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Found 117 declarations mentioning MeasureTheory.Measure.compProd.
- MeasureTheory.Measure.compProd 📋 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.Measure (α × β) - MeasureTheory.Measure.instSFiniteProdCompProd 📋 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.SFinite (μ.compProd κ) - MeasureTheory.Measure.snd_dirac_unit_compProd_const 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{β : Type u_2} {mβ : MeasurableSpace β} (μ : MeasureTheory.Measure β) [MeasureTheory.SFinite μ] : ((MeasureTheory.Measure.dirac ()).compProd (ProbabilityTheory.Kernel.const Unit μ)).snd = μ - MeasureTheory.Measure.instIsFiniteMeasureProdCompProdOfIsFiniteKernel 📋 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.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] : MeasureTheory.IsFiniteMeasure (μ.compProd κ) - 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.instIsZeroOrProbabilityMeasureProdCompProdOfIsZeroOrMarkovKernel 📋 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.IsZeroOrProbabilityMeasure μ] [ProbabilityTheory.IsZeroOrMarkovKernel κ] : MeasureTheory.IsZeroOrProbabilityMeasure (μ.compProd κ) - MeasureTheory.Measure.fst_compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ : MeasureTheory.Measure α) [MeasureTheory.SFinite μ] (κ : ProbabilityTheory.Kernel α β) [ProbabilityTheory.IsMarkovKernel κ] : (μ.compProd κ).fst = μ - MeasureTheory.Measure.compProd_id 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] : μ.compProd ProbabilityTheory.Kernel.id = MeasureTheory.Measure.map Function.diag μ - MeasureTheory.Measure.compProd_const 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure β} [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] : μ.compProd (ProbabilityTheory.Kernel.const α ν) = μ.prod ν - MeasureTheory.Measure.AbsolutelyContinuous.compProd_left 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SFinite ν] (hμν : μ.AbsolutelyContinuous ν) (κ : ProbabilityTheory.Kernel α β) : (μ.compProd κ).AbsolutelyContinuous (ν.compProd κ) - MeasureTheory.Measure.MutuallySingular.compProd_of_left 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} (hμν : μ.MutuallySingular ν) (κ η : ProbabilityTheory.Kernel α β) : (μ.compProd κ).MutuallySingular (ν.compProd η) - MeasureTheory.Measure.dirac_unit_compProd_const 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{β : Type u_2} {mβ : MeasurableSpace β} (μ : MeasureTheory.Measure β) [MeasureTheory.SFinite μ] : (MeasureTheory.Measure.dirac ()).compProd (ProbabilityTheory.Kernel.const Unit μ) = MeasureTheory.Measure.map (Prod.mk ()) μ - MeasureTheory.Measure.compProd_sum_left 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} {ι : Type u_3} [Countable ι] {μ : ι → MeasureTheory.Measure α} [∀ (i : ι), MeasureTheory.SFinite (μ i)] : (MeasureTheory.Measure.sum μ).compProd κ = MeasureTheory.Measure.sum fun i => (μ i).compProd κ - MeasureTheory.Measure.compProd_of_not_sfinite 📋 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) (h : ¬MeasureTheory.SFinite μ) : μ.compProd κ = 0 - MeasureTheory.Measure.dirac_unit_compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{β : Type u_2} {mβ : MeasurableSpace β} (κ : ProbabilityTheory.Kernel Unit β) [ProbabilityTheory.IsSFiniteKernel κ] : (MeasureTheory.Measure.dirac ()).compProd κ = MeasureTheory.Measure.map (Prod.mk ()) (κ ()) - MeasureTheory.Measure.compProd_of_not_isSFiniteKernel 📋 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) (h : ¬ProbabilityTheory.IsSFiniteKernel κ) : μ.compProd κ = 0 - MeasureTheory.Measure.compProd_sum_right 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {ι : Type u_3} [Countable ι] {κ : ι → ProbabilityTheory.Kernel α β} [h : ∀ (i : ι), ProbabilityTheory.IsSFiniteKernel (κ i)] : μ.compProd (ProbabilityTheory.Kernel.sum κ) = MeasureTheory.Measure.sum fun i => μ.compProd (κ i) - MeasureTheory.Measure.compProd_zero_left 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (κ : ProbabilityTheory.Kernel α β) : MeasureTheory.Measure.compProd 0 κ = 0 - MeasureTheory.Measure.compProd_zero_right 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ : MeasureTheory.Measure α) : μ.compProd 0 = 0 - MeasureTheory.Measure.absolutelyContinuous_compProd_of_compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hκη : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η)) : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η) - MeasureTheory.Measure.compProd_apply_univ 📋 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.SFinite μ] [ProbabilityTheory.IsMarkovKernel κ] : (μ.compProd κ) Set.univ = μ Set.univ - MeasureTheory.Measure.AbsolutelyContinuous.mutuallySingular_compProd_iff 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) : (μ.compProd κ).MutuallySingular (ν.compProd η) ↔ (μ.compProd κ).MutuallySingular (μ.compProd η) - MeasureTheory.Measure.AbsolutelyContinuous.compProd_of_compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite ν] [ProbabilityTheory.IsSFiniteKernel η] (hμν : μ.AbsolutelyContinuous ν) (hκη : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η)) : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η) - MeasureTheory.Measure.absolutelyContinuous_compProd_left_iff 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] [ProbabilityTheory.IsSFiniteKernel κ] [∀ (a : α), NeZero (κ a)] : (μ.compProd κ).AbsolutelyContinuous (ν.compProd κ) ↔ μ.AbsolutelyContinuous ν - MeasureTheory.Measure.absolutelyContinuous_of_compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] [h_zero : ∀ (a : α), NeZero (κ a)] (h : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η)) : μ.AbsolutelyContinuous ν - MeasureTheory.Measure.mutuallySingular_compProd_left_iff 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite μ] [MeasureTheory.SigmaFinite ν] [ProbabilityTheory.IsSFiniteKernel κ] [hκ : ∀ (x : α), NeZero (κ x)] : (μ.compProd κ).MutuallySingular (ν.compProd κ) ↔ μ.MutuallySingular ν - MeasureTheory.Measure.ae_compProd_of_ae_fst 📋 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) {p : α → Prop} (hp : MeasurableSet {x | p x}) (h : ∀ᵐ (a : α) ∂μ, p a) : ∀ᵐ (x : α × β) ∂μ.compProd κ, p x.1 - MeasureTheory.Measure.mutuallySingular_compProd_iff 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] : (μ.compProd κ).MutuallySingular (ν.compProd η) ↔ ∀ (ξ : MeasureTheory.Measure α), MeasureTheory.SFinite ξ → ξ.AbsolutelyContinuous μ → ξ.AbsolutelyContinuous ν → (ξ.compProd κ).MutuallySingular (ξ.compProd η) - MeasureTheory.Measure.lintegral_compProd 📋 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.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {f : α × β → ENNReal} (hf : Measurable f) : ∫⁻ (x : α × β), f x ∂μ.compProd κ = ∫⁻ (a : α), ∫⁻ (b : β), f (a, b) ∂κ a ∂μ - MeasureTheory.Measure.compProd_congr 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsSFiniteKernel η] (h : ⇑κ =ᵐ[μ] ⇑η) : μ.compProd κ = μ.compProd η - MeasureTheory.Measure.AbsolutelyContinuous.compProd_right 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel η] (hκη : ∀ᵐ (a : α) ∂μ, (κ a).AbsolutelyContinuous (η a)) : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η) - MeasureTheory.Measure.ae_eq_compProd_of_ae_eq_fst 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {γ : Type u_3} {mγ : MeasurableSpace γ} [MeasurableEq γ] (κ : ProbabilityTheory.Kernel α β) {f g : α → γ} (hf : Measurable f) (hg : Measurable g) (h : f =ᵐ[μ] g) : (fun p => f p.1) =ᵐ[μ.compProd κ] fun p => g p.1 - MeasureTheory.Measure.AbsolutelyContinuous.compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite ν] [ProbabilityTheory.IsSFiniteKernel η] (hμν : μ.AbsolutelyContinuous ν) (hκη : ∀ᵐ (a : α) ∂μ, (κ a).AbsolutelyContinuous (η a)) : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η) - MeasureTheory.Measure.dirac_compProd_apply 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} [MeasurableSingletonClass α] {a : α} [ProbabilityTheory.IsSFiniteKernel κ] {s : Set (α × β)} (hs : MeasurableSet s) : ((MeasureTheory.Measure.dirac a).compProd κ) s = (κ a) (Prod.mk a ⁻¹' s) - MeasureTheory.Measure.absolutelyContinuous_compProd_iff 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsSFiniteKernel η] [∀ (x : α), NeZero (κ x)] : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η) ↔ μ.AbsolutelyContinuous ν ∧ (μ.compProd κ).AbsolutelyContinuous (μ.compProd η) - MeasureTheory.Measure.compProd_add_left 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] (κ : ProbabilityTheory.Kernel α β) : (μ + ν).compProd κ = μ.compProd κ + ν.compProd κ - MeasureTheory.Measure.compProd_apply 📋 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.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {s : Set (α × β)} (hs : MeasurableSet s) : (μ.compProd κ) s = ∫⁻ (a : α), (κ a) (Prod.mk a ⁻¹' s) ∂μ - MeasureTheory.Measure.compProd_eq_zero_iff 📋 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.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] : μ.compProd κ = 0 ↔ ∀ᵐ (a : α) ∂μ, κ a = 0 - MeasureTheory.Measure.compProd_apply_prod 📋 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.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {s : Set α} {t : Set β} (hs : MeasurableSet s) (ht : MeasurableSet t) : (μ.compProd κ) (s ×ˢ t) = ∫⁻ (a : α) in s, (κ a) t ∂μ - MeasureTheory.Measure.ae_ae_of_ae_compProd 📋 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.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {p : α × β → Prop} (h : ∀ᵐ (x : α × β) ∂μ.compProd κ, p x) : ∀ᵐ (a : α) ∂μ, ∀ᵐ (b : β) ∂κ a, p (a, b) - ProbabilityTheory.Kernel.compProd_apply_eq_compProd_sectR 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {γ : Type u_3} {mγ : MeasurableSpace γ} (κ : ProbabilityTheory.Kernel α β) (η : ProbabilityTheory.Kernel (α × β) γ) [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsSFiniteKernel η] (a : α) : (κ.compProd η) a = (κ a).compProd (η.sectR a) - MeasureTheory.Measure.mutuallySingular_of_mutuallySingular_compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} {ξ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsSFiniteKernel η] (h : (μ.compProd κ).MutuallySingular (ν.compProd η)) (hμ : ξ.AbsolutelyContinuous μ) (hν : ξ.AbsolutelyContinuous ν) : ∀ᵐ (x : α) ∂ξ, (κ x).MutuallySingular (η x) - MeasureTheory.Measure.ae_compProd_of_ae_ae 📋 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} {p : α × β → Prop} (hp : MeasurableSet {x | p x}) (h : ∀ᵐ (a : α) ∂μ, ∀ᵐ (b : β) ∂κ a, p (a, b)) : ∀ᵐ (x : α × β) ∂μ.compProd κ, p x - MeasureTheory.Measure.compProd_add_right 📋 Mathlib.Probability.Kernel.Composition.MeasureCompProd
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ : MeasureTheory.Measure α) (κ η : ProbabilityTheory.Kernel α β) [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsSFiniteKernel η] : μ.compProd (κ + η) = μ.compProd κ + μ.compProd η - MeasureTheory.Measure.setLIntegral_compProd 📋 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.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {f : α × β → ENNReal} (hf : Measurable f) {s : Set α} (hs : MeasurableSet s) {t : Set β} (ht : MeasurableSet t) : ∫⁻ (x : α × β) in s ×ˢ t, f x ∂μ.compProd κ = ∫⁻ (a : α) in s, ∫⁻ (b : β) in t, f (a, b) ∂κ a ∂μ - MeasureTheory.Measure.ae_compProd_iff 📋 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.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {p : α × β → Prop} (hp : MeasurableSet {x | p x}) : (∀ᵐ (x : α × β) ∂μ.compProd κ, p x) ↔ ∀ᵐ (a : α) ∂μ, ∀ᵐ (b : β) ∂κ a, p (a, b) - MeasureTheory.Measure.compProd_smul_left 📋 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} (a : ENNReal) [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] : (a • μ).compProd κ = a • μ.compProd κ - MeasureTheory.Measure.compProd_assoc' 📋 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} {γ : Type u_3} {mγ : MeasurableSpace γ} {η : ProbabilityTheory.Kernel (α × β) γ} : MeasureTheory.Measure.map (⇑MeasurableEquiv.prodAssoc) ((μ.compProd κ).compProd η) = μ.compProd (κ.compProd η) - MeasureTheory.Measure.compProd_assoc 📋 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} {γ : Type u_3} {mγ : MeasurableSpace γ} {η : ProbabilityTheory.Kernel (α × β) γ} : MeasureTheory.Measure.map (⇑MeasurableEquiv.prodAssoc.symm) (μ.compProd (κ.compProd η)) = (μ.compProd κ).compProd η - MeasureTheory.Measure.compProd_deterministic 📋 Mathlib.Probability.Kernel.Composition.MeasureComp
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] {f : α → β} (hf : Measurable f) : μ.compProd (ProbabilityTheory.Kernel.deterministic f hf) = MeasureTheory.Measure.map (fun a => (a, f a)) μ - MeasureTheory.Measure.snd_compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureComp
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ : MeasureTheory.Measure α) [MeasureTheory.SFinite μ] (κ : ProbabilityTheory.Kernel α β) [ProbabilityTheory.IsSFiniteKernel κ] : (μ.compProd κ).snd = μ.bind ⇑κ - MeasureTheory.Measure.compProd_id_eq_copy_comp 📋 Mathlib.Probability.Kernel.Composition.MeasureComp
{α : Type u_1} {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] : μ.compProd ProbabilityTheory.Kernel.id = μ.bind ⇑(ProbabilityTheory.Kernel.copy α) - MeasureTheory.Measure.compProd_eq_comp_prod 📋 Mathlib.Probability.Kernel.Composition.MeasureComp
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ : MeasureTheory.Measure α) [MeasureTheory.SFinite μ] (κ : ProbabilityTheory.Kernel α β) [ProbabilityTheory.IsSFiniteKernel κ] : μ.compProd κ = μ.bind ⇑(ProbabilityTheory.Kernel.id.prod κ) - MeasureTheory.Measure.prodMkLeft_comp_compProd 📋 Mathlib.Probability.Kernel.Composition.MeasureComp
{α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} {η : ProbabilityTheory.Kernel β γ} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] : (μ.compProd κ).bind ⇑(ProbabilityTheory.Kernel.prodMkLeft α η) = (μ.bind ⇑κ).bind ⇑η - MeasureTheory.Measure.comp_compProd_comm 📋 Mathlib.Probability.Kernel.Composition.MeasureComp
{α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} {η : ProbabilityTheory.Kernel (α × β) γ} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel η] : (μ.compProd κ).bind ⇑η = (μ.bind ⇑(κ.compProd η)).snd - MeasureTheory.AEStronglyMeasurable.ae_of_compProd 📋 Mathlib.Probability.Kernel.Composition.IntegralCompProd
{α : Type u_5} {β : Type u_6} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} {μ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {E : Type u_8} [NormedAddCommGroup E] {f : α → β → E} (hf : MeasureTheory.AEStronglyMeasurable (Function.uncurry f) (μ.compProd κ)) : ∀ᵐ (x : α) ∂μ, MeasureTheory.AEStronglyMeasurable (f x) (κ x) - MeasureTheory.Measure.integral_compProd 📋 Mathlib.Probability.Kernel.Composition.IntegralCompProd
{α : Type u_5} {β : Type u_6} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} {μ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {E : Type u_8} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : α × β → E} (hf : MeasureTheory.Integrable f (μ.compProd κ)) : ∫ (x : α × β), f x ∂μ.compProd κ = ∫ (a : α), ∫ (b : β), f (a, b) ∂κ a ∂μ - MeasureTheory.Measure.integrable_compProd_snd_iff 📋 Mathlib.Probability.Kernel.Composition.IntegralCompProd
{α : Type u_5} {β : Type u_6} {E : Type u_7} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} [NormedAddCommGroup E] {κ : ProbabilityTheory.Kernel α β} {μ : MeasureTheory.Measure α} {f : β → E} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] (hf : MeasureTheory.AEStronglyMeasurable f (μ.bind ⇑κ)) : MeasureTheory.Integrable (fun p => f p.2) (μ.compProd κ) ↔ MeasureTheory.Integrable f (μ.bind ⇑κ) - MeasureTheory.Measure.setIntegral_compProd 📋 Mathlib.Probability.Kernel.Composition.IntegralCompProd
{α : Type u_5} {β : Type u_6} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} {μ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {E : Type u_8} [NormedAddCommGroup E] [NormedSpace ℝ E] {s : Set α} (hs : MeasurableSet s) {t : Set β} (ht : MeasurableSet t) {f : α × β → E} (hf : MeasureTheory.IntegrableOn f (s ×ˢ t) (μ.compProd κ)) : ∫ (x : α × β) in s ×ˢ t, f x ∂μ.compProd κ = ∫ (a : α) in s, ∫ (b : β) in t, f (a, b) ∂κ a ∂μ - MeasureTheory.Measure.integrable_compProd_iff 📋 Mathlib.Probability.Kernel.Composition.IntegralCompProd
{α : Type u_5} {β : Type u_6} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ : ProbabilityTheory.Kernel α β} {μ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {E : Type u_8} [NormedAddCommGroup E] {f : α × β → E} (hf : MeasureTheory.AEStronglyMeasurable f (μ.compProd κ)) : MeasureTheory.Integrable f (μ.compProd κ) ↔ (∀ᵐ (x : α) ∂μ, MeasureTheory.Integrable (fun y => f (x, y)) (κ x)) ∧ MeasureTheory.Integrable (fun x => ∫ (y : β), ‖f (x, y)‖ ∂κ x) μ - MeasureTheory.Measure.withDensity_compProd 📋 Mathlib.Probability.Kernel.Composition.WithDensity
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ : MeasureTheory.Measure 𝓧} {κ : ProbabilityTheory.Kernel 𝓧 𝓨} [ProbabilityTheory.IsSFiniteKernel κ] {f : 𝓧 → ENNReal} [MeasureTheory.SFinite μ] (hf : Measurable f) : (μ.withDensity f).compProd κ = (μ.compProd κ).withDensity fun ab => f ab.1 - MeasureTheory.Measure.compProd_withDensity 📋 Mathlib.Probability.Kernel.Composition.WithDensity
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ : MeasureTheory.Measure 𝓧} {κ : ProbabilityTheory.Kernel 𝓧 𝓨} [ProbabilityTheory.IsSFiniteKernel κ] {g : 𝓧 → 𝓨 → ENNReal} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel (κ.withDensity g)] (hg : Measurable (Function.uncurry g)) : μ.compProd (κ.withDensity g) = (μ.compProd κ).withDensity fun p => g p.1 p.2 - MeasureTheory.Measure.withDensity_compProd_withDensity 📋 Mathlib.Probability.Kernel.Composition.WithDensity
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ : MeasureTheory.Measure 𝓧} {κ : ProbabilityTheory.Kernel 𝓧 𝓨} [ProbabilityTheory.IsSFiniteKernel κ] {f : 𝓧 → ENNReal} {g : 𝓧 → 𝓨 → ENNReal} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel (κ.withDensity g)] (hf : Measurable f) (hg : Measurable (Function.uncurry g)) : (μ.withDensity f).compProd (κ.withDensity g) = (μ.compProd κ).withDensity fun ac => f ac.1 * g ac.1 ac.2 - MeasureTheory.Measure.MutuallySingular.compProd_of_right 📋 Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ η : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] [MeasurableSpace.CountableOrCountablyGenerated α β] (μ ν : MeasureTheory.Measure α) (hκη : ∀ᵐ (a : α) ∂μ, (κ a).MutuallySingular (η a)) : (μ.compProd κ).MutuallySingular (ν.compProd η) - MeasureTheory.Measure.MutuallySingular.compProd_of_right' 📋 Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {κ η : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] [MeasurableSpace.CountableOrCountablyGenerated α β] (μ ν : MeasureTheory.Measure α) (hκη : ∀ᵐ (a : α) ∂ν, (κ a).MutuallySingular (η a)) : (μ.compProd κ).MutuallySingular (ν.compProd η) - MeasureTheory.Measure.absolutelyContinuous_compProd_right_iff 📋 Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] [MeasurableSpace.CountableOrCountablyGenerated α β] [MeasureTheory.SFinite μ] : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η) ↔ ∀ᵐ (a : α) ∂μ, (κ a).AbsolutelyContinuous (η a) - MeasureTheory.Measure.mutuallySingular_compProd_right_iff 📋 Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] [MeasurableSpace.CountableOrCountablyGenerated α β] [MeasureTheory.SFinite μ] : (μ.compProd κ).MutuallySingular (μ.compProd η) ↔ ∀ᵐ (a : α) ∂μ, (κ a).MutuallySingular (η a) - MeasureTheory.Measure.AbsolutelyContinuous.kernel_of_compProd 📋 Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] [MeasurableSpace.CountableOrCountablyGenerated α β] [MeasureTheory.SFinite μ] (h : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η)) : ∀ᵐ (a : α) ∂μ, (κ a).AbsolutelyContinuous (η a) - MeasureTheory.Measure.absolutelyContinuous_compProd_iff' 📋 Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ ν : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] [MeasurableSpace.CountableOrCountablyGenerated α β] [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] [∀ (a : α), NeZero (κ a)] : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η) ↔ μ.AbsolutelyContinuous ν ∧ ∀ᵐ (a : α) ∂μ, (κ a).AbsolutelyContinuous (η a) - ProbabilityTheory.Kernel.ae_eq_of_compProd_eq 📋 Mathlib.Probability.Kernel.CompProdEqIff
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasurableSpace.CountableOrCountablyGenerated α β] [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] (h : μ.compProd κ = μ.compProd η) : ⇑κ =ᵐ[μ] ⇑η - ProbabilityTheory.Kernel.compProd_eq_iff 📋 Mathlib.Probability.Kernel.CompProdEqIff
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasurableSpace.CountableOrCountablyGenerated α β] [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] : μ.compProd κ = μ.compProd η ↔ ⇑κ =ᵐ[μ] ⇑η - ProbabilityTheory.rnDeriv_measure_compProd_left 📋 Mathlib.Probability.Kernel.Composition.RadonNikodym
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ ν : MeasureTheory.Measure α) (κ : ProbabilityTheory.Kernel α β) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsFiniteKernel κ] : (μ.compProd κ).rnDeriv (ν.compProd κ) =ᵐ[ν.compProd κ] fun p => μ.rnDeriv ν p.1 - ProbabilityTheory.rnDeriv_measure_compProd_right 📋 Mathlib.Probability.Kernel.Composition.RadonNikodym
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} [MeasurableSpace.CountableOrCountablyGenerated α β] (μ : MeasureTheory.Measure α) (κ η : ProbabilityTheory.Kernel α β) [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] : (μ.compProd κ).rnDeriv (μ.compProd η) =ᵐ[μ.compProd η] fun p => κ.rnDeriv η p.1 p.2 - ProbabilityTheory.rnDeriv_compProd_withDensity_rnDeriv 📋 Mathlib.Probability.Kernel.Composition.RadonNikodym
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} (μ ν : MeasureTheory.Measure α) (κ η : ProbabilityTheory.Kernel α β) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] : ((ν.withDensity (μ.rnDeriv ν)).compProd κ).rnDeriv (ν.compProd η) =ᵐ[ν.compProd η] (μ.compProd κ).rnDeriv (ν.compProd η) - ProbabilityTheory.rnDeriv_measure_compProd 📋 Mathlib.Probability.Kernel.Composition.RadonNikodym
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} [MeasurableSpace.CountableOrCountablyGenerated α β] (μ ν : MeasureTheory.Measure α) (κ η : ProbabilityTheory.Kernel α β) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] : (μ.compProd κ).rnDeriv (ν.compProd η) =ᵐ[ν.compProd η] fun p => μ.rnDeriv ν p.1 * κ.rnDeriv η p.1 p.2 - ProbabilityTheory.rnDeriv_compProd 📋 Mathlib.Probability.Kernel.Composition.RadonNikodym
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ η : ProbabilityTheory.Kernel α β} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] (h_ac : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η)) (ν : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure ν] : (μ.compProd κ).rnDeriv (ν.compProd η) =ᵐ[ν.compProd η] fun p => μ.rnDeriv ν p.1 * (μ.compProd κ).rnDeriv (μ.compProd η) p - MeasureTheory.lintegral_rnDeriv_compProd 📋 Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv
{𝓧 : Type u_1} {m𝓧 : MeasurableSpace 𝓧} {μ : MeasureTheory.Measure 𝓧} {𝓨 : Type u_2} {m𝓨 : MeasurableSpace 𝓨} {κ η : ProbabilityTheory.Kernel 𝓧 𝓨} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] (hκη : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η)) : ∀ᵐ (a : 𝓧) ∂μ, ∫⁻ (b : 𝓨), (μ.compProd κ).rnDeriv (μ.compProd η) (a, b) ∂η a = (κ a) Set.univ - ConvexOn.integrable_apply_rnDeriv_of_integrable_compProd 📋 Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv
{𝓧 : Type u_1} {m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} {𝓨 : Type u_2} {m𝓨 : MeasurableSpace 𝓨} {κ η : ProbabilityTheory.Kernel 𝓧 𝓨} {f : ℝ → ℝ} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsMarkovKernel κ] [ProbabilityTheory.IsMarkovKernel η] (hf : MeasureTheory.StronglyMeasurable f) (hf_cvx : ConvexOn ℝ (Set.Ici 0) f) (hf_cont_at : ContinuousWithinAt f (Set.Ici 0) 0) (hf_int : MeasureTheory.Integrable (fun p => f ((μ.compProd κ).rnDeriv (ν.compProd η) p).toReal) (ν.compProd η)) (hκη : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η)) : MeasureTheory.Integrable (fun a => f (μ.rnDeriv ν a).toReal) ν - ConvexOn.apply_rnDeriv_ae_le_integral 📋 Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv
{𝓧 : Type u_1} {m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} {𝓨 : Type u_2} {m𝓨 : MeasurableSpace 𝓨} {κ η : ProbabilityTheory.Kernel 𝓧 𝓨} {f : ℝ → ℝ} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsMarkovKernel κ] [ProbabilityTheory.IsMarkovKernel η] (hf : MeasureTheory.StronglyMeasurable f) (hf_cvx : ConvexOn ℝ (Set.Ici 0) f) (hf_cont_at : ContinuousWithinAt f (Set.Ici 0) 0) (h_int : MeasureTheory.Integrable (fun p => f ((μ.compProd κ).rnDeriv (ν.compProd η) p).toReal) (ν.compProd η)) (hκη : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η)) : (fun a => f (μ.rnDeriv ν a).toReal) ≤ᵐ[ν] fun a => ∫ (b : 𝓨), f ((μ.compProd κ).rnDeriv (ν.compProd η) (a, b)).toReal ∂η a - InformationTheory.klDiv_compProd_left 📋 Mathlib.InformationTheory.KullbackLeibler.ChainRule
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} (μ ν : MeasureTheory.Measure 𝓧) (κ : ProbabilityTheory.Kernel 𝓧 𝓨) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsMarkovKernel κ] : InformationTheory.klDiv (μ.compProd κ) (ν.compProd κ) = InformationTheory.klDiv μ ν - InformationTheory.klDiv_compProd_eq_add 📋 Mathlib.InformationTheory.KullbackLeibler.ChainRule
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} (μ ν : MeasureTheory.Measure 𝓧) (κ η : ProbabilityTheory.Kernel 𝓧 𝓨) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsMarkovKernel κ] [ProbabilityTheory.IsMarkovKernel η] : InformationTheory.klDiv (μ.compProd κ) (ν.compProd η) = InformationTheory.klDiv μ ν + InformationTheory.klDiv (μ.compProd κ) (μ.compProd η) - InformationTheory.integrable_llr_of_integrable_llr_compProd 📋 Mathlib.InformationTheory.KullbackLeibler.ChainRule
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} {κ η : ProbabilityTheory.Kernel 𝓧 𝓨} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsMarkovKernel κ] [ProbabilityTheory.IsMarkovKernel η] (h_ac : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η)) (h_int : MeasureTheory.Integrable (MeasureTheory.llr (μ.compProd κ) (ν.compProd η)) (μ.compProd κ)) : MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ - InformationTheory.integrable_llr_compProd_iff 📋 Mathlib.InformationTheory.KullbackLeibler.ChainRule
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} {κ η : ProbabilityTheory.Kernel 𝓧 𝓨} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsMarkovKernel κ] [ProbabilityTheory.IsMarkovKernel η] (h_ac : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η)) : MeasureTheory.Integrable (MeasureTheory.llr (μ.compProd κ) (ν.compProd η)) (μ.compProd κ) ↔ MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ ∧ MeasureTheory.Integrable (MeasureTheory.llr (μ.compProd κ) (μ.compProd η)) (μ.compProd κ) - InformationTheory.rnDeriv_compProd_mul_log_eq_mul_add 📋 Mathlib.InformationTheory.KullbackLeibler.ChainRule
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} {κ η : ProbabilityTheory.Kernel 𝓧 𝓨} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsMarkovKernel κ] [ProbabilityTheory.IsMarkovKernel η] (h_ac : (μ.compProd κ).AbsolutelyContinuous (μ.compProd η)) : ∀ᵐ (p : 𝓧 × 𝓨) ∂ν.compProd η, ((μ.compProd κ).rnDeriv (ν.compProd η) p).toReal * Real.log ((μ.compProd κ).rnDeriv (ν.compProd η) p).toReal = ((μ.compProd κ).rnDeriv (ν.compProd η) p).toReal * (Real.log (μ.rnDeriv ν p.1).toReal + Real.log ((μ.compProd κ).rnDeriv (μ.compProd η) p).toReal) - InformationTheory.integral_llr_compProd_eq_add 📋 Mathlib.InformationTheory.KullbackLeibler.ChainRule
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} {κ η : ProbabilityTheory.Kernel 𝓧 𝓨} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [ProbabilityTheory.IsMarkovKernel κ] [ProbabilityTheory.IsMarkovKernel η] (h_ac : (μ.compProd κ).AbsolutelyContinuous (ν.compProd η)) (h_int : MeasureTheory.Integrable (MeasureTheory.llr (μ.compProd κ) (ν.compProd η)) (μ.compProd κ)) : ∫ (p : 𝓧 × 𝓨), MeasureTheory.llr (μ.compProd κ) (ν.compProd η) p ∂μ.compProd κ = ∫ (a : 𝓧), MeasureTheory.llr μ ν a ∂μ + ∫ (p : 𝓧 × 𝓨), MeasureTheory.llr (μ.compProd κ) (μ.compProd η) p ∂μ.compProd κ - ProbabilityTheory.Kernel.indepFun_iff_compProd_map_prod_eq_compProd_prod_map_map 📋 Mathlib.Probability.Independence.Kernel.IndepFun
{α : Type u_1} {Ω : Type u_2} {β : Type u_4} {γ : Type u_6} {mα : MeasurableSpace α} {mΩ : MeasurableSpace Ω} {κ : ProbabilityTheory.Kernel α Ω} {μ : MeasureTheory.Measure α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] {f : Ω → β} {g : Ω → γ} (hf : Measurable f) (hg : Measurable g) : ProbabilityTheory.Kernel.IndepFun f g κ μ ↔ μ.compProd (κ.map fun ω => (f ω, g ω)) = μ.compProd ((κ.map f).prod (κ.map g)) - MeasureTheory.Measure.compProd_map 📋 Mathlib.Probability.Kernel.Composition.Lemmas
{α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] {f : β → γ} (hf : Measurable f) : μ.compProd (κ.map f) = MeasureTheory.Measure.map (Prod.map id f) (μ.compProd κ) - MeasureTheory.Measure.parallelComp_comp_compProd 📋 Mathlib.Probability.Kernel.Composition.Lemmas
{α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsSFiniteKernel κ] {η : ProbabilityTheory.Kernel β γ} [ProbabilityTheory.IsSFiniteKernel η] : (μ.compProd κ).bind ⇑(ProbabilityTheory.Kernel.id.parallelComp η) = μ.compProd (η.comp κ) - MeasureTheory.Measure.compProd_eq_parallelComp_comp_copy_comp 📋 Mathlib.Probability.Kernel.Composition.Lemmas
{α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite μ] : μ.compProd κ = (μ.bind ⇑(ProbabilityTheory.Kernel.copy α)).bind ⇑(ProbabilityTheory.Kernel.id.parallelComp κ) - MeasureTheory.Measure.disintegrate 📋 Mathlib.Probability.Kernel.Disintegration.Basic
{α : Type u_1} {Ω : Type u_3} {mα : MeasurableSpace α} {mΩ : MeasurableSpace Ω} (ρ : MeasureTheory.Measure (α × Ω)) (ρCond : ProbabilityTheory.Kernel α Ω) [ρ.IsCondKernel ρCond] : ρ.fst.compProd ρCond = ρ - MeasureTheory.Measure.IsCondKernel.disintegrate 📋 Mathlib.Probability.Kernel.Disintegration.Basic
{α : Type u_1} {Ω : Type u_3} {mα : MeasurableSpace α} {mΩ : MeasurableSpace Ω} {ρ : MeasureTheory.Measure (α × Ω)} {ρCond : ProbabilityTheory.Kernel α Ω} [self : ρ.IsCondKernel ρCond] : ρ.fst.compProd ρCond = ρ - MeasureTheory.Measure.IsCondKernel.mk 📋 Mathlib.Probability.Kernel.Disintegration.Basic
{α : Type u_1} {Ω : Type u_3} {mα : MeasurableSpace α} {mΩ : MeasurableSpace Ω} {ρ : MeasureTheory.Measure (α × Ω)} {ρCond : ProbabilityTheory.Kernel α Ω} (disintegrate : ρ.fst.compProd ρCond = ρ) : ρ.IsCondKernel ρCond - ProbabilityTheory.condKernel_compProd 📋 Mathlib.Probability.Kernel.Disintegration.Unique
{α : Type u_1} {Ω : Type u_3} {mα : MeasurableSpace α} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] (μ : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure μ] (κ : ProbabilityTheory.Kernel α Ω) [ProbabilityTheory.IsMarkovKernel κ] : ⇑(μ.compProd κ).condKernel =ᵐ[μ] ⇑κ - ProbabilityTheory.eq_condKernel_of_measure_eq_compProd 📋 Mathlib.Probability.Kernel.Disintegration.Unique
{α : Type u_1} {Ω : Type u_3} {mα : MeasurableSpace α} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] {ρ : MeasureTheory.Measure (α × Ω)} [MeasureTheory.IsFiniteMeasure ρ] (κ : ProbabilityTheory.Kernel α Ω) [ProbabilityTheory.IsFiniteKernel κ] (hκ : ρ = ρ.fst.compProd κ) : ∀ᵐ (x : α) ∂ρ.fst, κ x = ρ.condKernel x - ProbabilityTheory.eq_condKernel_of_measure_eq_compProd' 📋 Mathlib.Probability.Kernel.Disintegration.Unique
{α : Type u_1} {Ω : Type u_3} {mα : MeasurableSpace α} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] {ρ : MeasureTheory.Measure (α × Ω)} [MeasureTheory.IsFiniteMeasure ρ] (κ : ProbabilityTheory.Kernel α Ω) [ProbabilityTheory.IsSFiniteKernel κ] (hκ : ρ = ρ.fst.compProd κ) {s : Set Ω} (hs : MeasurableSet s) : ∀ᵐ (x : α) ∂ρ.fst, (κ x) s = (ρ.condKernel x) s - ProbabilityTheory.eq_condKernel_of_measure_eq_compProd_real 📋 Mathlib.Probability.Kernel.Disintegration.Unique
{α : Type u_1} {mα : MeasurableSpace α} {ρ : MeasureTheory.Measure (α × ℝ)} [MeasureTheory.IsFiniteMeasure ρ] (κ : ProbabilityTheory.Kernel α ℝ) [ProbabilityTheory.IsFiniteKernel κ] (hκ : ρ = ρ.fst.compProd κ) : ∀ᵐ (x : α) ∂ρ.fst, κ x = ρ.condKernel x - ProbabilityTheory.compProd_map_condDistrib 📋 Mathlib.Probability.Kernel.CondDistrib
{α : Type u_1} {β : Type u_2} {Ω : Type u_3} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] {X : α → β} {Y : α → Ω} {mβ : MeasurableSpace β} (hX : AEMeasurable X μ) (hY : AEMeasurable Y μ) : (MeasureTheory.Measure.map X μ).compProd (ProbabilityTheory.condDistrib Y X μ) = MeasureTheory.Measure.map (fun a => (X a, Y a)) μ - ProbabilityTheory.condDistrib_ae_eq_of_measure_eq_compProd_of_measurable 📋 Mathlib.Probability.Kernel.CondDistrib
{α : Type u_1} {β : Type u_2} {Ω : Type u_3} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] {X : α → β} {Y : α → Ω} {mβ : MeasurableSpace β} (hX : Measurable X) (hY : Measurable Y) {κ : ProbabilityTheory.Kernel β Ω} [ProbabilityTheory.IsFiniteKernel κ] (hκ : MeasureTheory.Measure.map (fun x => (X x, Y x)) μ = (MeasureTheory.Measure.map X μ).compProd κ) : ⇑(ProbabilityTheory.condDistrib Y X μ) =ᵐ[MeasureTheory.Measure.map X μ] ⇑κ - ProbabilityTheory.condDistrib_ae_eq_of_measure_eq_compProd 📋 Mathlib.Probability.Kernel.CondDistrib
{α : Type u_1} {β : Type u_2} {Ω : Type u_3} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] {X : α → β} {Y : α → Ω} {mβ : MeasurableSpace β} (hX : AEMeasurable X μ) (hY : AEMeasurable Y μ) {κ : ProbabilityTheory.Kernel β Ω} [ProbabilityTheory.IsFiniteKernel κ] (hκ : MeasureTheory.Measure.map (fun x => (X x, Y x)) μ = (MeasureTheory.Measure.map X μ).compProd κ) : ⇑(ProbabilityTheory.condDistrib Y X μ) =ᵐ[MeasureTheory.Measure.map X μ] ⇑κ - ProbabilityTheory.condDistrib_ae_eq_iff_measure_eq_compProd 📋 Mathlib.Probability.Kernel.CondDistrib
{α : Type u_1} {β : Type u_2} {Ω : Type u_3} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] {X : α → β} {Y : α → Ω} {mβ : MeasurableSpace β} (hX : AEMeasurable X μ) (hY : AEMeasurable Y μ) (κ : ProbabilityTheory.Kernel β Ω) [ProbabilityTheory.IsFiniteKernel κ] : ⇑(ProbabilityTheory.condDistrib Y X μ) =ᵐ[MeasureTheory.Measure.map X μ] ⇑κ ↔ MeasureTheory.Measure.map (fun x => (X x, Y x)) μ = (MeasureTheory.Measure.map X μ).compProd κ - ProbabilityTheory.Kernel.map_frestrictLe_trajMeasure_compProd_eq_map_trajMeasure 📋 Mathlib.Probability.Kernel.IonescuTulcea.Traj
{X : ℕ → Type u_1} [(n : ℕ) → MeasurableSpace (X n)] {κ : (n : ℕ) → ProbabilityTheory.Kernel ((i : ↥(Finset.Iic n)) → X ↑i) (X (n + 1))} [∀ (n : ℕ), ProbabilityTheory.IsMarkovKernel (κ n)] {μ₀ : MeasureTheory.Measure (X 0)} [MeasureTheory.IsProbabilityMeasure μ₀] {a : ℕ} : (MeasureTheory.Measure.map (Preorder.frestrictLe a) (ProbabilityTheory.Kernel.trajMeasure μ₀ κ)).compProd (κ a) = MeasureTheory.Measure.map (fun x => (Preorder.frestrictLe a x, x (a + 1))) (ProbabilityTheory.Kernel.trajMeasure μ₀ κ) - ProbabilityTheory.Kernel.partialTraj_compProd_traj 📋 Mathlib.Probability.Kernel.IonescuTulcea.Traj
{X : ℕ → Type u_1} [(n : ℕ) → MeasurableSpace (X n)] {κ : (n : ℕ) → ProbabilityTheory.Kernel ((i : ↥(Finset.Iic n)) → X ↑i) (X (n + 1))} [∀ (n : ℕ), ProbabilityTheory.IsMarkovKernel (κ n)] {a b : ℕ} (hab : a ≤ b) (u : (i : ↥(Finset.Iic a)) → X ↑i) : ((ProbabilityTheory.Kernel.partialTraj κ a b) u).compProd (ProbabilityTheory.Kernel.traj κ b) = MeasureTheory.Measure.map (fun x => (Preorder.frestrictLe b x, x)) ((ProbabilityTheory.Kernel.traj κ a) u) - ProbabilityTheory.Kernel.partialTraj_compProd_eq_map_traj 📋 Mathlib.Probability.Kernel.IonescuTulcea.Traj
{X : ℕ → Type u_1} [(n : ℕ) → MeasurableSpace (X n)] {κ : (n : ℕ) → ProbabilityTheory.Kernel ((i : ↥(Finset.Iic n)) → X ↑i) (X (n + 1))} [∀ (n : ℕ), ProbabilityTheory.IsMarkovKernel (κ n)] {a b : ℕ} (hab : a ≤ b) {x₀ : (n : ↥(Finset.Iic a)) → X ↑n} : ((ProbabilityTheory.Kernel.partialTraj κ a b) x₀).compProd (κ b) = MeasureTheory.Measure.map (fun x => (Preorder.frestrictLe b x, x (b + 1))) ((ProbabilityTheory.Kernel.traj κ a) x₀) - ProbabilityTheory.Kernel.integral_traj_partialTraj' 📋 Mathlib.Probability.Kernel.IonescuTulcea.Traj
{X : ℕ → Type u_1} [(n : ℕ) → MeasurableSpace (X n)] {κ : (n : ℕ) → ProbabilityTheory.Kernel ((i : ↥(Finset.Iic n)) → X ↑i) (X (n + 1))} [∀ (n : ℕ), ProbabilityTheory.IsMarkovKernel (κ n)] {E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] {a b : ℕ} (hab : a ≤ b) {x₀ : (i : ↥(Finset.Iic a)) → X ↑i} {f : ((i : ↥(Finset.Iic b)) → X ↑i) → ((n : ℕ) → X n) → E} (hf : MeasureTheory.Integrable (Function.uncurry f) (((ProbabilityTheory.Kernel.partialTraj κ a b) x₀).compProd (ProbabilityTheory.Kernel.traj κ b))) : ∫ (x : (i : ↥(Finset.Iic b)) → X ↑i), ∫ (y : (n : ℕ) → X n), f x y ∂(ProbabilityTheory.Kernel.traj κ b) x ∂(ProbabilityTheory.Kernel.partialTraj κ a b) x₀ = ∫ (x : (n : ℕ) → X n), f (Preorder.frestrictLe b x) x ∂(ProbabilityTheory.Kernel.traj κ a) x₀ - ProbabilityTheory.Kernel.setIntegral_traj_partialTraj' 📋 Mathlib.Probability.Kernel.IonescuTulcea.Traj
{X : ℕ → Type u_1} [(n : ℕ) → MeasurableSpace (X n)] {κ : (n : ℕ) → ProbabilityTheory.Kernel ((i : ↥(Finset.Iic n)) → X ↑i) (X (n + 1))} [∀ (n : ℕ), ProbabilityTheory.IsMarkovKernel (κ n)] {E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] {a b : ℕ} (hab : a ≤ b) {u : (i : ↥(Finset.Iic a)) → X ↑i} {f : ((i : ↥(Finset.Iic b)) → X ↑i) → ((n : ℕ) → X n) → E} (hf : MeasureTheory.Integrable (Function.uncurry f) (((ProbabilityTheory.Kernel.partialTraj κ a b) u).compProd (ProbabilityTheory.Kernel.traj κ b))) {A : Set ((i : ↥(Finset.Iic b)) → X ↑i)} (hA : MeasurableSet A) : ∫ (x : (i : ↥(Finset.Iic b)) → X ↑i) in A, ∫ (y : (n : ℕ) → X n), f x y ∂(ProbabilityTheory.Kernel.traj κ b) x ∂(ProbabilityTheory.Kernel.partialTraj κ a b) u = ∫ (y : (n : ℕ) → X n) in Preorder.frestrictLe b ⁻¹' A, f (Preorder.frestrictLe b y) y ∂(ProbabilityTheory.Kernel.traj κ a) u - ProbabilityTheory.compProd_posterior_eq_map_swap 📋 Mathlib.Probability.Kernel.Posterior
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {κ : ProbabilityTheory.Kernel Ω 𝓧} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [StandardBorelSpace Ω] [Nonempty Ω] : (μ.bind ⇑κ).compProd (ProbabilityTheory.posterior κ μ) = MeasureTheory.Measure.map Prod.swap (μ.compProd κ) - ProbabilityTheory.posterior_prod_id_comp 📋 Mathlib.Probability.Kernel.Posterior
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {κ : ProbabilityTheory.Kernel Ω 𝓧} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [StandardBorelSpace Ω] [Nonempty Ω] : (μ.bind ⇑κ).bind ⇑((ProbabilityTheory.posterior κ μ).prod ProbabilityTheory.Kernel.id) = μ.compProd κ - ProbabilityTheory.compProd_posterior_eq_swap_comp 📋 Mathlib.Probability.Kernel.Posterior
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {κ : ProbabilityTheory.Kernel Ω 𝓧} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [StandardBorelSpace Ω] [Nonempty Ω] : (μ.bind ⇑κ).compProd (ProbabilityTheory.posterior κ μ) = (μ.compProd κ).bind ⇑(ProbabilityTheory.Kernel.swap Ω 𝓧) - ProbabilityTheory.swap_compProd_posterior 📋 Mathlib.Probability.Kernel.Posterior
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {κ : ProbabilityTheory.Kernel Ω 𝓧} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [StandardBorelSpace Ω] [Nonempty Ω] : ((μ.bind ⇑κ).compProd (ProbabilityTheory.posterior κ μ)).bind ⇑(ProbabilityTheory.Kernel.swap 𝓧 Ω) = μ.compProd κ - ProbabilityTheory.ae_eq_posterior_of_compProd_eq 📋 Mathlib.Probability.Kernel.Posterior
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {κ : ProbabilityTheory.Kernel Ω 𝓧} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [StandardBorelSpace Ω] [Nonempty Ω] {η : ProbabilityTheory.Kernel 𝓧 Ω} [ProbabilityTheory.IsFiniteKernel η] (h : (μ.bind ⇑κ).compProd η = MeasureTheory.Measure.map Prod.swap (μ.compProd κ)) : ⇑η =ᵐ[μ.bind ⇑κ] ⇑(ProbabilityTheory.posterior κ μ) - ProbabilityTheory.ae_eq_posterior_of_compProd_eq_swap_comp 📋 Mathlib.Probability.Kernel.Posterior
{Ω : Type u_1} {𝓧 : Type u_2} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {κ : ProbabilityTheory.Kernel Ω 𝓧} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] [ProbabilityTheory.IsFiniteKernel κ] [StandardBorelSpace Ω] [Nonempty Ω] (η : ProbabilityTheory.Kernel 𝓧 Ω) [ProbabilityTheory.IsFiniteKernel η] (h : (μ.bind ⇑κ).compProd η = (μ.compProd κ).bind ⇑(ProbabilityTheory.Kernel.swap Ω 𝓧)) : ⇑η =ᵐ[μ.bind ⇑κ] ⇑(ProbabilityTheory.posterior κ μ) - ProbabilityTheory.HasLaw.prodMk_of_hasCondDistrib 📋 Mathlib.Probability.HasCondDistrib
{Ω : Type u_1} {𝓧 : Type u_2} {𝓨 : Type u_3} {mΩ : MeasurableSpace Ω} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {P : MeasureTheory.Measure Ω} {X : Ω → 𝓧} {Y : Ω → 𝓨} {κ : ProbabilityTheory.Kernel 𝓧 𝓨} {Q : MeasureTheory.Measure 𝓧} (h1 : ProbabilityTheory.HasLaw X Q P) (h2 : ProbabilityTheory.HasCondDistrib Y X κ P) : ProbabilityTheory.HasLaw (fun ω => (X ω, Y ω)) (Q.compProd κ) P - ProbabilityTheory.compProd_trim_condExpKernel 📋 Mathlib.Probability.Kernel.Condexp
{Ω : Type u_1} {m : MeasurableSpace Ω} [mΩ : MeasurableSpace Ω] [StandardBorelSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] (hm : m ≤ mΩ) : (μ.trim hm).compProd (ProbabilityTheory.condExpKernel μ m) = MeasureTheory.Measure.map Function.diag μ - ProbabilityTheory.condIndepFun_iff_compProd_map_prod_eq_compProd_prod_map_map 📋 Mathlib.Probability.Independence.Conditional
{Ω : Type u_1} {β : Type u_3} {β' : Type u_4} {m' mΩ : MeasurableSpace Ω} [StandardBorelSpace Ω] {hm' : m' ≤ mΩ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] {f : Ω → β} {g : Ω → β'} {mβ : MeasurableSpace β} {mβ' : MeasurableSpace β'} (hf : Measurable f) (hg : Measurable g) : ProbabilityTheory.CondIndepFun m' hm' f g μ ↔ (μ.trim hm').compProd ((ProbabilityTheory.condExpKernel μ m').map fun ω => (f ω, g ω)) = (μ.trim hm').compProd (((ProbabilityTheory.condExpKernel μ m').map f).prod ((ProbabilityTheory.condExpKernel μ m').map g)) - ProbabilityTheory.Kernel.HasSubgaussianMGF.prodMkLeft_compProd 📋 Mathlib.Probability.Moments.SubGaussian
{Ω : Type u_1} {Ω' : Type u_2} {mΩ : MeasurableSpace Ω} {mΩ' : MeasurableSpace Ω'} {ν : MeasureTheory.Measure Ω'} {κ : ProbabilityTheory.Kernel Ω' Ω} {Ω'' : Type u_3} {mΩ'' : MeasurableSpace Ω''} {Y : Ω'' → ℝ} {cY : NNReal} {η : ProbabilityTheory.Kernel Ω Ω''} (h : ProbabilityTheory.Kernel.HasSubgaussianMGF Y cY η (ν.bind ⇑κ)) : ProbabilityTheory.Kernel.HasSubgaussianMGF Y cY (ProbabilityTheory.Kernel.prodMkLeft Ω' η) (ν.compProd κ) - ProbabilityTheory.Kernel.HasSubgaussianMGF.add_compProd 📋 Mathlib.Probability.Moments.SubGaussian
{Ω : Type u_1} {Ω' : Type u_2} {mΩ : MeasurableSpace Ω} {mΩ' : MeasurableSpace Ω'} {ν : MeasureTheory.Measure Ω'} {κ : ProbabilityTheory.Kernel Ω' Ω} {X : Ω → ℝ} {c : NNReal} {Ω'' : Type u_3} {mΩ'' : MeasurableSpace Ω''} {Y : Ω'' → ℝ} {cY : NNReal} [MeasureTheory.SFinite ν] {η : ProbabilityTheory.Kernel (Ω' × Ω) Ω''} [ProbabilityTheory.IsZeroOrMarkovKernel η] (hX : ProbabilityTheory.Kernel.HasSubgaussianMGF X c κ ν) (hY : ProbabilityTheory.Kernel.HasSubgaussianMGF Y cY η (ν.compProd κ)) : ProbabilityTheory.Kernel.HasSubgaussianMGF (fun p => X p.1 + Y p.2) (c + cY) (κ.compProd η) ν - ProbabilityTheory.Kernel.HasSubgaussianMGF.integrable_exp_add_compProd 📋 Mathlib.Probability.Moments.SubGaussian
{Ω : Type u_1} {Ω' : Type u_2} {mΩ : MeasurableSpace Ω} {mΩ' : MeasurableSpace Ω'} {ν : MeasureTheory.Measure Ω'} {κ : ProbabilityTheory.Kernel Ω' Ω} {X : Ω → ℝ} {c : NNReal} {Ω'' : Type u_3} {mΩ'' : MeasurableSpace Ω''} {Y : Ω'' → ℝ} {cY : NNReal} [MeasureTheory.SFinite ν] {η : ProbabilityTheory.Kernel (Ω' × Ω) Ω''} [ProbabilityTheory.IsZeroOrMarkovKernel η] (hX : ProbabilityTheory.Kernel.HasSubgaussianMGF X c κ ν) (hY : ProbabilityTheory.Kernel.HasSubgaussianMGF Y cY η (ν.compProd κ)) (t : ℝ) : MeasureTheory.Integrable (fun ω => Real.exp (t * (X ω.1 + Y ω.2))) (ν.bind ⇑(κ.compProd η))
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