teorth/PFR
Source indexedtheorem · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.iIndepFun.ae_eq
PFR.Mathlib.Probability.Independence.Basic · PFR/Mathlib/Probability/Independence/Basic.lean:326 to 356
Source documentation
TODO: a kernel version of this theorem
Exact Lean statement
theorem iIndepFun.ae_eq {ι : Type*} {β : ι → Type*}
{m : ∀ i, MeasurableSpace (β i)} {f g : ∀ i, Ω → β i}
(hf_Indep : iIndepFun f μ) (hfg : ∀ i, f i =ᵐ[μ] g i) : iIndepFun g μComplete declaration
Lean source
Full Lean sourceLean 4
theorem iIndepFun.ae_eq {ι : Type*} {β : ι → Type*} {m : ∀ i, MeasurableSpace (β i)} {f g : ∀ i, Ω → β i} (hf_Indep : iIndepFun f μ) (hfg : ∀ i, f i =ᵐ[μ] g i) : iIndepFun g μ := by rw [iIndepFun_iff_iIndep, iIndep_iff] at hf_Indep ⊢ intro s E H have (i : ι) : ∃ E' : Set Ω, i ∈ s → MeasurableSet[MeasurableSpace.comap (f i) (m i)] E' ∧ E' =ᵐ[μ] E i := by by_cases hi: i ∈ s · rcases H i hi with ⟨F, mF, hFE⟩ use (f i)⁻¹' F simp only [hi, forall_const] constructor · use F rw [← hFE] exact Filter.EventuallyEq.preimage (hfg i) F use ∅ tauto classical rcases Classical.axiomOfChoice this with ⟨E', hE'⟩ have hE'' : ∀ i ∈ s, MeasurableSet[MeasurableSpace.comap (f i) (m i)] (E' i) := by intro i hi; exact (hE' i hi).1 have hE''' : ∀ i ∈ s, E' i =ᵐ[μ] E i := by intro i hi; exact (hE' i hi).2 convert hf_Indep s hE'' using 1 with i · apply measure_congr apply EventuallyEq.finite_iInter intro i hi exact (hE''' i hi).symm apply Finset.prod_congr rfl intro i hi exact measure_congr (hE''' i hi).symm