mathlib-initiative/mathlib-tactics huggingface dataset:
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)
hff' : f =ᵐ[μ] f'
hf'_meas : StronglyMeasurable f'
hf'_Lp : MemLp f' p μ
g' : α → F := (s_g \ s_f).indicator (AEStronglyMeasurable.mk g hgm)
⊢ s_g \ s_f =ᵐ[μ] s_g

Tactic:
by

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)
c : E
⊢ ↑↑↑((condExpL2 𝕜 𝕜 hm) (MemLp.toLp (fun a ↦ ⟪c, ↑↑f a⟫) ⋯)) =ᵐ[μ] fun a ↦ ⟪c, ↑↑↑((condExpL2 E 𝕜 hm) f) a⟫

Tactic:
by

Goal state after:
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✝² : NormedAddCommGroup E
p : ℝ≥0∞
hp : Fact (1 ≤ p)
ι : Type u_3
inst✝¹ : Countable ι
inst✝ : CompleteSpace E
f : ι → ↥(Lp E p μ)
hf : ∑' (n : ι), ‖f n‖ₑ ≠ ∞
hι : Infinite ι
e : ℕ ≃ ι
⊢ ∀ᵐ (a : X) ∂μ, HasSum (fun n ↦ ↑↑(f (e n)) a) (↑↑(∑' (n : ℕ), f (e n)) a)

Tactic:
by

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✝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)
hff' : f =ᵐ[μ] f'
hf'_meas : StronglyMeasurable f'
hf'_Lp : MemLp f' p μ
g' : α → F := (s_g \ s_f).indicator (AEStronglyMeasurable.mk g hgm)
⊢ g =ᵐ[μ] g'

Tactic:
by

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Tactic:
by

Goal state after:
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✝² : NormedAddCommGroup E
p : ℝ≥0∞
hp : Fact (1 ≤ p)
ι : Type u_3
inst✝¹ : Countable ι
inst✝ : CompleteSpace E
f : ι → ↥(Lp E p μ)
hf : ∑' (n : ι), ‖f n‖ₑ ≠ ∞
⊢ ∀ᵐ (a : X) ∂μ, HasSum (fun n ↦ ↑↑(f n) a) (↑↑(∑' (n : ι), f n) a)

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f : ↥(Lp E' 2 μ)
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ ∫ (x : α) in s, ↑↑↑((condExpL2 E' 𝕜 hm) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Tactic:
by

Goal state after:
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✝² : NormedAddCommGroup E
ι : Type u_3
inst✝¹ : Countable ι
p : ℝ≥0∞
hp : Fact (1 ≤ p)
inst✝ : CompleteSpace E
f : ι → ↥(Lp E p μ)
hf : ∑' (n : ι), ‖f n‖ₑ ≠ ∞
⊢ ↑↑(∑' (n : ι), f n) =ᵐ[μ] fun x ↦ ∑' (n : ι), ↑↑(f n) x

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm_not : ¬m ≤ m₀
⊢ μ[f | m] = 0

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ m₀
hμm_not : ¬SigmaFinite (μ.trim hm)
⊢ μ[f | m] = 0

Tactic:
by

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✝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)), AEStronglyMeasurable (↑↑f) μ → P f

Tactic:
by

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
⊢ s = ⋃ i, S i ∩ s

Tactic:
by

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
i : ℕ
⊢ μ (S i) < ∞

Tactic:
have hS_finite_trim := measure_spanningSets_lt_top (μ.trim hm) i

Goal state after:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
i : ℕ
hS_finite_trim : (μ.trim hm) (spanningSets (μ.trim hm) i) < ∞
⊢ μ (S i) < ∞
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
⊢ μ[f | m] =
    if Integrable f μ then if StronglyMeasurable f then f else AEStronglyMeasurable.mk ↑↑(condExpL1 hm μ f) ⋯ else 0

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
f : α → E
hf : StronglyMeasurable f
hfi : Integrable f μ
⊢ μ[f | m] = f

Tactic:
by

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
⊢ ∀ (i : ℕ), μ (S i ∩ s) < ∞

Tactic:
by

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

Goal state before:
pp: 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
⊢ μ[f | m] =ᵐ[μ] ↑↑(condExpL1 hm μ f)

Tactic:
by

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ∞
⊢ Monotone fun i ↦ S i ∩ s

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
hm : m ≤ m₀
inst✝ : SigmaFinite (μ.trim hm)
hf : Integrable f μ
⊢ μ[f | m] =ᵐ[μ] ↑↑((condExpL1CLM E hm μ) (Integrable.toL1 f hf))

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁹ : RCLike 𝕜
inst✝⁸ : NormedAddCommGroup E'
inst✝⁷ : InnerProductSpace 𝕜 E'
inst✝⁶ : CompleteSpace E'
inst✝⁵ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
E'' : Type u_8
𝕜' : Type u_9
inst✝⁴ : RCLike 𝕜'
inst✝³ : NormedAddCommGroup E''
inst✝² : InnerProductSpace 𝕜' E''
inst✝¹ : CompleteSpace E''
inst✝ : NormedSpace ℝ E''
hm : m ≤ m0
T : E' →L[ℝ] E''
f : ↥(Lp E' 2 μ)
⊢ ↑↑↑((condExpL2 E'' 𝕜' hm) (T.compLp f)) =ᵐ[μ] ↑↑(T.compLp ↑((condExpL2 E' 𝕜 hm) f))

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hf : ¬Integrable f μ
⊢ μ[f | m] = 0

Tactic:
by

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ∞
h_mono : Monotone fun i ↦ S i ∩ s
h_eq_forall : (fun i ↦ ∫ (x : α) in S i ∩ s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ) = fun i ↦ ∫ (x : α) in S i ∩ s, ↑↑f x ∂μ
⊢ Tendsto (fun i ↦ ∫ (x : α) in S i ∩ s, ↑↑f x ∂μ) atTop (𝓝 (∫ (x : α) in s, ↑↑f x ∂μ))

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
⊢ μ[0 | m] = 0

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
⊢ ↑↑↑((condExpL2 E' 𝕜 hm) (indicatorConstLp 2 hs hμs x)) =ᵐ[μ] fun a ↦
    ↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a • x

Tactic:
by

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ∞
h_mono : Monotone fun i ↦ S i ∩ s
h_eq_forall : (fun i ↦ ∫ (x : α) in S i ∩ s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ) = fun i ↦ ∫ (x : α) in S i ∩ s, ↑↑f x ∂μ
h_right : Tendsto (fun i ↦ ∫ (x : α) in S i ∩ s, ↑↑f x ∂μ) atTop (𝓝 (∫ (x : α) in s, ↑↑f x ∂μ))
⊢ Tendsto (fun i ↦ ∫ (x : α) in S i ∩ s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ) atTop
    (𝓝 (∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ))

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
⊢ ↑((condExpL2 E' 𝕜 hm) (indicatorConstLp 2 hs hμs x)) =
    (toSpanSingleton ℝ x).compLp ↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1))

Tactic:
by

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝¹ : SigmaFinite (μ.trim hm)
s : Set α
inst✝ : CompleteSpace F'
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
a : α
ha :
  ↑↑↑((condExpL2 E' 𝕜 hm) (indicatorConstLp 2 hs hμs x)) a =
    (fun a ↦ ↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a • x) a
x✝ : a ∈ t
⊢ ↑‖↑↑↑((condExpL2 E' 𝕜 hm) (indicatorConstLp 2 hs hμs x)) a‖₊ =
    ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a • x‖₊

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
⊢ StronglyMeasurable μ[f | m]

Tactic:
by

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✝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⦄, MemLp f p μ → AEStronglyMeasurable f μ → P f

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ ∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a • x‖₊ ∂μ =
    (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊

Tactic:
by

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)
⊢ Integrable (llr μ ν) μ

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊ ≤ μ (s ∩ t) * ↑‖x‖₊

Tactic:
lintegral_nnnorm_condExpL2_indicator_le_real hs hμs ht hμt

Goal state after:
α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ μ (s ∩ t) * ↑‖x‖₊ ≤ μ (s ∩ t) * ↑‖x‖₊
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
t : Set α
ht : MeasurableSet t
hμt : μ t ≠ ∞
⊢ (∫⁻ (a : α) in t, ↑‖↑↑↑((condExpL2 ℝ ℝ hm) (indicatorConstLp 2 hs hμs 1)) a‖₊ ∂μ) * ↑‖x‖₊ ≤ μ (s ∩ t) * ↑‖x‖₊

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁵ : RCLike 𝕜
inst✝⁴ : NormedAddCommGroup E'
inst✝³ : InnerProductSpace 𝕜 E'
inst✝² : CompleteSpace E'
inst✝¹ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
inst✝ : SigmaFinite (μ.trim hm)
⊢ ∫⁻ (a : α), ↑‖↑↑↑((condExpL2 E' 𝕜 hm) (indicatorConstLp 2 hs hμs x)) a‖₊ ∂μ ≤ μ s * ↑‖x‖₊

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f g : α → E
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
h : f =ᵐ[μ] g
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
⊢ ↑↑(condExpL1 hm μ f) =ᵐ[μ] ↑↑(condExpL1 hm μ g)

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f g : α → E
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
h : f =ᵐ[μ] g
⊢ μ[f | m] =ᵐ[μ] μ[g | m]

Tactic:
by

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

Goal state before:
pp: 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
hf : AEStronglyMeasurable f μ
hfi : Integrable f μ
⊢ μ[f | m] =ᵐ[μ] f

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁵ : RCLike 𝕜
inst✝⁴ : NormedAddCommGroup E'
inst✝³ : InnerProductSpace 𝕜 E'
inst✝² : CompleteSpace E'
inst✝¹ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : E'
⊢ Integrable (↑↑↑((condExpL2 E' 𝕜 hm) (indicatorConstLp 2 hs hμs x))) μ

Tactic:
by

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

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x : G
⊢ AEStronglyMeasurable (↑↑(condExpIndSMul hm hs hμs x)) μ

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
⊢ Integrable μ[f | m] μ

Tactic:
by

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

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
s : Set α
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
hm : m ≤ m₀
inst✝ : SigmaFinite (μ.trim hm)
hf : Integrable f μ
hs : MeasurableSet s
⊢ ∫ (x : α) in s, μ[f | m] x ∂μ = ∫ (x : α) in s, f x ∂μ

Tactic:
by

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

Goal state before:
pp: α : Type u_1
G : Type u_5
inst✝¹ : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝ : NormedSpace ℝ G
hm : m ≤ m0
hs : MeasurableSet s
hμs : μ s ≠ ∞
x y : G
⊢ condExpIndSMul hm hs hμs (x + y) = condExpIndSMul hm hs hμs x + condExpIndSMul hm hs hμs y

Tactic:
by

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 ≪ μ ⊗ₘ η
⊢ ∀ᵐ (p : 𝓧 × 𝓨) ∂ν ⊗ₘ η,
    ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal * log ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal =
      ((∂μ ⊗ₘ κ/∂ν ⊗ₘ η) p).toReal * (log ((∂μ/∂ν) p.1).toReal + log ((∂μ ⊗ₘ κ/∂μ ⊗ₘ η) p).toReal)

Tactic:
by

Goal state after: