mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Kernel.MeasurableIntegral

Goal state before:
pp: case pos
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x ↦ (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n ↦ {x | Integrable (f x) (κ x)}.indicator fun x ↦ SimpleFunc.integral (κ x) (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) (κ x)
this : ∀ (n : ℕ), Integrable (⇑(s' n x)) (κ x)
⊢ Tendsto (fun i ↦ f' i x) atTop (𝓝 (∫ (y : β), f x y ∂κ x))

Tactic:
simp only [f', hfx, SimpleFunc.integral_eq_integral _ (this _), indicator_of_mem,
        mem_ofPred_eq]

Goal state after:
case pos
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x ↦ (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n ↦ {x | Integrable (f x) (κ x)}.indicator fun x ↦ SimpleFunc.integral (κ x) (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) (κ x)
this : ∀ (n : ℕ), Integrable (⇑(s' n x)) (κ x)
⊢ Tendsto (fun i ↦ ∫ (x_1 : β), (s' i x) x_1 ∂κ x) atTop (𝓝 (∫ (y : β), f x y ∂κ x))
Module: Mathlib.Probability.Kernel.Composition.RadonNikodym

Goal state before:
pp: case refine_4
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 < ∞
h_key :
  ∀ (t₁ : Set α) (t₂ : Set β),
    MeasurableSet t₁ →
      MeasurableSet t₂ →
        ∫⁻ (x : α × β) in t₁ ×ˢ t₂, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
          ∫⁻ (x : α × β) in t₁ ×ˢ t₂, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
f' : ℕ → Set (α × β)
hf_disj : Pairwise (Function.onFun Disjoint f')
hf_meas : ∀ (i : ℕ), MeasurableSet (f' i)
hf_eq :
  ∀ (i : ℕ),
    ∫⁻ (x : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ = ∫⁻ (x : α × β) in f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
⊢ ∫⁻ (x : α × β) in ⋃ i, f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
    ∫⁻ (x : α × β) in ⋃ i, f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ

Tactic:
rw [lintegral_iUnion hf_meas hf_disj, lintegral_iUnion hf_meas hf_disj]

Goal state after:
case refine_4
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 < ∞
h_key :
  ∀ (t₁ : Set α) (t₂ : Set β),
    MeasurableSet t₁ →
      MeasurableSet t₂ →
        ∫⁻ (x : α × β) in t₁ ×ˢ t₂, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
          ∫⁻ (x : α × β) in t₁ ×ˢ t₂, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
f' : ℕ → Set (α × β)
hf_disj : Pairwise (Function.onFun Disjoint f')
hf_meas : ∀ (i : ℕ), MeasurableSet (f' i)
hf_eq :
  ∀ (i : ℕ),
    ∫⁻ (x : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ = ∫⁻ (x : α × β) in f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
⊢ ∑' (i : ℕ), ∫⁻ (a : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) a ∂ν ⊗ₘ κ =
    ∑' (i : ℕ), ∫⁻ (a : α × β) in f' i, μ.rnDeriv ν a.1 ∂ν ⊗ₘ κ
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
a : α
f : β × γ → ℝ≥0∞
hf : Measurable f
t : Set γ
ht : MeasurableSet t
⊢ ∫⁻ (z : β × γ) in Set.univ ×ˢ t, f z ∂(κ ⊗ₖ η) a = ∫⁻ (x : β), ∫⁻ (y : γ) in t, f (x, y) ∂η (a, x) ∂κ a

Tactic:
setLIntegral_compProd κ η a hf MeasurableSet.univ ht,

Goal state after:
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 f
t : Set γ
ht : MeasurableSet t
⊢ ∫⁻ (x : β) in Set.univ, ∫⁻ (y : γ) in t, f (x, y) ∂η (a, x) ∂κ a =
    ∫⁻ (x : β), ∫⁻ (y : γ) in t, f (x, y) ∂η (a, x) ∂κ a
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: 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
s : Set β
t : Set γ
hs : MeasurableSet s
ht : MeasurableSet t
hf : IntegrableOn f (s ×ˢ t) ((κ ⊗ₖ η) a)
⊢ Integrable f ((κ.restrict hs ⊗ₖ η.restrict ht) a)

Tactic:
rw [compProd_restrict, Kernel.restrict_apply]

Goal state after:
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
s : Set β
t : Set γ
hs : MeasurableSet s
ht : MeasurableSet t
hf : IntegrableOn f (s ×ˢ t) ((κ ⊗ₖ η) a)
⊢ Integrable f (((κ ⊗ₖ η) a).restrict (s ×ˢ t))
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: 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✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
g : ↥(Lp E 1 ((η ∘ₖ κ) a))
⊢ Tendsto (fun i ↦ ∫⁻ (x : β), ‖∫ (y : γ), ↑↑i y ∂η x - ∫ (y : γ), ↑↑g y ∂η x‖ₑ ∂κ a) (𝓝 g) (𝓝 0)

Tactic:
← lintegral_fn_integral_sub_comp (‖·‖ₑ) (L1.integrable_coeFn _) (L1.integrable_coeFn g)

Goal state after:
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✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
g : ↥(Lp E 1 ((η ∘ₖ κ) a))
⊢ Tendsto (fun i ↦ ∫⁻ (x : β), ‖∫ (y : γ), ↑↑i y - ↑↑g y ∂η x‖ₑ ∂κ a) (𝓝 g) (𝓝 0)
Module: Mathlib.MeasureTheory.Measure.Tilted

Goal state before:
pp: 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
⊢ ∫ (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:
by
  by_cases hf : AEMeasurable f μ
  · rw [tilted_eq_withDensity_nnreal, setIntegral_withDensity_eq_setIntegral_smul₀']
    · congr
    · suffices AEMeasurable (fun x ↦ exp (f x) / ∫ x, exp (f x) ∂μ) μ by
        rw [← aemeasurable_coe_nnreal_real_iff]
        refine AEMeasurable.restrict ?_
        simpa only [NNReal.coe_mk]
      exact (measurable_exp.comp_aemeasurable hf).div_const _
  · have hf' : ¬ Integrable (fun x ↦ exp (f x)) μ := by
      exact fun h ↦ hf (aemeasurable_of_aemeasurable_exp h.1.aemeasurable)
    simp only [hf, not_false_eq_true, tilted_of_not_aemeasurable, Measure.restrict_zero,
      integral_zero_measure]
    rw [integral_undef hf']
    simp

Goal state after:
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
⊢ ↑c ≠ 0

Tactic:
by simpa

Goal state after:
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
⊢ llr (c • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c

Tactic:
by
  rw [← Measure.coe_nnreal_smul]
  filter_upwards [llr_smul_left hμν (c : ℝ≥0∞) (by simpa) (by simp)] with x hx
  rw [hx]
  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
⊢ ∫ (x : α), llr (μ.tilted f) ν x ∂μ = ∫ (x : α), llr μ ν x ∂μ + ∫ (x : α), f x ∂μ - log (∫ (x : α), rexp (f x) ∂μ)

Tactic:
by
  calc ∫ x, llr (μ.tilted f) ν x ∂μ
    = ∫ x, f x - log (∫ x, exp (f x) ∂μ) + llr μ ν x ∂μ :=
        integral_congr_ae (llr_tilted_left hμν hfμ hfν)
  _ = ∫ x, f x ∂μ - log (∫ x, exp (f x) ∂μ) + ∫ x, llr μ ν x ∂μ := by
        rw [integral_add ?_ h_int]
        swap; · exact hf.sub (integrable_const _)
        rw [integral_sub hf (integrable_const _)]
        simp only [integral_const, probReal_univ, smul_eq_mul, one_mul]
  _ = ∫ x, llr μ ν x ∂μ + ∫ x, f x ∂μ - log (∫ x, exp (f x) ∂μ) := by abel

Goal state after:
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:
· exact Measurable.aestronglyMeasurable (by fun_prop)

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

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 ∞
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

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
c : ℝ≥0
hc : ¬c = 0
⊢ c ≠ 0

Tactic:
by simpa

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

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
c : ℝ≥0
hc : ¬c = 0
⊢ c⁻¹ ≠ 0

Tactic:
by simpa

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

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
c : ℝ≥0
hc : ¬c = 0
h_llr_left : llr (c⁻¹ • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c⁻¹
⊢ c ≠ 0

Tactic:
by simpa

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
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
c : ℝ≥0
hc : ¬c = 0
h_llr_left : llr (c⁻¹ • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c⁻¹
⊢ (klDiv μ (c • ν)).toReal = ↑c * (klDiv (c⁻¹ • μ) ν).toReal

Tactic:
have h_llr_right := llr_smul_nnreal_right hμν c (by simpa)

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
h_int : Integrable (llr μ ν) μ
c : ℝ≥0
hc : ¬c = 0
h_llr_left : llr (c⁻¹ • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c⁻¹
h_llr_right : llr μ (c • ν) =ᵐ[μ] fun x ↦ llr μ ν x - log ↑c
⊢ (klDiv μ (c • ν)).toReal = ↑c * (klDiv (c⁻¹ • μ) ν).toReal
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

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
c : ℝ≥0
hc : ¬c = 0
h_llr_left : llr (c⁻¹ • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c⁻¹
h_llr_right : llr μ (c • ν) =ᵐ[μ] fun x ↦ llr μ ν x - log ↑c
⊢ ↑c ≠ 0

Tactic:
by simpa

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

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
c : ℝ≥0
hc : ¬c = 0
h_llr_left : llr (c⁻¹ • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c⁻¹
h_llr_right : llr μ (c • ν) =ᵐ[μ] fun x ↦ llr μ ν x - log ↑c
h_smul : ∀ (c : ℝ≥0) (a : ℝ), c • a = ↑c * a
⊢ ↑c ≠ 0

Tactic:
by simpa

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

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
c : ℝ≥0
hc : ¬c = 0
h_llr_left : llr (c⁻¹ • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c⁻¹
h_llr_right : llr μ (c • ν) =ᵐ[μ] fun x ↦ llr μ ν x - log ↑c
h_smul : ∀ (c : ℝ≥0) (a : ℝ), c • a = ↑c * a
h_llr_smul_inv : llr (c⁻¹ • μ) ν =ᵐ[μ] llr μ (c • ν)
⊢ ↑c ≠ 0

Tactic:
by simpa

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

Goal state before:
pp: 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
h_contra : μ ≪ c • ν
⊢ ↑c⁻¹ ≠ 0

Tactic:
by simpa

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

Goal state before:
pp: 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
h_contra : Integrable (llr μ (c • ν)) μ
this : IsFiniteMeasure (↑c • ν)
⊢ c⁻¹ ≠ 0

Tactic:
by simpa

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

Goal state before:
pp: 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⁻¹ ≠ 0

Tactic:
by simpa

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

Goal state before:
pp: 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
h_int_left : Integrable (llr (c⁻¹ • μ) ν) (c⁻¹ • μ)
⊢ c ≠ 0

Tactic:
by simpa

Goal state after:
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 : ↥(lpMeasSubgroup F m p μ)
⊢ ↑↑(lpMeasSubgroupToLpTrim F p μ hm (-f)) =ᵐ[μ.trim hm] ↑↑(-lpMeasSubgroupToLpTrim F p μ hm f)

Tactic:
grw [Lp.coeFn_neg]

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 : ↥(lpMeasSubgroup F m p μ)
⊢ ↑↑(lpMeasSubgroupToLpTrim F p μ hm (-f)) =ᵐ[μ.trim hm] -↑↑(lpMeasSubgroupToLpTrim F p μ hm f)
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: 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
h_contra : Integrable (llr (c • μ) (c • ν)) (c • μ)
⊢ c⁻¹ ≠ 0

Tactic:
by simpa

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

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
h : (fun x ↦ ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal)) =ᵐ[ν] 0
h_ne : μ ≪ ν ∧ Integrable (llr μ ν) μ
x : α
hx : klFun (μ.rnDeriv ν x).toReal ≤ 0
hx' : (μ.rnDeriv ν x).toReal = 1
⊢ μ.rnDeriv ν x = 1 x

Tactic:
ENNReal.toReal_eq_one_iff

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
h : (fun x ↦ ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal)) =ᵐ[ν] 0
h_ne : μ ≪ ν ∧ Integrable (llr μ ν) μ
x : α
hx : klFun (μ.rnDeriv ν x).toReal ≤ 0
hx' : μ.rnDeriv ν x = 1
⊢ μ.rnDeriv ν x = 1 x
Module: Mathlib.MeasureTheory.Function.LpSpace.InfiniteSum

Goal state before:
pp: case inl
X : Type u_1
E : Type u_2
x✝ : MeasurableSpace X
μ : Measure X
inst✝¹ : NormedAddCommGroup E
ι : Type u_3
inst✝ : Countable ι
f : ι → X → E
hf : ∀ (n : ι), AEStronglyMeasurable (f n) μ
hp : 1 ≤ ∞
h'f : ∑' (n : ι), eLpNorm (f n) ∞ μ ≠ ∞
⊢ ∀ᵐ (a : X) ∂μ, ∑' (n : ι), ‖f n a‖ₑ < ∞

Tactic:
have : ∀ᵐ x ∂μ, ∀ n, ‖f n x‖ₑ ≤ eLpNorm (f n) ∞ μ := ae_all_iff.2 (fun n ↦ ae_le_eLpNormEssSup)

Goal state after:
case inl
X : Type u_1
E : Type u_2
x✝ : MeasurableSpace X
μ : Measure X
inst✝¹ : NormedAddCommGroup E
ι : Type u_3
inst✝ : Countable ι
f : ι → X → E
hf : ∀ (n : ι), AEStronglyMeasurable (f n) μ
hp : 1 ≤ ∞
h'f : ∑' (n : ι), eLpNorm (f n) ∞ μ ≠ ∞
this : ∀ᵐ (x : X) ∂μ, ∀ (n : ι), ‖f n x‖ₑ ≤ eLpNorm (f n) ∞ μ
⊢ ∀ᵐ (a : X) ∂μ, ∑' (n : ι), ‖f n a‖ₑ < ∞
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, StrictMono ns ∧ ∀ᵐ (x : X) ∂μ, Tendsto (fun i ↦ ↑↑(∑ j ∈ range (ns i), f j) x) atTop (𝓝 (↑↑(∑' (n : ℕ), f n) x))

Tactic:
have : Tendsto (fun i ↦ (∑ j ∈ range i, f j)) atTop (𝓝 (∑' n, f n)) :=
      Summable.tendsto_sum_tsum_nat (Summable.of_enorm hf)

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
this : Tendsto (fun i ↦ ∑ j ∈ range i, f j) atTop (𝓝 (∑' (n : ℕ), f n))
⊢ ∃ ns, StrictMono ns ∧ ∀ᵐ (x : X) ∂μ, Tendsto (fun i ↦ ↑↑(∑ j ∈ range (ns i), f j) x) atTop (𝓝 (↑↑(∑' (n : ℕ), f n) x))
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 : (α → F) → Prop
h_ind : ∀ (c : F) ⦃s : Set α⦄, MeasurableSet s → μ s < ∞ → P (s.indicator fun x ↦ c)
h_add :
  ∀ ⦃f g : α → F⦄,
    Disjoint (Function.support f) (Function.support g) →
      MemLp f p μ → MemLp g p μ → StronglyMeasurable f → StronglyMeasurable g → P f → P g → P (f + g)
h_closed : IsClosed {f | P ↑↑↑f}
h_ae : ∀ ⦃f g : α → F⦄, f =ᵐ[μ] g → MemLp f p μ → P f → P g
f✝ : α → F
hf : MemLp f✝ p μ
hfm✝ : AEStronglyMeasurable f✝ μ
f_Lp : ↥(Lp F p μ) := toLp f✝ hf
hfm_Lp : AEStronglyMeasurable (↑↑f_Lp) μ
f g : α → F
hf_mem : MemLp f p μ
hg_mem : MemLp g p μ
hfm : StronglyMeasurable f
hgm : StronglyMeasurable g
h_disj : Disjoint (Function.support f) (Function.support g)
hfP : P ↑↑(toLp f hf_mem)
hgP : P ↑↑(toLp g hg_mem)
hfP' : P f
⊢ P ↑↑(toLp f hf_mem + toLp g hg_mem)

Tactic:
have hgP' : P g := h_ae hg_mem.coeFn_toLp (Lp.memLp _) hgP

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 : (α → F) → Prop
h_ind : ∀ (c : F) ⦃s : Set α⦄, MeasurableSet s → μ s < ∞ → P (s.indicator fun x ↦ c)
h_add :
  ∀ ⦃f g : α → F⦄,
    Disjoint (Function.support f) (Function.support g) →
      MemLp f p μ → MemLp g p μ → StronglyMeasurable f → StronglyMeasurable g → P f → P g → P (f + g)
h_closed : IsClosed {f | P ↑↑↑f}
h_ae : ∀ ⦃f g : α → F⦄, f =ᵐ[μ] g → MemLp f p μ → P f → P g
f✝ : α → F
hf : MemLp f✝ p μ
hfm✝ : AEStronglyMeasurable f✝ μ
f_Lp : ↥(Lp F p μ) := toLp f✝ hf
hfm_Lp : AEStronglyMeasurable (↑↑f_Lp) μ
f g : α → F
hf_mem : MemLp f p μ
hg_mem : MemLp g p μ
hfm : StronglyMeasurable f
hgm : StronglyMeasurable g
h_disj : Disjoint (Function.support f) (Function.support g)
hfP : P ↑↑(toLp f hf_mem)
hgP : P ↑↑(toLp g hg_mem)
hfP' : P f
hgP' : P g
⊢ P ↑↑(toLp f hf_mem + toLp g hg_mem)
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 (fun a ↦ ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) a).toReal * log ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) a).toReal) (ν ⊗ₘ η) ↔
    Integrable (llr μ ν) μ ∧ Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)

Tactic:
integrable_congr (rnDeriv_compProd_mul_log_eq_mul_add h_ac_κη),

Goal state after:
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 (fun x ↦ ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) x).toReal * (log ((∂μ/∂ν) x.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) x).toReal))
      (ν ⊗ₘ η) ↔
    Integrable (llr μ ν) μ ∧ Integrable (llr (μ ⊗ₘ κ) (μ ⊗ₘ η)) (μ ⊗ₘ κ)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: α : Type u_1
E : Type u_3
f : α → E
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
m₁ m₂ m₀ : MeasurableSpace α
μ : Measure α
hm₁₂ : m₁ ≤ m₂
hm₂ : m₂ ≤ m₀
inst✝ : SigmaFinite (μ.trim hm₂)
⊢ μ[μ[f | m₂] | m₁] =ᵐ[μ] μ[f | m₁]

Tactic:
by
  by_cases hμm₁ : SigmaFinite (μ.trim (hm₁₂.trans hm₂))
  swap; · simp_rw [condExp_of_not_sigmaFinite (hm₁₂.trans hm₂) hμm₁]; rfl
  by_cases hf : Integrable f μ
  swap; · simp_rw [condExp_of_not_integrable hf, condExp_zero]; rfl
  refine ae_eq_of_forall_setIntegral_eq_of_sigmaFinite' (hm₁₂.trans hm₂)
    (fun s _ _ => integrable_condExp.integrableOn) (fun s _ _ => integrable_condExp.integrableOn) ?_
    stronglyMeasurable_condExp.aestronglyMeasurable
    stronglyMeasurable_condExp.aestronglyMeasurable
  intro s hs _
  rw [setIntegral_condExp (hm₁₂.trans hm₂) integrable_condExp hs]
  rw [setIntegral_condExp (hm₁₂.trans hm₂) hf hs, setIntegral_condExp hm₂ hf (hm₁₂ s hs)]

Goal state after: