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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 s

Complete declaration

Lean source

Canonical 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