teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.IndepFun.comp_right
PFR.Mathlib.Probability.Independence.Basic · PFR/Mathlib/Probability/Independence/Basic.lean:163 to 178
Source documentation
Composing independent functions with a measurable embedding of conull range gives independent functions.
Exact Lean statement
lemma IndepFun.comp_right {i : Ω' → Ω} (hi : MeasurableEmbedding i) (hi' : ∀ᵐ a ∂μ, a ∈ range i)
(hf : Measurable f) (hg : Measurable g) (hfg : IndepFun f g μ) :
IndepFun (f ∘ i) (g ∘ i) (μ.comap i)Complete declaration
Lean source
Full Lean sourceLean 4
lemma IndepFun.comp_right {i : Ω' → Ω} (hi : MeasurableEmbedding i) (hi' : ∀ᵐ a ∂μ, a ∈ range i) (hf : Measurable f) (hg : Measurable g) (hfg : IndepFun f g μ) : IndepFun (f ∘ i) (g ∘ i) (μ.comap i) := by change μ (range i)ᶜ = 0 at hi' rw [IndepFun_iff] at hfg ⊢ rintro _ _ ⟨s, hs, rfl⟩ ⟨t, ht, rfl⟩ rw [preimage_comp, preimage_comp, ← preimage_inter, comap_apply, comap_apply, comap_apply, image_preimage_eq_inter_range, image_preimage_eq_inter_range, image_preimage_eq_inter_range, measure_inter_conull hi', measure_inter_conull hi', measure_inter_conull hi', hfg _ _ ⟨_, hs, rfl⟩ ⟨_, ht, rfl⟩] all_goals first | exact hi.injective | exact hi.measurableSet_image' | exact hi.measurable <| hf hs | exact hi.measurable <| hg ht | exact hi.measurable <| (hf hs).inter <| hg ht