state stringlengths 0 159k | srcUpToTactic stringlengths 387 167k | nextTactic stringlengths 3 9k | declUpToTactic stringlengths 22 11.5k | declId stringlengths 38 95 | decl stringlengths 16 1.89k | file_tag stringlengths 17 73 |
|---|---|---|---|---|---|---|
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.159_0.yd50cWAuCo6hlry | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_not_sigmaFinite hm hμm] | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.159_0.yd50cWAuCo6hlry | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | haveI : SigmaFinite (μ.trim hm) := hμm | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.159_0.yd50cWAuCo6hlry | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_sigmaFinite, if_neg hf] | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.159_0.yd50cWAuCo6hlry | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
⊢ μ[0|m] = ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hm : m ≤ m0 | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.168_0.yd50cWAuCo6hlry | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
by_cases hm : m ≤ m0
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.168_0.yd50cWAuCo6hlry | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_not_le hm] | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
by_cases hm : m ≤ m0
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.168_0.yd50cWAuCo6hlry | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hμm : SigmaFinite (μ.trim hm) | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.168_0.yd50cWAuCo6hlry | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.168_0.yd50cWAuCo6hlry | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_not_sigmaFinite hm hμm] | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.168_0.yd50cWAuCo6hlry | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | haveI : SigmaFinite (μ.trim hm) := hμm | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.168_0.yd50cWAuCo6hlry | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_zero _ _ m _ _) (integrable_zero _ _ _) | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.168_0.yd50cWAuCo6hlry | @[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
⊢ StronglyM... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hm : m ≤ m0 | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_not_le hm] | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact stronglyMeasurable_zero | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hμm : SigmaFinite (μ.trim hm) | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_not_sigmaFinite hm hμm] | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact stronglyMeasurable_zero | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | haveI : SigmaFinite (μ.trim hm) := hμm | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_sigmaFinite hm] | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero
haveI : SigmaFinite (μ.trim hm) :... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | split_ifs with hfi hfm | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero
haveI : SigmaFinite (μ.trim hm) :... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact hfm | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero
haveI : SigmaFinite (μ.trim hm) :... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact AEStronglyMeasurable'.stronglyMeasurable_mk _ | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero
haveI : SigmaFinite (μ.trim hm) :... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact stronglyMeasurable_zero | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero
haveI : SigmaFinite (μ.trim hm) :... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.179_0.yd50cWAuCo6hlry | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h : f =ᵐ[μ]... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hm : m ≤ m0 | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp_rw [condexp_of_not_le hm] | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rfl | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hμm : SigmaFinite (μ.trim hm) | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp_rw [condexp_of_not_sigmaFinite hm hμm] | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rfl | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | haveI : SigmaFinite (μ.trim hm) := hμm | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; rfl
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact (condexp_ae_eq_condexpL1 hm f).trans
(Filter.EventuallyEq.trans (by rw [condexpL1_congr_ae hm h])
(condexp_ae_eq_condexpL1 hm g).symm) | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
h : f =ᵐ[μ]... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexpL1_congr_ae hm h] | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
exact (condexp_ae_eq_condexpL1 hm f).tr... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.192_0.yd50cWAuCo6hlry | theorem condexp_congr_ae (h : f =ᵐ[μ] g) : μ[f|m] =ᵐ[μ] μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
hm : m ≤ m... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | refine' ((condexp_congr_ae hf.ae_eq_mk).trans _).trans hf.ae_eq_mk.symm | theorem condexp_of_aestronglyMeasurable' (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : AEStronglyMeasurable' m f μ) (hfi : Integrable f μ) : μ[f|m] =ᵐ[μ] f := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.203_0.yd50cWAuCo6hlry | theorem condexp_of_aestronglyMeasurable' (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : AEStronglyMeasurable' m f μ) (hfi : Integrable f μ) : μ[f|m] =ᵐ[μ] f | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
hm : m ≤ m... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_stronglyMeasurable hm hf.stronglyMeasurable_mk
((integrable_congr hf.ae_eq_mk).mp hfi)] | theorem condexp_of_aestronglyMeasurable' (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : AEStronglyMeasurable' m f μ) (hfi : Integrable f μ) : μ[f|m] =ᵐ[μ] f := by
refine' ((condexp_congr_ae hf.ae_eq_mk).trans _).trans hf.ae_eq_mk.symm
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.203_0.yd50cWAuCo6hlry | theorem condexp_of_aestronglyMeasurable' (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : AEStronglyMeasurable' m f μ) (hfi : Integrable f μ) : μ[f|m] =ᵐ[μ] f | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
⊢ Integrabl... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hm : m ≤ m0 | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_not_le hm] | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact integrable_zero _ _ _ | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hμm : SigmaFinite (μ.trim hm) | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact integrable_zero _ _ _
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact integrable_zero _ _ _
by_cases hμm : SigmaFinite (μ.trim hm)
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_not_sigmaFinite hm hμm] | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact integrable_zero _ _ _
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact integrable_zero _ _ _ | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact integrable_zero _ _ _
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | haveI : SigmaFinite (μ.trim hm) := hμm | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact integrable_zero _ _ _
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact integrable_zero _ _ _
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact (integrable_condexpL1 f).congr (condexp_ae_eq_condexpL1 hm f).symm | theorem integrable_condexp : Integrable (μ[f|m]) μ := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact integrable_zero _ _ _
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact integrable_zero _ _ _
haveI : SigmaFinite (μ.trim hm) := hμm
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.210_0.yd50cWAuCo6hlry | theorem integrable_condexp : Integrable (μ[f|m]) μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁷ : IsROrC 𝕜
inst✝⁶ : NormedAddCommGroup F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : NormedAddCommGroup F'
inst✝³ : NormedSpace 𝕜 F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm : m ≤ m... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [set_integral_congr_ae (hm s hs) ((condexp_ae_eq_condexpL1 hm f).mono fun x hx _ => hx)] | /-- The integral of the conditional expectation `μ[f|hm]` over an `m`-measurable set is equal to
the integral of `f` on that set. -/
theorem set_integral_condexp (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ)
(hs : MeasurableSet[m] s) : ∫ x in s, (μ[f|m]) x ∂μ = ∫ x in s, f x ∂μ := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.219_0.yd50cWAuCo6hlry | /-- The integral of the conditional expectation `μ[f|hm]` over an `m`-measurable set is equal to
the integral of `f` on that set. -/
theorem set_integral_condexp (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ)
(hs : MeasurableSet[m] s) : ∫ x in s, (μ[f|m]) x ∂μ = ∫ x in s, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁷ : IsROrC 𝕜
inst✝⁶ : NormedAddCommGroup F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : NormedAddCommGroup F'
inst✝³ : NormedSpace 𝕜 F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm : m ≤ m... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact set_integral_condexpL1 hf hs | /-- The integral of the conditional expectation `μ[f|hm]` over an `m`-measurable set is equal to
the integral of `f` on that set. -/
theorem set_integral_condexp (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ)
(hs : MeasurableSet[m] s) : ∫ x in s, (μ[f|m]) x ∂μ = ∫ x in s, f x ∂μ := by
rw [set_integ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.219_0.yd50cWAuCo6hlry | /-- The integral of the conditional expectation `μ[f|hm]` over an `m`-measurable set is equal to
the integral of `f` on that set. -/
theorem set_integral_condexp (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ)
(hs : MeasurableSet[m] s) : ∫ x in s, (μ[f|m]) x ∂μ = ∫ x in s, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm : m ≤ m0... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | suffices ∫ x in Set.univ, (μ[f|m]) x ∂μ = ∫ x in Set.univ, f x ∂μ by
simp_rw [integral_univ] at this; exact this | theorem integral_condexp (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
∫ x, (μ[f|m]) x ∂μ = ∫ x, f x ∂μ := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.227_0.yd50cWAuCo6hlry | theorem integral_condexp (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
∫ x, (μ[f|m]) x ∂μ = ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm : m ≤ m0... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp_rw [integral_univ] at this | theorem integral_condexp (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
∫ x, (μ[f|m]) x ∂μ = ∫ x, f x ∂μ := by
suffices ∫ x in Set.univ, (μ[f|m]) x ∂μ = ∫ x in Set.univ, f x ∂μ by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.227_0.yd50cWAuCo6hlry | theorem integral_condexp (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
∫ x, (μ[f|m]) x ∂μ = ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm : m ≤ m0... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact this | theorem integral_condexp (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
∫ x, (μ[f|m]) x ∂μ = ∫ x, f x ∂μ := by
suffices ∫ x in Set.univ, (μ[f|m]) x ∂μ = ∫ x in Set.univ, f x ∂μ by
simp_rw [integral_univ] at this; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.227_0.yd50cWAuCo6hlry | theorem integral_condexp (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
∫ x, (μ[f|m]) x ∂μ = ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hm : m ≤ m0... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact set_integral_condexp hm hf (@MeasurableSet.univ _ m) | theorem integral_condexp (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
∫ x, (μ[f|m]) x ∂μ = ∫ x, f x ∂μ := by
suffices ∫ x in Set.univ, (μ[f|m]) x ∂μ = ∫ x in Set.univ, f x ∂μ by
simp_rw [integral_univ] at this; exact this
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.227_0.yd50cWAuCo6hlry | theorem integral_condexp (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
∫ x, (μ[f|m]) x ∂μ = ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁷ : IsROrC 𝕜
inst✝⁶ : NormedAddCommGroup F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : NormedAddCommGroup F'
inst✝³ : NormedSpace 𝕜 F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g✝ : α → F'
s : Set α
hm : m ≤... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | refine' ae_eq_of_forall_set_integral_eq_of_sigmaFinite' hm hg_int_finite
(fun s _ _ => integrable_condexp.integrableOn) (fun s hs hμs => _) hgm
(StronglyMeasurable.aeStronglyMeasurable' stronglyMeasurable_condexp) | /-- **Uniqueness of the conditional expectation**
If a function is a.e. `m`-measurable, verifies an integrability condition and has same integral
as `f` on all `m`-measurable sets, then it is a.e. equal to `μ[f|hm]`. -/
theorem ae_eq_condexp_of_forall_set_integral_eq (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
{f g : α... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.234_0.yd50cWAuCo6hlry | /-- **Uniqueness of the conditional expectation**
If a function is a.e. `m`-measurable, verifies an integrability condition and has same integral
as `f` on all `m`-measurable sets, then it is a.e. equal to `μ[f|hm]`. -/
theorem ae_eq_condexp_of_forall_set_integral_eq (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
{f g : α... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁷ : IsROrC 𝕜
inst✝⁶ : NormedAddCommGroup F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : NormedAddCommGroup F'
inst✝³ : NormedSpace 𝕜 F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g✝ : α → F'
s✝ : Set α
hm : m ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [hg_eq s hs hμs, set_integral_condexp hm hf hs] | /-- **Uniqueness of the conditional expectation**
If a function is a.e. `m`-measurable, verifies an integrability condition and has same integral
as `f` on all `m`-measurable sets, then it is a.e. equal to `μ[f|hm]`. -/
theorem ae_eq_condexp_of_forall_set_integral_eq (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
{f g : α... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.234_0.yd50cWAuCo6hlry | /-- **Uniqueness of the conditional expectation**
If a function is a.e. `m`-measurable, verifies an integrability condition and has same integral
as `f` on all `m`-measurable sets, then it is a.e. equal to `μ[f|hm]`. -/
theorem ae_eq_condexp_of_forall_set_integral_eq (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
{f g : α... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
hμ : NeZer... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hμ_finite : IsFiniteMeasure μ | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff] | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
hμ : NeZer... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rwa [sigmaFinite_trim_bot_iff] | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [not_isFiniteMeasure_iff] at hμ_finite | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexp_of_not_sigmaFinite bot_le h] | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp only [hμ_finite, ENNReal.top_toReal, inv_zero, zero_smul] | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rfl | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hf : Integrable f μ | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [integral_undef hf, smul_zero, condexp_undef hf] | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rfl | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | have h_meas : StronglyMeasurable[⊥] (μ[f|⊥]) := stronglyMeasurable_condexp | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
h... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | obtain ⟨c, h_eq⟩ := stronglyMeasurable_bot_iff.mp h_meas | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos.intro
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : S... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [h_eq] | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos.intro
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : S... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | have h_integral : ∫ x, (μ[f|⊥]) x ∂μ = ∫ x, f x ∂μ := integral_condexp bot_le hf | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos.intro
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : S... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp_rw [h_eq, integral_const] at h_integral | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos.intro
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : S... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [← h_integral, ← smul_assoc, smul_eq_mul, inv_mul_cancel, one_smul] | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos.intro
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : S... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [Ne.def, ENNReal.toReal_eq_zero_iff, not_or] | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos.intro
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : S... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact ⟨NeZero.ne _, measure_ne_top μ Set.univ⟩ | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
by_cases hμ_finite : IsFiniteMeasure μ
swap
· have h : ¬SigmaFinite (μ.trim bot_le) := by rwa [sigmaFinite_trim_bot_iff]
rw [not_isFiniteMeasure_iff] at hμ_finite
rw [condexp_of_not_sigmaFin... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.248_0.yd50cWAuCo6hlry | theorem condexp_bot' [hμ : NeZero μ] (f : α → F') :
μ[f|⊥] = fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
f : α → F'... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rcases eq_zero_or_neZero μ with rfl | hμ | theorem condexp_bot_ae_eq (f : α → F') :
μ[f|⊥] =ᵐ[μ] fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.269_0.yd50cWAuCo6hlry | theorem condexp_bot_ae_eq (f : α → F') :
μ[f|⊥] =ᵐ[μ] fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case inl
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
f✝ g : α → F'
s : Set α
f : α → F'
⊢ 0[... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [ae_zero] | theorem condexp_bot_ae_eq (f : α → F') :
μ[f|⊥] =ᵐ[μ] fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
rcases eq_zero_or_neZero μ with rfl | hμ
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.269_0.yd50cWAuCo6hlry | theorem condexp_bot_ae_eq (f : α → F') :
μ[f|⊥] =ᵐ[μ] fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case inl
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
f✝ g : α → F'
s : Set α
f : α → F'
⊢ 0[... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact eventually_bot | theorem condexp_bot_ae_eq (f : α → F') :
μ[f|⊥] =ᵐ[μ] fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
rcases eq_zero_or_neZero μ with rfl | hμ
· rw [ae_zero]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.269_0.yd50cWAuCo6hlry | theorem condexp_bot_ae_eq (f : α → F') :
μ[f|⊥] =ᵐ[μ] fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case inr
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
f... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact eventually_of_forall <| congr_fun (condexp_bot' f) | theorem condexp_bot_ae_eq (f : α → F') :
μ[f|⊥] =ᵐ[μ] fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ := by
rcases eq_zero_or_neZero μ with rfl | hμ
· rw [ae_zero]; exact eventually_bot
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.269_0.yd50cWAuCo6hlry | theorem condexp_bot_ae_eq (f : α → F') :
μ[f|⊥] =ᵐ[μ] fun _ => (μ Set.univ).toReal⁻¹ • ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁷ : IsROrC 𝕜
inst✝⁶ : NormedAddCommGroup F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : NormedAddCommGroup F'
inst✝³ : NormedSpace 𝕜 F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
inst✝ : I... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | refine' (condexp_bot' f).trans _ | theorem condexp_bot [IsProbabilityMeasure μ] (f : α → F') : μ[f|⊥] = fun _ => ∫ x, f x ∂μ := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.276_0.yd50cWAuCo6hlry | theorem condexp_bot [IsProbabilityMeasure μ] (f : α → F') : μ[f|⊥] = fun _ => ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁷ : IsROrC 𝕜
inst✝⁶ : NormedAddCommGroup F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : NormedAddCommGroup F'
inst✝³ : NormedSpace 𝕜 F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α
inst✝ : I... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [measure_univ, ENNReal.one_toReal, inv_one, one_smul] | theorem condexp_bot [IsProbabilityMeasure μ] (f : α → F') : μ[f|⊥] = fun _ => ∫ x, f x ∂μ := by
refine' (condexp_bot' f).trans _; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.276_0.yd50cWAuCo6hlry | theorem condexp_bot [IsProbabilityMeasure μ] (f : α → F') : μ[f|⊥] = fun _ => ∫ x, f x ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf : Integr... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hm : m ≤ m0 | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp_rw [condexp_of_not_le hm] | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rfl | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | by_cases hμm : SigmaFinite (μ.trim hm) | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | swap | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp_rw [condexp_of_not_sigmaFinite hm hμm] | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | simp | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case neg
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rfl | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; simp; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | haveI : SigmaFinite (μ.trim hm) := hμm | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; simp; rfl
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | refine' (condexp_ae_eq_condexpL1 hm _).trans _ | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; simp; rfl
haveI : SigmaFinite (μ.trim ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [condexpL1_add hf hg] | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; simp; rfl
haveI : SigmaFinite (μ.trim ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case pos
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f g : α → F'
s : Set α
hf... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | exact (coeFn_add _ _).trans
((condexp_ae_eq_condexpL1 hm _).symm.add (condexp_ae_eq_condexpL1 hm _).symm) | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; simp; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; simp; rfl
haveI : SigmaFinite (μ.trim ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.280_0.yd50cWAuCo6hlry | theorem condexp_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ[f + g|m] =ᵐ[μ] μ[f|m] + μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s✝ : Set α
ι : Type ... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | induction' s using Finset.induction_on with i s his heq hf | theorem condexp_finset_sum {ι : Type*} {s : Finset ι} {f : ι → α → F'}
(hf : ∀ i ∈ s, Integrable (f i) μ) : μ[∑ i in s, f i|m] =ᵐ[μ] ∑ i in s, μ[f i|m] := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.293_0.yd50cWAuCo6hlry | theorem condexp_finset_sum {ι : Type*} {s : Finset ι} {f : ι → α → F'}
(hf : ∀ i ∈ s, Integrable (f i) μ) : μ[∑ i in s, f i|m] =ᵐ[μ] ∑ i in s, μ[f i|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case empty
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s : Set α... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [Finset.sum_empty, Finset.sum_empty, condexp_zero] | theorem condexp_finset_sum {ι : Type*} {s : Finset ι} {f : ι → α → F'}
(hf : ∀ i ∈ s, Integrable (f i) μ) : μ[∑ i in s, f i|m] =ᵐ[μ] ∑ i in s, μ[f i|m] := by
induction' s using Finset.induction_on with i s his heq hf
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.293_0.yd50cWAuCo6hlry | theorem condexp_finset_sum {ι : Type*} {s : Finset ι} {f : ι → α → F'}
(hf : ∀ i ∈ s, Integrable (f i) μ) : μ[∑ i in s, f i|m] =ᵐ[μ] ∑ i in s, μ[f i|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
case insert
α : Type u_1
F : Type u_2
F' : Type u_3
𝕜 : Type u_4
p : ℝ≥0∞
inst✝⁶ : IsROrC 𝕜
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace 𝕜 F'
inst✝¹ : NormedSpace ℝ F'
inst✝ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
f✝ g : α → F'
s✝ : Set... | /-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mat... | rw [Finset.sum_insert his, Finset.sum_insert his] | theorem condexp_finset_sum {ι : Type*} {s : Finset ι} {f : ι → α → F'}
(hf : ∀ i ∈ s, Integrable (f i) μ) : μ[∑ i in s, f i|m] =ᵐ[μ] ∑ i in s, μ[f i|m] := by
induction' s using Finset.induction_on with i s his heq hf
· rw [Finset.sum_empty, Finset.sum_empty, condexp_zero]
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic.293_0.yd50cWAuCo6hlry | theorem condexp_finset_sum {ι : Type*} {s : Finset ι} {f : ι → α → F'}
(hf : ∀ i ∈ s, Integrable (f i) μ) : μ[∑ i in s, f i|m] =ᵐ[μ] ∑ i in s, μ[f i|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Basic |
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