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

ProbabilityTheory.Kernel.entropy_compProd

PFR.ForMathlib.Entropy.Kernel.Basic · PFR/ForMathlib/Entropy/Kernel/Basic.lean:282 to 296

Mathematical statement

Exact Lean statement

lemma entropy_compProd [Countable S] [MeasurableSingletonClass S]
    [Countable T] [MeasurableSingletonClass T] [MeasurableSingletonClass U] {μ}
    [IsFiniteMeasure μ] {κ : Kernel T S} [IsZeroOrMarkovKernel κ]
    {η : Kernel (T × S) U} [IsMarkovKernel η] [FiniteSupport μ]
    (hκ : AEFiniteKernelSupport κ μ) (hη : AEFiniteKernelSupport η (μ ⊗ₘ κ)) :
    Hk[κ ⊗ₖ η, μ] = Hk[κ, μ] + Hk[η, μ ⊗ₘ κ]

Complete declaration

Lean source

Canonical source
Full Lean sourceLean 4
lemma entropy_compProd [Countable S] [MeasurableSingletonClass S]    [Countable T] [MeasurableSingletonClass T] [MeasurableSingletonClass U] {μ}    [IsFiniteMeasure μ] {κ : Kernel T S} [IsZeroOrMarkovKernel κ]    {η : Kernel (T × S) U} [IsMarkovKernel η] [FiniteSupport μ]    (hκ : AEFiniteKernelSupport κ μ) (hη : AEFiniteKernelSupport η (μ ⊗ₘ κ)) :    Hk[κ ⊗ₖ η, μ] = Hk[κ, μ] + Hk[η, μ ⊗ₘ κ] := by  have h_meas_eq : μ ⊗ₘ hκ.mk = μ ⊗ₘ κ := Measure.compProd_congr hκ.ae_eq_mk.symm  have h_ent1 : Hk[hκ.mk ⊗ₖ hη.mk, μ] = Hk[κ ⊗ₖ η, μ] := by    refine entropy_congr <| compProd_congr_ae hκ.ae_eq_mk.symm ?_    convert hη.ae_eq_mk.symm  have h_ent2 : Hk[hκ.mk, μ] = Hk[κ, μ] := entropy_congr hκ.ae_eq_mk.symm  have h_ent3 : Hk[hη.mk, μ ⊗ₘ hκ.mk] = Hk[η, μ ⊗ₘ κ] := by    rw [h_meas_eq, entropy_congr hη.ae_eq_mk]  rw [ h_ent1,  h_ent2,  h_ent3,    entropy_compProd' hκ.finiteKernelSupport_mk hη.finiteKernelSupport_mk]