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Project-declaredLean 4.8.0 · mathlib@b5eba5954288

Cexp eq cexp cexp

Prob.cexp_eq_cexp_cexp

Plain-language statement

cexp can be decomposed as a expectation over cexp's w.r.t. a function

Exact Lean statement

lemma cexp_eq_cexp_cexp (g : α → β) (h : ∀ x y, f.prob x ≠ 0 → g x = g y → (q x ↔ q y)) :
    f.cexp u q = (g <$> f).cexp (fun k ↦ f.cexp u (fun y ↦ g y = k))
      (fun k ↦ ∃ x, g x = k ∧ q x)

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma cexp_eq_cexp_cexp (g : α  β) (h :  x y, f.prob x  0  g x = g y  (q x  q y)) :    f.cexp u q = (g <$> f).cexp (fun k  f.cexp u (fun y  g y = k))      (fun k   x, g x = k  q x) := by  rw [cexp, cexp]  refine congr_arg₂ _ ?_ ?_  · rw [exp_eq_exp_cexp g]    refine exp_congr fun k _  ?_    by_cases qk :  z, g z = k  q z    · simp only [qk, ite_true]      rcases qk with z,zk,qz      refine cexp_congr fun w m e  ?_      simp only [(h w z m (e.trans zk.symm)).mpr qz, ite_true]    · simp only [qk, ite_false]      refine cexp_eq_zero fun _ _ e  ?_      simp only [not_exists, not_and] at qk      simp only [qk _ e, ite_false]  · simp only [pr_map]    refine pr_congr fun x m  ?_,?_    · intro _; use x    · intro y,gyx,qy; rwa [h x y m gyx.symm]
Project
debate
License
Apache-2.0
Commit
de3a6e500ae1
Source
Prob/Cond.lean:135-154

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