teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.Kernel.condKernel_compProd_ae_eq
PFR.Mathlib.Probability.Kernel.Disintegration · PFR/Mathlib/Probability/Kernel/Disintegration.lean:115 to 132
Mathematical statement
Exact Lean statement
lemma condKernel_compProd_ae_eq
(κ : Kernel T S) [IsFiniteKernel κ]
(η : Kernel (T × S) U) [IsMarkovKernel η] (μ : Measure T) :
condKernel (κ ⊗ₖ η) =ᵐ[μ ⊗ₘ κ] ηComplete declaration
Lean source
Full Lean sourceLean 4
lemma condKernel_compProd_ae_eq (κ : Kernel T S) [IsFiniteKernel κ] (η : Kernel (T × S) U) [IsMarkovKernel η] (μ : Measure T) : condKernel (κ ⊗ₖ η) =ᵐ[μ ⊗ₘ κ] η := by rw [Filter.EventuallyEq, ae_iff_of_countable] intro x hx rw [condKernel_compProd_apply] rw [Measure.compProd_apply (.singleton _), lintegral_eq_tsum] at hx simp only [ne_eq, ENNReal.summable.tsum_eq_zero_iff, mul_eq_zero, not_forall] at hx obtain ⟨y, hy⟩ := hx push Not at hy classical rw [← Prod.eta x, ← Set.singleton_prod_singleton, Set.mk_preimage_prod_right_eq_if] at hy simp only [ne_eq, Set.mem_singleton_iff] at hy by_cases hyx1 : y = x.1 · simp only [hyx1, ite_true] at hy exact hy.2 · simp [hyx1] at hy