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Found 177 declarations mentioning MeasureTheory.Measure.rnDeriv.
- MeasureTheory.Measure.rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_2} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) : α → ENNReal - MeasureTheory.Measure.measurable_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) : Measurable (μ.rnDeriv ν) - MeasureTheory.Measure.haveLebesgueDecompositionRnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) : (ν.withDensity (μ.rnDeriv ν)).HaveLebesgueDecomposition ν - MeasureTheory.Measure.withDensity.instIsFiniteMeasure 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] : MeasureTheory.IsFiniteMeasure (ν.withDensity (μ.rnDeriv ν)) - MeasureTheory.Measure.withDensity.instSigmaFinite 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] : MeasureTheory.SigmaFinite (ν.withDensity (μ.rnDeriv ν)) - MeasureTheory.Measure.withDensity.instIsLocallyFiniteMeasure 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [TopologicalSpace α] [MeasureTheory.IsLocallyFiniteMeasure μ] : MeasureTheory.IsLocallyFiniteMeasure (ν.withDensity (μ.rnDeriv ν)) - MeasureTheory.Measure.absolutelyContinuous_withDensity_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [ν.HaveLebesgueDecomposition μ] (hμν : μ.AbsolutelyContinuous ν) : μ.AbsolutelyContinuous (μ.withDensity (ν.rnDeriv μ)) - MeasureTheory.Measure.lintegral_rnDeriv_lt_top 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure μ] : ∫⁻ (x : α), μ.rnDeriv ν x ∂ν < ⊤ - MeasureTheory.Measure.withDensity_rnDeriv_le 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) : ν.withDensity (μ.rnDeriv ν) ≤ μ - MeasureTheory.Measure.absolutelyContinuous_withDensity_rnDeriv_swap 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [ν.HaveLebesgueDecomposition μ] : (ν.withDensity (μ.rnDeriv ν)).AbsolutelyContinuous (μ.withDensity (ν.rnDeriv μ)) - AEMeasurable.withDensity_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} {β : Type u_2} {x✝ : MeasurableSpace β} {f : α → β} (hf : AEMeasurable f μ) (ν : MeasureTheory.Measure α) : AEMeasurable f (ν.withDensity (μ.rnDeriv ν)) - MeasureTheory.Measure.rnDeriv_of_not_haveLebesgueDecomposition 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} (h : ¬μ.HaveLebesgueDecomposition ν) : μ.rnDeriv ν = 0 - MeasureTheory.Measure.rnDeriv_self 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] : μ.rnDeriv μ =ᵐ[μ] fun x => 1 - MeasureTheory.Measure.rnDeriv_ne_top 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] : ∀ᵐ (x : α) ∂ν, μ.rnDeriv ν x ≠ ⊤ - MeasureTheory.Measure.AbsolutelyContinuous.withDensity_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν ξ : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] (hξμ : ξ.AbsolutelyContinuous μ) (hξν : ξ.AbsolutelyContinuous ν) : ξ.AbsolutelyContinuous (ν.withDensity (μ.rnDeriv ν)) - MeasureTheory.Measure.rnDeriv_withDensity 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν] {f : α → ENNReal} (hf : Measurable f) : (ν.withDensity f).rnDeriv ν =ᵐ[ν] f - MeasureTheory.Measure.rnDeriv_lt_top 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] : ∀ᵐ (x : α) ∂ν, μ.rnDeriv ν x < ⊤ - MeasureTheory.Measure.rnDeriv_withDensity₀ 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν] {f : α → ENNReal} (hf : AEMeasurable f ν) : (ν.withDensity f).rnDeriv ν =ᵐ[ν] f - MeasureTheory.Measure.withDensity_rnDeriv_eq_zero 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] : ν.withDensity (μ.rnDeriv ν) = 0 ↔ μ.MutuallySingular ν - MeasureTheory.Measure.rnDeriv_singularPart 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) : (μ.singularPart ν).rnDeriv ν =ᵐ[ν] 0 - MeasureTheory.Measure.MutuallySingular.rnDeriv_ae_eq_zero 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} (hμν : μ.MutuallySingular ν) : μ.rnDeriv ν =ᵐ[ν] 0 - MeasureTheory.Measure.haveLebesgueDecomposition_add 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) - MeasureTheory.Measure.rnDeriv_add_singularPart 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] : ν.withDensity (μ.rnDeriv ν) + μ.singularPart ν = μ - MeasureTheory.Measure.rnDeriv_zero 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν : MeasureTheory.Measure α) : MeasureTheory.Measure.rnDeriv 0 ν =ᵐ[ν] 0 - MeasureTheory.Measure.singularPart_add_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = μ - MeasureTheory.Measure.rnDeriv_eq_zero 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] : μ.rnDeriv ν =ᵐ[ν] 0 ↔ μ.MutuallySingular ν - MeasureTheory.Measure.measure_sub_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] [MeasureTheory.IsFiniteMeasure μ] : μ - ν.withDensity (μ.rnDeriv ν) = μ.singularPart ν - MeasureTheory.Measure.measure_sub_singularPart 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] [MeasureTheory.IsFiniteMeasure μ] : μ - μ.singularPart ν = ν.withDensity (μ.rnDeriv ν) - MeasureTheory.Measure.lintegral_rnDeriv_lt_top_of_measure_ne_top 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} (ν : MeasureTheory.Measure α) {s : Set α} (hs : μ s ≠ ⊤) : ∫⁻ (x : α) in s, μ.rnDeriv ν x ∂ν < ⊤ - MeasureTheory.Measure.rnDeriv_restrict 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite ν] {s : Set α} (hs : MeasurableSet s) : (μ.restrict s).rnDeriv ν =ᵐ[ν] s.indicator (μ.rnDeriv ν) - MeasureTheory.Measure.rnDeriv_restrict_self 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν] {s : Set α} (hs : MeasurableSet s) : (ν.restrict s).rnDeriv ν =ᵐ[ν] s.indicator 1 - MeasureTheory.Measure.eq_withDensity_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν s : MeasureTheory.Measure α} {f : α → ENNReal} (hf : Measurable f) (hs : s.MutuallySingular ν) (hadd : μ = s + ν.withDensity f) : ν.withDensity f = ν.withDensity (μ.rnDeriv ν) - MeasureTheory.Measure.haveLebesgueDecomposition_spec 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [h : μ.HaveLebesgueDecomposition ν] : Measurable (μ.rnDeriv ν) ∧ (μ.singularPart ν).MutuallySingular ν ∧ μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) - MeasureTheory.Measure.eq_withDensity_rnDeriv₀ 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν s : MeasureTheory.Measure α} {f : α → ENNReal} (hf : AEMeasurable f ν) (hs : s.MutuallySingular ν) (hadd : μ = s + ν.withDensity f) : ν.withDensity f = ν.withDensity (μ.rnDeriv ν) - MeasureTheory.Measure.rnDeriv_add_of_mutuallySingular 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν₁ ν₂ μ : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν₁] [MeasureTheory.SigmaFinite ν₂] [MeasureTheory.SigmaFinite μ] (h : ν₂.MutuallySingular μ) : (ν₁ + ν₂).rnDeriv μ =ᵐ[μ] ν₁.rnDeriv μ - MeasureTheory.Measure.eq_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite ν] {s : MeasureTheory.Measure α} {f : α → ENNReal} (hf : Measurable f) (hs : s.MutuallySingular ν) (hadd : μ = s + ν.withDensity f) : f =ᵐ[ν] μ.rnDeriv ν - MeasureTheory.Measure.eq_rnDeriv₀ 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite ν] {s : MeasureTheory.Measure α} {f : α → ENNReal} (hf : AEMeasurable f ν) (hs : s.MutuallySingular ν) (hadd : μ = s + ν.withDensity f) : f =ᵐ[ν] μ.rnDeriv ν - MeasureTheory.Measure.rnDeriv_add' 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν₁ ν₂ μ : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν₁] [MeasureTheory.SigmaFinite ν₂] [MeasureTheory.SigmaFinite μ] : (ν₁ + ν₂).rnDeriv μ =ᵐ[μ] ν₁.rnDeriv μ + ν₂.rnDeriv μ - MeasureTheory.Measure.singularPart_eq_restrict' 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {s : Set α} [μ.HaveLebesgueDecomposition ν] (hμs : (μ.singularPart ν) sᶜ = 0) (hνs : (ν.withDensity (μ.rnDeriv ν)) s = 0) : μ.singularPart ν = μ.restrict s - MeasureTheory.Measure.rnDeriv_smul_left_of_ne_top' 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite μ] {r : ENNReal} (hr : r ≠ ⊤) : (r • ν).rnDeriv μ =ᵐ[μ] r • ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_smul_left_of_ne_top 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure ν] [ν.HaveLebesgueDecomposition μ] {r : ENNReal} (hr : r ≠ ⊤) : (r • ν).rnDeriv μ =ᵐ[μ] r • ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_add 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν₁ ν₂ μ : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure ν₁] [MeasureTheory.IsFiniteMeasure ν₂] [ν₁.HaveLebesgueDecomposition μ] [ν₂.HaveLebesgueDecomposition μ] [(ν₁ + ν₂).HaveLebesgueDecomposition μ] : (ν₁ + ν₂).rnDeriv μ =ᵐ[μ] ν₁.rnDeriv μ + ν₂.rnDeriv μ - MeasureTheory.Measure.rnDeriv_smul_left' 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite μ] (r : NNReal) : (r • ν).rnDeriv μ =ᵐ[μ] r • ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_smul_left 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure ν] [ν.HaveLebesgueDecomposition μ] (r : NNReal) : (r • ν).rnDeriv μ =ᵐ[μ] r • ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_smul_right_of_ne_top' 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite μ] {r : ENNReal} (hr : r ≠ 0) (hr_ne_top : r ≠ ⊤) : ν.rnDeriv (r • μ) =ᵐ[μ] r⁻¹ • ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_smul_right_of_ne_top 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure ν] [ν.HaveLebesgueDecomposition μ] {r : ENNReal} (hr : r ≠ 0) (hr_ne_top : r ≠ ⊤) : ν.rnDeriv (r • μ) =ᵐ[μ] r⁻¹ • ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_smul_right' 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite μ] {r : NNReal} (hr : r ≠ 0) : ν.rnDeriv (r • μ) =ᵐ[μ] r⁻¹ • ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_smul_right 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure ν] [ν.HaveLebesgueDecomposition μ] {r : NNReal} (hr : r ≠ 0) : ν.rnDeriv (r • μ) =ᵐ[μ] r⁻¹ • ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_smul_same 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (ν μ : MeasureTheory.Measure α) [MeasureTheory.IsFiniteMeasure ν] [ν.HaveLebesgueDecomposition μ] {r : NNReal} (hr : r ≠ 0) : (r • ν).rnDeriv (r • μ) =ᵐ[μ] ν.rnDeriv μ - MeasureTheory.Measure.rnDeriv_def 📋 Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
{α : Type u_2} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) : μ.rnDeriv ν = if h : μ.HaveLebesgueDecomposition ν then (Classical.choose ⋯).2 else 0 - VitaliFamily.ae_tendsto_rnDeriv 📋 Mathlib.MeasureTheory.Covering.Differentiation
{α : Type u_1} [PseudoMetricSpace α] {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (v : VitaliFamily μ) [SecondCountableTopology α] [BorelSpace α] [MeasureTheory.IsLocallyFiniteMeasure μ] (ρ : MeasureTheory.Measure α) [MeasureTheory.IsLocallyFiniteMeasure ρ] : ∀ᵐ (x : α) ∂μ, Filter.Tendsto (fun a => ρ a / μ a) (v.filterAt x) (nhds (ρ.rnDeriv μ x)) - VitaliFamily.ae_tendsto_rnDeriv_of_absolutelyContinuous 📋 Mathlib.MeasureTheory.Covering.Differentiation
{α : Type u_1} [PseudoMetricSpace α] {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (v : VitaliFamily μ) [SecondCountableTopology α] [BorelSpace α] [MeasureTheory.IsLocallyFiniteMeasure μ] {ρ : MeasureTheory.Measure α} [MeasureTheory.IsLocallyFiniteMeasure ρ] (hρ : ρ.AbsolutelyContinuous μ) : ∀ᵐ (x : α) ∂μ, Filter.Tendsto (fun a => ρ a / μ a) (v.filterAt x) (nhds (ρ.rnDeriv μ x)) - StieltjesFunction.ae_hasDerivAt 📋 Mathlib.Analysis.Calculus.Monotone
(f : StieltjesFunction ℝ) : ∀ᵐ (x : ℝ), HasDerivAt (↑f) (f.measure.rnDeriv MeasureTheory.volume x).toReal x - Monotone.ae_hasDerivAt 📋 Mathlib.Analysis.Calculus.Monotone
{f : ℝ → ℝ} (hf : Monotone f) : ∀ᵐ (x : ℝ), HasDerivAt f (hf.stieltjesFunction.measure.rnDeriv MeasureTheory.volume x).toReal x - Besicovitch.ae_tendsto_rnDeriv 📋 Mathlib.MeasureTheory.Covering.Besicovitch
{β : Type u} [MetricSpace β] [MeasurableSpace β] [BorelSpace β] [SecondCountableTopology β] [HasBesicovitchCovering β] (ρ μ : MeasureTheory.Measure β) [MeasureTheory.IsLocallyFiniteMeasure μ] [MeasureTheory.IsLocallyFiniteMeasure ρ] : ∀ᵐ (x : β) ∂μ, Filter.Tendsto (fun r => ρ (Metric.closedBall x r) / μ (Metric.closedBall x r)) (nhdsWithin 0 (Set.Ioi 0)) (nhds (ρ.rnDeriv μ x)) - MeasureTheory.Measure.withDensity_rnDeriv_eq 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [μ.HaveLebesgueDecomposition ν] (h : μ.AbsolutelyContinuous ν) : ν.withDensity (μ.rnDeriv ν) = μ - MeasureTheory.Measure.absolutelyContinuous_iff_withDensity_rnDeriv_eq 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] : μ.AbsolutelyContinuous ν ↔ ν.withDensity (μ.rnDeriv ν) = μ - MeasureTheory.Measure.lintegral_rnDeriv_le 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} : ∫⁻ (x : α), μ.rnDeriv ν x ∂ν ≤ μ Set.univ - MeasureTheory.Measure.setLIntegral_rnDeriv_le 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} (s : Set α) : ∫⁻ (x : α) in s, μ.rnDeriv ν x ∂ν ≤ μ s - MeasureTheory.Measure.integral_toReal_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) : ∫ (x : α), (μ.rnDeriv ν x).toReal ∂ν = μ.real Set.univ - MeasureTheory.Measure.lintegral_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) : ∫⁻ (x : α), μ.rnDeriv ν x ∂ν = μ Set.univ - MeasureTheory.Measure.rnDeriv_eq_zero_ae_singularPart 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] : ∀ᵐ (x : α) ∂ν.singularPart μ, μ.rnDeriv ν x = 0 - MeasureTheory.Measure.setIntegral_toReal_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) (s : Set α) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal ∂ν = μ.real s - MeasureTheory.Measure.rnDeriv_pos 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) : ∀ᵐ (x : α) ∂μ, 0 < μ.rnDeriv ν x - MeasureTheory.Measure.rnDeriv_withDensity_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) : μ.rnDeriv (μ.withDensity (ν.rnDeriv μ)) =ᵐ[μ] μ.rnDeriv ν - MeasureTheory.Measure.setIntegral_toReal_rnDeriv_eq_withDensity 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SFinite ν] (s : Set α) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal ∂ν = (ν.withDensity (μ.rnDeriv ν)).real s - MeasureTheory.Measure.setIntegral_toReal_rnDeriv_eq_withDensity' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] {s : Set α} (hs : MeasurableSet s) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal ∂ν = (ν.withDensity (μ.rnDeriv ν)).real s - MeasureTheory.Measure.inv_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) : (μ.rnDeriv ν)⁻¹ =ᵐ[μ] ν.rnDeriv μ - MeasureTheory.Measure.inv_rnDeriv' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) : (ν.rnDeriv μ)⁻¹ =ᵐ[μ] μ.rnDeriv ν - MeasureTheory.Measure.setLIntegral_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SFinite ν] (hμν : μ.AbsolutelyContinuous ν) (s : Set α) : ∫⁻ (x : α) in s, μ.rnDeriv ν x ∂ν = μ s - MeasureTheory.Measure.setLIntegral_rnDeriv' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) {s : Set α} (hs : MeasurableSet s) : ∫⁻ (x : α) in s, μ.rnDeriv ν x ∂ν = μ s - MeasureTheory.Measure.rnDeriv_pos' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [ν.HaveLebesgueDecomposition μ] [MeasureTheory.SigmaFinite μ] (hμν : μ.AbsolutelyContinuous ν) : ∀ᵐ (x : α) ∂μ, 0 < ν.rnDeriv μ x - MeasureTheory.Measure.setIntegral_toReal_rnDeriv' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) {s : Set α} (hs : MeasurableSet s) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal ∂ν = μ.real s - MeasureTheory.Measure.integral_toReal_rnDeriv' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.SigmaFinite ν] : ∫ (x : α), (μ.rnDeriv ν x).toReal ∂ν = μ.real Set.univ - (μ.singularPart ν).real Set.univ - MeasureTheory.Measure.integrableOn_toReal_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {s : Set α} (hμs : μ s ≠ ⊤) : MeasureTheory.IntegrableOn (fun x => (μ.rnDeriv ν x).toReal) s ν - MeasureTheory.lintegral_rnDeriv_mul 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) {f : α → ENNReal} (hf : AEMeasurable f ν) : ∫⁻ (x : α), μ.rnDeriv ν x * f x ∂ν = ∫⁻ (x : α), f x ∂μ - MeasureTheory.Measure.rnDeriv_eq_one_iff_eq 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) : μ.rnDeriv ν =ᵐ[ν] 1 ↔ μ = ν - MeasureTheory.Measure.setIntegral_toReal_rnDeriv_le 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] {s : Set α} (hμs : μ s ≠ ⊤) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal ∂ν ≤ μ.real s - MeasureTheory.Measure.rnDeriv_eq_zero_of_mutuallySingular 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν ν' : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν'] [MeasureTheory.SigmaFinite ν'] (h : μ.MutuallySingular ν) (hνν' : ν.AbsolutelyContinuous ν') : μ.rnDeriv ν' =ᵐ[ν] 0 - MeasureTheory.Measure.rnDeriv_le_one_of_le 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} (hμν : μ ≤ ν) [MeasureTheory.SigmaFinite ν] : μ.rnDeriv ν ≤ᵐ[ν] 1 - MeasureTheory.integral_toReal_rnDeriv_mul 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite μ] (hμν : μ.AbsolutelyContinuous ν) {f : α → ℝ} : ∫ (x : α), (μ.rnDeriv ν x).toReal * f x ∂ν = ∫ (x : α), f x ∂μ - MeasureTheory.Measure.ae_rnDeriv_ne_zero_imp_of_ae 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} (ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] {p : α → Prop} (h : ∀ᵐ (a : α) ∂μ, p a) : ∀ᵐ (a : α) ∂ν, μ.rnDeriv ν a ≠ 0 → p a - MeasureTheory.Measure.inv_rnDeriv_aux 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [ν.HaveLebesgueDecomposition μ] [MeasureTheory.SigmaFinite μ] (hμν : μ.AbsolutelyContinuous ν) (hνμ : ν.AbsolutelyContinuous μ) : (μ.rnDeriv ν)⁻¹ =ᵐ[μ] ν.rnDeriv μ - MeasurableEmbedding.rnDeriv_map 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {mβ : MeasurableSpace β} {f : α → β} (hf : MeasurableEmbedding f) (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] : (fun x => (MeasureTheory.Measure.map f μ).rnDeriv (MeasureTheory.Measure.map f ν) (f x)) =ᵐ[ν] μ.rnDeriv ν - MeasureTheory.Measure.rnDeriv_add_right_of_mutuallySingular 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν ν' : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite ν'] (hνν' : ν.MutuallySingular ν') : μ.rnDeriv (ν + ν') =ᵐ[ν] μ.rnDeriv ν - MeasurableEmbedding.rnDeriv_map_aux 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {mβ : MeasurableSpace β} {f : α → β} (hf : MeasurableEmbedding f) (hμν : μ.AbsolutelyContinuous ν) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] : (fun x => (MeasureTheory.Measure.map f μ).rnDeriv (MeasureTheory.Measure.map f ν) (f x)) =ᵐ[ν] μ.rnDeriv ν - MeasurableEmbedding.map_withDensity_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {mβ : MeasurableSpace β} {f : α → β} (hf : MeasurableEmbedding f) (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] : MeasureTheory.Measure.map f (ν.withDensity (μ.rnDeriv ν)) = (MeasureTheory.Measure.map f ν).withDensity ((MeasureTheory.Measure.map f μ).rnDeriv (MeasureTheory.Measure.map f ν)) - MeasureTheory.setIntegral_toReal_rnDeriv_mul' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) (f : α → ℝ) (s : Set α) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal * f x ∂ν = ∫ (x : α) in s, f x ∂μ - MeasureTheory.Measure.rnDeriv_le_one_iff_le 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) : μ.rnDeriv ν ≤ᵐ[ν] 1 ↔ μ ≤ ν - MeasureTheory.Measure.rnDeriv_eq_div 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν ξ : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite ξ] (hμ : μ.AbsolutelyContinuous ξ) (hν : ν.AbsolutelyContinuous ξ) : μ.rnDeriv ν =ᵐ[ν] fun x => μ.rnDeriv ξ x / ν.rnDeriv ξ x - MeasureTheory.setLIntegral_rnDeriv_mul 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) {f : α → ENNReal} (hf : AEMeasurable f ν) {s : Set α} (hs : MeasurableSet s) : ∫⁻ (x : α) in s, μ.rnDeriv ν x * f x ∂ν = ∫⁻ (x : α) in s, f x ∂μ - MeasureTheory.Measure.rnDeriv_add_right_of_mutuallySingular' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν ν' : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite ν'] (hμν' : μ.MutuallySingular ν') (hνν' : ν.MutuallySingular ν') : μ.rnDeriv (ν + ν') =ᵐ[ν] μ.rnDeriv ν - MeasureTheory.Measure.rnDeriv_withDensity_left_of_absolutelyContinuous 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ENNReal} {ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) (hf : AEMeasurable f ν) : (μ.withDensity f).rnDeriv ν =ᵐ[ν] fun x => f x * μ.rnDeriv ν x - MeasureTheory.Measure.rnDeriv_add_self 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] : μ.rnDeriv (ν + μ) =ᵐ[μ] fun x => (ν.rnDeriv μ x + 1)⁻¹ - MeasureTheory.setIntegral_toReal_rnDeriv_mul 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite μ] (hμν : μ.AbsolutelyContinuous ν) {f : α → ℝ} {s : Set α} (hs : MeasurableSet s) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal * f x ∂ν = ∫ (x : α) in s, f x ∂μ - MeasureTheory.Measure.rnDeriv_mul_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν κ : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite κ] (hμν : μ.AbsolutelyContinuous ν) : μ.rnDeriv ν * ν.rnDeriv κ =ᵐ[κ] μ.rnDeriv κ - MeasureTheory.Measure.rnDeriv_mul_rnDeriv' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν κ : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite κ] (hνκ : ν.AbsolutelyContinuous κ) : μ.rnDeriv ν * ν.rnDeriv κ =ᵐ[ν] μ.rnDeriv κ - MeasureTheory.Measure.rnDeriv_withDensity_withDensity_rnDeriv_left 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {f : α → ENNReal} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hf_ne_top : ∀ᵐ (x : α) ∂μ, f x ≠ ⊤) : ((ν.withDensity (μ.rnDeriv ν)).withDensity f).rnDeriv ν =ᵐ[ν] (μ.withDensity f).rnDeriv ν - MeasureTheory.integrable_toReal_rnDeriv_mul_iff 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite μ] (hμν : μ.AbsolutelyContinuous ν) {f : α → ℝ} : MeasureTheory.Integrable (fun x => (μ.rnDeriv ν x).toReal * f x) ν ↔ MeasureTheory.Integrable f μ - MeasureTheory.Measure.rnDeriv_self_add 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] : μ.rnDeriv (μ + ν) =ᵐ[ν] fun x => μ.rnDeriv ν x / (μ.rnDeriv ν x + 1) - MeasureTheory.Measure.rnDeriv_withDensity_left 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {f : α → ENNReal} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hfν : AEMeasurable f ν) (hf_ne_top : ∀ᵐ (x : α) ∂μ, f x ≠ ⊤) : (μ.withDensity f).rnDeriv ν =ᵐ[ν] fun x => f x * μ.rnDeriv ν x - MeasureTheory.Measure.rnDeriv_eq_div_rnDeriv_add 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] : μ.rnDeriv ν =ᵐ[ν] fun x => μ.rnDeriv (μ + ν) x / ν.rnDeriv (μ + ν) x - MeasureTheory.Measure.rnDeriv_add_right_of_absolutelyContinuous_of_mutuallySingular 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν ν' : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [μ.HaveLebesgueDecomposition (ν + ν')] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) (hνν' : ν.MutuallySingular ν') : μ.rnDeriv (ν + ν') =ᵐ[ν] μ.rnDeriv ν - MeasureTheory.Measure.rnDeriv_withDensity_withDensity_rnDeriv_right 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {f : α → ENNReal} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hf : AEMeasurable f ν) (hf_ne_zero : ∀ᵐ (x : α) ∂ν, f x ≠ 0) (hf_ne_top : ∀ᵐ (x : α) ∂ν, f x ≠ ⊤) : (ν.withDensity (μ.rnDeriv ν)).rnDeriv (ν.withDensity f) =ᵐ[ν] μ.rnDeriv (ν.withDensity f) - MeasureTheory.Measure.rnDeriv_withDensity_right 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {f : α → ENNReal} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hf : AEMeasurable f ν) (hf_ne_zero : ∀ᵐ (x : α) ∂ν, f x ≠ 0) (hf_ne_top : ∀ᵐ (x : α) ∂ν, f x ≠ ⊤) : μ.rnDeriv (ν.withDensity f) =ᵐ[ν] fun x => (f x)⁻¹ * μ.rnDeriv ν x - MeasureTheory.Measure.rnDeriv_withDensity_right_of_absolutelyContinuous 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ENNReal} {ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) (hf : AEMeasurable f ν) (hf_ne_zero : ∀ᵐ (x : α) ∂ν, f x ≠ 0) (hf_ne_top : ∀ᵐ (x : α) ∂ν, f x ≠ ⊤) : μ.rnDeriv (ν.withDensity f) =ᵐ[ν] fun x => (f x)⁻¹ * μ.rnDeriv ν x - MeasureTheory.conv_eq_withDensity_lconvolution_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{G : Type u_3} [AddGroup G] {mG : MeasurableSpace G} [MeasurableAdd₂ G] [MeasurableNeg G] {μ : MeasureTheory.Measure G} [μ.IsAddLeftInvariant] [MeasureTheory.SFinite μ] {ν₁ ν₂ : MeasureTheory.Measure G} [ν₁.HaveLebesgueDecomposition μ] [ν₂.HaveLebesgueDecomposition μ] (hν₁ : ν₁.AbsolutelyContinuous μ) (hν₂ : ν₂.AbsolutelyContinuous μ) : ν₁.conv ν₂ = μ.withDensity (MeasureTheory.lconvolution (ν₁.rnDeriv μ) (ν₂.rnDeriv μ) μ) - MeasureTheory.mconv_eq_withDensity_mlconvolution_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{G : Type u_3} [Group G] {mG : MeasurableSpace G} [MeasurableMul₂ G] [MeasurableInv G] {μ : MeasureTheory.Measure G} [μ.IsMulLeftInvariant] [MeasureTheory.SFinite μ] {ν₁ ν₂ : MeasureTheory.Measure G} [ν₁.HaveLebesgueDecomposition μ] [ν₂.HaveLebesgueDecomposition μ] (hν₁ : ν₁.AbsolutelyContinuous μ) (hν₂ : ν₂.AbsolutelyContinuous μ) : ν₁.mconv ν₂ = μ.withDensity (MeasureTheory.mlconvolution (ν₁.rnDeriv μ) (ν₂.rnDeriv μ) μ) - MeasureTheory.integral_rnDeriv_smul 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite μ] {f : α → E} (hμν : μ.AbsolutelyContinuous ν) : ∫ (x : α), (μ.rnDeriv ν x).toReal • f x ∂ν = ∫ (x : α), f x ∂μ - MeasureTheory.rnDeriv_conv' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{G : Type u_3} [AddGroup G] {mG : MeasurableSpace G} [MeasurableAdd₂ G] [MeasurableNeg G] {μ : MeasureTheory.Measure G} [μ.IsAddLeftInvariant] [MeasureTheory.SigmaFinite μ] {ν₁ ν₂ : MeasureTheory.Measure G} [MeasureTheory.SigmaFinite ν₁] [MeasureTheory.SigmaFinite ν₂] (hν₁ : ν₁.AbsolutelyContinuous μ) (hν₂ : ν₂.AbsolutelyContinuous μ) : (ν₁.conv ν₂).rnDeriv μ =ᵐ[μ] MeasureTheory.lconvolution (ν₁.rnDeriv μ) (ν₂.rnDeriv μ) μ - MeasureTheory.rnDeriv_mconv' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{G : Type u_3} [Group G] {mG : MeasurableSpace G} [MeasurableMul₂ G] [MeasurableInv G] {μ : MeasureTheory.Measure G} [μ.IsMulLeftInvariant] [MeasureTheory.SigmaFinite μ] {ν₁ ν₂ : MeasureTheory.Measure G} [MeasureTheory.SigmaFinite ν₁] [MeasureTheory.SigmaFinite ν₂] (hν₁ : ν₁.AbsolutelyContinuous μ) (hν₂ : ν₂.AbsolutelyContinuous μ) : (ν₁.mconv ν₂).rnDeriv μ =ᵐ[μ] MeasureTheory.mlconvolution (ν₁.rnDeriv μ) (ν₂.rnDeriv μ) μ - MeasureTheory.setIntegral_rnDeriv_smul' 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [MeasureTheory.SigmaFinite μ] {f : α → E} [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) (s : Set α) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal • f x ∂ν = ∫ (x : α) in s, f x ∂μ - MeasureTheory.setIntegral_rnDeriv_smul 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite μ] {f : α → E} (hμν : μ.AbsolutelyContinuous ν) {s : Set α} (hs : MeasurableSet s) : ∫ (x : α) in s, (μ.rnDeriv ν x).toReal • f x ∂ν = ∫ (x : α) in s, f x ∂μ - MeasureTheory.Measure.rnDeriv_div_rnDeriv_eq_div_rnDeriv_add 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {μ ν ξ : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] [MeasureTheory.SigmaFinite ξ] (hμ : μ.AbsolutelyContinuous ξ) (hν : ν.AbsolutelyContinuous ξ) : (fun x => μ.rnDeriv ξ x / ν.rnDeriv ξ x) =ᵐ[μ + ν] fun x => μ.rnDeriv (μ + ν) x / ν.rnDeriv (μ + ν) x - MeasureTheory.rnDeriv_conv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{G : Type u_3} [AddGroup G] {mG : MeasurableSpace G} [MeasurableAdd₂ G] [MeasurableNeg G] {μ : MeasureTheory.Measure G} [μ.IsAddLeftInvariant] [MeasureTheory.SFinite μ] {ν₁ ν₂ : MeasureTheory.Measure G} [MeasureTheory.IsFiniteMeasure ν₁] [MeasureTheory.IsFiniteMeasure ν₂] [ν₁.HaveLebesgueDecomposition μ] [ν₂.HaveLebesgueDecomposition μ] (hν₁ : ν₁.AbsolutelyContinuous μ) (hν₂ : ν₂.AbsolutelyContinuous μ) : (ν₁.conv ν₂).rnDeriv μ =ᵐ[μ] MeasureTheory.lconvolution (ν₁.rnDeriv μ) (ν₂.rnDeriv μ) μ - MeasureTheory.rnDeriv_mconv 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{G : Type u_3} [Group G] {mG : MeasurableSpace G} [MeasurableMul₂ G] [MeasurableInv G] {μ : MeasureTheory.Measure G} [μ.IsMulLeftInvariant] [MeasureTheory.SFinite μ] {ν₁ ν₂ : MeasureTheory.Measure G} [MeasureTheory.IsFiniteMeasure ν₁] [MeasureTheory.IsFiniteMeasure ν₂] [ν₁.HaveLebesgueDecomposition μ] [ν₂.HaveLebesgueDecomposition μ] (hν₁ : ν₁.AbsolutelyContinuous μ) (hν₂ : ν₂.AbsolutelyContinuous μ) : (ν₁.mconv ν₂).rnDeriv μ =ᵐ[μ] MeasureTheory.mlconvolution (ν₁.rnDeriv μ) (ν₂.rnDeriv μ) μ - MeasureTheory.integrable_rnDeriv_smul_iff 📋 Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym
{α : Type u_3} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite μ] {f : α → E} (hμν : μ.AbsolutelyContinuous ν) : MeasureTheory.Integrable (fun x => (μ.rnDeriv ν x).toReal • f x) ν ↔ MeasureTheory.Integrable f μ - MeasureTheory.MeasurePreserving.withDensity_rnDeriv 📋 Mathlib.Dynamics.Ergodic.RadonNikodym
{X : Type u_1} {m : MeasurableSpace X} {μ ν : MeasureTheory.Measure X} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.SigmaFinite ν] {f : X → X} (hfμ : MeasureTheory.MeasurePreserving f μ μ) (hfν : MeasureTheory.MeasurePreserving f ν ν) : MeasureTheory.MeasurePreserving f (ν.withDensity (μ.rnDeriv ν)) (ν.withDensity (μ.rnDeriv ν)) - MeasureTheory.MeasurePreserving.rnDeriv_comp_aeEq 📋 Mathlib.Dynamics.Ergodic.RadonNikodym
{X : Type u_1} {m : MeasurableSpace X} {μ ν : MeasureTheory.Measure X} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {f : X → X} (hfμ : MeasureTheory.MeasurePreserving f μ μ) (hfν : MeasureTheory.MeasurePreserving f ν ν) : μ.rnDeriv ν ∘ f =ᵐ[ν] μ.rnDeriv ν - MeasureTheory.SignedMeasure.rnDeriv_def 📋 Mathlib.MeasureTheory.VectorMeasure.Decomposition.Lebesgue
{α : Type u_1} {m : MeasurableSpace α} (s : MeasureTheory.SignedMeasure α) (μ : MeasureTheory.Measure α) : s.rnDeriv μ = fun x => (s.toJordanDecomposition.posPart.rnDeriv μ x).toReal - (s.toJordanDecomposition.negPart.rnDeriv μ x).toReal - MeasureTheory.withDensityᵥ_rnDeriv_smul 📋 Mathlib.MeasureTheory.VectorMeasure.Decomposition.RadonNikodym
{α : Type u_1} {m : MeasurableSpace α} {E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] {μ ν : MeasureTheory.Measure α} [μ.HaveLebesgueDecomposition ν] [MeasureTheory.SigmaFinite μ] {f : α → E} (hμν : μ.AbsolutelyContinuous ν) (hf : MeasureTheory.Integrable f μ) : (ν.withDensityᵥ fun x => (μ.rnDeriv ν x).toReal • f x) = μ.withDensityᵥ f - ProbabilityTheory.Kernel.rnDeriv_eq_rnDeriv_measure 📋 Mathlib.Probability.Kernel.RadonNikodym
{α : Type u_1} {γ : Type u_2} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {κ η : ProbabilityTheory.Kernel α γ} [hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ] [ProbabilityTheory.IsFiniteKernel η] [ProbabilityTheory.IsFiniteKernel κ] {a : α} : κ.rnDeriv η a =ᵐ[η a] (κ a).rnDeriv (η a) - ProbabilityTheory.Kernel.eq_rnDeriv_measure 📋 Mathlib.Probability.Kernel.RadonNikodym
{α : Type u_1} {γ : Type u_2} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {κ η ξ : ProbabilityTheory.Kernel α γ} {f : α → γ → ENNReal} [ProbabilityTheory.IsFiniteKernel η] (h : κ = η.withDensity f + ξ) (hf : Measurable (Function.uncurry f)) (a : α) (hξ : (ξ a).MutuallySingular (η a)) : f a =ᵐ[η a] (κ a).rnDeriv (η a) - 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.Measure.integrable_toReal_rnDeriv 📋 Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv
{𝓧 : Type u_1} {m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] : MeasureTheory.Integrable (fun x => (μ.rnDeriv ν x).toReal) ν - 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.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 - MeasureTheory.mul_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.IsFiniteMeasure 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) : ν.real Set.univ * f (μ.real Set.univ / ν.real Set.univ) ≤ ∫ (x : 𝓧), f (μ.rnDeriv ν x).toReal ∂ν - 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 - MeasureTheory.rnDeriv_tilted_left_self 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.SigmaFinite μ] (hf : AEMeasurable f μ) : (μ.tilted f).rnDeriv μ =ᵐ[μ] fun x => ENNReal.ofReal (Real.exp (f x) / ∫ (x : α), Real.exp (f x) ∂μ) - MeasureTheory.log_rnDeriv_tilted_left_self 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : α → ℝ} [MeasureTheory.SigmaFinite μ] (hf : MeasureTheory.Integrable (fun x => Real.exp (f x)) μ) : (fun x => Real.log ((μ.tilted f).rnDeriv μ x).toReal) =ᵐ[μ] fun x => f x - Real.log (∫ (x : α), Real.exp (f x) ∂μ) - MeasureTheory.toReal_rnDeriv_tilted_left 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} (μ : MeasureTheory.Measure α) {f : α → ℝ} {ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hfν : AEMeasurable f ν) : (fun x => ((μ.tilted f).rnDeriv ν x).toReal) =ᵐ[ν] fun x => (Real.exp (f x) / ∫ (x : α), Real.exp (f x) ∂μ) * (μ.rnDeriv ν x).toReal - MeasureTheory.rnDeriv_tilted_left 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} (μ : MeasureTheory.Measure α) {f : α → ℝ} {ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hfν : AEMeasurable f ν) : (μ.tilted f).rnDeriv ν =ᵐ[ν] fun x => ENNReal.ofReal (Real.exp (f x) / ∫ (x : α), Real.exp (f x) ∂μ) * μ.rnDeriv ν x - MeasureTheory.toReal_rnDeriv_tilted_right 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} {f : α → ℝ} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hf : MeasureTheory.Integrable (fun x => Real.exp (f x)) ν) : (fun x => (μ.rnDeriv (ν.tilted f) x).toReal) =ᵐ[ν] fun x => (Real.exp (-f x) * ∫ (x : α), Real.exp (f x) ∂ν) * (μ.rnDeriv ν x).toReal - MeasureTheory.rnDeriv_tilted_right 📋 Mathlib.MeasureTheory.Measure.Tilted
{α : Type u_1} {mα : MeasurableSpace α} {f : α → ℝ} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hf : MeasureTheory.Integrable (fun x => Real.exp (f x)) ν) : μ.rnDeriv (ν.tilted f) =ᵐ[ν] fun x => ENNReal.ofReal (Real.exp (-f x) * ∫ (x : α), Real.exp (f x) ∂ν) * μ.rnDeriv ν x - MeasureTheory.llr_def 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) : MeasureTheory.llr μ ν = fun x => Real.log (μ.rnDeriv ν x).toReal - MeasureTheory.exp_llr_of_ac' 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : ν.AbsolutelyContinuous μ) : (fun x => Real.exp (MeasureTheory.llr μ ν x)) =ᵐ[ν] fun x => (μ.rnDeriv ν x).toReal - MeasureTheory.exp_llr_of_ac 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) : (fun x => Real.exp (MeasureTheory.llr μ ν x)) =ᵐ[μ] fun x => (μ.rnDeriv ν x).toReal - MeasureTheory.exp_neg_llr 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : μ.AbsolutelyContinuous ν) : (fun x => Real.exp (-MeasureTheory.llr μ ν x)) =ᵐ[μ] fun x => (ν.rnDeriv μ x).toReal - MeasureTheory.exp_neg_llr' 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν] (hμν : ν.AbsolutelyContinuous μ) : (fun x => Real.exp (-MeasureTheory.llr μ ν x)) =ᵐ[ν] fun x => (ν.rnDeriv μ x).toReal - MeasureTheory.integral_rnDeriv_mul_log 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) : ∫ (a : α), (μ.rnDeriv ν a).toReal * Real.log (μ.rnDeriv ν a).toReal ∂ν = ∫ (a : α), MeasureTheory.llr μ ν a ∂μ - MeasureTheory.exp_llr 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} (μ ν : MeasureTheory.Measure α) [MeasureTheory.SigmaFinite μ] : (fun x => Real.exp (MeasureTheory.llr μ ν x)) =ᵐ[ν] fun x => if μ.rnDeriv ν x = 0 then 1 else (μ.rnDeriv ν x).toReal - MeasureTheory.integrable_rnDeriv_mul_log_iff 📋 Mathlib.MeasureTheory.Measure.LogLikelihoodRatio
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.SigmaFinite μ] [μ.HaveLebesgueDecomposition ν] (hμν : μ.AbsolutelyContinuous ν) : MeasureTheory.Integrable (fun a => (μ.rnDeriv ν a).toReal * Real.log (μ.rnDeriv ν a).toReal) ν ↔ MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ - InformationTheory.integrable_klFun_rnDeriv_iff 📋 Mathlib.InformationTheory.KullbackLeibler.KLFun
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (hμν : μ.AbsolutelyContinuous ν) : MeasureTheory.Integrable (fun x => InformationTheory.klFun (μ.rnDeriv ν x).toReal) ν ↔ MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ - InformationTheory.integral_klFun_rnDeriv 📋 Mathlib.InformationTheory.KullbackLeibler.KLFun
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (hμν : μ.AbsolutelyContinuous ν) (h_int : MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ) : ∫ (x : α), InformationTheory.klFun (μ.rnDeriv ν x).toReal ∂ν = ∫ (x : α), MeasureTheory.llr μ ν x ∂μ + ν.real Set.univ - μ.real Set.univ - InformationTheory.klDiv_eq_lintegral_klFun_of_ac 📋 Mathlib.InformationTheory.KullbackLeibler.Basic
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (h_ac : μ.AbsolutelyContinuous ν) : InformationTheory.klDiv μ ν = ∫⁻ (x : α), ENNReal.ofReal (InformationTheory.klFun (μ.rnDeriv ν x).toReal) ∂ν - InformationTheory.klDiv_eq_lintegral_klFun 📋 Mathlib.InformationTheory.KullbackLeibler.Basic
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] : InformationTheory.klDiv μ ν = if μ.AbsolutelyContinuous ν then ∫⁻ (x : α), ENNReal.ofReal (InformationTheory.klFun (μ.rnDeriv ν x).toReal) ∂ν else ⊤ - InformationTheory.toReal_klDiv_eq_integral_klFun 📋 Mathlib.InformationTheory.KullbackLeibler.Basic
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (h : μ.AbsolutelyContinuous ν) : (InformationTheory.klDiv μ ν).toReal = ∫ (x : α), InformationTheory.klFun (μ.rnDeriv ν x).toReal ∂ν - InformationTheory.klDiv_eq_integral_klFun 📋 Mathlib.InformationTheory.KullbackLeibler.Basic
{α : Type u_1} {mα : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] : InformationTheory.klDiv μ ν = if μ.AbsolutelyContinuous ν ∧ MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ then ENNReal.ofReal (∫ (x : α), InformationTheory.klFun (μ.rnDeriv ν x).toReal ∂ν) else ⊤ - 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) - MeasureTheory.condLExp_of_not_sub_sigma_measurable 📋 Mathlib.MeasureTheory.Function.ConditionalLExpectation
{Ω : Type u_1} {mΩ₀ mΩ : MeasurableSpace Ω} (hm : mΩ ≤ mΩ₀) (P : MeasureTheory.Measure Ω) [hσ : MeasureTheory.SigmaFinite (P.trim hm)] {X : Ω → ENNReal} (hX : ¬Measurable X) : P⁻[X | mΩ] = ((P.withDensity X).trim hm).rnDeriv (P.trim hm) - MeasureTheory.condLExp_def 📋 Mathlib.MeasureTheory.Function.ConditionalLExpectation
{Ω : Type u_2} {mΩ₀ : MeasurableSpace Ω} (mΩ : MeasurableSpace Ω) (P : MeasureTheory.Measure Ω) (X : Ω → ENNReal) : P⁻[X | mΩ] = if hm : mΩ ≤ mΩ₀ then if MeasureTheory.SigmaFinite (P.trim hm) then if Measurable X then X else ((P.withDensity X).trim hm).rnDeriv (P.trim hm) else 0 else 0 - MeasureTheory.rnDeriv_map 📋 Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] (hμν : μ.AbsolutelyContinuous ν) {g : 𝓧 → 𝓨} (hg : Measurable g) [hσ : MeasureTheory.SigmaFinite (MeasureTheory.Measure.map g ν)] : (fun a => (MeasureTheory.Measure.map g μ).rnDeriv (MeasureTheory.Measure.map g ν) (g a)) =ᵐ[ν] ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] - MeasureTheory.rnDeriv_trim 📋 Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym
{𝓧 : Type u_1} {m m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} (hm : m ≤ m𝓧) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.SigmaFinite (ν.trim hm)] (hμν : μ.AbsolutelyContinuous ν) : (μ.trim hm).rnDeriv (ν.trim hm) =ᵐ[ν.trim hm] fun x => ENNReal.ofReal (ν[fun x => (μ.rnDeriv ν x).toReal | m] x) - MeasureTheory.toReal_rnDeriv_trim 📋 Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym
{𝓧 : Type u_1} {m m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} (hm : m ≤ m𝓧) [MeasureTheory.IsFiniteMeasure μ] [hsf : MeasureTheory.SigmaFinite (ν.trim hm)] (hμν : μ.AbsolutelyContinuous ν) : (fun x => ((μ.trim hm).rnDeriv (ν.trim hm) x).toReal) =ᵐ[ν.trim hm] ν[fun x => (μ.rnDeriv ν x).toReal | m] - MeasureTheory.toReal_rnDeriv_map 📋 Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] (hμν : μ.AbsolutelyContinuous ν) {g : 𝓧 → 𝓨} (hg : Measurable g) [hσ : MeasureTheory.SigmaFinite (MeasureTheory.Measure.map g ν)] : (fun a => ((MeasureTheory.Measure.map g μ).rnDeriv (MeasureTheory.Measure.map g ν) (g a)).toReal) =ᵐ[ν] ν[fun a => (μ.rnDeriv ν a).toReal | MeasurableSpace.comap g m𝓨] - MeasureTheory.rnDeriv_map_ae_eq_trim 📋 Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] (hμν : μ.AbsolutelyContinuous ν) {g : 𝓧 → 𝓨} (hg : Measurable g) [MeasureTheory.SigmaFinite (MeasureTheory.Measure.map g ν)] : (fun a => (MeasureTheory.Measure.map g μ).rnDeriv (MeasureTheory.Measure.map g ν) (g a)) =ᵐ[ν.trim ⋯] ν⁻[μ.rnDeriv ν | MeasurableSpace.comap g m𝓨] - MeasureTheory.toReal_rnDeriv_map_ae_eq_trim 📋 Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] (hμν : μ.AbsolutelyContinuous ν) {g : 𝓧 → 𝓨} (hg : Measurable g) [MeasureTheory.SigmaFinite (MeasureTheory.Measure.map g ν)] : (fun a => ((MeasureTheory.Measure.map g μ).rnDeriv (MeasureTheory.Measure.map g ν) (g a)).toReal) =ᵐ[ν.trim ⋯] ν[fun a => (μ.rnDeriv ν a).toReal | MeasurableSpace.comap g m𝓨] - InformationTheory.toReal_klDiv_trim_of_ac 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {m m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (hm : m ≤ m𝓧) (hμν : μ.AbsolutelyContinuous ν) : (InformationTheory.klDiv (μ.trim hm) (ν.trim hm)).toReal = ∫ (x : 𝓧), InformationTheory.klFun (ν[fun x => (μ.rnDeriv ν x).toReal | m] x) ∂ν - InformationTheory.toReal_klDiv_map_of_ac 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {g : 𝓧 → 𝓨} (hμν : μ.AbsolutelyContinuous ν) (hg : Measurable g) : (InformationTheory.klDiv (MeasureTheory.Measure.map g μ) (MeasureTheory.Measure.map g ν)).toReal = ∫ (x : 𝓧), InformationTheory.klFun (ν[fun x => (μ.rnDeriv ν x).toReal | MeasurableSpace.comap g m𝓨] x) ∂ν - InformationTheory.klDiv_map_of_ac 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {g : 𝓧 → 𝓨} (hμν : μ.AbsolutelyContinuous ν) (hg : Measurable g) (h_int : MeasureTheory.Integrable (MeasureTheory.llr μ ν) μ) : InformationTheory.klDiv (MeasureTheory.Measure.map g μ) (MeasureTheory.Measure.map g ν) = ENNReal.ofReal (∫ (x : 𝓧), InformationTheory.klFun (ν[fun x => (μ.rnDeriv ν x).toReal | MeasurableSpace.comap g m𝓨] x) ∂ν) - ConvexOn.integrable_comp_rnDeriv_trim 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {m m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {f : ℝ → ℝ} (hm : m ≤ m𝓧) (hμν : μ.AbsolutelyContinuous ν) (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 x => f (μ.rnDeriv ν x).toReal) ν) : MeasureTheory.Integrable (fun x => f ((μ.trim hm).rnDeriv (ν.trim hm) x).toReal) (ν.trim hm) - ConvexOn.integrable_comp_condExp_rnDeriv 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {m m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {f : ℝ → ℝ} (hm : m ≤ m𝓧) (hμν : μ.AbsolutelyContinuous ν) (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 x => f (μ.rnDeriv ν x).toReal) ν) : MeasureTheory.Integrable (fun x => f (ν[fun x => (μ.rnDeriv ν x).toReal | m] x)) ν - ConvexOn.integrable_comp_rnDeriv_map 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {f : ℝ → ℝ} {g : 𝓧 → 𝓨} (hμν : μ.AbsolutelyContinuous ν) (hg : Measurable g) (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 x => f (μ.rnDeriv ν x).toReal) ν) : MeasureTheory.Integrable (fun x => f ((MeasureTheory.Measure.map g μ).rnDeriv (MeasureTheory.Measure.map g ν) x).toReal) (MeasureTheory.Measure.map g ν) - ConvexOn.comp_rnDeriv_trim_le 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {m m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {f : ℝ → ℝ} (hm : m ≤ m𝓧) (hμν : μ.AbsolutelyContinuous ν) (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 x => f (μ.rnDeriv ν x).toReal) ν) : (fun x => f ((μ.trim hm).rnDeriv (ν.trim hm) x).toReal) ≤ᵐ[ν.trim hm] ν[fun x => f (μ.rnDeriv ν x).toReal | m] - ConvexOn.comp_rnDeriv_map_le 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {𝓨 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {m𝓨 : MeasurableSpace 𝓨} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {f : ℝ → ℝ} {g : 𝓧 → 𝓨} (hμν : μ.AbsolutelyContinuous ν) (hg : Measurable g) (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 x => f (μ.rnDeriv ν x).toReal) ν) : (fun x => f ((MeasureTheory.Measure.map g μ).rnDeriv (MeasureTheory.Measure.map g ν) (g x)).toReal) ≤ᵐ[ν] ν[fun x => f (μ.rnDeriv ν x).toReal | MeasurableSpace.comap g m𝓨] - ConvexOn.map_condExp_rnDeriv_le 📋 Mathlib.InformationTheory.KullbackLeibler.DataProcessing
{𝓧 : Type u_1} {m m𝓧 : MeasurableSpace 𝓧} {μ ν : MeasureTheory.Measure 𝓧} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] {f : ℝ → ℝ} (hm : m ≤ m𝓧) (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 x => f (μ.rnDeriv ν x).toReal) ν) : (fun x => f (ν[fun x => (μ.rnDeriv ν x).toReal | m] x)) ≤ᵐ[ν.trim hm] ν[fun x => f (μ.rnDeriv ν x).toReal | m] - MeasureTheory.pdf_def 📋 Mathlib.Probability.Density
{Ω : Type u_1} {E : Type u_2} [MeasurableSpace E] {x✝ : MeasurableSpace Ω} {ℙ : MeasureTheory.Measure Ω} {μ : MeasureTheory.Measure E} {X : Ω → E} : MeasureTheory.pdf X ℙ μ = (MeasureTheory.Measure.map X ℙ).rnDeriv μ - ProbabilityTheory.rnDeriv_gaussianReal 📋 Mathlib.Probability.Distributions.Gaussian.Real
(μ : ℝ) (v : NNReal) : (ProbabilityTheory.gaussianReal μ v).rnDeriv MeasureTheory.volume =ᵐ[MeasureTheory.volume] ProbabilityTheory.gaussianPDF μ v - ProbabilityTheory.posterior_eq_withDensity_of_countable 📋 Mathlib.Probability.Kernel.Posterior
{𝓧 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} {Ω : Type u_4} [Countable Ω] [MeasurableSpace Ω] [Nonempty Ω] [StandardBorelSpace Ω] (κ : ProbabilityTheory.Kernel Ω 𝓧) [ProbabilityTheory.IsFiniteKernel κ] (μ : MeasureTheory.Measure Ω) [MeasureTheory.IsFiniteMeasure μ] : ∀ᵐ (x : 𝓧) ∂μ.bind ⇑κ, (ProbabilityTheory.posterior κ μ) x = μ.withDensity fun ω => (κ ω).rnDeriv (μ.bind ⇑κ) x - ProbabilityTheory.posterior_boolKernel_apply_false 📋 Mathlib.Probability.Kernel.Posterior
{𝓧 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} (μ ν : MeasureTheory.Measure 𝓧) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (π : MeasureTheory.Measure Bool) [MeasureTheory.IsFiniteMeasure π] : ∀ᵐ (x : 𝓧) ∂π.bind ⇑(ProbabilityTheory.Kernel.boolKernel μ ν), ((ProbabilityTheory.posterior (ProbabilityTheory.Kernel.boolKernel μ ν) π) x) {false} = π {false} * μ.rnDeriv (π.bind ⇑(ProbabilityTheory.Kernel.boolKernel μ ν)) x - ProbabilityTheory.posterior_boolKernel_apply_true 📋 Mathlib.Probability.Kernel.Posterior
{𝓧 : Type u_2} {m𝓧 : MeasurableSpace 𝓧} (μ ν : MeasureTheory.Measure 𝓧) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (π : MeasureTheory.Measure Bool) [MeasureTheory.IsFiniteMeasure π] : ∀ᵐ (x : 𝓧) ∂π.bind ⇑(ProbabilityTheory.Kernel.boolKernel μ ν), ((ProbabilityTheory.posterior (ProbabilityTheory.Kernel.boolKernel μ ν) π) x) {true} = π {true} * ν.rnDeriv (π.bind ⇑(ProbabilityTheory.Kernel.boolKernel μ ν)) x
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 69fae59