teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.identDistrib_ulift_self
PFR.Mathlib.Probability.IdentDistrib · PFR/Mathlib/Probability/IdentDistrib.lean:179 to 189
Mathematical statement
Exact Lean statement
lemma identDistrib_ulift_self {X : Ω → α} (hX : Measurable X) :
IdentDistrib X (X ∘ ULift.down) μ (μ.comap ULift.down)Complete declaration
Lean source
Full Lean sourceLean 4
lemma identDistrib_ulift_self {X : Ω → α} (hX : Measurable X) : IdentDistrib X (X ∘ ULift.down) μ (μ.comap ULift.down) := by have hX' : Measurable (X ∘ ULift.down : ULift Ω → α) := hX.comp measurable_down refine ⟨hX.aemeasurable, hX'.aemeasurable, ?_⟩ ext s hs rw [Measure.map_apply (μ := (μ.comap ULift.down)) hX' hs, Measure.comap_apply _ ULift.down_injective _ _ (hX' hs), Set.preimage_comp, Set.image_preimage_eq _ ULift.down_surjective, Measure.map_apply hX hs] intro s hs change MeasurableSet (ULift.down ⁻¹' (ULift.down '' s)) rwa [Set.preimage_image_eq _ ULift.down_injective]