import OAI.NumberTheory.PrimePackets.ConditionalSigmaEntropy namespace OAI /-! # Conditional information in disintegration coordinates -/ noncomputable section open MeasureTheory ProbabilityTheory Set open scoped Topology namespace PrimeDegreePackets variable {S T α : Type*} [MeasurableSpace S] [MeasurableSpace T] [StandardBorelSpace T] [Nonempty T] [Fintype α] omit [StandardBorelSpace T] [Nonempty T] in lemma measurable_fiber_observationEntropy (κ : Kernel S T) [IsMarkovKernel κ] (P : S × T → α) (hP : ∀ a, MeasurableSet {z | P z = a}) : Measurable (fun s => observationEntropy (κ s) (fun t => P (s,t))) := by apply continuous_finiteShannon.measurable.comp apply measurable_pi_iff.mpr intro a exact (Kernel.measurable_kernel_prodMk_left (κ := κ) (hP a)).ennreal_toReal omit [Fintype α] in lemma condExp_fst_observation_probability (μ : Measure (S × T)) [IsFiniteMeasure μ] (P : S × T → α) (hP : ∀ a, MeasurableSet {z | P z = a}) (a : α) : μ[({z | P z = a}.indicator (fun _ => (1 : ℝ))) | MeasurableSpace.comap Prod.fst (inferInstance : MeasurableSpace S)] =ᵐ[μ] fun z => (μ.condKernel z.1).real {t | P (z.1,t) = a} := by let f : S × T → ℝ := {z | P z = a}.indicator (fun _ => 1) have hid : (fun z : S × T => (z.1,z.2)) = id := rfl have hf : Integrable f (μ.map (fun z : S × T => (z.1,z.2))) := by rw [hid, Measure.map_id] exact (integrable_const (1 : ℝ)).indicator (hP a) have H := condExp_prod_ae_eq_integral_condDistrib' (μ := μ) (X := (Prod.fst : S × T → S)) (Y := (Prod.snd : S × T → T)) measurable_fst measurable_snd.aemeasurable hf have hκ : condDistrib (Prod.snd : S × T → T) Prod.fst μ = μ.condKernel := by simp only [condDistrib, hid, Measure.map_id] rw [hκ] at H have hI (s : S) : (∫ t, f (s,t) ∂μ.condKernel s) = (μ.condKernel s).real {t | P (s,t) = a} := by change (∫ t, {t | P (s,t) = a}.indicator (fun _ => (1 : ℝ)) t ∂μ.condKernel s) = _ have hs : MeasurableSet {t | P (s,t) = a} := (hP a).preimage measurable_prodMk_left rw [integral_indicator_const _ hs] simp only [smul_eq_mul, mul_one] simpa only [Prod.eta, hI] using H theorem conditionalSigmaEntropy_fst (μ : Measure (S × T)) [IsFiniteMeasure μ] (P : S × T → α) (hP : ∀ a, MeasurableSet {z | P z = a}) : conditionalSigmaEntropy μ P (MeasurableSpace.comap Prod.fst (inferInstance : MeasurableSpace S)) = ∫ s, observationEntropy (μ.condKernel s) (fun t => P (s,t)) ∂μ.fst := by have H := ae_all_iff.mpr (fun a => condExp_fst_observation_probability μ P hP a) unfold conditionalSigmaEntropy calc _ = ∫ z, observationEntropy (μ.condKernel z.1) (fun t => P (z.1,t)) ∂μ := by apply integral_congr_ae filter_upwards [H] with z hz unfold observationEntropy congr 1 exact funext hz _ = _ := by exact (integral_map measurable_fst.aemeasurable (measurable_fiber_observationEntropy μ.condKernel P hP).aestronglyMeasurable).symm end PrimeDegreePackets end end OAI