teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.iIndepFun.finsetSum
PFR.Mathlib.Probability.Independence.Basic · PFR/Mathlib/Probability/Independence/Basic.lean:70 to 83
Mathematical statement
Exact Lean statement
lemma iIndepFun.finsetSum [MeasurableSpace β'] [AddCommMonoid β'] [MeasurableAdd₂ β']
{f : ι → Ω → β'} {J : Type*} [Finite J]
(S : J → Finset ι) (h_disjoint : Set.PairwiseDisjoint Set.univ S)
(hf_Indep : iIndepFun f μ) (hf_meas : ∀ i, Measurable (f i)) :
iIndepFun (fun (j : J) ↦ fun a ↦ ∑ i ∈ S j, f i a) μComplete declaration
Lean source
Full Lean sourceLean 4
lemma iIndepFun.finsetSum [MeasurableSpace β'] [AddCommMonoid β'] [MeasurableAdd₂ β'] {f : ι → Ω → β'} {J : Type*} [Finite J] (S : J → Finset ι) (h_disjoint : Set.PairwiseDisjoint Set.univ S) (hf_Indep : iIndepFun f μ) (hf_meas : ∀ i, Measurable (f i)) : iIndepFun (fun (j : J) ↦ fun a ↦ ∑ i ∈ S j, f i a) μ := by set φ : (j : J) → ((i : S j) → β') → β' := fun j f_j ↦ ∑ i : {i : ι // i ∈ S j}, f_j i with φ_def have hφ (j : J) : Measurable (φ j) := by rw [φ_def] simp only [Finset.univ_eq_attach] measurability have := iIndepFun.finsets_comp S h_disjoint hf_Indep hf_meas φ hφ have φ_simple (j : J) (a : Ω) : (φ j (fun i => f ↑i a)) = ∑ i ∈ S j, f i a := by simp only [φ_def, Finset.univ_eq_attach, ←Finset.sum_attach (S j)] simpa [φ_simple] using this