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 |
|---|---|---|---|---|---|---|
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hf : Integrable f
hm : m ≤ m0
hsig : SigmaFinite (Measure.trim μ hm)
⊢ ?m.10655[0|?m.10653] ≤ᵐ[μ] μ[|f||m]
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hf : Integrable f
hm : m ≤ m0
hsig : SigmaFinite (Measure.trim μ hm)
⊢ MeasurableSpace α
... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact condexp_mono (integrable_zero _ _ _) hf.abs
(ae_of_all μ (fun x => abs_nonneg (f x) : ∀ x, 0 ≤ |f x|)) | theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ := by
by_cases hf : Integrable f μ
swap; · rw [condexp_undef hf, snorm_zero]; exact zero_le _
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm, snorm_zero]; exact zero_le _
by_cases hsig : SigmaFinite (μ.trim hm)
swap; · ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.60_0.pyZGtJVYgCCwDLj | theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hf : Integrable f
hm : m ≤ m0
hsig : SigmaFinite (Measure.trim μ hm)
this : 0 ≤ᵐ[μ] μ[|f||m]
⊢ (fun x => |(μ[|f||m]) x|) =ᵐ[μ] fun x => (μ[fun a => |f a||m]) x | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | filter_upwards [this] with x hx | theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ := by
by_cases hf : Integrable f μ
swap; · rw [condexp_undef hf, snorm_zero]; exact zero_le _
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm, snorm_zero]; exact zero_le _
by_cases hsig : SigmaFinite (μ.trim hm)
swap; · ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.60_0.pyZGtJVYgCCwDLj | theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hf : Integrable f
hm : m ≤ m0
hsig : SigmaFinite (Measure.trim μ hm)
this : 0 ≤ᵐ[μ] μ[|f||m]
x : α
hx : OfNat.ofNat 0 x ≤ (μ[|f||m]) x
⊢ |(μ[|f||m]) x| = (μ[fun a => |f a||m]) x | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact abs_eq_self.2 hx | theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ := by
by_cases hf : Integrable f μ
swap; · rw [condexp_undef hf, snorm_zero]; exact zero_le _
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm, snorm_zero]; exact zero_le _
by_cases hsig : SigmaFinite (μ.trim hm)
swap; · ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.60_0.pyZGtJVYgCCwDLj | theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | by_cases hm : m ≤ m0 | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : ¬m ≤ m0
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | swap | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : ¬m ≤ m0
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : ¬m ≤ m0
⊢ 0 ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact integral_nonneg fun x => abs_nonneg _ | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | by_cases hfint : Integrable f μ | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : ¬Integrable f
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | swap | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : ¬Integrable f
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp only [condexp_undef hfint, Pi.zero_apply, abs_zero, integral_const, Algebra.id.smul_eq_mul,
mul_zero] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : ¬Integrable f
⊢ 0 ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact integral_nonneg fun x => abs_nonneg _ | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ∫ (x : α), |(μ[f|m]) x| ∂μ ≤ ∫ (x : α), |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [integral_eq_lintegral_of_nonneg_ae, integral_eq_lintegral_of_nonneg_ae] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ENNReal.toReal (∫⁻ (a : α), ENNReal.ofReal |(μ[f|m]) a| ∂μ) ≤ ENNReal.toReal (∫⁻ (a : α), ENNReal.ofReal |f a| ∂μ) | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [ENNReal.toReal_le_toReal] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ∫⁻ (a : α), ENNReal.ofReal |(μ[f|m]) a| ∂μ ≤ ∫⁻ (a : α), ENNReal.ofReal |f a| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [← Real.norm_eq_abs, ofReal_norm_eq_coe_nnnorm] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.ha
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ∫⁻ (a : α), ENNReal.ofReal |(μ[f|m]) a| ∂μ ≠ ⊤ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [← Real.norm_eq_abs, ofReal_norm_eq_coe_nnnorm] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.hb
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ∫⁻ (a : α), ENNReal.ofReal |f a| ∂μ ≠ ⊤ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [← Real.norm_eq_abs, ofReal_norm_eq_coe_nnnorm] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ∫⁻ (a : α), ↑‖(μ[f|m]) a‖₊ ∂μ ≤ ∫⁻ (a : α), ↑‖f a‖₊ ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [← snorm_one_eq_lintegral_nnnorm, ← snorm_one_eq_lintegral_nnnorm] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ snorm (fun a => (μ[f|m]) a) 1 μ ≤ snorm (fun a => f a) 1 μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact snorm_one_condexp_le_snorm _ | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.ha
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ∫⁻ (a : α), ↑‖(μ[f|m]) a‖₊ ∂μ ≠ ⊤ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact ne_of_lt integrable_condexp.2 | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.hb
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ ∫⁻ (a : α), ↑‖f a‖₊ ∂μ ≠ ⊤ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact ne_of_lt hfint.2 | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.hf
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ 0 ≤ᵐ[μ] fun x => |f x| | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact eventually_of_forall fun x => abs_nonneg _ | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.hfm
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ AEStronglyMeasurable (fun x => |f x|) μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [← Real.norm_eq_abs] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.hfm
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ AEStronglyMeasurable (fun x => ‖f x‖) μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact hfint.1.norm | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.hf
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ 0 ≤ᵐ[μ] fun x => |(μ[f|m]) x| | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact eventually_of_forall fun x => abs_nonneg _ | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.hfm
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ AEStronglyMeasurable (fun x => |(μ[f|m]) x|) μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [← Real.norm_eq_abs] | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.hfm
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ
hm : m ≤ m0
hfint : Integrable f
⊢ AEStronglyMeasurable (fun x => ‖(μ[f|m]) x‖) μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact (stronglyMeasurable_condexp.mono hm).aestronglyMeasurable.norm | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, P... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.93_0.pyZGtJVYgCCwDLj | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | by_cases hnm : m ≤ m0 | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : ¬m ≤ m0
⊢ ∫ (x : α) in s, |(μ[f|m]) ... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | swap | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : ¬m ≤ m0
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero] | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : ¬m ≤ m0
⊢ 0 ≤ ∫ (x : α) in s, |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact integral_nonneg fun x => abs_nonneg _ | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | by_cases hfint : Integrable f μ | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : ... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | swap | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : ¬Integrable f
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp only [condexp_undef hfint, Pi.zero_apply, abs_zero, integral_const, Algebra.id.smul_eq_mul,
mul_zero] | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : ¬Integrable f
⊢ 0 ≤ ∫ (x : α) in s, |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact integral_nonneg fun x => abs_nonneg _ | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | have : ∫ x in s, |(μ[f|m]) x| ∂μ = ∫ x, |(μ[s.indicator f|m]) x| ∂μ := by
rw [← integral_indicator]
swap; · exact hnm _ hs
refine' integral_congr_ae _
have : (fun x => |(μ[s.indicator f|m]) x|) =ᵐ[μ] fun x => |s.indicator (μ[f|m]) x| :=
EventuallyEq.fun_comp (condexp_indicator hfint hs) _
refi... | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ = ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [← integral_indicator] | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
⊢ ∫ (x : α), Set.indicator s (fun x => |(μ[f|m]) x|) x ∂μ = ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α →... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | swap | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
⊢ MeasurableSet s | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact hnm _ hs | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
⊢ ∫ (x : α), Set.indicator s (fun x => |(μ[f|m]) x|) x ∂μ = ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' integral_congr_ae _ | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
⊢ (fun x => Set.indicator s (fun x => |(μ[f|m]) x|) x) =ᵐ[μ] fun x => |(μ[Set.indicator s f|m]) x| | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | have : (fun x => |(μ[s.indicator f|m]) x|) =ᵐ[μ] fun x => |s.indicator (μ[f|m]) x| :=
EventuallyEq.fun_comp (condexp_indicator hfint hs) _ | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
this : (fun x => |(μ[Set.indicator s f|m]) x|) =ᵐ[μ] fun x => |Set.indicator s (μ[f|m]) x|
⊢ (fun x => Set.indicator s (fun x => |(μ[f|m]) x|) x) =ᵐ[μ] fun x => |(μ[Set.indicator s f|m]) x| | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' EventuallyEq.trans (eventually_of_forall fun x => _) this.symm | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
this : (fun x => |(μ[Set.indicator s f|m]) x|) =ᵐ[μ] fun x => |Set.indicator s (μ[f|m]) x|
x : α
⊢ (fun x => Set.indicator s (fun x => |(μ[f|m]) x|) x) x = |Set.indicator s (μ[f|m]) x| | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [← Real.norm_eq_abs, norm_indicator_eq_indicator_norm] | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
this : (fun x => |(μ[Set.indicator s f|m]) x|) =ᵐ[μ] fun x => |Set.indicator s (μ[f|m]) x|
x : α
⊢ (fun x => Set.indicator s (fun x => |(μ[f|m]) x|) x) x = Set.indicator s (fun a => ‖(μ[f|m]) a... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rfl | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
this : ∫ (x : α) in s, |(μ[f|m]) x| ∂μ = ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ
⊢ ∫ (x : α) in s, |(μ[f|m]) x| ∂μ ≤ ∫ (x : α) in s, |f x| ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [this, ← integral_indicator] | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
this : ∫ (x : α) in s, |(μ[f|m]) x| ∂μ = ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ
⊢ ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ ≤ ∫ (x : α), Set.indicator s (fun x => |f x|) x ∂μ
case... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | swap | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
this : ∫ (x : α) in s, |(μ[f|m]) x| ∂μ = ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ
⊢ MeasurableSet s | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact hnm _ hs | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
this : ∫ (x : α) in s, |(μ[f|m]) x| ∂μ = ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ
⊢ ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ ≤ ∫ (x : α), Set.indicator s (fun x => |f x|) x ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' (integral_abs_condexp_le _).trans
(le_of_eq <| integral_congr_ae <| eventually_of_forall fun x => _) | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hs : MeasurableSet s
f : α → ℝ
hnm : m ≤ m0
hfint : Integrable f
this : ∫ (x : α) in s, |(μ[f|m]) x| ∂μ = ∫ (x : α), |(μ[Set.indicator s f|m]) x| ∂μ
x : α
⊢ (fun x => |Set.indicator s f x|) x = (fun x => Set.indicator s (fun x => |f x|) x) x | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [← Real.norm_eq_abs, norm_indicator_eq_indicator_norm] | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
exact integral_nonneg fun x => abs_nonneg _
by_cases hfint : I... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.117_0.pyZGtJVYgCCwDLj | theorem set_integral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
⊢ ∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | by_cases hnm : m ≤ m0 | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
⊢ ∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : ¬m ≤ m0
⊢ ∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | swap | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : ¬m ≤ m0
⊢ ∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero] | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : ¬m ≤ m0
⊢ ∀ᵐ (x : α) ∂μ, 0 ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' eventually_of_forall fun _ => R.coe_nonneg | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
⊢ ∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | by_cases hfint : Integrable f μ | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
⊢ ∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : ¬Integ... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | swap | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : ¬Integrable f
⊢ ∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [condexp_undef hfint] | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : ¬Integrable f
⊢ ∀ᵐ (x : α) ∂μ, |OfNat.ofNat 0 x| ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | filter_upwards [hbdd] with x hx | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : ¬Integrable f
x : α
hx : |f x| ≤ ↑R
⊢ |OfNat.ofNat 0 x| ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [Pi.zero_apply, abs_zero] | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : ¬Integrable f
x : α
hx : |f x| ≤ ↑R
⊢ 0 ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact (abs_nonneg _).trans hx | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
⊢ ∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | by_contra h | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : ¬∀ᵐ (x : α) ∂μ, |(μ[f|m]) x| ≤ ↑R
⊢ False | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | change μ _ ≠ 0 at h | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : ↑↑μ {x | (fun x => |(μ[f|m]) x| ≤ ↑R) x}ᶜ ≠ 0
⊢ False | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp only [← zero_lt_iff, Set.compl_def, Set.mem_setOf_eq, not_le] at h | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ False | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | suffices (μ {x | ↑R < |(μ[f|m]) x|}).toReal * ↑R < (μ {x | ↑R < |(μ[f|m]) x|}).toReal * ↑R by
exact this.ne rfl | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
this : ENNReal.toReal (↑↑μ {x | ↑R < |(μ[f|m]) x|}) * ↑R < ENNReal.toReal (↑↑μ {x | ↑R < |(μ[f|m]) x|}) * ↑R
⊢ False | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact this.ne rfl | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ ENNReal.toReal (↑↑μ {x | ↑R < |(μ[f|m]) x|}) * ↑R < ENNReal.toReal (↑↑μ {x | ↑R < |(μ[f|m]) x|}) * ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' lt_of_lt_of_le (set_integral_gt_gt R.coe_nonneg _ _ h.ne.symm) _ | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ Measurable fun x => |(μ[f|m]) x| | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [← Real.norm_eq_abs] | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ Measurable fun x => ‖(μ[f|m]) x‖ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact (stronglyMeasurable_condexp.mono hnm).measurable.norm | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ IntegrableOn (fun x => |(μ[f|m]) x|) {x | ↑R < |(μ[f|m]) x|} | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact integrable_condexp.abs.integrableOn | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ ∫ (x : α) in {x | ↑R < |(μ[f|m]) x|}, |(μ[f|m]) x| ∂μ ≤ ENNReal.toReal (↑↑μ {x | ↑R < |(μ[f|m]) x|}) * ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' (set_integral_abs_condexp_le _ _).trans _ | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ MeasurableSet {x | ↑R < |(μ[f|m]) x|} | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [← Real.norm_eq_abs] | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ MeasurableSet {x | ↑R < ‖(μ[f|m]) x‖} | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact @measurableSet_lt _ _ _ _ _ m _ _ _ _ _ measurable_const
stronglyMeasurable_condexp.norm.measurable | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ ∫ (x : α) in {x | ↑R < |(μ[f|m]) x|}, |f x| ∂μ ≤ ENNReal.toReal (↑↑μ {x | ↑R < |(μ[f|m]) x|}) * ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp only [← smul_eq_mul, ← set_integral_const, NNReal.val_eq_coe, IsROrC.ofReal_real_eq_id,
id.def] | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ ∫ (x : α) in {x | ↑R < |(μ[f|m]) x|}, |f x| ∂μ ≤ ∫ (x : α) in {x | ↑R < |(μ[f|m]) x|}, ↑R ∂μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' set_integral_mono_ae hfint.abs.integrableOn _ _ | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_2.refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ IntegrableOn (fun x => ↑R) {x | ↑R < |(μ[f|m]) x|} | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' ⟨aestronglyMeasurable_const, lt_of_le_of_lt _
(integrable_condexp.integrableOn : IntegrableOn (μ[f|m]) {x | ↑R < |(μ[f|m]) x|} μ).2⟩ | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_2.refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ ∫⁻ (a : α) in {x | ↑R < |(μ[f|m]) x|}, ↑‖(fun x => ↑R) a‖₊ ∂μ ≤
∫⁻ (a : α) in {x | ↑R < |(μ[f|m]) x|},... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' set_lintegral_mono (Measurable.nnnorm _).coe_nnreal_ennreal
(stronglyMeasurable_condexp.mono hnm).measurable.nnnorm.coe_nnreal_ennreal fun x hx => _ | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_2.refine'_1.refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ Measurable fun a => (fun x => ↑R) a | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact measurable_const | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_2.refine'_1.refine'_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
x : α
hx : x ∈ {x | ↑R < |(μ[f|m]) x|}
⊢ ↑‖(fun x => ↑R) x‖₊ ≤ ↑‖(μ[f|m]) x‖₊ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [ENNReal.coe_le_coe, Real.nnnorm_of_nonneg R.coe_nonneg] | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_2.refine'_1.refine'_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
x : α
hx : x ∈ {x | ↑R < |(μ[f|m]) x|}
⊢ { val := ↑R, property := (_ : 0 ≤ ↑R) } ≤ ‖(μ[f|m]) x‖₊ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact Subtype.mk_le_mk.2 (le_of_lt hx) | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.refine'_3.refine'_2.refine'_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : Integrable f
h : 0 < ↑↑μ {x | ↑R < |(μ[f|m]) x|}
⊢ (fun x => |f x|) ≤ᵐ[μ] fun x => ↑R | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact hbdd | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R := by
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, a... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.144_0.pyZGtJVYgCCwDLj | /-- If the real valued function `f` is bounded almost everywhere by `R`, then so is its conditional
expectation. -/
theorem ae_bdd_condexp_of_ae_bdd {R : ℝ≥0} {f : α → ℝ} (hbdd : ∀ᵐ x ∂μ, |f x| ≤ R) :
∀ᵐ x ∂μ, |(μ[f|m]) x| ≤ R | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
⊢ UniformIntegrable (fun i => μ[g|ℱ i]) 1 μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | have hmeas : ∀ n, ∀ C, MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊} := fun n C =>
measurableSet_le measurable_const (stronglyMeasurable_condexp.mono (hℱ n)).measurable.nnnorm | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
⊢ UniformIntegrable (fun i => μ[g|ℱ i]) 1 μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | have hg : Memℒp g 1 μ := memℒp_one_iff_integrable.2 hint | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
⊢ UniformIntegrable (fun i => μ[g|ℱ i]) 1 μ | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' uniformIntegrable_of le_rfl ENNReal.one_ne_top
(fun n => (stronglyMeasurable_condexp.mono (hℱ n)).aestronglyMeasurable) fun ε hε => _ | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
⊢ ∃ C, ∀ (i : ι), snorm (Set.indicator {x | C ≤... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | by_cases hne : snorm g 1 μ = 0 | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : snorm g 1 μ = 0
⊢ ∃ C, ∀ (i : ι)... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [snorm_eq_zero_iff hg.1 one_ne_zero] at hne | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : g =ᵐ[μ] 0
⊢ ∃ C, ∀ (i : ι), snor... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' ⟨0, fun n => (le_of_eq <|
(snorm_eq_zero_iff ((stronglyMeasurable_condexp.mono (hℱ n)).aestronglyMeasurable.indicator
(hmeas n 0)) one_ne_zero).2 _).trans (zero_le _)⟩ | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : g =ᵐ[μ] 0
n : ι
⊢ Set.indicator ... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | filter_upwards [condexp_congr_ae (m := ℱ n) hne] with x hx | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : g =ᵐ[μ] 0
n : ι
x : α
hx : (μ[g|ℱ ... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp only [zero_le', Set.setOf_true, Set.indicator_univ, Pi.zero_apply, hx, condexp_zero] | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
⊢ ∃ C, ∀ (i : ι... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | obtain ⟨δ, hδ, h⟩ := hg.snorm_indicator_le μ le_rfl ENNReal.one_ne_top hε | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ :... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | set C : ℝ≥0 := ⟨δ, hδ.le⟩⁻¹ * (snorm g 1 μ).toNNReal with hC | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ :... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | have hCpos : 0 < C := mul_pos (inv_pos.2 hδ) (ENNReal.toNNReal_pos hne hg.snorm_lt_top.ne) | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ :... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | have : ∀ n, μ {x : α | C ≤ ‖(μ[g|ℱ n]) x‖₊} ≤ ENNReal.ofReal δ := by
intro n
have := mul_meas_ge_le_pow_snorm' μ one_ne_zero ENNReal.one_ne_top
((stronglyMeasurable_condexp (m := ℱ n) (μ := μ) (f := g)).mono (hℱ n)).aestronglyMeasurable C
rw [ENNReal.one_toReal, ENNReal.rpow_one, ENNReal.rpow_one, mul... | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ : ℝ
hδ : 0 < δ
h : ∀ (... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | intro n | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ : ℝ
hδ : 0 < δ
h : ∀ (... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | have := mul_meas_ge_le_pow_snorm' μ one_ne_zero ENNReal.one_ne_top
((stronglyMeasurable_condexp (m := ℱ n) (μ := μ) (f := g)).mono (hℱ n)).aestronglyMeasurable C | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ : ℝ
hδ : 0 < δ
h : ∀ (... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [ENNReal.one_toReal, ENNReal.rpow_one, ENNReal.rpow_one, mul_comm, ←
ENNReal.le_div_iff_mul_le (Or.inl (ENNReal.coe_ne_zero.2 hCpos.ne.symm))
(Or.inl ENNReal.coe_lt_top.ne)] at this | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ : ℝ
hδ : 0 < δ
h : ∀ (... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | simp_rw [ENNReal.coe_le_coe] at this | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ : ℝ
hδ : 0 < δ
h : ∀ (... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' this.trans _ | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ : ℝ
hδ : 0 < δ
h : ∀ (... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [ENNReal.div_le_iff_le_mul (Or.inl (ENNReal.coe_ne_zero.2 hCpos.ne.symm))
(Or.inl ENNReal.coe_lt_top.ne),
hC, Nonneg.inv_mk, ENNReal.coe_mul, ENNReal.coe_toNNReal hg.snorm_lt_top.ne, ← mul_assoc, ←
ENNReal.ofReal_eq_coe_nnreal, ← ENNReal.ofReal_mul hδ.le, mul_inv_cancel hδ.ne.symm,
ENNReal.... | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ : ℝ
hδ : 0 < δ
h : ∀ (... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | exact snorm_one_condexp_le_snorm _ | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ :... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | refine' ⟨C, fun n => le_trans _ (h {x : α | C ≤ ‖(μ[g|ℱ n]) x‖₊} (hmeas n C) (this n))⟩ | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ :... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | have hmeasℱ : MeasurableSet[ℱ n] {x : α | C ≤ ‖(μ[g|ℱ n]) x‖₊} :=
@measurableSet_le _ _ _ _ _ (ℱ n) _ _ _ _ _ measurable_const
(@Measurable.nnnorm _ _ _ _ _ (ℱ n) _ stronglyMeasurable_condexp.measurable) | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖(μ[g|ℱ n]) x‖₊}
hg : Memℒp g 1
ε : ℝ
hε : 0 < ε
hne : ¬snorm g 1 μ = 0
δ :... | /-
Copyright (c) 2022 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne, Kexing Ying
-/
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.D... | rw [← snorm_congr_ae (condexp_indicator hint hmeasℱ)] | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.184_0.pyZGtJVYgCCwDLj | /-- Given an integrable function `g`, the conditional expectations of `g` with respect to
a sequence of sub-σ-algebras is uniformly integrable. -/
theorem Integrable.uniformIntegrable_condexp {ι : Type*} [IsFiniteMeasure μ] {g : α → ℝ}
(hint : Integrable g μ) {ℱ : ι → MeasurableSpace α} (hℱ : ∀ i, ℱ i ≤ m0) :
U... | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
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