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Found 392 declarations mentioning MeasureTheory.IsProbabilityMeasure. Of these, only the first 200 are shown.
- MeasureTheory.IsProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) : Prop - MeasureTheory.nonempty_of_isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.IsProbabilityMeasure μ] : Nonempty α - MeasureTheory.instIsZeroOrProbabilityMeasureOfIsProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.IsProbabilityMeasure μ] : MeasureTheory.IsZeroOrProbabilityMeasure μ - MeasureTheory.IsProbabilityMeasure.neZero 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.IsProbabilityMeasure μ] : NeZero μ - MeasureTheory.probReal_univ 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] : μ.real Set.univ = 1 - MeasureTheory.IsProbabilityMeasure.ae_neBot 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] : (MeasureTheory.ae μ).NeBot - MeasureTheory.instIsProbabilityMeasureMap 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {β : Type u_2} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] {f : α → β} : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.map f μ) - MeasureTheory.isProbabilityMeasure_iff_real 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} : MeasureTheory.IsProbabilityMeasure μ ↔ μ.real Set.univ = 1 - MeasureTheory.isProbabilityMeasure_comap_down 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.comap ULift.down μ) - MeasureTheory.IsProbabilityMeasure.ne_zero 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.IsProbabilityMeasure μ] : μ ≠ 0 - MeasureTheory.isProbabilityMeasure_ite 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {p : Prop} [Decidable p] {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] : MeasureTheory.IsProbabilityMeasure (if p then μ else ν) - MeasureTheory.eq_zero_or_isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.IsZeroOrProbabilityMeasure μ] : μ = 0 ∨ MeasureTheory.IsProbabilityMeasure μ - MeasureTheory.Measure.isProbabilityMeasure_of_map 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {β : Type u_2} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} {f : α → β} [MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.map f μ)] (hf : AEMeasurable f μ) : MeasureTheory.IsProbabilityMeasure μ - MeasureTheory.IsProbabilityMeasure.measure_univ 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [self : MeasureTheory.IsProbabilityMeasure μ] : μ Set.univ = 1 - MeasureTheory.IsProbabilityMeasure.mk 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (measure_univ : μ Set.univ = 1) : MeasureTheory.IsProbabilityMeasure μ - MeasureTheory.Measure.isProbabilityMeasure_map_iff 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {β : Type u_2} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} {f : α → β} (hf : AEMeasurable f μ) : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.map f μ) ↔ MeasureTheory.IsProbabilityMeasure μ - MeasureTheory.isProbabilityMeasure_iff 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} : MeasureTheory.IsProbabilityMeasure μ ↔ μ Set.univ = 1 - MeasureTheory.isProbabilityMeasure_dite 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {p : Prop} [Decidable p] {μ : p → MeasureTheory.Measure α} {ν : ¬p → MeasureTheory.Measure α} [∀ (h : p), MeasureTheory.IsProbabilityMeasure (μ h)] [∀ (h : ¬p), MeasureTheory.IsProbabilityMeasure (ν h)] : MeasureTheory.IsProbabilityMeasure (dite p μ ν) - MeasureTheory.Measure.eq_of_le_of_isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] (hμν : μ ≤ ν) : μ = ν - MeasureTheory.probReal_add_probReal_compl 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (h : MeasurableSet s) : μ.real s + μ.real sᶜ = 1 - MeasureTheory.IsProbabilityMeasure_comap_equiv 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {β : Type u_2} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (f : β ≃ᵐ α) : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.comap (⇑f) μ) - MeasurableEmbedding.isProbabilityMeasure_comap 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {β : Type u_2} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] {f : β → α} (hf : MeasurableEmbedding f) (hf' : ∀ᵐ (a : α) ∂μ, a ∈ Set.range f) : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.comap f μ) - MeasureTheory.mem_ae_iff_prob_eq_one 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (hs : MeasurableSet s) : s ∈ MeasureTheory.ae μ ↔ μ s = 1 - MeasureTheory.mem_ae_iff_prob_eq_one₀ 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (hs : MeasureTheory.NullMeasurableSet s μ) : s ∈ MeasureTheory.ae μ ↔ μ s = 1 - MeasureTheory.ae_iff_prob_eq_one 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] {p : α → Prop} (hp : Measurable p) : (∀ᵐ (a : α) ∂μ, p a) ↔ μ {a | p a} = 1 - MeasureTheory.prob_add_prob_compl 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (h : MeasurableSet s) : μ s + μ sᶜ = 1 - MeasureTheory.prob_compl_eq_one_sub 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (hs : MeasurableSet s) : μ sᶜ = 1 - μ s - MeasureTheory.prob_compl_eq_one_sub₀ 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (h : MeasureTheory.NullMeasurableSet s μ) : μ sᶜ = 1 - μ s - MeasureTheory.prob_compl_eq_one_iff 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (hs : MeasurableSet s) : μ sᶜ = 1 ↔ μ s = 0 - MeasureTheory.prob_compl_eq_zero_iff 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (hs : MeasurableSet s) : μ sᶜ = 0 ↔ μ s = 1 - MeasureTheory.prob_compl_eq_one_iff₀ 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (hs : MeasureTheory.NullMeasurableSet s μ) : μ sᶜ = 1 ↔ μ s = 0 - MeasureTheory.prob_compl_eq_zero_iff₀ 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (hs : MeasureTheory.NullMeasurableSet s μ) : μ sᶜ = 0 ↔ μ s = 1 - MeasureTheory.isProbabilityMeasure_comap 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {β : Type u_2} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] {f : β → α} (hf : Function.Injective f) (hf' : ∀ᵐ (a : α) ∂μ, a ∈ Set.range f) (hf'' : ∀ (s : Set β), MeasurableSet s → MeasurableSet (f '' s)) : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.comap f μ) - MeasureTheory.isProbabilityMeasureSMul 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] [NeZero μ] : MeasureTheory.IsProbabilityMeasure ((μ Set.univ)⁻¹ • μ) - MeasureTheory.instIsProbabilityMeasureHAddMeasureHSMulNNRealToNNRealSymm 📋 Mathlib.MeasureTheory.Measure.Typeclasses.Probability
{α : Type u_1} {m0 : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] {p : ↑unitInterval} : MeasureTheory.IsProbabilityMeasure (unitInterval.toNNReal p • μ + unitInterval.toNNReal (unitInterval.symm p) • ν) - MeasureTheory.Measure.dirac.isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Dirac.Basic
{α : Type u_1} [MeasurableSpace α] {x : α} : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.dirac x) - MeasureTheory.instNonemptySubtypeMeasureIsProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Dirac.Basic
{α : Type u_1} [MeasurableSpace α] [hα : Nonempty α] : Nonempty { μ // MeasureTheory.IsProbabilityMeasure μ } - HasSum.isProbabilityMeasure_sum_dirac_ennreal 📋 Mathlib.MeasureTheory.Measure.Dirac.Basic
{δ : Type u_3} {ι : Type u_4} {mδ : MeasurableSpace δ} {c : ι → ENNReal} {d : ι → δ} (h : HasSum c 1) : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.sum fun i => c i • MeasureTheory.Measure.dirac (d i)) - HasSum.isProbabilityMeasure_sum_dirac_nnreal 📋 Mathlib.MeasureTheory.Measure.Dirac.Basic
{δ : Type u_3} {ι : Type u_4} {mδ : MeasurableSpace δ} {c : ι → NNReal} {d : ι → δ} (h : HasSum c 1) : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.sum fun i => c i • MeasureTheory.Measure.dirac (d i)) - HasSum.isProbabilityMeasure_sum_dirac 📋 Mathlib.MeasureTheory.Measure.Dirac.Basic
{δ : Type u_3} {ι : Type u_4} {mδ : MeasurableSpace δ} {c : ι → ℝ} {d : ι → δ} (h1 : ∀ (i : ι), 0 ≤ c i) (h2 : HasSum c 1) : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.sum fun i => ENNReal.ofReal (c i) • MeasureTheory.Measure.dirac (d i)) - MeasureTheory.iInf_le_lintegral 📋 Mathlib.MeasureTheory.Integral.Lebesgue.Countable
{α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (f : α → ENNReal) : ⨅ x, f x ≤ ∫⁻ (x : α), f x ∂μ - MeasureTheory.lintegral_le_iSup 📋 Mathlib.MeasureTheory.Integral.Lebesgue.Countable
{α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (f : α → ENNReal) : ∫⁻ (x : α), f x ∂μ ≤ ⨆ x, f x - MeasureTheory.lintegral_eq_const 📋 Mathlib.MeasureTheory.Integral.Lebesgue.Countable
{α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] {f : α → ENNReal} {c : ENNReal} (hf : ∀ᵐ (x : α) ∂μ, f x = c) : ∫⁻ (x : α), f x ∂μ = c - MeasureTheory.lintegral_le_const 📋 Mathlib.MeasureTheory.Integral.Lebesgue.Countable
{α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] {f : α → ENNReal} {c : ENNReal} (hf : ∀ᵐ (x : α) ∂μ, f x ≤ c) : ∫⁻ (x : α), f x ∂μ ≤ c - Measurable.measure_of_isPiSystem_of_isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.GiryMonad
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : α → MeasureTheory.Measure β} [∀ (a : α), MeasureTheory.IsProbabilityMeasure (μ a)] {S : Set (Set β)} (hgen : mβ = MeasurableSpace.generateFrom S) (hpi : IsPiSystem S) (h_basic : ∀ s ∈ S, Measurable fun a => (μ a) s) : Measurable μ - IsClosed.measure_eq_one_iff_eq_univ 📋 Mathlib.MeasureTheory.Measure.OpenPos
{X : Type u_1} [TopologicalSpace X] {m : MeasurableSpace X} {μ : MeasureTheory.Measure X} [μ.IsOpenPosMeasure] {F : Set X} [OpensMeasurableSpace X] [MeasureTheory.IsProbabilityMeasure μ] (hF : IsClosed F) : μ F = 1 ↔ F = Set.univ - MeasureTheory.Measure.fst.instIsProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Prod
{α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] {ρ : MeasureTheory.Measure (α × β)} [MeasureTheory.IsProbabilityMeasure ρ] : MeasureTheory.IsProbabilityMeasure ρ.fst - MeasureTheory.Measure.snd.instIsProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Prod
{α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] {ρ : MeasureTheory.Measure (α × β)} [MeasureTheory.IsProbabilityMeasure ρ] : MeasureTheory.IsProbabilityMeasure ρ.snd - MeasureTheory.Measure.prod.instIsProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Prod
{α : Type u_4} {β : Type u_5} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ : MeasureTheory.Measure α) (ν : MeasureTheory.Measure β) [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] : MeasureTheory.IsProbabilityMeasure (μ.prod ν) - MeasureTheory.Measure.fst_prod 📋 Mathlib.MeasureTheory.Measure.Prod
{α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure β} [MeasureTheory.SFinite ν] [MeasureTheory.IsProbabilityMeasure ν] : (μ.prod ν).fst = μ - MeasureTheory.Measure.snd_prod 📋 Mathlib.MeasureTheory.Measure.Prod
{α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure β} [MeasureTheory.SFinite ν] [MeasureTheory.IsProbabilityMeasure μ] : (μ.prod ν).snd = ν - MeasureTheory.measurePreserving_fst 📋 Mathlib.MeasureTheory.Measure.Prod
{α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure β} [MeasureTheory.SFinite ν] [MeasureTheory.IsProbabilityMeasure ν] : MeasureTheory.MeasurePreserving Prod.fst (μ.prod ν) μ - MeasureTheory.measurePreserving_snd 📋 Mathlib.MeasureTheory.Measure.Prod
{α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure β} [MeasureTheory.SFinite ν] [MeasureTheory.IsProbabilityMeasure μ] : MeasureTheory.MeasurePreserving Prod.snd (μ.prod ν) ν - MeasureTheory.Measure.instIsProbabilityMeasureProdVolume 📋 Mathlib.MeasureTheory.Measure.Prod
{α : Type u_4} {β : Type u_5} [MeasureTheory.MeasureSpace α] [MeasureTheory.MeasureSpace β] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] : MeasureTheory.IsProbabilityMeasure MeasureTheory.volume - MeasureTheory.Measure.probabilitymeasure_of_probabilitymeasures_conv 📋 Mathlib.MeasureTheory.Group.Convolution
{M : Type u_1} [AddMonoid M] [MeasurableSpace M] (μ ν : MeasureTheory.Measure M) [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] : MeasureTheory.IsProbabilityMeasure (μ.conv ν) - MeasureTheory.Measure.probabilitymeasure_of_probabilitymeasures_mconv 📋 Mathlib.MeasureTheory.Group.Convolution
{M : Type u_1} [Monoid M] [MeasurableSpace M] (μ ν : MeasureTheory.Measure M) [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] : MeasureTheory.IsProbabilityMeasure (μ.mconv ν) - ProbabilityTheory.cond_univ 📋 Mathlib.Probability.ConditionalProbability
{Ω : Type u_1} {m : MeasurableSpace Ω} (μ : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure μ] : μ[|Set.univ] = μ - ProbabilityTheory.cond_isProbabilityMeasure 📋 Mathlib.Probability.ConditionalProbability
{Ω : Type u_1} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {s : Set Ω} [MeasureTheory.IsFiniteMeasure μ] (hcs : μ s ≠ 0) : MeasureTheory.IsProbabilityMeasure μ[|s] - ProbabilityTheory.cond_isProbabilityMeasure_of_finite 📋 Mathlib.Probability.ConditionalProbability
{Ω : Type u_1} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {s : Set Ω} (hcs : μ s ≠ 0) (hs : μ s ≠ ⊤) : MeasureTheory.IsProbabilityMeasure μ[|s] - MeasureTheory.Measure.pi.instIsProbabilityMeasure 📋 Mathlib.MeasureTheory.Constructions.Pi
{ι : Type u_1} {α : ι → Type u_3} [Fintype ι] [(i : ι) → MeasurableSpace (α i)] (μ : (i : ι) → MeasureTheory.Measure (α i)) [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] : MeasureTheory.IsProbabilityMeasure (MeasureTheory.Measure.pi μ) - MeasureTheory.Measure.instIsProbabilityMeasureForallVolume 📋 Mathlib.MeasureTheory.Constructions.Pi
{ι : Type u_1} [Fintype ι] {α : ι → Type u_4} [(i : ι) → MeasureTheory.MeasureSpace (α i)] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] : MeasureTheory.IsProbabilityMeasure MeasureTheory.volume - MeasureTheory.measurePreserving_eval 📋 Mathlib.MeasureTheory.Constructions.Pi
{ι : Type u_1} {α : ι → Type u_3} [Fintype ι] [(i : ι) → MeasurableSpace (α i)] (μ : (i : ι) → MeasureTheory.Measure (α i)) [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] (i : ι) : MeasureTheory.MeasurePreserving (Function.eval i) (MeasureTheory.Measure.pi μ) (μ i) - MeasureTheory.Measure.pi_pi_finset 📋 Mathlib.MeasureTheory.Constructions.Pi
{ι : Type u_1} {α : ι → Type u_3} [Fintype ι] [(i : ι) → MeasurableSpace (α i)] (μ : (i : ι) → MeasureTheory.Measure (α i)) [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] (f : (i : ι) → Set (α i)) (s : Finset ι) : (MeasureTheory.Measure.pi μ) ((↑s).pi f) = ∏ i ∈ s, (μ i) (f i) - ProbabilityTheory.instIsProbabilityMeasure_uniformOn_univ 📋 Mathlib.Probability.UniformOn
{Ω : Type u_1} [MeasurableSpace Ω] [Finite Ω] [Nonempty Ω] : MeasureTheory.IsProbabilityMeasure (ProbabilityTheory.uniformOn Set.univ) - ProbabilityTheory.isProbabilityMeasure_uniformOn 📋 Mathlib.Probability.UniformOn
{Ω : Type u_1} [MeasurableSpace Ω] [MeasurableSingletonClass Ω] {s : Set Ω} (hs : s.Finite) (hs' : s.Nonempty) : MeasureTheory.IsProbabilityMeasure (ProbabilityTheory.uniformOn s) - ProbabilityTheory.isProbabilityMeasure_uniformOn' 📋 Mathlib.Probability.UniformOn
{Ω : Type u_1} [MeasurableSpace Ω] {s : Set Ω} (hs_fin : s.Finite) (hs_nonempty : s.Nonempty) (hs_meas : MeasurableSet s) : MeasureTheory.IsProbabilityMeasure (ProbabilityTheory.uniformOn s) - MeasureTheory.eLpNorm'_const_of_isProbabilityMeasure 📋 Mathlib.MeasureTheory.Function.LpSeminorm.Basic
{α : Type u_1} {ε : Type u_2} {m0 : MeasurableSpace α} {q : ℝ} {μ : MeasureTheory.Measure α} [ENorm ε] (c : ε) (hq_pos : 0 < q) [MeasureTheory.IsProbabilityMeasure μ] : MeasureTheory.eLpNorm' (fun x => c) q μ = ‖c‖ₑ - MeasureTheory.eLpNorm'_le_eLpNormEssSup 📋 Mathlib.MeasureTheory.Function.LpSeminorm.CompareExp
{α : Type u_1} {ε : Type u_2} {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ε} [TopologicalSpace ε] [ContinuousENorm ε] {q : ℝ} (hq_pos : 0 < q) [MeasureTheory.IsProbabilityMeasure μ] : MeasureTheory.eLpNorm' f q μ ≤ MeasureTheory.eLpNormEssSup f μ - MeasureTheory.eLpNorm_le_eLpNorm_of_exponent_le 📋 Mathlib.MeasureTheory.Function.LpSeminorm.CompareExp
{α : Type u_1} {ε : Type u_2} {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ε} [TopologicalSpace ε] [ContinuousENorm ε] {p q : ENNReal} (hpq : p ≤ q) [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.AEStronglyMeasurable f μ) : MeasureTheory.eLpNorm f p μ ≤ MeasureTheory.eLpNorm f q μ - MeasureTheory.eLpNorm'_le_eLpNorm'_of_exponent_le 📋 Mathlib.MeasureTheory.Function.LpSeminorm.CompareExp
{α : Type u_1} {ε : Type u_2} {m : MeasurableSpace α} {f : α → ε} [TopologicalSpace ε] [ContinuousENorm ε] {p q : ℝ} (hp0_lt : 0 < p) (hpq : p ≤ q) (μ : MeasureTheory.Measure α) [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.AEStronglyMeasurable f μ) : MeasureTheory.eLpNorm' f p μ ≤ MeasureTheory.eLpNorm' f q μ - MeasureTheory.probReal_compl_eq_one_sub 📋 Mathlib.MeasureTheory.Measure.Real
{α : Type u_1} {x✝ : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (hs : MeasurableSet s) : μ.real sᶜ = 1 - μ.real s - MeasureTheory.probReal_compl_eq_one_sub₀ 📋 Mathlib.MeasureTheory.Measure.Real
{α : Type u_1} {x✝ : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} [MeasureTheory.IsProbabilityMeasure μ] (h : MeasureTheory.NullMeasurableSet s μ) : μ.real sᶜ = 1 - μ.real s - MeasureTheory.integral_eq_const 📋 Mathlib.MeasureTheory.Integral.Bochner.Basic
{α : Type u_1} {E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} [hE : CompleteSpace E] [MeasureTheory.IsProbabilityMeasure μ] {f : α → E} {c : E} (hf : ∀ᵐ (x : α) ∂μ, f x = c) : ∫ (x : α), f x ∂μ = c - StieltjesFunction.isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Stieltjes
{R : Type u_1} [LinearOrder R] [TopologicalSpace R] (f : StieltjesFunction R) [OrderTopology R] [CompactIccSpace R] [MeasurableSpace R] [BorelSpace R] [SecondCountableTopology R] [DenselyOrdered R] [Nonempty R] (hf_bot : Filter.Tendsto (↑f) Filter.atBot (nhds 0)) (hf_top : Filter.Tendsto (↑f) Filter.atTop (nhds 1)) : MeasureTheory.IsProbabilityMeasure f.measure - MeasureTheory.integrable_continuousLinearMap_prod 📋 Mathlib.MeasureTheory.Integral.Prod
{E : Type u_5} {F : Type u_6} {G : Type u_7} [NormedAddCommGroup E] [NormedSpace ℝ E] {mE : MeasurableSpace E} [NormedAddCommGroup F] [NormedSpace ℝ F] {mF : MeasurableSpace F} [NormedAddCommGroup G] [NormedSpace ℝ G] {μ : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ] {ν : MeasureTheory.Measure F} [MeasureTheory.IsProbabilityMeasure ν] {L : E × F →L[ℝ] G} (hμ : MeasureTheory.Integrable id μ) (hν : MeasureTheory.Integrable id ν) : MeasureTheory.Integrable (⇑L) (μ.prod ν) - MeasureTheory.integrable_continuousLinearMap_prod' 📋 Mathlib.MeasureTheory.Integral.Prod
{E : Type u_5} {F : Type u_6} {G : Type u_7} [NormedAddCommGroup E] [NormedSpace ℝ E] {mE : MeasurableSpace E} [NormedAddCommGroup F] [NormedSpace ℝ F] {mF : MeasurableSpace F} [NormedAddCommGroup G] [NormedSpace ℝ G] {μ : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ] {ν : MeasureTheory.Measure F} [MeasureTheory.IsProbabilityMeasure ν] {L : E × F →L[ℝ] G} (hLμ : MeasureTheory.Integrable (⇑(L ∘SL ContinuousLinearMap.inl ℝ E F)) μ) (hLν : MeasureTheory.Integrable (⇑(L ∘SL ContinuousLinearMap.inr ℝ E F)) ν) : MeasureTheory.Integrable (⇑L) (μ.prod ν) - MeasureTheory.integral_continuousLinearMap_prod 📋 Mathlib.MeasureTheory.Integral.Prod
{E : Type u_5} {F : Type u_6} {G : Type u_7} [NormedAddCommGroup E] [NormedSpace ℝ E] {mE : MeasurableSpace E} [NormedAddCommGroup F] [NormedSpace ℝ F] {mF : MeasurableSpace F} [NormedAddCommGroup G] [NormedSpace ℝ G] {μ : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ] {ν : MeasureTheory.Measure F} [MeasureTheory.IsProbabilityMeasure ν] {L : E × F →L[ℝ] G} [CompleteSpace G] (hμ : MeasureTheory.Integrable id μ) (hν : MeasureTheory.Integrable id ν) : ∫ (p : E × F), L p ∂μ.prod ν = ∫ (x : E), (L ∘SL ContinuousLinearMap.inl ℝ E F) x ∂μ + ∫ (y : F), (L ∘SL ContinuousLinearMap.inr ℝ E F) y ∂ν - MeasureTheory.integral_continuousLinearMap_prod' 📋 Mathlib.MeasureTheory.Integral.Prod
{E : Type u_5} {F : Type u_6} {G : Type u_7} [NormedAddCommGroup E] [NormedSpace ℝ E] {mE : MeasurableSpace E} [NormedAddCommGroup F] [NormedSpace ℝ F] {mF : MeasurableSpace F} [NormedAddCommGroup G] [NormedSpace ℝ G] {μ : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ] {ν : MeasureTheory.Measure F} [MeasureTheory.IsProbabilityMeasure ν] {L : E × F →L[ℝ] G} [CompleteSpace G] (hLμ : MeasureTheory.Integrable (⇑(L ∘SL ContinuousLinearMap.inl ℝ E F)) μ) (hLν : MeasureTheory.Integrable (⇑(L ∘SL ContinuousLinearMap.inr ℝ E F)) ν) : ∫ (p : E × F), L p ∂μ.prod ν = ∫ (x : E), (L ∘SL ContinuousLinearMap.inl ℝ E F) x ∂μ + ∫ (y : F), (L ∘SL ContinuousLinearMap.inr ℝ E F) y ∂ν - MeasureTheory.laverage_eq_lintegral 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.IsProbabilityMeasure μ] (f : α → ENNReal) : ⨍⁻ (x : α), f x ∂μ = ∫⁻ (x : α), f x ∂μ - MeasureTheory.exists_le_lintegral 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ENNReal} [MeasureTheory.IsProbabilityMeasure μ] (hf : AEMeasurable f μ) : ∃ x, f x ≤ ∫⁻ (a : α), f a ∂μ - MeasureTheory.exists_lintegral_le 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ENNReal} [MeasureTheory.IsProbabilityMeasure μ] (hint : ∫⁻ (a : α), f a ∂μ ≠ ⊤) : ∃ x, ∫⁻ (a : α), f a ∂μ ≤ f x - MeasureTheory.average_eq_integral 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {E : Type u_2} {m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E] (μ : MeasureTheory.Measure α) (f : α → E) [MeasureTheory.IsProbabilityMeasure μ] : ⨍ (x : α), f x ∂μ = ∫ (x : α), f x ∂μ - MeasureTheory.exists_integral_le 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.Integrable f μ) : ∃ x, ∫ (a : α), f a ∂μ ≤ f x - MeasureTheory.exists_le_integral 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.Integrable f μ) : ∃ x, f x ≤ ∫ (a : α), f a ∂μ - MeasureTheory.measure_le_lintegral_pos 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ENNReal} [MeasureTheory.IsProbabilityMeasure μ] (hf : AEMeasurable f μ) : 0 < μ {x | f x ≤ ∫⁻ (a : α), f a ∂μ} - MeasureTheory.measure_lintegral_le_pos 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ENNReal} [MeasureTheory.IsProbabilityMeasure μ] (hint : ∫⁻ (a : α), f a ∂μ ≠ ⊤) : 0 < μ {x | ∫⁻ (a : α), f a ∂μ ≤ f x} - MeasureTheory.exists_notMem_null_le_lintegral 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {N : Set α} {f : α → ENNReal} [MeasureTheory.IsProbabilityMeasure μ] (hf : AEMeasurable f μ) (hN : μ N = 0) : ∃ x ∉ N, f x ≤ ∫⁻ (a : α), f a ∂μ - MeasureTheory.exists_notMem_null_lintegral_le 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {N : Set α} {f : α → ENNReal} [MeasureTheory.IsProbabilityMeasure μ] (hint : ∫⁻ (a : α), f a ∂μ ≠ ⊤) (hN : μ N = 0) : ∃ x ∉ N, ∫⁻ (a : α), f a ∂μ ≤ f x - MeasureTheory.measure_integral_le_pos 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.Integrable f μ) : 0 < μ {x | ∫ (a : α), f a ∂μ ≤ f x} - MeasureTheory.measure_le_integral_pos 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.Integrable f μ) : 0 < μ {x | f x ≤ ∫ (a : α), f a ∂μ} - MeasureTheory.exists_notMem_null_integral_le 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {N : Set α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.Integrable f μ) (hN : μ N = 0) : ∃ x ∉ N, ∫ (a : α), f a ∂μ ≤ f x - MeasureTheory.exists_notMem_null_le_integral 📋 Mathlib.MeasureTheory.Integral.Average
{α : Type u_1} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {N : Set α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.Integrable f μ) (hN : μ N = 0) : ∃ x ∉ N, f x ≤ ∫ (a : α), f a ∂μ - MeasureTheory.Measure.isAddHaarMeasure_eq_of_isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Haar.Unique
{G : Type u_1} [TopologicalSpace G] [AddGroup G] [IsTopologicalAddGroup G] [MeasurableSpace G] [BorelSpace G] [LocallyCompactSpace G] (μ' μ : MeasureTheory.Measure G) [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure μ'] [μ.IsAddHaarMeasure] [μ'.IsAddHaarMeasure] : μ' = μ - MeasureTheory.Measure.isHaarMeasure_eq_of_isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.Haar.Unique
{G : Type u_1} [TopologicalSpace G] [Group G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] [LocallyCompactSpace G] (μ' μ : MeasureTheory.Measure G) [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure μ'] [μ.IsHaarMeasure] [μ'.IsHaarMeasure] : μ' = μ - Convex.integral_mem 📋 Mathlib.Analysis.Convex.Integral
{α : Type u_1} {E : Type u_2} {m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {μ : MeasureTheory.Measure α} {s : Set E} {f : α → E} [MeasureTheory.IsProbabilityMeasure μ] (hs : Convex ℝ s) (hsc : IsClosed s) (hf : ∀ᵐ (x : α) ∂μ, f x ∈ s) (hfi : MeasureTheory.Integrable f μ) : ∫ (x : α), f x ∂μ ∈ s - ConcaveOn.le_map_integral 📋 Mathlib.Analysis.Convex.Integral
{α : Type u_1} {E : Type u_2} {m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {μ : MeasureTheory.Measure α} {s : Set E} {f : α → E} {g : E → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hg : ConcaveOn ℝ s g) (hgc : ContinuousOn g s) (hsc : IsClosed s) (hfs : ∀ᵐ (x : α) ∂μ, f x ∈ s) (hfi : MeasureTheory.Integrable f μ) (hgi : MeasureTheory.Integrable (g ∘ f) μ) : ∫ (x : α), g (f x) ∂μ ≤ g (∫ (x : α), f x ∂μ) - ConvexOn.map_integral_le 📋 Mathlib.Analysis.Convex.Integral
{α : Type u_1} {E : Type u_2} {m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {μ : MeasureTheory.Measure α} {s : Set E} {f : α → E} {g : E → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hg : ConvexOn ℝ s g) (hgc : ContinuousOn g s) (hsc : IsClosed s) (hfs : ∀ᵐ (x : α) ∂μ, f x ∈ s) (hfi : MeasureTheory.Integrable f μ) (hgi : MeasureTheory.Integrable (g ∘ f) μ) : g (∫ (x : α), f x ∂μ) ≤ ∫ (x : α), g (f x) ∂μ - AddCircle.instIsProbabilityMeasureRealHaarAddCircle 📋 Mathlib.Analysis.Fourier.AddCircle
{T : ℝ} [hT : Fact (0 < T)] : MeasureTheory.IsProbabilityMeasure AddCircle.haarAddCircle - MeasureTheory.integral_comp_eval 📋 Mathlib.MeasureTheory.Integral.Pi
{ι : Type u_2} [Fintype ι] {X : ι → Type u_3} {mX : (i : ι) → MeasurableSpace (X i)} {μ : (i : ι) → MeasureTheory.Measure (X i)} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {i : ι} {f : X i → E} (hf : MeasureTheory.AEStronglyMeasurable f (μ i)) : ∫ (x : (i : ι) → X i), f (x i) ∂MeasureTheory.Measure.pi μ = ∫ (x : X i), f x ∂μ i - MeasureTheory.integral_eval 📋 Mathlib.MeasureTheory.Integral.Pi
{ι : Type u_2} [Fintype ι] {X : ι → Type u_3} {mX : (i : ι) → MeasurableSpace (X i)} {μ : (i : ι) → MeasureTheory.Measure (X i)} [(i : ι) → NormedAddCommGroup (X i)] [(i : ι) → NormedSpace ℝ (X i)] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {i : ι} [OpensMeasurableSpace (X i)] [SecondCountableTopology (X i)] : ∫ (x : (i : ι) → X i), x i ∂MeasureTheory.Measure.pi μ = ∫ (x : X i), x ∂μ i - instIsProbabilityMeasureUnitAddCircleVolume 📋 Mathlib.Analysis.Fourier.AddCircleMulti
: MeasureTheory.IsProbabilityMeasure MeasureTheory.volume - BoundedContinuousFunction.isBounded_range_integral 📋 Mathlib.MeasureTheory.Integral.BoundedContinuousFunction
{X : Type u_1} [MeasurableSpace X] [TopologicalSpace X] {E : Type u_2} [NormedAddCommGroup E] [OpensMeasurableSpace X] [SecondCountableTopology E] [MeasurableSpace E] [BorelSpace E] [NormedSpace ℝ E] {ι : Type u_3} (μs : ι → MeasureTheory.Measure X) [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] (f : BoundedContinuousFunction X E) : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i) - BoundedContinuousFunction.norm_integral_le_norm 📋 Mathlib.MeasureTheory.Integral.BoundedContinuousFunction
{X : Type u_1} [MeasurableSpace X] [TopologicalSpace X] (μ : MeasureTheory.Measure X) {E : Type u_2} [NormedAddCommGroup E] [OpensMeasurableSpace X] [SecondCountableTopology E] [MeasurableSpace E] [BorelSpace E] [NormedSpace ℝ E] [MeasureTheory.IsProbabilityMeasure μ] (f : BoundedContinuousFunction X E) : ‖∫ (x : X), f x ∂μ‖ ≤ ‖f‖ - BoundedContinuousFunction.tendsto_integral_of_forall_integral_le_liminf_integral 📋 Mathlib.MeasureTheory.Integral.BoundedContinuousFunction
{X : Type u_1} [TopologicalSpace X] [MeasurableSpace X] [OpensMeasurableSpace X] {ι : Type u_2} {L : Filter ι} {μ : MeasureTheory.Measure X} [MeasureTheory.IsProbabilityMeasure μ] {μs : ι → MeasureTheory.Measure X} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] (h : ∀ (f : BoundedContinuousFunction X ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ Filter.liminf (fun i => ∫ (x : X), f x ∂μs i) L) (f : BoundedContinuousFunction X ℝ) : Filter.Tendsto (fun i => ∫ (x : X), f x ∂μs i) L (nhds (∫ (x : X), f x ∂μ)) - BoundedContinuousFunction.tendsto_integral_of_forall_limsup_integral_le_integral 📋 Mathlib.MeasureTheory.Integral.BoundedContinuousFunction
{X : Type u_1} [TopologicalSpace X] [MeasurableSpace X] [OpensMeasurableSpace X] {ι : Type u_2} {L : Filter ι} {μ : MeasureTheory.Measure X} [MeasureTheory.IsProbabilityMeasure μ] {μs : ι → MeasureTheory.Measure X} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] (h : ∀ (f : BoundedContinuousFunction X ℝ), 0 ≤ f → Filter.limsup (fun i => ∫ (x : X), f x ∂μs i) L ≤ ∫ (x : X), f x ∂μ) (f : BoundedContinuousFunction X ℝ) : Filter.Tendsto (fun i => ∫ (x : X), f x ∂μs i) L (nhds (∫ (x : X), f x ∂μ)) - PreErgodic.prob_eq_zero_or_one 📋 Mathlib.Dynamics.Ergodic.Ergodic
{α : Type u_1} {m : MeasurableSpace α} {s : Set α} {f : α → α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (hf : PreErgodic f μ) (hs : MeasurableSet s) (hs' : f ⁻¹' s = s) : μ s = 0 ∨ μ s = 1 - Ergodic.eq_of_absolutelyContinuous 📋 Mathlib.Dynamics.Ergodic.Extreme
{X : Type u_1} {m : MeasurableSpace X} {μ ν : MeasureTheory.Measure X} {f : X → X} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] (hμ : Ergodic f μ) (hfν : MeasureTheory.MeasurePreserving f ν ν) (hνμ : ν.AbsolutelyContinuous μ) : ν = μ - Ergodic.of_mem_extremePoints 📋 Mathlib.Dynamics.Ergodic.Extreme
{X : Type u_1} {m : MeasurableSpace X} {μ : MeasureTheory.Measure X} {f : X → X} (h : μ ∈ Set.extremePoints ENNReal {ν | MeasureTheory.MeasurePreserving f ν ν ∧ MeasureTheory.IsProbabilityMeasure ν}) : Ergodic f μ - Ergodic.mem_extremePoints 📋 Mathlib.Dynamics.Ergodic.Extreme
{X : Type u_1} {m : MeasurableSpace X} {μ : MeasureTheory.Measure X} {f : X → X} [MeasureTheory.IsProbabilityMeasure μ] (hμ : Ergodic f μ) : μ ∈ Set.extremePoints ENNReal {ν | MeasureTheory.MeasurePreserving f ν ν ∧ MeasureTheory.IsProbabilityMeasure ν} - Ergodic.iff_mem_extremePoints 📋 Mathlib.Dynamics.Ergodic.Extreme
{X : Type u_1} {m : MeasurableSpace X} {μ : MeasureTheory.Measure X} {f : X → X} [MeasureTheory.IsProbabilityMeasure μ] : Ergodic f μ ↔ μ ∈ Set.extremePoints ENNReal {ν | MeasureTheory.MeasurePreserving f ν ν ∧ MeasureTheory.IsProbabilityMeasure ν} - unitInterval.instIsProbabilityMeasureElemRealVolume 📋 Mathlib.MeasureTheory.Constructions.UnitInterval
: MeasureTheory.IsProbabilityMeasure MeasureTheory.volume - ProbabilityTheory.IsMarkovKernel.isProbabilityMeasure 📋 Mathlib.Probability.Kernel.Defs
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} [self : ProbabilityTheory.IsMarkovKernel κ] (a : α) : MeasureTheory.IsProbabilityMeasure (κ a) - ProbabilityTheory.IsMarkovKernel.is_probability_measure' 📋 Mathlib.Probability.Kernel.Defs
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsMarkovKernel κ] (a : α) : MeasureTheory.IsProbabilityMeasure (κ a) - ProbabilityTheory.IsMarkovKernel.mk 📋 Mathlib.Probability.Kernel.Defs
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} (isProbabilityMeasure : ∀ (a : α), MeasureTheory.IsProbabilityMeasure (κ a)) : ProbabilityTheory.IsMarkovKernel κ - ProbabilityTheory.Kernel.const.instIsMarkovKernel 📋 Mathlib.Probability.Kernel.Basic
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μβ : MeasureTheory.Measure β} [hμβ : MeasureTheory.IsProbabilityMeasure μβ] : ProbabilityTheory.IsMarkovKernel (ProbabilityTheory.Kernel.const α μβ) - ProbabilityTheory.Kernel.instIsMarkovKernelBoolBoolKernelOfIsProbabilityMeasure 📋 Mathlib.Probability.Kernel.Basic
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] : ProbabilityTheory.IsMarkovKernel (ProbabilityTheory.Kernel.boolKernel μ ν) - ProbabilityTheory.Kernel.exists_ae_eq_isMarkovKernel 📋 Mathlib.Probability.Kernel.Basic
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} {μ : MeasureTheory.Measure α} (h : ∀ᵐ (a : α) ∂μ, MeasureTheory.IsProbabilityMeasure (κ a)) (h' : μ ≠ 0) : ∃ η, ⇑κ =ᵐ[μ] ⇑η ∧ ProbabilityTheory.IsMarkovKernel η - MeasureTheory.Measure.instIsProbabilityMeasureProdCompProdOfIsMarkovKernel 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [MeasureTheory.IsProbabilityMeasure μ] [ProbabilityTheory.IsMarkovKernel κ] : MeasureTheory.IsProbabilityMeasure (μ.compProd κ) - MeasureTheory.Measure.instIsProbabilityMeasureBindCoeKernelOfIsMarkovKernel 📋 Mathlib.Probability.Kernel.Composition.MeasureComp
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [MeasureTheory.IsProbabilityMeasure μ] [ProbabilityTheory.IsMarkovKernel κ] : MeasureTheory.IsProbabilityMeasure (μ.bind ⇑κ) - MeasureTheory.condExp_bot 📋 Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
{α : Type u_1} {E : Type u_3} {m₀ : MeasurableSpace α} {μ : MeasureTheory.Measure α} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] [MeasureTheory.IsProbabilityMeasure μ] (f : α → E) : μ[f | ⊥] = fun x => ∫ (x : α), f x ∂μ - MeasureTheory.le_integral_rnDeriv_of_ac 📋 Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv
{𝓧 : Type u_1} {m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} {f : ℝ → ℝ} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] (hf_cvx : ConvexOn ℝ (Set.Ici 0) f) (hf_cont : ContinuousWithinAt f (Set.Ici 0) 0) (hf_int : MeasureTheory.Integrable (fun x => f (μ.rnDeriv ν x).toReal) ν) (hμν : μ.AbsolutelyContinuous ν) : f (μ.real Set.univ) ≤ ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν - MeasureTheory.tilted_const 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.IsProbabilityMeasure μ] (c : ℝ) : (μ.tilted fun x => c) = μ - MeasureTheory.tilted_zero 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.IsProbabilityMeasure μ] : μ.tilted 0 = μ - MeasureTheory.isProbabilityMeasure_tilted 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ℝ} [NeZero μ] (hf : MeasureTheory.Integrable (fun x => Real.exp (f x)) μ) : MeasureTheory.IsProbabilityMeasure (μ.tilted f) - MeasureTheory.tilted_neg_same 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hf : MeasureTheory.Integrable (fun x => Real.exp (f x)) μ) : (μ.tilted f).tilted (-f) = μ - MeasureTheory.integral_llr_tilted_right 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) (hfμ : MeasureTheory.Integrable f μ) (hfν : MeasureTheory.Integrable (fun x => Real.exp (f x)) ν) (h_int : MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ) : ∫ (x : α), MeasureTheory.llr μ (ν.tilted f) x ∂μ = ∫ (x : α), MeasureTheory.llr μ ν x ∂μ - ∫ (x : α), f x ∂μ + Real.log (∫ (x : α), Real.exp (f x) ∂ν) - MeasureTheory.integral_llr_tilted_left 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) (hf : MeasureTheory.Integrable f μ) (h_int : MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ) (hfμ : MeasureTheory.Integrable (fun x => Real.exp (f x)) μ) (hfν : AEMeasurable f ν) : ∫ (x : α), MeasureTheory.llr (μ.tilted f) ν x ∂μ = ∫ (x : α), MeasureTheory.llr μ ν x ∂μ + ∫ (x : α), f x ∂μ - Real.log (∫ (x : α), Real.exp (f x) ∂μ) - MeasureTheory.condLExp_bot 📋 Mathlib.MeasureTheory.Function.ConditionalLExpectation
{Ω : Type u_1} {mΩ₀ : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X : Ω → ENNReal) : P⁻[X | ⊥] = fun x => ∫⁻ (ω : Ω), X ω ∂P - MeasureTheory.IsProjectiveLimit.isProbabilityMeasure 📋 Mathlib.MeasureTheory.Constructions.Projective
{ι : Type u_1} {α : ι → Type u_2} [(i : ι) → MeasurableSpace (α i)] {P : (J : Finset ι) → MeasureTheory.Measure ((j : ↥J) → α ↑j)} {μ : MeasureTheory.Measure ((i : ι) → α i)} [∀ (i : Finset ι), MeasureTheory.IsProbabilityMeasure (P i)] (hμ : MeasureTheory.IsProjectiveLimit μ P) : MeasureTheory.IsProbabilityMeasure μ - MeasureTheory.ProbabilityMeasure.instIsProbabilityMeasureToMeasure 📋 Mathlib.MeasureTheory.Measure.ProbabilityMeasure
{Ω : Type u_1} [MeasurableSpace Ω] (μ : MeasureTheory.ProbabilityMeasure Ω) : MeasureTheory.IsProbabilityMeasure ↑μ - MeasureTheory.ProbabilityMeasure.measurableSet_isProbabilityMeasure 📋 Mathlib.MeasureTheory.Measure.ProbabilityMeasure
{Ω : Type u_1} [MeasurableSpace Ω] : MeasurableSet {μ | MeasureTheory.IsProbabilityMeasure μ} - MeasureTheory.ProbabilityMeasure.val_eq_to_measure 📋 Mathlib.MeasureTheory.Measure.ProbabilityMeasure
{Ω : Type u_1} [MeasurableSpace Ω] (ν : MeasureTheory.ProbabilityMeasure Ω) : ↑ν = ↑ν - MeasureTheory.ProbabilityMeasure.coe_mk 📋 Mathlib.MeasureTheory.Measure.ProbabilityMeasure
{Ω : Type u_1} [MeasurableSpace Ω] (μ : MeasureTheory.Measure Ω) (hμ : MeasureTheory.IsProbabilityMeasure μ) : ↑⟨μ, hμ⟩ = μ - MeasureTheory.ProbabilityMeasure.mk_apply 📋 Mathlib.MeasureTheory.Measure.ProbabilityMeasure
{Ω : Type u_1} [MeasurableSpace Ω] (μ : MeasureTheory.Measure Ω) (hμ : MeasureTheory.IsProbabilityMeasure μ) (s : Set Ω) : ⟨μ, hμ⟩ s = (μ s).toNNReal - MeasureTheory.ProbabilityMeasure.coeFn_mk 📋 Mathlib.MeasureTheory.Measure.ProbabilityMeasure
{Ω : Type u_1} [MeasurableSpace Ω] (μ : MeasureTheory.Measure Ω) (hμ : MeasureTheory.IsProbabilityMeasure μ) : ⇑⟨μ, hμ⟩ = fun s => (μ s).toNNReal - MeasureTheory.isProbabilityMeasure_bind 📋 Mathlib.MeasureTheory.Measure.ProbabilityMeasure
{α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] {m : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure m] {f : α → MeasureTheory.Measure β} (hf₀ : AEMeasurable f m) (hf₁ : ∀ᵐ (μ : α) ∂m, MeasureTheory.IsProbabilityMeasure (f μ)) : MeasureTheory.IsProbabilityMeasure (m.bind f) - MeasureTheory.isProbabilityMeasure_join 📋 Mathlib.MeasureTheory.Measure.ProbabilityMeasure
{α : Type u_1} [MeasurableSpace α] {m : MeasureTheory.Measure (MeasureTheory.Measure α)} [MeasureTheory.IsProbabilityMeasure m] (hm : ∀ᵐ (μ : MeasureTheory.Measure α) ∂m, MeasureTheory.IsProbabilityMeasure μ) : MeasureTheory.IsProbabilityMeasure m.join - MeasureTheory.le_measure_compl_liminf_of_limsup_measure_le 📋 Mathlib.MeasureTheory.Measure.Portmanteau
{Ω : Type u_1} [MeasurableSpace Ω] {ι : Type u_2} {L : Filter ι} {μ : MeasureTheory.Measure Ω} {μs : ι → MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] {E : Set Ω} (E_mble : MeasurableSet E) (h : Filter.limsup (fun i => (μs i) E) L ≤ μ E) : μ Eᶜ ≤ Filter.liminf (fun i => (μs i) Eᶜ) L - MeasureTheory.le_measure_liminf_of_limsup_measure_compl_le 📋 Mathlib.MeasureTheory.Measure.Portmanteau
{Ω : Type u_1} [MeasurableSpace Ω] {ι : Type u_2} {L : Filter ι} {μ : MeasureTheory.Measure Ω} {μs : ι → MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] {E : Set Ω} (E_mble : MeasurableSet E) (h : Filter.limsup (fun i => (μs i) Eᶜ) L ≤ μ Eᶜ) : μ E ≤ Filter.liminf (fun i => (μs i) E) L - MeasureTheory.limsup_measure_compl_le_of_le_liminf_measure 📋 Mathlib.MeasureTheory.Measure.Portmanteau
{Ω : Type u_1} [MeasurableSpace Ω] {ι : Type u_2} {L : Filter ι} {μ : MeasureTheory.Measure Ω} {μs : ι → MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] {E : Set Ω} (E_mble : MeasurableSet E) (h : μ E ≤ Filter.liminf (fun i => (μs i) E) L) : Filter.limsup (fun i => (μs i) Eᶜ) L ≤ μ Eᶜ - MeasureTheory.limsup_measure_le_of_le_liminf_measure_compl 📋 Mathlib.MeasureTheory.Measure.Portmanteau
{Ω : Type u_1} [MeasurableSpace Ω] {ι : Type u_2} {L : Filter ι} {μ : MeasureTheory.Measure Ω} {μs : ι → MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] {E : Set Ω} (E_mble : MeasurableSet E) (h : μ Eᶜ ≤ Filter.liminf (fun i => (μs i) Eᶜ) L) : Filter.limsup (fun i => (μs i) E) L ≤ μ E - MeasureTheory.limsup_measure_closed_le_iff_liminf_measure_open_ge 📋 Mathlib.MeasureTheory.Measure.Portmanteau
{Ω : Type u_1} [MeasurableSpace Ω] [TopologicalSpace Ω] [OpensMeasurableSpace Ω] {ι : Type u_2} {L : Filter ι} {μ : MeasureTheory.Measure Ω} {μs : ι → MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] : (∀ (F : Set Ω), IsClosed F → Filter.limsup (fun i => (μs i) F) L ≤ μ F) ↔ ∀ (G : Set Ω), IsOpen G → μ G ≤ Filter.liminf (fun i => (μs i) G) L - MeasureTheory.tendsto_measure_of_null_frontier 📋 Mathlib.MeasureTheory.Measure.Portmanteau
{Ω : Type u_1} [MeasurableSpace Ω] [TopologicalSpace Ω] [OpensMeasurableSpace Ω] {ι : Type u_2} {L : Filter ι} {μ : MeasureTheory.Measure Ω} {μs : ι → MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] (h_opens : ∀ (G : Set Ω), IsOpen G → μ G ≤ Filter.liminf (fun i => (μs i) G) L) {E : Set Ω} (E_nullbdry : μ (frontier E) = 0) : Filter.Tendsto (fun i => (μs i) E) L (nhds (μ E)) - MeasureTheory.le_liminf_measure_open_of_forall_tendsto_measure 📋 Mathlib.MeasureTheory.Measure.Portmanteau
{Ω : Type u_1} {ι : Type u_2} {L : Filter ι} [MeasurableSpace Ω] [TopologicalSpace Ω] [TopologicalSpace.PseudoMetrizableSpace Ω] [OpensMeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {μs : ι → MeasureTheory.Measure Ω} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μs i)] (h : ∀ {E : Set Ω}, MeasurableSet E → μ (frontier E) = 0 → Filter.Tendsto (fun i => (μs i) E) L (nhds (μ E))) (G : Set Ω) (G_open : IsOpen G) : μ G ≤ Filter.liminf (fun i => (μs i) G) L - MeasureTheory.integral_le_liminf_integral_of_forall_isOpen_measure_le_liminf_measure 📋 Mathlib.MeasureTheory.Measure.Portmanteau
{Ω : Type u_1} [MeasurableSpace Ω] [TopologicalSpace Ω] [OpensMeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} {μs : ℕ → MeasureTheory.Measure Ω} [∀ (i : ℕ), MeasureTheory.IsProbabilityMeasure (μs i)] {f : BoundedContinuousFunction Ω ℝ} (f_nn : 0 ≤ f) (h_opens : ∀ (G : Set Ω), IsOpen G → μ G ≤ Filter.liminf (fun i => (μs i) G) Filter.atTop) : ∫ (x : Ω), f x ∂μ ≤ Filter.liminf (fun i => ∫ (x : Ω), f x ∂μs i) Filter.atTop - ProbabilityTheory.Kernel.iIndep.ae_isProbabilityMeasure 📋 Mathlib.Probability.Independence.Kernel.Indep
{α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ι → MeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : ProbabilityTheory.Kernel α Ω} {μ : MeasureTheory.Measure α} (h : ProbabilityTheory.Kernel.iIndep m κ μ) : ∀ᵐ (a : α) ∂μ, MeasureTheory.IsProbabilityMeasure (κ a) - ProbabilityTheory.Kernel.iIndepSets.ae_isProbabilityMeasure 📋 Mathlib.Probability.Independence.Kernel.Indep
{α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : ProbabilityTheory.Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ι → Set (Set Ω)} (h : ProbabilityTheory.Kernel.iIndepSets π κ μ) : ∀ᵐ (a : α) ∂μ, MeasureTheory.IsProbabilityMeasure (κ a) - ProbabilityTheory.Kernel.iIndepFun.ae_isProbabilityMeasure 📋 Mathlib.Probability.Independence.Kernel.IndepFun
{α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {β : ι → Type u_8} {mβ : (i : ι) → MeasurableSpace (β i)} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : ProbabilityTheory.Kernel α Ω} {μ : MeasureTheory.Measure α} {f : (x : ι) → Ω → β x} (h : ProbabilityTheory.Kernel.iIndepFun f κ μ) : ∀ᵐ (a : α) ∂μ, MeasureTheory.IsProbabilityMeasure (κ a) - ProbabilityTheory.iIndep.isProbabilityMeasure 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_1} {ι : Type u_2} {m : ι → MeasurableSpace Ω} {x✝ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} (h : ProbabilityTheory.iIndep m μ) : MeasureTheory.IsProbabilityMeasure μ - ProbabilityTheory.iIndepSet.isProbabilityMeasure 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_1} {ι : Type u_2} {x✝ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {s : ι → Set Ω} (h : ProbabilityTheory.iIndepSet s μ) : MeasureTheory.IsProbabilityMeasure μ - ProbabilityTheory.iIndepSets.isProbabilityMeasure 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_1} {ι : Type u_2} {π : ι → Set (Set Ω)} {x✝ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} (h : ProbabilityTheory.iIndepSets π μ) : MeasureTheory.IsProbabilityMeasure μ - ProbabilityTheory.iIndep.of_subsingleton 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_1} {ι : Type u_2} {x✝ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [Subsingleton ι] {m : ι → MeasurableSpace Ω} [MeasureTheory.IsProbabilityMeasure μ] : ProbabilityTheory.iIndep m μ - ProbabilityTheory.iIndepSets.of_subsingleton 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_1} {ι : Type u_2} {x✝ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [Subsingleton ι] {m : ι → Set (Set Ω)} [MeasureTheory.IsProbabilityMeasure μ] : ProbabilityTheory.iIndepSets m μ - ProbabilityTheory.iIndepFun.isProbabilityMeasure 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_1} {ι : Type u_2} {_mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {β : ι → Type u_10} {m : (i : ι) → MeasurableSpace (β i)} {f : (i : ι) → Ω → β i} (h : ProbabilityTheory.iIndepFun f μ) : MeasureTheory.IsProbabilityMeasure μ - ProbabilityTheory.iIndepFun.of_subsingleton 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_1} {ι : Type u_2} {x✝ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [Subsingleton ι] {β : ι → Type u_7} {m : (i : ι) → MeasurableSpace (β i)} {f : (i : ι) → Ω → β i} [MeasureTheory.IsProbabilityMeasure μ] : ProbabilityTheory.iIndepFun f μ - ProbabilityTheory.iIndepFun_pi 📋 Mathlib.Probability.Independence.Basic
{ι : Type u_11} [Fintype ι] {Ω : ι → Type u_12} {mΩ : (i : ι) → MeasurableSpace (Ω i)} {μ : (i : ι) → MeasureTheory.Measure (Ω i)} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {𝓧 : ι → Type u_13} [(i : ι) → MeasurableSpace (𝓧 i)] {X : (i : ι) → Ω i → 𝓧 i} (mX : ∀ (i : ι), AEMeasurable (X i) (μ i)) : ProbabilityTheory.iIndepFun (fun i ω => X i (ω i)) (MeasureTheory.Measure.pi μ) - ProbabilityTheory.indepFun_prod 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_10} {Ω' : Type u_11} {mΩ : MeasurableSpace Ω} {mΩ' : MeasurableSpace Ω'} {μ : MeasureTheory.Measure Ω} {ν : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] {𝓧 : Type u_12} {𝓨 : Type u_13} [MeasurableSpace 𝓧] [MeasurableSpace 𝓨] {X : Ω → 𝓧} {Y : Ω' → 𝓨} (mX : Measurable X) (mY : Measurable Y) : ProbabilityTheory.IndepFun (fun ω => X ω.1) (fun ω => Y ω.2) (μ.prod ν) - ProbabilityTheory.indepFun_prod₀ 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_10} {Ω' : Type u_11} {mΩ : MeasurableSpace Ω} {mΩ' : MeasurableSpace Ω'} {μ : MeasureTheory.Measure Ω} {ν : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] {𝓧 : Type u_12} {𝓨 : Type u_13} [MeasurableSpace 𝓧] [MeasurableSpace 𝓨] {X : Ω → 𝓧} {Y : Ω' → 𝓨} (mX : AEMeasurable X μ) (mY : AEMeasurable Y ν) : ProbabilityTheory.IndepFun (fun ω => X ω.1) (fun ω => Y ω.2) (μ.prod ν) - ProbabilityTheory.iIndepFun_iff_map_fun_eq_pi_map 📋 Mathlib.Probability.Independence.Basic
{Ω : Type u_1} {ι : Type u_2} {_mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [Fintype ι] {β : ι → Type u_11} {m : (i : ι) → MeasurableSpace (β i)} {f : (i : ι) → Ω → β i} [MeasureTheory.IsProbabilityMeasure μ] (hf : ∀ (i : ι), AEMeasurable (f i) μ) : ProbabilityTheory.iIndepFun f μ ↔ MeasureTheory.Measure.map (fun ω i => f i ω) μ = MeasureTheory.Measure.pi fun i => MeasureTheory.Measure.map (f i) μ - MeasureTheory.Integrable.isProbabilityMeasure_of_indepFun 📋 Mathlib.Probability.Independence.Integrable
{Ω : Type u_1} {E : Type u_2} {F : Type u_3} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [MeasurableSpace E] [OpensMeasurableSpace E] [MeasurableSpace F] (f : Ω → E) (g : Ω → F) (hf : MeasureTheory.Integrable f μ) (h'f : ¬∀ᵐ (ω : Ω) ∂μ, f ω = 0) (hindep : ProbabilityTheory.IndepFun f g μ) : MeasureTheory.IsProbabilityMeasure μ - MeasureTheory.MemLp.isProbabilityMeasure_of_indepFun 📋 Mathlib.Probability.Independence.Integrable
{Ω : Type u_1} {E : Type u_2} {F : Type u_3} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [MeasurableSpace E] [OpensMeasurableSpace E] [MeasurableSpace F] (f : Ω → E) (g : Ω → F) {p : ENNReal} (hp : p ≠ 0) (hp' : p ≠ ⊤) (hℒp : MeasureTheory.MemLp f p μ) (h'f : ¬∀ᵐ (ω : Ω) ∂μ, f ω = 0) (hindep : ProbabilityTheory.IndepFun f g μ) : MeasureTheory.IsProbabilityMeasure μ - ProbabilityTheory.covariance_const_left 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (c : ℝ) : ProbabilityTheory.covariance (fun x => c) Y μ = 0 - ProbabilityTheory.covariance_const_right 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (c : ℝ) : ProbabilityTheory.covariance X (fun x => c) μ = 0 - ProbabilityTheory.covariance_add_const_left 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.Integrable X μ) (c : ℝ) : ProbabilityTheory.covariance (fun ω => X ω + c) Y μ = ProbabilityTheory.covariance X Y μ - ProbabilityTheory.covariance_add_const_right 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hY : MeasureTheory.Integrable Y μ) (c : ℝ) : ProbabilityTheory.covariance X (fun ω => Y ω + c) μ = ProbabilityTheory.covariance X Y μ - ProbabilityTheory.covariance_const_add_left 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.Integrable X μ) (c : ℝ) : ProbabilityTheory.covariance (fun ω => c + X ω) Y μ = ProbabilityTheory.covariance X Y μ - ProbabilityTheory.covariance_const_add_right 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hY : MeasureTheory.Integrable Y μ) (c : ℝ) : ProbabilityTheory.covariance X (fun ω => c + Y ω) μ = ProbabilityTheory.covariance X Y μ - ProbabilityTheory.covariance_sub_const_left 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.Integrable X μ) (c : ℝ) : ProbabilityTheory.covariance (fun ω => X ω - c) Y μ = ProbabilityTheory.covariance X Y μ - ProbabilityTheory.covariance_sub_const_right 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hY : MeasureTheory.Integrable Y μ) (c : ℝ) : ProbabilityTheory.covariance X (fun ω => Y ω - c) μ = ProbabilityTheory.covariance X Y μ - ProbabilityTheory.covariance_const_sub_left 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.Integrable X μ) (c : ℝ) : ProbabilityTheory.covariance (fun ω => c - X ω) Y μ = -ProbabilityTheory.covariance X Y μ - ProbabilityTheory.covariance_const_sub_right 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hY : MeasureTheory.Integrable Y μ) (c : ℝ) : ProbabilityTheory.covariance X (fun ω => c - Y ω) μ = -ProbabilityTheory.covariance X Y μ - ProbabilityTheory.covariance_fst_snd_prod 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {Ω' : Type u_2} {mΩ' : MeasurableSpace Ω'} {ν : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] {X : Ω → ℝ} {Y : Ω' → ℝ} (hfμ : MeasureTheory.MemLp X 2 μ) (hgν : MeasureTheory.MemLp Y 2 ν) : ProbabilityTheory.covariance (fun p => X p.1) (fun p => Y p.2) (μ.prod ν) = 0 - ProbabilityTheory.covariance_eq_sub 📋 Mathlib.Probability.Moments.Covariance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X Y : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.MemLp X 2 μ) (hY : MeasureTheory.MemLp Y 2 μ) : ProbabilityTheory.covariance X Y μ = ∫ (x : Ω), (X * Y) x ∂μ - (∫ (x : Ω), X x ∂μ) * ∫ (x : Ω), Y x ∂μ - ProbabilityTheory.variance_add_const 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.AEStronglyMeasurable X μ) (c : ℝ) : ProbabilityTheory.variance (fun ω => X ω + c) μ = ProbabilityTheory.variance X μ - ProbabilityTheory.variance_const_add 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.AEStronglyMeasurable X μ) (c : ℝ) : ProbabilityTheory.variance (fun ω => c + X ω) μ = ProbabilityTheory.variance X μ - ProbabilityTheory.variance_const_sub 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.AEStronglyMeasurable X μ) (c : ℝ) : ProbabilityTheory.variance (fun ω => c - X ω) μ = ProbabilityTheory.variance X μ - ProbabilityTheory.variance_sub_const 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : MeasureTheory.AEStronglyMeasurable X μ) (c : ℝ) : ProbabilityTheory.variance (fun ω => X ω - c) μ = ProbabilityTheory.variance X μ - ProbabilityTheory.variance_le_expectation_sq 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} (hm : MeasureTheory.AEStronglyMeasurable X μ) : ProbabilityTheory.variance X μ ≤ ∫ (x : Ω), (X ^ 2) x ∂μ - ProbabilityTheory.variance_le_sq_of_bounded 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {a b : ℝ} {X : Ω → ℝ} (h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b) (hX : AEMeasurable X μ) : ProbabilityTheory.variance X μ ≤ ((b - a) / 2) ^ 2 - ProbabilityTheory.variance_le_sub_mul_sub 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {a b : ℝ} {X : Ω → ℝ} (h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b) (hX : AEMeasurable X μ) : ProbabilityTheory.variance X μ ≤ (b - ∫ (x : Ω), X x ∂μ) * (∫ (x : Ω), X x ∂μ - a) - ProbabilityTheory.evariance_def' 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} (hX : MeasureTheory.AEStronglyMeasurable X μ) : ProbabilityTheory.evariance X μ = ∫⁻ (ω : Ω), ‖X ω‖ₑ ^ 2 ∂μ - ENNReal.ofReal ((∫ (x : Ω), X x ∂μ) ^ 2) - ProbabilityTheory.variance_sum_pi 📋 Mathlib.Probability.Moments.Variance
{ι : Type u_2} [Fintype ι] {Ω : ι → Type u_3} {mΩ : (i : ι) → MeasurableSpace (Ω i)} {μ : (i : ι) → MeasureTheory.Measure (Ω i)} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {X : (i : ι) → Ω i → ℝ} (h : ∀ (i : ι), MeasureTheory.MemLp (X i) 2 (μ i)) : ProbabilityTheory.variance (∑ i, fun ω => X i (ω i)) (MeasureTheory.Measure.pi μ) = ∑ i, ProbabilityTheory.variance (X i) (μ i) - ProbabilityTheory.variance_eq_sub 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} (hX : MeasureTheory.MemLp X 2 μ) : ProbabilityTheory.variance X μ = ∫ (x : Ω), (X ^ 2) x ∂μ - (∫ (x : Ω), X x ∂μ) ^ 2 - ProbabilityTheory.variance_add_prod 📋 Mathlib.Probability.Moments.Variance
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {Ω' : Type u_3} {mΩ' : MeasurableSpace Ω'} {ν : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] {X : Ω → ℝ} {Y : Ω' → ℝ} (hfμ : MeasureTheory.MemLp X 2 μ) (hgν : MeasureTheory.MemLp Y 2 ν) : ProbabilityTheory.variance (fun p => X p.1 + Y p.2) (μ.prod ν) = ProbabilityTheory.variance X μ + ProbabilityTheory.variance Y ν - ProbabilityTheory.variance_dual_prod 📋 Mathlib.Probability.Moments.Variance
{E : Type u_3} {F : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] {mE : MeasurableSpace E} [NormedAddCommGroup F] [NormedSpace ℝ F] {mF : MeasurableSpace F} {μ : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ] {ν : MeasureTheory.Measure F} [MeasureTheory.IsProbabilityMeasure ν] {L : StrongDual ℝ (E × F)} (hLμ : MeasureTheory.MemLp id 2 μ) (hLν : MeasureTheory.MemLp id 2 ν) : ProbabilityTheory.variance (⇑L) (μ.prod ν) = ProbabilityTheory.variance (⇑(L ∘SL ContinuousLinearMap.inl ℝ E F)) μ + ProbabilityTheory.variance (⇑(L ∘SL ContinuousLinearMap.inr ℝ E F)) ν - ProbabilityTheory.variance_dual_prod' 📋 Mathlib.Probability.Moments.Variance
{E : Type u_3} {F : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] {mE : MeasurableSpace E} [NormedAddCommGroup F] [NormedSpace ℝ F] {mF : MeasurableSpace F} {μ : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ] {ν : MeasureTheory.Measure F} [MeasureTheory.IsProbabilityMeasure ν] {L : StrongDual ℝ (E × F)} (hLμ : MeasureTheory.MemLp (⇑(L ∘SL ContinuousLinearMap.inl ℝ E F)) 2 μ) (hLν : MeasureTheory.MemLp (⇑(L ∘SL ContinuousLinearMap.inr ℝ E F)) 2 ν) : ProbabilityTheory.variance (⇑L) (μ.prod ν) = ProbabilityTheory.variance (⇑(L ∘SL ContinuousLinearMap.inl ℝ E F)) μ + ProbabilityTheory.variance (⇑(L ∘SL ContinuousLinearMap.inr ℝ E F)) ν - ProbabilityTheory.HasLaw.isProbabilityMeasure 📋 Mathlib.Probability.HasLaw
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {X : Ω → 𝓧} {μ : MeasureTheory.Measure 𝓧} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] (hX : ProbabilityTheory.HasLaw X μ P) : MeasureTheory.IsProbabilityMeasure P - ProbabilityTheory.HasLaw.isProbabilityMeasure_iff 📋 Mathlib.Probability.HasLaw
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {X : Ω → 𝓧} {μ : MeasureTheory.Measure 𝓧} {P : MeasureTheory.Measure Ω} (hX : ProbabilityTheory.HasLaw X μ P) : MeasureTheory.IsProbabilityMeasure P ↔ MeasureTheory.IsProbabilityMeasure μ - ProbabilityTheory.hasLaw_dirac_of_ae_eq 📋 Mathlib.Probability.HasLaw
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {X : Ω → 𝓧} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P] {x : 𝓧} (hX : X =ᵐ[P] fun x_1 => x) : ProbabilityTheory.HasLaw X (MeasureTheory.Measure.dirac x) P - ProbabilityTheory.hasLaw_dirac_iff 📋 Mathlib.Probability.HasLaw
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {X : Ω → 𝓧} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P] [MeasurableSingletonClass 𝓧] {x : 𝓧} : ProbabilityTheory.HasLaw X (MeasureTheory.Measure.dirac x) P ↔ X =ᵐ[P] fun x_1 => x - ProbabilityTheory.iIndepFun_iff_hasLaw_pi_pi 📋 Mathlib.Probability.HasLaw
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P] {ι : Type u_3} [Fintype ι] {𝓧 : ι → Type u_4} {m𝓧 : (i : ι) → MeasurableSpace (𝓧 i)} {μ : (i : ι) → MeasureTheory.Measure (𝓧 i)} {X : (i : ι) → Ω → 𝓧 i} (hX : ∀ (i : ι), ProbabilityTheory.HasLaw (X i) (μ i) P) : ProbabilityTheory.iIndepFun X P ↔ ProbabilityTheory.HasLaw (fun ω i => X i ω) (MeasureTheory.Measure.pi μ) P - MeasureTheory.TendstoInDistribution 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {Ω : ι → Type u_5} {m : (i : ι) → MeasurableSpace (Ω i)} {m' : MeasurableSpace Ω'} {mE : MeasurableSpace E} [TopologicalSpace E] [OpensMeasurableSpace E] (X : (i : ι) → Ω i → E) (l : Filter ι) (Z : Ω' → E) (μ : (i : ι) → MeasureTheory.Measure (Ω i)) [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] (μ' : MeasureTheory.Measure Ω' := by volume_tac) [MeasureTheory.IsProbabilityMeasure μ'] : Prop - MeasureTheory.tendstoInDistribution_const 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {m' : MeasurableSpace Ω'} {μ' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ'] {mE : MeasurableSpace E} {Z : Ω' → E} {l : Filter ι} [TopologicalSpace E] [OpensMeasurableSpace E] (hZ : AEMeasurable Z μ') : MeasureTheory.TendstoInDistribution (fun x => Z) l Z (fun x => μ') μ' - MeasureTheory.TendstoInDistribution.aemeasurable_limit 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {Ω : ι → Type u_5} {m : (i : ι) → MeasurableSpace (Ω i)} {m' : MeasurableSpace Ω'} {mE : MeasurableSpace E} [TopologicalSpace E] [OpensMeasurableSpace E] {X : (i : ι) → Ω i → E} {l : Filter ι} {Z : Ω' → E} {μ : (i : ι) → MeasureTheory.Measure (Ω i)} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {μ' : autoParam (MeasureTheory.Measure Ω') MeasureTheory.TendstoInDistribution._auto_1} [MeasureTheory.IsProbabilityMeasure μ'] (self : MeasureTheory.TendstoInDistribution X l Z μ μ') : AEMeasurable Z μ' - MeasureTheory.TendstoInDistribution.forall_aemeasurable 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {Ω : ι → Type u_5} {m : (i : ι) → MeasurableSpace (Ω i)} {m' : MeasurableSpace Ω'} {mE : MeasurableSpace E} [TopologicalSpace E] [OpensMeasurableSpace E] {X : (i : ι) → Ω i → E} {l : Filter ι} {Z : Ω' → E} {μ : (i : ι) → MeasureTheory.Measure (Ω i)} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {μ' : autoParam (MeasureTheory.Measure Ω') MeasureTheory.TendstoInDistribution._auto_1} [MeasureTheory.IsProbabilityMeasure μ'] (self : MeasureTheory.TendstoInDistribution X l Z μ μ') (i : ι) : AEMeasurable (X i) (μ i) - MeasureTheory.tendstoInDistribution_of_isEmpty 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {Ω : ι → Type u_5} {m : (i : ι) → MeasurableSpace (Ω i)} {μ : (i : ι) → MeasureTheory.Measure (Ω i)} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {m' : MeasurableSpace Ω'} {μ' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ'] {mE : MeasurableSpace E} {X : (i : ι) → Ω i → E} {Z : Ω' → E} {l : Filter ι} [TopologicalSpace E] [IsEmpty E] : MeasureTheory.TendstoInDistribution X l Z μ μ' - MeasureTheory.tendstoInDistribution_of_ae_tendsto 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {m' : MeasurableSpace Ω'} {μ' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ'] {mE : MeasurableSpace E} {Z : Ω' → E} {l : Filter ι} [TopologicalSpace E] [l.IsCountablyGenerated] [OpensMeasurableSpace E] {X : ι → Ω' → E} (hX₁ : ∀ (i : ι), AEMeasurable (X i) μ') (hZ : AEMeasurable Z μ') (hX₂ : ∀ᵐ (ω : Ω') ∂μ', Filter.Tendsto (fun i => X i ω) l (nhds (Z ω))) : MeasureTheory.TendstoInDistribution X l Z (fun x => μ') μ' - MeasureTheory.TendstoInMeasure.tendstoInDistribution 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {m' : MeasurableSpace Ω'} {μ' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ'] {mE : MeasurableSpace E} {Z : Ω' → E} {l : Filter ι} [PseudoEMetricSpace E] [BorelSpace E] [l.IsCountablyGenerated] [l.NeBot] {X : ι → Ω' → E} (h : MeasureTheory.TendstoInMeasure μ' X l Z) (hX : ∀ (i : ι), AEMeasurable (X i) μ') : MeasureTheory.TendstoInDistribution X l Z (fun x => μ') μ' - MeasureTheory.tendstoInDistribution_of_identDistrib 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {Ω : ι → Type u_5} {m : (i : ι) → MeasurableSpace (Ω i)} {μ : (i : ι) → MeasureTheory.Measure (Ω i)} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {m' : MeasurableSpace Ω'} {μ' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ'] {mE : MeasurableSpace E} {X : (i : ι) → Ω i → E} {Z : Ω' → E} {l : Filter ι} [TopologicalSpace E] [OpensMeasurableSpace E] (i : ι) (hX : ∀ (j : ι), ProbabilityTheory.IdentDistrib (X i) (X j) (μ i) (μ j)) (hZ : ProbabilityTheory.IdentDistrib (X i) Z (μ i) μ') : MeasureTheory.TendstoInDistribution X l Z μ μ' - MeasureTheory.TendstoInDistribution.continuous_comp 📋 Mathlib.MeasureTheory.Function.ConvergenceInDistribution
{ι : Type u_1} {E : Type u_2} {Ω' : Type u_3} {Ω : ι → Type u_5} {m : (i : ι) → MeasurableSpace (Ω i)} {μ : (i : ι) → MeasureTheory.Measure (Ω i)} [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] {m' : MeasurableSpace Ω'} {μ' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure μ'] {mE : MeasurableSpace E} {X : (i : ι) → Ω i → E} {Z : Ω' → E} {l : Filter ι} [TopologicalSpace E] {F : Type u_6} [OpensMeasurableSpace E] [TopologicalSpace F] [MeasurableSpace F] [BorelSpace F] {g : E → F} (hg : Continuous g) (h : MeasureTheory.TendstoInDistribution X l Z μ μ') : MeasureTheory.TendstoInDistribution (fun n => g ∘ X n) l (g ∘ Z) μ μ'
About
Loogle searches Lean and Mathlib definitions and theorems.
You can use Loogle from within the Lean4 VSCode language extension
using the Loogle command from the command palette. You can also try the
#loogle command from LeanSearchClient,
the CLI version, the Loogle
VS Code extension, the lean.nvim
integration or the Zulip bot.
Usage
Loogle finds definitions and lemmas in various ways:
By constant:
🔍Real.sin
finds all lemmas whose statement somehow mentions the sine function.By lemma name substring:
🔍"differ"
finds all lemmas that have"differ"somewhere in their lemma name.By subexpression:
🔍_ * (_ ^ _)
finds all lemmas whose statements somewhere include a product where the second argument is raised to some power.The pattern can also be non-linear, as in
🔍Real.sqrt ?a * Real.sqrt ?aIf the pattern has parameters, they are matched in any order. Both of these will find
List.map:
🔍(?a -> ?b) -> List ?a -> List ?b
🔍List ?a -> (?a -> ?b) -> List ?bBy main conclusion:
🔍|- tsum _ = _ * tsum _
finds all lemmas where the conclusion (the subexpression to the right of all→and∀) has the given shape.As before, if the pattern has parameters, they are matched against the hypotheses of the lemma in any order; for example,
🔍|- _ < _ → tsum _ < tsum _
will findtsum_lt_tsumeven though the hypothesisf i < g iis not the last.You can filter for definitions vs theorems: Using
⊢ (_ : Type _)finds all definitions which provide data while⊢ (_ : Prop)finds all theorems (and definitions of proofs).
If you pass more than one such search filter, separated by commas
Loogle will return lemmas which match all of them. The
search
🔍 Real.sin, "two", tsum, _ * _, _ ^ _, |- _ < _ → _
would find all lemmas which mention the constants Real.sin
and tsum, have "two" as a substring of the
lemma name, include a product and a power somewhere in the type,
and have a hypothesis of the form _ < _ (if
there were any such lemmas). Metavariables (?a) are
assigned independently in each filter.
The #lucky button will directly send you to the
documentation of the first hit.
Source code
You can find the source code for this service at https://github.com/nomeata/loogle. The https://loogle.lean-lang.org/ service is provided by the Lean FRO. Please review the Lean FRO Terms of Use and Privacy Policy.
This is Loogle revision 9f11169 serving mathlib revision ce5dd8c