teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.measureEntropy_map_of_injective
PFR.ForMathlib.Entropy.Measure · PFR/ForMathlib/Entropy/Measure.lean:419 to 442
Mathematical statement
Exact Lean statement
lemma measureEntropy_map_of_injective
(μ : Measure T) (f : T → S) (hf_m : Measurable f) (hf : Function.Injective f) :
Hm[μ.map f] = Hm[μ]Complete declaration
Lean source
Full Lean sourceLean 4
lemma measureEntropy_map_of_injective (μ : Measure T) (f : T → S) (hf_m : Measurable f) (hf : Function.Injective f) : Hm[μ.map f] = Hm[μ] := by have : μ.map f Set.univ = μ Set.univ := by rw [Measure.map_apply hf_m MeasurableSet.univ] simp simp_rw [measureEntropy, Measure.ennreal_smul_real_apply, map_measureReal_apply hf_m (.singleton _)] rw [this] classical let F (x : S) : ℝ := negMulLog ((μ Set.univ)⁻¹.toReal • μ.real (f ⁻¹' {x})) have : ∑' x : S, F x = ∑' x : (f '' Set.univ), F x := by apply (tsum_subtype_eq_of_support_subset _).symm intro x hx contrapose hx suffices f ⁻¹' {x} = ∅ by simp [F, this] contrapose! hx rw [Set.image_univ] exact hx rw [this, tsum_image _ hf.injOn, tsum_univ fun x ↦ F (f x)] congr! with s ext s' simpa using hf.eq_iff