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

condRho_eq_of_identDistrib

PFR.RhoFunctional · PFR/RhoFunctional.lean:906 to 929

Mathematical statement

Exact Lean statement

lemma condRho_eq_of_identDistrib {S : Type*} [MeasurableSpace S] [MeasurableSingletonClass S]
    {Y : Ω → G} {W : Ω → S} {Ω' : Type*} [MeasurableSpace Ω'] {μ' : Measure Ω'}
    {Y' : Ω' → G} {W' : Ω' → S} (hY : Measurable Y) (hW : Measurable W) (hY' : Measurable Y')
    (hW' : Measurable W')
    (h : IdentDistrib (⟨Y, W⟩) (⟨Y', W'⟩) μ μ') :
    ρ[Y | W ; μ # A] = ρ[Y' | W' ; μ' # A]

Complete declaration

Lean source

Canonical source
Full Lean sourceLean 4
lemma condRho_eq_of_identDistrib {S : Type*} [MeasurableSpace S] [MeasurableSingletonClass S]    {Y : Ω  G} {W : Ω  S} {Ω' : Type*} [MeasurableSpace Ω'] {μ' : Measure Ω'}    {Y' : Ω'  G} {W' : Ω'  S} (hY : Measurable Y) (hW : Measurable W) (hY' : Measurable Y')    (hW' : Measurable W')    (h : IdentDistrib (Y, W) (Y', W') μ μ') :    ρ[Y | W ; μ # A] = ρ[Y' | W' ; μ' # A] := by  rw [condRho]  congr with g  have M : μ (W ⁻¹' {g}) = μ' (W' ⁻¹' {g}) := by    have I : IdentDistrib W W' μ μ' := h.comp (u := Prod.snd) measurable_snd    rw [ map_apply hW (.singleton _),  map_apply hW' (.singleton _), I.map_eq]  have M' : μ.real (W ⁻¹' {g}) = μ'.real (W' ⁻¹' {g}) := by simp [measureReal_def, M]  rw [M']  congr 1  apply rho_eq_of_identDistrib  refine hY.aemeasurable, hY'.aemeasurable, ?_  ext s hs  rw [map_apply hY hs, map_apply hY' hs, cond_apply (hW (.singleton _)),    cond_apply (hW' (.singleton _)), M]  congr  have E : W ⁻¹' {g} ∩ Y ⁻¹' s = (Y, W) ⁻¹' (s ×ˢ {g}) := by ext; aesop  have F : W' ⁻¹' {g} ∩ Y' ⁻¹' s = (Y', W') ⁻¹' (s ×ˢ {g}) := by ext; aesop  rw [E, F,  map_apply (by fun_prop) (hs.prod (.singleton _)),     map_apply (by fun_prop) (hs.prod (.singleton _)), h.map_eq]