teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.IndepFun.cond_left
PFR.ForMathlib.ConditionalIndependence · PFR/ForMathlib/ConditionalIndependence.lean:35 to 52
Source documentation
If A is independent of B, then they remain independent when conditioning on an event
of the form A ∈ s of positive probability.
Exact Lean statement
lemma IndepFun.cond_left (hi : IndepFun A B μ) {s : Set α}
(hs : MeasurableSet s) (hA : Measurable A) :
IndepFun A B (μ[| A⁻¹' s])Complete declaration
Lean source
Full Lean sourceLean 4
lemma IndepFun.cond_left (hi : IndepFun A B μ) {s : Set α} (hs : MeasurableSet s) (hA : Measurable A) : IndepFun A B (μ[| A⁻¹' s]) := by apply indepFun_iff_measure_inter_preimage_eq_mul.2 (fun u v hu hv ↦ ?_) have : A ⁻¹' s ∩ (A ⁻¹' u ∩ B ⁻¹' v) = A ⁻¹' (s ∩ u) ∩ B ⁻¹' v := by aesop simp only [cond_apply (hA hs), this] rcases eq_or_ne (μ (A ⁻¹' s)) ∞ with h|h · simp [h] rcases eq_or_ne (μ (A ⁻¹' s)) 0 with h'|h' · have I : μ (A ⁻¹' (s ∩ u) ∩ B ⁻¹' v) = 0 := by apply le_antisymm ((measure_mono _).trans h'.le) bot_le exact inter_subset_left.trans (preimage_mono inter_subset_left) have J : μ (A ⁻¹' s ∩ B ⁻¹' v) = 0 := le_antisymm ((measure_mono inter_subset_left).trans h'.le) bot_le simp only [I, J, mul_zero] · rw [hi.measure_inter_preimage_eq_mul _ _ (hs.inter hu) hv, Set.preimage_inter, hi.measure_inter_preimage_eq_mul _ _ hs hv, ← mul_assoc (μ (A ⁻¹' s))⁻¹, ← mul_assoc (μ (A ⁻¹' s))⁻¹, ENNReal.inv_mul_cancel h' h, one_mul]