teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.Kernel.condKernel_compProd_apply'
PFR.Mathlib.Probability.Kernel.Disintegration · PFR/Mathlib/Probability/Kernel/Disintegration.lean:59 to 73
Mathematical statement
Exact Lean statement
lemma condKernel_compProd_apply' (κ : Kernel T S) [IsFiniteKernel κ]
(η : Kernel (T × S) U) [IsMarkovKernel η]
(x : T × S) (hx : κ x.1 {x.2} ≠ 0) {s : Set U} (hs : MeasurableSet s) :
condKernel (κ ⊗ₖ η) x s = η x sComplete declaration
Lean source
Full Lean sourceLean 4
lemma condKernel_compProd_apply' (κ : Kernel T S) [IsFiniteKernel κ] (η : Kernel (T × S) U) [IsMarkovKernel η] (x : T × S) (hx : κ x.1 {x.2} ≠ 0) {s : Set U} (hs : MeasurableSet s) : condKernel (κ ⊗ₖ η) x s = η x s := by have hx' : (κ ⊗ₖ η) x.1 (Prod.fst ⁻¹' {x.2}) ≠ 0 := by rwa [compProd_preimage_fst (.singleton _)] rw [condKernel_apply' _ _ hx', compProd_apply ((measurableSet_singleton _).prod hs), Kernel.compProd_apply, lintegral_eq_single _ x.2, lintegral_eq_single _ x.2] · simp [Set.preimage_preimage, mul_comm] simp [← mul_assoc, ENNReal.inv_mul_cancel hx (measure_ne_top (κ x.1) {x.2})] · intro b hb rw [Set.eq_empty_of_forall_notMem (s := _ ⁻¹' _) (by simp [hb]), measure_empty] · intro b hb simp [hb, Set.preimage_preimage] · measurability