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Source indexedlemma · leanprover/lean4:v4.33.0-rc1

ProbabilityTheory.Kernel.aefiniteKernelSupport_of_cond

PFR.Mathlib.Probability.Kernel.Disintegration · PFR/Mathlib/Probability/Kernel/Disintegration.lean:805 to 828

Source documentation

Conditioning a kernel preserves finite kernel support.

Exact Lean statement

lemma aefiniteKernelSupport_of_cond {κ : Kernel T (S × U)} [hU : Nonempty U]
    [MeasurableSingletonClass S] [MeasurableSingletonClass T]
    [MeasurableSingletonClass U] [Countable U] [Countable S] [Countable T]
    (μ : Measure T) (hκ : AEFiniteKernelSupport κ μ) [IsFiniteKernel κ] :
    AEFiniteKernelSupport (condKernel κ) (μ ⊗ₘ (Kernel.fst κ))

Complete declaration

Lean source

Canonical source
Full Lean sourceLean 4
lemma aefiniteKernelSupport_of_cond {κ : Kernel T (S × U)} [hU : Nonempty U]    [MeasurableSingletonClass S] [MeasurableSingletonClass T]    [MeasurableSingletonClass U] [Countable U] [Countable S] [Countable T]    (μ : Measure T) (hκ : AEFiniteKernelSupport κ μ) [IsFiniteKernel κ] :    AEFiniteKernelSupport (condKernel κ) (μ ⊗ₘ (Kernel.fst κ)) := by  rw [AEFiniteKernelSupport, ae_iff_of_countable] at hκ   intro (t, s) hts  simp only [compProd_apply_singleton, ne_eq, mul_eq_zero, not_or] at hts  push Not at hts  rcases hκ t hts.2 with A, hA  classical  use Finset.image Prod.snd A  rw [condKernel_apply']; swap  · rw [Kernel.fst_apply' _ _ (.singleton _)] at hts    exact hts.1  simp only [Finset.coe_image, Set.singleton_prod, mul_eq_zero, ENNReal.inv_eq_zero]  right  refine measure_mono_null ?_ hA  intro x  simp only [Set.mem_image, Set.mem_compl_iff, Finset.mem_coe, Prod.exists, exists_eq_right,    not_exists, forall_exists_index, and_imp]  intro y h hsyx  rw [ hsyx]  exact h s