine_2
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✝
f g : α → F
hf : MemLp f p (μ.trim hm)
hg : MemLp g p (μ.trim hm)
h_disj : Disjoint (Function.support f) (Function.support g)
hfP : P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf))
hgP : P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp g hg))
h_eq :
  ∀ (f : α → F) (hf : MemLp f p (μ.trim hm)), ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf)) = MemLp.toLp f ⋯
⊢ P
    (↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf)) +
      ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp g hg)))

Tactic:
rw [h_eq f hf] at hfP ⊢

Goal state after:
case refine_2
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✝
f g : α → F
hf : MemLp f p (μ.trim hm)
hg : MemLp g p (μ.trim hm)
h_disj : Disjoint (Function.support f) (Function.support g)
hfP : P (MemLp.toLp f ⋯)
hgP : P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp g hg))
h_eq :
  ∀ (f : α → F) (hf : MemLp f p (μ.trim hm)), ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf)) = MemLp.toLp f ⋯
⊢ P (MemLp.toLp f ⋯ + ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp g hg)))
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)
⊢ s_f \ s_g =ᵐ[μ] s_f

Tactic:
rw [← Set.sdiff_inter_self_eq_sdiff, Set.inter_comm]

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)
⊢ s_f \ (s_f ∩ s_g) =ᵐ[μ] s_f
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case pos
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:
if_pos hfm

Goal state after:
case pos
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
⊢ f =ᵐ[μ] ↑↑(condExpL1 hm μ f)
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_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)
h_int1 : Integrable (fun p ↦ log ((∂μ/∂ν) p.1).toReal) (μ ⊗ₘ κ)
⊢ ∫ (p : 𝓧 × 𝓨), llr (μ ⊗ₘ κ) (ν ⊗ₘ η) p ∂μ ⊗ₘ κ =
    ∫ (a : 𝓧), llr μ ν a ∂μ + ∫ (p : 𝓧 × 𝓨), llr (μ ⊗ₘ κ) (μ ⊗ₘ η) p ∂μ ⊗ₘ κ

Tactic:
calc ∫ p, llr (μ ⊗ₘ κ) (ν ⊗ₘ η) p ∂μ ⊗ₘ κ
  _ = ∫ p, ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal * log ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal ∂(ν ⊗ₘ η) := by
    rw [integral_rnDeriv_mul_log h_ac]
  _ = ∫ p, ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal *
      (log ((∂μ/∂ν) p.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) p).toReal) ∂(ν ⊗ₘ η) :=
    integral_congr_ae (rnDeriv_compProd_mul_log_eq_mul_add h_ac_κη)
  _ = ∫ p, (log ((∂μ/∂ν) p.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) p).toReal) ∂(μ ⊗ₘ κ) :=
    integral_rnDeriv_smul h_ac
  _ = ∫ p, log ((∂μ/∂ν) p.1).toReal ∂(μ ⊗ₘ κ) +
      ∫ p, log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) p).toReal ∂(μ ⊗ₘ κ) := by
    rw [integral_add h_int1]
    exact h_int_κη.ofReal
  _ = ∫ a, llr μ ν a ∂μ + ∫ p, llr (μ ⊗ₘ κ) (μ ⊗ₘ η) p ∂(μ ⊗ₘ κ) := by
    congr
    rw [Measure.integral_compProd h_int1]
    simp [llr]

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_int : Integrable (llr (μ ⊗ₘ κ) (ν ⊗ₘ η)) (μ ⊗ₘ κ)
⊢ ∫ (p : 𝓧 × 𝓨), llr (μ ⊗ₘ κ) (ν ⊗ₘ η) p ∂μ ⊗ₘ κ =
    ∫ (a : 𝓧), llr μ ν a ∂μ + ∫ (p : 𝓧 × 𝓨), llr (μ ⊗ₘ κ) (μ ⊗ₘ η) p ∂μ ⊗ₘ κ

Tactic:
have ⟨h_ac_μν, h_ac_κη⟩ := Measure.absolutelyContinuous_compProd_iff.mp h_ac
  have ⟨h_int_μν, h_int_κη⟩ := (integrable_llr_compProd_iff h_ac).mp h_int
  have h_int1 : Integrable (fun p ↦ log ((∂μ/∂ν) p.1).toReal) (μ ⊗ₘ κ) := by
    rw [Measure.integrable_compProd_iff]
    · simp only [ne_eq, enorm_ne_top, not_false_eq_true, integrable_const_enorm,
      Filter.eventually_true, integral_const, probReal_univ, smul_eq_mul, one_mul, true_and]
      rwa [← integrable_norm_iff (by fun_prop)] at h_int_μν
    · exact StronglyMeasurable.aestronglyMeasurable (by fun_prop)
  calc ∫ p, llr (μ ⊗ₘ κ) (ν ⊗ₘ η) p ∂μ ⊗ₘ κ
  _ = ∫ p, ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal * log ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal ∂(ν ⊗ₘ η) := by
    rw [integral_rnDeriv_mul_log h_ac]
  _ = ∫ p, ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal *
      (log ((∂μ/∂ν) p.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) p).toReal) ∂(ν ⊗ₘ η) :=
    integral_congr_ae (rnDeriv_compProd_mul_log_eq_mul_add h_ac_κη)
  _ = ∫ p, (log ((∂μ/∂ν) p.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) p).toReal) ∂(μ ⊗ₘ κ) :=
    integral_rnDeriv_smul h_ac
  _ = ∫ p, log ((∂μ/∂ν) p.1).toReal ∂(μ ⊗ₘ κ) +
      ∫ p, log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) p).toReal ∂(μ ⊗ₘ κ) := by
    rw [integral_add h_int1]
    exact h_int_κη.ofReal
  _ = ∫ a, llr μ ν a ∂μ + ∫ p, llr (μ ⊗ₘ κ) (μ ⊗ₘ η) p ∂(μ ⊗ₘ κ) := by
    congr
    rw [Measure.integral_compProd h_int1]
    simp [llr]

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

Goal state before:
pp: Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X : Ω → ℝ≥0∞
⊢ Measurable P⁻[X | mΩ]

Tactic:
by_cases hm : mΩ ≤ mΩ₀
  · by_cases hσ : SigmaFinite (P.trim hm)
    · by_cases hX : Measurable[mΩ] X
      · simp [condLExp_eq_self hm, hX]
      simp [condLExp_of_not_sub_sigma_measurable hm _ hX, measurable_rnDeriv]
    simp [condLExp_of_not_sigmaFinite hm hσ, measurable_zero]
  simp [condLExp_of_not_le hm, measurable_zero]

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

Goal state before:
pp: E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
m mα : MeasurableSpace α
μ : Measure α
s : Set E
inst✝ : IsFiniteMeasure μ
hm : m ≤ mα
hf_int : Integrable f μ
hs : IsClosed s
hc : Convex ℝ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
t : Set E
ht : TopologicalSpace.IsSeparable t
htt : ∀ᵐ (x : α) ∂μ, f x ∈ t
Y : Submodule ℝ E := (Submodule.span ℝ t).topologicalClosure
this✝ : CompleteSpace ↥Y
this : SecondCountableTopology ↥Y
fY : α → ↥Y := fun a ↦ if h : f a ∈ Y then ⟨f a, h⟩ else 0
fX : α → E := ⇑Y.subtypeL ∘ fY
lem0 : ∀ᵐ (a : α) ∂μ, f a ∈ Y
lem1 : f =ᵐ[μ] fX
lem2 : ∀ᵐ (a : α) ∂μ, fY a ∈ ⇑Y.subtypeL ⁻¹' s
g : α → E
hg1 : StronglyMeasurable g
hg2 : ∀ (x : α), g x ∈ ↑(Submodule.span ℝ t).topologicalClosure
hg3 : f =ᵐ[μ] g
⊢ AEStronglyMeasurable fY μ

Tactic:
refine ⟨codRestrict g Y hg2, (hg1.measurable.codRestrict hg2).stronglyMeasurable, ?_⟩

Goal state after:
E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
m mα : MeasurableSpace α
μ : Measure α
s : Set E
inst✝ : IsFiniteMeasure μ
hm : m ≤ mα
hf_int : Integrable f μ
hs : IsClosed s
hc : Convex ℝ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
t : Set E
ht : TopologicalSpace.IsSeparable t
htt : ∀ᵐ (x : α) ∂μ, f x ∈ t
Y : Submodule ℝ E := (Submodule.span ℝ t).topologicalClosure
this✝ : CompleteSpace ↥Y
this : SecondCountableTopology ↥Y
fY : α → ↥Y := fun a ↦ if h : f a ∈ Y then ⟨f a, h⟩ else 0
fX : α → E := ⇑Y.subtypeL ∘ fY
lem0 : ∀ᵐ (a : α) ∂μ, f a ∈ Y
lem1 : f =ᵐ[μ] fX
lem2 : ∀ᵐ (a : α) ∂μ, fY a ∈ ⇑Y.subtypeL ⁻¹' s
g : α → E
hg1 : StronglyMeasurable g
hg2 : ∀ (x : α), g x ∈ ↑(Submodule.span ℝ t).topologicalClosure
hg3 : f =ᵐ[μ] g
⊢ fY =ᵐ[μ] codRestrict g (↑Y) hg2
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∞
hm : ¬mΩ ≤ mΩ₀
⊢ P⁻[X | mΩ] + P⁻[Y | mΩ] ≤ᵐ[P] P⁻[X + Y | mΩ]

Tactic:
simp_rw [condLExp_of_not_le hm]; filter_upwards; simp

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

Goal state before:
pp: E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
φ : E → ℝ
m mα : MeasurableSpace α
μ : Measure α
s : Set E
inst✝ : IsFiniteMeasure μ
hm : m ≤ mα
hφ_cvx : ConvexOn ℝ s φ
hφ_cont : LowerSemicontinuousOn φ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
hs : IsClosed s
hf_int : Integrable f μ
hφ_int : Integrable (φ ∘ f) μ
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
t : Set E
ht : TopologicalSpace.IsSeparable t
htt : ∀ᵐ (x : α) ∂μ, f x ∈ t
Y : Submodule ℝ E := (Submodule.span ℝ t).topologicalClosure
this✝ : CompleteSpace ↥Y
this : SecondCountableTopology ↥Y
φY : ↥Y → ℝ := φ ∘ ⇑Y.subtypeL
fY : α → ↥Y := fun a ↦ if h : f a ∈ Y then ⟨f a, h⟩ else 0
fX : α → E := ⇑Y.subtypeL ∘ fY
lem0 : ∀ᵐ (a : α) ∂μ, f a ∈ Y
lem1 : f =ᵐ[μ] fX
g : α → E
hg1 : StronglyMeasurable g
hg2 : ∀ (x : α), g x ∈ ↑(Submodule.span ℝ t).topologicalClosure
hg3 : f =ᵐ[μ] g
⊢ AEStronglyMeasurable fY μ

Tactic:
refine ⟨codRestrict g Y hg2, (hg1.measurable.codRestrict hg2).stronglyMeasurable, ?_⟩

Goal state after:
E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
φ : E → ℝ
m mα : MeasurableSpace α
μ : Measure α
s : Set E
inst✝ : IsFiniteMeasure μ
hm : m ≤ mα
hφ_cvx : ConvexOn ℝ s φ
hφ_cont : LowerSemicontinuousOn φ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
hs : IsClosed s
hf_int : Integrable f μ
hφ_int : Integrable (φ ∘ f) μ
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
t : Set E
ht : TopologicalSpace.IsSeparable t
htt : ∀ᵐ (x : α) ∂μ, f x ∈ t
Y : Submodule ℝ E := (Submodule.span ℝ t).topologicalClosure
this✝ : CompleteSpace ↥Y
this : SecondCountableTopology ↥Y
φY : ↥Y → ℝ := φ ∘ ⇑Y.subtypeL
fY : α → ↥Y := fun a ↦ if h : f a ∈ Y then ⟨f a, h⟩ else 0
fX : α → E := ⇑Y.subtypeL ∘ fY
lem0 : ∀ᵐ (a : α) ∂μ, f a ∈ Y
lem1 : f =ᵐ[μ] fX
g : α → E
hg1 : StronglyMeasurable g
hg2 : ∀ (x : α), g x ∈ ↑(Submodule.span ℝ t).topologicalClosure
hg3 : f =ᵐ[μ] g
⊢ fY =ᵐ[μ] codRestrict g (↑Y) hg2
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

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

Tactic:
simp_rw [condLExp_of_not_le hm]; filter_upwards; simp

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

Goal state before:
pp: case neg
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : ¬mΩ ≤ mΩ₀
⊢ P⁻[∑' (i : ι), X i | mΩ] =ᵐ[P] ∑' (i : ι), P⁻[X i | mΩ]

Tactic:
simp_rw [condLExp_of_not_le hm]; filter_upwards; simp

Goal state after:
Module: Mathlib.LinearAlgebra.Basis.Flag

Goal state before:
pp: R : Type u_1
M : Type u_2
inst✝² : Semiring R
inst✝¹ : AddCommMonoid M
inst✝ : Module R M
n : ℕ
b : Basis (Fin n) R M
k : Fin n
⊢ b.flag k.succ = R ∙ b k ⊔ b.flag k.castSucc

Tactic:
simp only [flag, Fin.castSucc_lt_castSucc_iff]

Goal state after:
R : Type u_1
M : Type u_2
inst✝² : Semiring R
inst✝¹ : AddCommMonoid M
inst✝ : Module R M
n : ℕ
b : Basis (Fin n) R M
k : Fin n
⊢ span R (⇑b '' {i | i.castSucc < k.succ}) = R ∙ b k ⊔ span R (⇑b '' {i | i < k})
Module: Mathlib.LinearAlgebra.AffineSpace.Matrix

Goal state before:
pp: ι : Type u₁
k : Type u₂
V : Type u₃
P : Type u₄
inst✝⁷ : AddCommGroup V
inst✝⁶ : AffineSpace V P
inst✝⁵ : Ring k
inst✝⁴ : Module k V
b : AffineBasis ι k P
ι' : Type u_1
inst✝³ : Finite ι
inst✝² : Fintype ι'
inst✝¹ : DecidableEq ι
inst✝ : Nontrivial k
p : ι' → P
A : Matrix ι ι' k
hA : A * b.toMatrix p = 1
val✝ : Fintype ι
i : ι
⊢ ∑ j, A i j * ∑ l, b.toMatrix p j l = ∑ j, ∑ l, A i j * b.toMatrix p j l

Tactic:
by simp_rw [Finset.mul_sum]

Goal state after:
Module: Mathlib.LinearAlgebra.BilinearForm.IsometryEquiv

Goal state before:
pp: R : Type u_1
M : Type u_2
M₁ : Type u_3
M₂ : Type u_4
M₃ : Type u_5
M₄ : Type u_6
N : Type u_7
inst✝¹² : CommSemiring R
inst✝¹¹ : AddCommMonoid M
inst✝¹⁰ : AddCommMonoid M₁
inst✝⁹ : AddCommMonoid M₂
inst✝⁸ : AddCommMonoid M₃
inst✝⁷ : AddCommMonoid M₄
inst✝⁶ : AddCommMonoid N
inst✝⁵ : Module R M
inst✝⁴ : Module R M₁
inst✝³ : Module R M₂
inst✝² : Module R M₃
inst✝¹ : Module R M₄
inst✝ : Module R N
B₁ : LinearMap.BilinForm R M₁
B₂ : LinearMap.BilinForm R M₂
B₃ : LinearMap.BilinForm R M₃
f : B₁.IsometryEquiv B₂
n✝ m✝ : M₂
⊢ (B₁ ((↑f.symm).toFun n✝)) ((↑f.symm).toFun m✝) = (B₂ n✝) m✝

Tactic:
rw [← f.map_app]

Goal state after:
R : Type u_1
M : Type u_2
M₁ : Type u_3
M₂ : Type u_4
M₃ : Type u_5
M₄ : Type u_6
N : Type u_7
inst✝¹² : CommSemiring R
inst✝¹¹ : AddCommMonoid M
inst✝¹⁰ : AddCommMonoid M₁
inst✝⁹ : AddCommMonoid M₂
inst✝⁸ : AddCommMonoid M₃
inst✝⁷ : AddCommMonoid M₄
inst✝⁶ : AddCommMonoid N
inst✝⁵ : Module R M
inst✝⁴ : Module R M₁
inst✝³ : Module R M₂
inst✝² : Module R M₃
inst✝¹ : Module R M₄
inst✝ : Module R N
B₁ : LinearMap.BilinForm R M₁
B₂ : LinearMap.BilinForm R M₂
B₃ : LinearMap.BilinForm R M₃
f : B₁.IsometryEquiv B₂
n✝ m✝ : M₂
⊢ (B₂ (f ((↑f.symm).toFun n✝))) (f ((↑f.symm).toFun m✝)) = (B₂ n✝) m✝
Module: Mathlib.RingTheory.TensorProduct.IsBaseChangeFree

Goal state before:
pp: R : Type u_1
inst✝⁸ : CommSemiring R
S : Type u_2
inst✝⁷ : CommSemiring S
inst✝⁶ : Algebra R S
V : Type u_3
inst✝⁵ : AddCommMonoid V
inst✝⁴ : Module R V
W : Type u_4
inst✝³ : AddCommMonoid W
inst✝² : Module R W
inst✝¹ : Module S W
inst✝ : IsScalarTower R S W
ι : Type u_5
ε : V →ₗ[R] W
b : Module.Basis ι R V
ibc : IsBaseChange S ε
i : ι
pf✝³ : RingHomInvPair (RingHom.id S) (RingHom.id S)
pf✝² : SMulCommClass R S S
pf✝¹ : IsScalarTower R S S
pf✝ : IsScalarTower R S (ι →₀ S)
ibcRA : IsBaseChange S (Finsupp.mapRange.linearMap (Algebra.linearMap R S))
⊢ ibc.equiv
      ((TensorProduct.AlgebraTensorModule.congr (LinearEquiv.refl S S) b.repr).symm
        (ibcRA.equiv.symm (Finsupp.single i 1))) =
    ε (b i)

Tactic:
have : ibcRA.equiv.symm (Finsupp.single i 1) = 1 ⊗ₜ (Finsupp.single i 1) := by
    simp [LinearEquiv.symm_apply_eq, IsBaseChange.equiv_tmul]

Goal state after:
R : Type u_1
inst✝⁸ : CommSemiring R
S : Type u_2
inst✝⁷ : CommSemiring S
inst✝⁶ : Algebra R S
V : Type u_3
inst✝⁵ : AddCommMonoid V
inst✝⁴ : Module R V
W : Type u_4
inst✝³ : AddCommMonoid W
inst✝² : Module R W
inst✝¹ : Module S W
inst✝ : IsScalarTower R S W
ι : Type u_5
ε : V →ₗ[R] W
b : Module.Basis ι R V
ibc : IsBaseChange S ε
i : ι
pf✝³ : RingHomInvPair (RingHom.id S) (RingHom.id S)
pf✝² : SMulCommClass R S S
pf✝¹ : IsScalarTower R S S
pf✝ : IsScalarTower R S (ι →₀ S)
ibcRA : IsBaseChange S (Finsupp.mapRange.linearMap (Algebra.linearMap R S))
this : ibcRA.equiv.symm (Finsupp.single i 1) = 1 ⊗ₜ[R] Finsupp.single i 1
⊢ ibc.equiv
      ((TensorProduct.AlgebraTensorModule.congr (LinearEquiv.refl S S) b.repr).symm
        (ibcRA.equiv.symm (Finsupp.single i 1))) =
    ε (b i)
Module: Mathlib.LinearAlgebra.AffineSpace.AffineSubspace.Shift

Goal state before:
pp: k : Type u_1
V : Type u_2
P : Type u_3
inst✝⁵ : Ring k
inst✝⁴ : AddCommGroup V
inst✝³ : AddTorsor V P
inst✝² : Module k V
ι : Type u_4
inst✝¹ : Fintype ι
inst✝ : Nontrivial ι
p : ι → P
h✝ : AffineIndependent k p
i : ι
w : ι → k
hw : ∑ i, w i = 1
c : k
h : w i = 1 - c
⊢ (affineCombination k univ p) w ∈ (affineSpan k (p '' {i}ᶜ)).shift (p i) c

Tactic:
simpa [h] using affineCombination_mem_shift p i hw

Goal state after: