state stringlengths 0 159k | srcUpToTactic stringlengths 387 167k | nextTactic stringlengths 3 9k | declUpToTactic stringlengths 22 11.5k | declId stringlengths 38 95 | decl stringlengths 16 1.89k | file_tag stringlengths 17 73 |
|---|---|---|---|---|---|---|
case 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... | 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 |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
⊢ μ[↑f * g|m] =ᵐ[μ] ↑f * μ[g|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... | have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c • f) := by
intro s c f
ext1 x
by_cases hx : x ∈ s
· simp only [hx, Pi.mul_apply, Set.indicator_of_mem, Pi.smul_apply, Algebra.id.smul_eq_mul]; rfl
· simp only [hx, Pi.mul_apply, Set.indicator_of_not_mem, not_false_... | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
⊢ ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • 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... | intro s c f | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f✝ : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
s : Set α
c : ℝ
f : α → ℝ
⊢ Set.indicator s (Function.const α c) * f = Set.indicator s (c • 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... | ext1 x | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f✝ : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
s : Set α
c : ℝ
f : α → ℝ
x : α
⊢ (Set.indicator s (Function.const α c) * f) x = Set.indicator s (c • 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... | by_cases hx : x ∈ s | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f✝ : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
s : Set α
c : ℝ
f : α → ℝ
x : α
hx : x ∈ s
⊢ (Set.indicator s (Function.const α c) * f) x = Set.indicator s (c • 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... | simp only [hx, Pi.mul_apply, Set.indicator_of_mem, Pi.smul_apply, Algebra.id.smul_eq_mul] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f✝ : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
s : Set α
c : ℝ
f : α → ℝ
x : α
hx : x ∈ s
⊢ Function.const α c x * f x = c * 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... | rfl | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f✝ : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
s : Set α
c : ℝ
f : α → ℝ
x : α
hx : x ∉ s
⊢ (Set.indicator s (Function.const α c) * f) x = Set.indicator s (c • 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... | simp only [hx, Pi.mul_apply, Set.indicator_of_not_mem, not_false_iff, zero_mul] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
⊢ μ[↑f * g|m] =ᵐ[μ] ↑f * μ[g|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... | apply @SimpleFunc.induction _ _ m _ (fun f => _)
(fun c s hs => ?_) (fun g₁ g₂ _ h_eq₁ h_eq₂ => ?_) f | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
c : ℝ
s : Set α
hs : MeasurableSet s
⊢ μ[↑(SimpleFunc.piecewise s hs (SimpleFunc.const α c) (SimpleF... | /-
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... | classical simp only [@SimpleFunc.const_zero _ _ m, @SimpleFunc.coe_piecewise _ _ m,
@SimpleFunc.coe_const _ _ m, @SimpleFunc.coe_zero _ _ m, Set.piecewise_eq_indicator] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
c : ℝ
s : Set α
hs : MeasurableSet s
⊢ μ[↑(SimpleFunc.piecewise s hs (SimpleFunc.const α c) (SimpleF... | /-
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 [@SimpleFunc.const_zero _ _ m, @SimpleFunc.coe_piecewise _ _ m,
@SimpleFunc.coe_const _ _ m, @SimpleFunc.coe_zero _ _ m, Set.piecewise_eq_indicator] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
c : ℝ
s : Set α
hs : MeasurableSet s
⊢ μ[Set.indicator s (Function.const α c) * g|m] =ᵐ[μ] Set.indic... | /-
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, this] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
c : ℝ
s : Set α
hs : MeasurableSet s
⊢ μ[Set.indicator s (c • g)|m] =ᵐ[μ] Set.indicator s (c • μ[g|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... | refine' (condexp_indicator (hg.smul c) hs).trans _ | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
c : ℝ
s : Set α
hs : MeasurableSet s
⊢ Set.indicator s (μ[c • g|m]) =ᵐ[μ] Set.indicator s (c • μ[g|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... | filter_upwards [condexp_smul (m := m) (m0 := m0) c g] with x hx | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
c : ℝ
s : Set α
hs : MeasurableSet s
x : α
hx : (μ[c • g|m]) x = (c • μ[g|m]) x
⊢ Set.indicat... | /-
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... | classical simp_rw [Set.indicator_apply, hx] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
c : ℝ
s : Set α
hs : MeasurableSet s
x : α
hx : (μ[c • g|m]) x = (c • μ[g|m]) x
⊢ Set.indicat... | /-
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 [Set.indicator_apply, hx] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
g₁ g₂ : SimpleFunc α ℝ
x✝ : Disjoint (Function.support ↑g₁) (Function.support ↑g₂)
h_eq₁ : (fun 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... | have h_add := @SimpleFunc.coe_add _ _ m _ g₁ g₂ | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
g₁ g₂ : SimpleFunc α ℝ
x✝ : Disjoint (Function.support ↑g₁) (Function.support ↑g₂)
h_eq₁ : (fun 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... | calc
μ[⇑(g₁ + g₂) * g|m] =ᵐ[μ] μ[(⇑g₁ + ⇑g₂) * g|m] := by
refine' condexp_congr_ae (EventuallyEq.mul _ EventuallyEq.rfl); rw [h_add]
_ =ᵐ[μ] μ[⇑g₁ * g|m] + μ[⇑g₂ * g|m] := by
rw [add_mul]; exact condexp_add (hg.simpleFunc_mul' hm _) (hg.simpleFunc_mul' hm _)
_ =ᵐ[μ] ⇑g₁ * μ[g|m] + ⇑g₂ ... | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
g₁ g₂ : SimpleFunc α ℝ
x✝ : Disjoint (Function.support ↑g₁) (Function.support ↑g₂)
h_eq₁ : (fun 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... | refine' condexp_congr_ae (EventuallyEq.mul _ EventuallyEq.rfl) | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
g₁ g₂ : SimpleFunc α ℝ
x✝ : Disjoint (Function.support ↑g₁) (Function.support ↑g₂)
h_eq₁ : (fun 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... | rw [h_add] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
g₁ g₂ : SimpleFunc α ℝ
x✝ : Disjoint (Function.support ↑g₁) (Function.support ↑g₂)
h_eq₁ : (fun 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... | rw [add_mul] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
g₁ g₂ : SimpleFunc α ℝ
x✝ : Disjoint (Function.support ↑g₁) (Function.support ↑g₂)
h_eq₁ : (fun 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... | exact condexp_add (hg.simpleFunc_mul' hm _) (hg.simpleFunc_mul' hm _) | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
f : SimpleFunc α ℝ
g : α → ℝ
hg : Integrable g
this : ∀ (s : Set α) (c : ℝ) (f : α → ℝ), Set.indicator s (Function.const α c) * f = Set.indicator s (c • f)
g₁ g₂ : SimpleFunc α ℝ
x✝ : Disjoint (Function.support ↑g₁) (Function.support ↑g₂)
h_eq₁ : (fun 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... | rw [h_add, add_mul] | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] := by
have : ∀ (s c) (f : α → ℝ), Set.indicator s (Function.const α c) * f = s.indicator (c... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.230_0.pyZGtJVYgCCwDLj | /-- Auxiliary lemma for `condexp_stronglyMeasurable_mul`. -/
theorem condexp_stronglyMeasurable_simpleFunc_mul (hm : m ≤ m0) (f : @SimpleFunc α m ℝ) {g : α → ℝ}
(hg : Integrable g μ) : μ[(f * g : α → ℝ)|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | let fs := hf.approxBounded c | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) atTop (𝓝 (f x)) :=
hf.tendsto_approxBounded_ae hf_bound | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) atTop (𝓝... | /-
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 hμ : μ = 0 | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) 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 only [hμ, ae_zero] | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) 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... | norm_cast | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) 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 : μ.ae.NeBot := by simp only [hμ, ae_neBot, Ne.def, not_false_iff] | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) atTop (𝓝... | /-
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 [hμ, ae_neBot, Ne.def, not_false_iff] | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) 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 hc : 0 ≤ c :=
haveI h_exists : ∃ x, ‖f x‖ ≤ c := Eventually.exists hf_bound
(norm_nonneg _).trans h_exists.choose_spec | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) 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 hfs_bound : ∀ n x, ‖fs n x‖ ≤ c := hf.norm_approxBounded_le hc | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) 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 : μ[f * μ[g|m]|m] = f * μ[g|m] := by
refine' condexp_of_stronglyMeasurable hm (hf.mul stronglyMeasurable_condexp) _
exact integrable_condexp.bdd_mul' (hf.mono hm).aestronglyMeasurable hf_bound | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) atTop (𝓝... | /-
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' condexp_of_stronglyMeasurable hm (hf.mul stronglyMeasurable_condexp) _ | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) atTop (𝓝... | /-
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.bdd_mul' (hf.mono hm).aestronglyMeasurable hf_bound | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) 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 [← this] | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) 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' tendsto_condexp_unique (fun n x => fs n x * g x) (fun n x => fs n x * (μ[g|m]) x) (f * g)
(f * μ[g|m]) _ _ _ _ (fun x => c * ‖g x‖) _ (fun x => c * ‖(μ[g|m]) x‖) _ _ _ _ | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 fun n => hg.bdd_mul' ((SimpleFunc.stronglyMeasurable (fs n)).mono hm).aestronglyMeasurable
(eventually_of_forall (hfs_bound n)) | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 fun n => integrable_condexp.bdd_mul'
((SimpleFunc.stronglyMeasurable (fs n)).mono hm).aestronglyMeasurable
(eventually_of_forall (hfs_bound n)) | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_3
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 [hfs_tendsto] with x hx | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) at... | /-
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.mul_apply] | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) at... | /-
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 Tendsto.mul hx tendsto_const_nhds | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_4
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 [hfs_tendsto] with x hx | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) at... | /-
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.mul_apply] | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) at... | /-
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 Tendsto.mul hx tendsto_const_nhds | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_5
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 hg.norm.const_mul c | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_6
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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.norm.const_mul c | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_7
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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' fun n => eventually_of_forall fun x => _ | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_7
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 (norm_mul_le _ _).trans (mul_le_mul_of_nonneg_right (hfs_bound n x) (norm_nonneg _)) | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_8
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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' fun n => eventually_of_forall fun x => _ | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_8
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 (norm_mul_le _ _).trans (mul_le_mul_of_nonneg_right (hfs_bound n x) (norm_nonneg _)) | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_9
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_9
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 [← Pi.mul_apply] | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_9
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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' (condexp_stronglyMeasurable_simpleFunc_mul hm _ hg).trans _ | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg.refine'_9
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑... | /-
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 [condexp_of_stronglyMeasurable hm
((SimpleFunc.stronglyMeasurable _).mul stronglyMeasurable_condexp) _] | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : StronglyMeasurable f
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
fs : ℕ → SimpleFunc α ℝ := StronglyMeasurable.approxBounded hf c
hfs_tendsto : ∀ᵐ (x : α) ∂μ, Tendsto (fun n => ↑(fs n) x) atTop (𝓝... | /-
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.bdd_mul'
((SimpleFunc.stronglyMeasurable (fs n)).mono hm).aestronglyMeasurable
(eventually_of_forall (hfs_bound n)) | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
let fs := hf.approxBounded c
have hfs_tendsto : ∀ᵐ x ∂μ, Tendsto (fun n => fs n x) ... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.259_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : StronglyMeasurable[m] f) (hg : Integrable g μ) (c : ℝ) (hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) :
μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : AEStronglyMeasurable' m f μ
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | have : μ[f * g|m] =ᵐ[μ] μ[hf.mk f * g|m] :=
condexp_congr_ae (EventuallyEq.mul hf.ae_eq_mk EventuallyEq.rfl) | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.305_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : AEStronglyMeasurable' m f μ
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
this : μ[f * g|m] =ᵐ[μ] μ[AEStronglyMeasurable'.mk f hf * g|m]
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | refine' this.trans _ | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
have : μ[f * g|m] =ᵐ[μ] μ[hf.mk f * g|m] :=
condexp_congr_ae (EventuallyEq.m... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.305_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : AEStronglyMeasurable' m f μ
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
this : μ[f * g|m] =ᵐ[μ] μ[AEStronglyMeasurable'.mk f hf * g|m]
⊢ μ[AEStronglyMeasurable'.mk f hf * g|m] =ᵐ[μ] f * μ[g|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... | have : f * μ[g|m] =ᵐ[μ] hf.mk f * μ[g|m] := EventuallyEq.mul hf.ae_eq_mk EventuallyEq.rfl | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
have : μ[f * g|m] =ᵐ[μ] μ[hf.mk f * g|m] :=
condexp_congr_ae (EventuallyEq.m... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.305_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : AEStronglyMeasurable' m f μ
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
this✝ : μ[f * g|m] =ᵐ[μ] μ[AEStronglyMeasurable'.mk f hf * g|m]
this : f * μ[g|m] =ᵐ[μ] AEStronglyMeasurable'.mk f hf * μ[g|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... | refine' EventuallyEq.trans _ this.symm | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
have : μ[f * g|m] =ᵐ[μ] μ[hf.mk f * g|m] :=
condexp_congr_ae (EventuallyEq.m... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.305_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : AEStronglyMeasurable' m f μ
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
this✝ : μ[f * g|m] =ᵐ[μ] μ[AEStronglyMeasurable'.mk f hf * g|m]
this : f * μ[g|m] =ᵐ[μ] AEStronglyMeasurable'.mk f hf * μ[g|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... | refine' condexp_stronglyMeasurable_mul_of_bound hm hf.stronglyMeasurable_mk hg c _ | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
have : μ[f * g|m] =ᵐ[μ] μ[hf.mk f * g|m] :=
condexp_congr_ae (EventuallyEq.m... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.305_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : AEStronglyMeasurable' m f μ
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
this✝ : μ[f * g|m] =ᵐ[μ] μ[AEStronglyMeasurable'.mk f hf * g|m]
this : f * μ[g|m] =ᵐ[μ] AEStronglyMeasurable'.mk f hf * μ[g|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... | filter_upwards [hf_bound, hf.ae_eq_mk] with x hxc hx_eq | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
have : μ[f * g|m] =ᵐ[μ] μ[hf.mk f * g|m] :=
condexp_congr_ae (EventuallyEq.m... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.305_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : AEStronglyMeasurable' m f μ
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
this✝ : μ[f * g|m] =ᵐ[μ] μ[AEStronglyMeasurable'.mk f hf * g|m]
this : f * μ[g|m] =ᵐ[μ] AEStronglyMeasurable'.mk f hf ... | /-
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 [← hx_eq] | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
have : μ[f * g|m] =ᵐ[μ] μ[hf.mk f * g|m] :=
condexp_congr_ae (EventuallyEq.m... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.305_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : IsFiniteMeasure μ
f g : α → ℝ
hf : AEStronglyMeasurable' m f μ
hg : Integrable g
c : ℝ
hf_bound : ∀ᵐ (x : α) ∂μ, ‖f x‖ ≤ c
this✝ : μ[f * g|m] =ᵐ[μ] μ[AEStronglyMeasurable'.mk f hf * g|m]
this : f * μ[g|m] =ᵐ[μ] AEStronglyMeasurable'.mk f hf ... | /-
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 hxc | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
have : μ[f * g|m] =ᵐ[μ] μ[hf.mk f * g|m] :=
condexp_congr_ae (EventuallyEq.m... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.305_0.pyZGtJVYgCCwDLj | theorem condexp_stronglyMeasurable_mul_of_bound₀ (hm : m ≤ m0) [IsFiniteMeasure μ] {f g : α → ℝ}
(hf : AEStronglyMeasurable' m f μ) (hg : Integrable g μ) (c : ℝ)
(hf_bound : ∀ᵐ x ∂μ, ‖f x‖ ≤ c) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | by_cases hm : m ≤ m0 | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|m]
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integra... | /-
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 | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : ¬m ≤ m0
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | simp_rw [condexp_of_not_le hm] | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : ¬m ≤ m0
⊢ 0 =ᵐ[μ] f * 0 | /-
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 [mul_zero] | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | by_cases hμm : SigmaFinite (μ.trim hm) | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm : SigmaFinite (Measure.trim μ hm)
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|m]
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable 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... | swap | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm : ¬SigmaFinite (Measure.trim μ hm)
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | simp_rw [condexp_of_not_sigmaFinite hm hμm] | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm : ¬SigmaFinite (Measure.trim μ hm)
⊢ 0 =ᵐ[μ] f * 0 | /-
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 [mul_zero] | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm : SigmaFinite (Measure.trim μ hm)
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | haveI : SigmaFinite (μ.trim hm) := hμm | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
⊢ μ[f * g|m] =ᵐ[μ] f * μ[g|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... | obtain ⟨sets, sets_prop, h_univ⟩ := hf.exists_spanning_measurableSet_norm_le hm μ | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
sets_prop : ∀ (n : ℕ), MeasurableSet (sets n) ∧ ↑↑μ (sets n) < ⊤ ∧ ∀ x ∈ sets n, ‖f x‖ ≤ ↑n
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 [forall_and] at sets_prop | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
sets_prop :
(∀ (x : ℕ), MeasurableSet (sets x)) ∧ (∀ (x : ℕ)... | /-
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 ⟨h_meas, h_finite, h_norm⟩ := sets_prop | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.intro.intro.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finit... | /-
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 ∀ n, ∀ᵐ x ∂μ, x ∈ sets n → (μ[f * g|m]) x = f x * (μ[g|m]) x by
rw [← ae_all_iff] at this
filter_upwards [this] with x hx
rw [Pi.mul_apply]
obtain ⟨i, hi⟩ : ∃ i, x ∈ sets i := by
have h_mem : x ∈ ⋃ i, sets i := by rw [h_univ]; exact Set.mem_univ _
simpa using h_mem
exact hx i hi | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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 [← ae_all_iff] at this | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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 | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets ... | /-
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.mul_apply] | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets ... | /-
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 ⟨i, hi⟩ : ∃ i, x ∈ sets i := by
have h_mem : x ∈ ⋃ i, sets i := by rw [h_univ]; exact Set.mem_univ _
simpa using h_mem | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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 h_mem : x ∈ ⋃ i, sets i := by rw [h_univ]; exact Set.mem_univ _ | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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 [h_univ] | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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 Set.mem_univ _ | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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... | simpa using h_mem | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case h.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑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 hx i hi | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.intro.intro.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finit... | /-
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' fun n => ae_imp_of_ae_restrict _ | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.intro.intro.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finit... | /-
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.restrict (sets n))[f * g|m] =ᵐ[μ.restrict (sets n)] f * (μ.restrict (sets n))[g|m] by
simp_rw [← Pi.mul_apply]
refine' (condexp_restrict_ae_eq_restrict hm (h_meas n) hfg).symm.trans _
exact this.trans (EventuallyEq.rfl.mul (condexp_restrict_ae_eq_restrict hm (h_meas n) hg)) | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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 [← Pi.mul_apply] | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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' (condexp_restrict_ae_eq_restrict hm (h_meas n) hfg).symm.trans _ | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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 this.trans (EventuallyEq.rfl.mul (condexp_restrict_ae_eq_restrict hm (h_meas n) hg)) | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.intro.intro.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finit... | /-
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.restrict (sets n))[(sets n).indicator f * g|m] =ᵐ[μ.restrict (sets n)]
(sets n).indicator f * (μ.restrict (sets n))[g|m] by
refine' EventuallyEq.trans _ (this.trans _)
· exact
condexp_congr_ae ((indicator_ae_eq_restrict (hm _ (h_meas n))).symm.mul EventuallyEq.rfl)
· exact (indicat... | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets 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 _ (this.trans _) | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case refine'_1
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑... | /-
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_congr_ae ((indicator_ae_eq_restrict (hm _ (h_meas n))).symm.mul EventuallyEq.rfl) | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case refine'_2
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑... | /-
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 (indicator_ae_eq_restrict (hm _ (h_meas n))).mul EventuallyEq.rfl | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.intro.intro.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finit... | /-
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 : IsFiniteMeasure (μ.restrict (sets n)) := by
constructor
rw [Measure.restrict_apply_univ]
exact h_finite n | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (x : ℕ), ↑↑μ (sets x) < ⊤
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... | constructor | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case measure_univ_lt_top
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (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 [Measure.restrict_apply_univ] | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case measure_univ_lt_top
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_finite : ∀ (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 h_finite n | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
case pos.intro.intro.intro.intro
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
f g : α → ℝ
hf : StronglyMeasurable f
hfg : Integrable (f * g)
hg : Integrable g
hm : m ≤ m0
hμm this✝ : SigmaFinite (Measure.trim μ hm)
sets : ℕ → Set α
h_univ : ⋃ i, sets i = Set.univ
h_meas : ∀ (x : ℕ), MeasurableSet (sets x)
h_fini... | /-
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' condexp_stronglyMeasurable_mul_of_bound hm (hf.indicator (h_meas n)) hg.integrableOn n _ | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] := by
by_cases hm : m ≤ m0; swap; · simp_rw [condexp_of_not_le hm]; rw [mul_zero]
by_cases... | Mathlib.MeasureTheory.Function.ConditionalExpectation.Real.319_0.pyZGtJVYgCCwDLj | /-- Pull-out property of the conditional expectation. -/
theorem condexp_stronglyMeasurable_mul {f g : α → ℝ} (hf : StronglyMeasurable[m] f)
(hfg : Integrable (f * g) μ) (hg : Integrable g μ) : μ[f * g|m] =ᵐ[μ] f * μ[g|m] | Mathlib_MeasureTheory_Function_ConditionalExpectation_Real |
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