Module: Mathlib.Probability.Independence.InfinitePi

Goal state before:
pp: ι : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
P : Measure Ω
𝓧 : ι → Type u_3
m𝓧 : (i : ι) → MeasurableSpace (𝓧 i)
X : (i : ι) → Ω → 𝓧 i
mX : AEMeasurable (fun ω i ↦ X i ω) P
h : ∀ (s : Finset ι), iIndepFun (s.restrict X) P
this✝ : IsProbabilityMeasure P
x✝ : ∀ (i : ι), IsProbabilityMeasure (map (fun x ↦ X i x) P)
s : Finset ι
t : (i : ι) → Set (𝓧 i)
ht : ∀ (i : ι), MeasurableSet (t i)
this : (↑s).pi t = s.restrict ⁻¹' Set.univ.pi fun i ↦ t ↑i
⊢ (map (fun ω i ↦ X i ω) P) ((↑s).pi t) = ∏ i ∈ s, (map (X i) P) (t i)

Tactic:
rw [this, ← map_apply, AEMeasurable.map_map_of_aemeasurable]

Goal state after:
ι : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
P : Measure Ω
𝓧 : ι → Type u_3
m𝓧 : (i : ι) → MeasurableSpace (𝓧 i)
X : (i : ι) → Ω → 𝓧 i
mX : AEMeasurable (fun ω i ↦ X i ω) P
h : ∀ (s : Finset ι), iIndepFun (s.restrict X) P
this✝ : IsProbabilityMeasure P
x✝ : ∀ (i : ι), IsProbabilityMeasure (map (fun x ↦ X i x) P)
s : Finset ι
t : (i : ι) → Set (𝓧 i)
ht : ∀ (i : ι), MeasurableSet (t i)
this : (↑s).pi t = s.restrict ⁻¹' Set.univ.pi fun i ↦ t ↑i
⊢ (map (s.restrict ∘ fun ω i ↦ X i ω) P) (Set.univ.pi fun i ↦ t ↑i) = ∏ i ∈ s, (map (X i) P) (t i)

case hg
ι : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
P : Measure Ω
𝓧 : ι → Type u_3
m𝓧 : (i : ι) → MeasurableSpace (𝓧 i)
X : (i : ι) → Ω → 𝓧 i
mX : AEMeasurable (fun ω i ↦ X i ω) P
h : ∀ (s : Finset ι), iIndepFun (s.restrict X) P
this✝ : IsProbabilityMeasure P
x✝ : ∀ (i : ι), IsProbabilityMeasure (map (fun x ↦ X i x) P)
s : Finset ι
t : (i : ι) → Set (𝓧 i)
ht : ∀ (i : ι), MeasurableSet (t i)
this : (↑s).pi t = s.restrict ⁻¹' Set.univ.pi fun i ↦ t ↑i
⊢ AEMeasurable s.restrict (map (fun ω i ↦ X i ω) P)

case hf
ι : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
P : Measure Ω
𝓧 : ι → Type u_3
m𝓧 : (i : ι) → MeasurableSpace (𝓧 i)
X : (i : ι) → Ω → 𝓧 i
mX : AEMeasurable (fun ω i ↦ X i ω) P
h : ∀ (s : Finset ι), iIndepFun (s.restrict X) P
this✝ : IsProbabilityMeasure P
x✝ : ∀ (i : ι), IsProbabilityMeasure (map (fun x ↦ X i x) P)
s : Finset ι
t : (i : ι) → Set (𝓧 i)
ht : ∀ (i : ι), MeasurableSet (t i)
this : (↑s).pi t = s.restrict ⁻¹' Set.univ.pi fun i ↦ t ↑i
⊢ AEMeasurable (fun ω i ↦ X i ω) P

case hf
ι : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
P : Measure Ω
𝓧 : ι → Type u_3
m𝓧 : (i : ι) → MeasurableSpace (𝓧 i)
X : (i : ι) → Ω → 𝓧 i
mX : AEMeasurable (fun ω i ↦ X i ω) P
h : ∀ (s : Finset ι), iIndepFun (s.restrict X) P
this✝ : IsProbabilityMeasure P
x✝ : ∀ (i : ι), IsProbabilityMeasure (map (fun x ↦ X i x) P)
s : Finset ι
t : (i : ι) → Set (𝓧 i)
ht : ∀ (i : ι), MeasurableSet (t i)
this : (↑s).pi t = s.restrict ⁻¹' Set.univ.pi fun i ↦ t ↑i
⊢ Measurable s.restrict

case hs
ι : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
P : Measure Ω
𝓧 : ι → Type u_3
m𝓧 : (i : ι) → MeasurableSpace (𝓧 i)
X : (i : ι) → Ω → 𝓧 i
mX : AEMeasurable (fun ω i ↦ X i ω) P
h : ∀ (s : Finset ι), iIndepFun (s.restrict X) P
this✝ : IsProbabilityMeasure P
x✝ : ∀ (i : ι), IsProbabilityMeasure (map (fun x ↦ X i x) P)
s : Finset ι
t : (i : ι) → Set (𝓧 i)
ht : ∀ (i : ι), MeasurableSet (t i)
this : (↑s).pi t = s.restrict ⁻¹' Set.univ.pi fun i ↦ t ↑i
⊢ MeasurableSet (Set.univ.pi fun i ↦ t ↑i)