Theorem: ProbabilityTheory.Kernel.withDensity_rnDeriv_of_subset_compl_mutuallySingularSetSlice
File: Mathlib/Probability/Kernel/RadonNikodym.lean

Proof steps:
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
⊢ ((η.withDensity (κ.rnDeriv η)) a) s = (κ a) s
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ((η.withDensity (κ.rnDeriv η)) a) s = (κ a) s
tactic: have h_coe : ∀ b, (Real.toNNReal b : ℝ≥0∞) = ENNReal.ofReal b := fun _ ↦ rfl
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ((η.withDensity (κ.rnDeriv η)) a) s = (κ a) s
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ ((η.withDensity (κ.rnDeriv η)) a) s = (κ a) s
tactic: have : withDensity η (rnDeriv κ η)
      = withDensity (withDensity (κ + η)
        (fun a x ↦ Real.toNNReal (1 - rnDerivAux κ (κ + η) a x))) (rnDeriv κ η) := by
    rw [rnDeriv_def']
    congr
    exact (withDensity_one_sub_rnDerivAux κ η).symm
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ ((η.withDensity (κ.rnDeriv η)) a) s = (κ a) s
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ ∫⁻ (b : γ) in s, ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b ∂(κ + η) a = (κ a) s

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry fun a x => (1 - κ.rnDerivAux (κ + η) a x).toNNReal)

case hg
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry (κ.rnDeriv η))
tactic: rw [this, ← withDensity_mul, Kernel.withDensity_apply']
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ ∫⁻ (b : γ) in s, ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b ∂(κ + η) a = (κ a) s

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry fun a x => (1 - κ.rnDerivAux (κ + η) a x).toNNReal)

case hg
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry (κ.rnDeriv η))
state_after: case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry fun a x => (1 - κ.rnDerivAux (κ + η) a x).toNNReal)

case hg
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ Measurable (Function.uncurry (κ.rnDeriv η))

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ ∫⁻ (b : γ) in s, ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b ∂(κ + η) a = (κ a) s
tactic: rotate_left
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ ∫⁻ (b : γ) in s, ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b ∂(κ + η) a = (κ a) s
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ ∫⁻ (b : γ) in s,
      ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal *
        (ENNReal.ofReal (κ.rnDerivAux (κ + η) a b) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a b)) ∂(κ + η) a =
    (κ a) s
tactic: simp_rw [rnDeriv]
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
⊢ ∫⁻ (b : γ) in s,
      ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal *
        (ENNReal.ofReal (κ.rnDerivAux (κ + η) a b) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a b)) ∂(κ + η) a =
    (κ a) s
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ η : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
inst✝¹ : IsFiniteKernel κ
inst✝ : IsFiniteKernel η
a : α
s : Set γ
hsm : MeasurableSet s
hs : s ⊆ (κ.mutuallySingularSetSlice η a)ᶜ
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
this :
  η.withDensity (κ.rnDeriv η) =
    ((κ + η).withDensity fun a x => ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal).withDensity (κ.rnDeriv η)
hs' : ∀ x ∈ s, κ.rnDerivAux (κ + η) a x < 1
⊢ ∫⁻ (b : γ) in s,
      ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal *
        (ENNReal.ofReal (κ.rnDerivAux (κ + η) a b) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a b)) ∂(κ + η) a =
    (κ a) s
tactic: have hs' : ∀ x ∈ s, rnDerivAux κ (κ + η) a x < 1 := by
    simp_rw [← not_mem_mutuallySingularSetSlice]
    exact fun x hx hx_mem ↦ hs hx hx_mem