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TestingLowerBounds.MeasureCompProd

Results about the composition-product of measures #

Main definitions #

Main statements #

Notation #

Implementation details #

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    Composition of a measure and a kernel.

    Defined using MeasureTheory.Measure.bind

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      theorem ProbabilityTheory.Measure.map_comp {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) {f : βγ} (hf : Measurable f) :
      MeasureTheory.Measure.map f (μ.bind κ) = μ.bind (κ.map f)
      theorem ProbabilityTheory.Measure.comp_assoc {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} :
      (μ.bind κ).bind η = μ.bind (η.comp κ)
      theorem ProbabilityTheory.Measure.comp_id {α : Type u_1} {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} :
      μ.bind ProbabilityTheory.Kernel.id = μ
      theorem ProbabilityTheory.Measure.comp_eq_snd_compProd {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.bind κ = (μ.compProd κ).snd
      theorem ProbabilityTheory.Measure.snd_compProd {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
      theorem ProbabilityTheory.Measure.compProd_eq_comp {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)
      theorem ProbabilityTheory.Measure.compProd_id {α : Type u_1} {mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] :
      μ.compProd ProbabilityTheory.Kernel.id = MeasureTheory.Measure.map (fun (x : α) => (x, x)) μ
      @[simp]

      The composition product of a measure and a constant kernel is the product between the two measures.

      @[simp]
      theorem ProbabilityTheory.Measure.comp_const {α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure β} :
      μ.bind (ProbabilityTheory.Kernel.const α ν) = μ Set.univ ν
      theorem ProbabilityTheory.Measure.compProd_apply_toReal {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.IsFiniteKernel κ] {s : Set (α × β)} (hs : MeasurableSet s) :
      ((μ.compProd κ) s).toReal = ∫ (x : α), ((κ x) (Prod.mk x ⁻¹' s)).toRealμ
      theorem ProbabilityTheory.Measure.compProd_univ_toReal {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.IsFiniteKernel κ] :
      ((μ.compProd κ) Set.univ).toReal = ∫ (x : α), ((κ x) Set.univ).toRealμ
      theorem ProbabilityTheory.Measure.fst_sum {α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {ι : Type u_4} (μ : ιMeasureTheory.Measure (α × β)) :
      (MeasureTheory.Measure.sum μ).fst = MeasureTheory.Measure.sum fun (n : ι) => (μ n).fst
      theorem ProbabilityTheory.Measure.snd_sum {α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {ι : Type u_4} (μ : ιMeasureTheory.Measure (α × β)) :
      (MeasureTheory.Measure.sum μ).snd = MeasureTheory.Measure.sum fun (n : ι) => (μ n).snd
      theorem ProbabilityTheory.Measure.fst_swap_compProd {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] :
      (MeasureTheory.Measure.map Prod.swap (μ.compProd κ)).fst = μ.bind κ
      theorem ProbabilityTheory.compProd_apply_toReal {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.IsFiniteKernel κ] {s : Set (α × β)} (hs : MeasurableSet s) :
      ((μ.compProd κ) s).toReal = ∫ (x : α), ((κ x) (Prod.mk x ⁻¹' s)).toRealμ
      theorem ProbabilityTheory.compProd_univ_toReal {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.IsFiniteKernel κ] :
      ((μ.compProd κ) Set.univ).toReal = ∫ (x : α), ((κ x) Set.univ).toRealμ
      theorem ProbabilityTheory.Measure.compProd_apply_univ {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
      theorem ProbabilityTheory.Measure.comp_apply_univ {α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsMarkovKernel κ] :
      (μ.bind κ) Set.univ = μ Set.univ
      @[simp]
      theorem ProbabilityTheory.Measure.fst_add {α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure (α × β)} {ν : MeasureTheory.Measure (α × β)} :
      (μ + ν).fst = μ.fst + ν.fst
      @[simp]
      theorem ProbabilityTheory.Measure.snd_add {α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure (α × β)} {ν : MeasureTheory.Measure (α × β)} :
      (μ + ν).snd = μ.snd + ν.snd
      theorem ProbabilityTheory.Measure.comp_add_right {α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] [ProbabilityTheory.IsSFiniteKernel κ] :
      (μ + ν).bind κ = μ.bind κ + ν.bind κ
      theorem ProbabilityTheory.Measure.comp_add_left {α : Type u_1} {β : Type u_2} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α β} {η : ProbabilityTheory.Kernel α β} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsSFiniteKernel η] :
      μ.bind (κ + η) = μ.bind κ + μ.bind η
      theorem ProbabilityTheory.Measure.compProd_smul_left {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
      theorem ProbabilityTheory.Measure.comp_smul_left {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) :
      (a μ).bind κ = a μ.bind κ
      theorem MeasureTheory.Measure.prod_comp_right {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) (ν : MeasureTheory.Measure β) [MeasureTheory.SFinite ν] (κ : ProbabilityTheory.Kernel β γ) [ProbabilityTheory.IsSFiniteKernel κ] :
      μ.prod (ν.bind κ) = (μ.prod ν).bind (ProbabilityTheory.Kernel.id.parallelComp κ)
      theorem MeasureTheory.Measure.prod_comp_left {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) [MeasureTheory.SFinite μ] (ν : MeasureTheory.Measure β) [MeasureTheory.SFinite ν] (κ : ProbabilityTheory.Kernel α γ) [ProbabilityTheory.IsSFiniteKernel κ] :
      (μ.bind κ).prod ν = (μ.prod ν).bind (κ.parallelComp ProbabilityTheory.Kernel.id)
      theorem ProbabilityTheory.Kernel.parallelComp_comp_right {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {δ : Type u_4} {mδ : MeasurableSpace δ} {α' : Type u_5} :
      ∀ {x : MeasurableSpace α'} (κ : ProbabilityTheory.Kernel α β) [inst : ProbabilityTheory.IsSFiniteKernel κ] (η : ProbabilityTheory.Kernel α' γ) [inst : ProbabilityTheory.IsSFiniteKernel η] (ξ : ProbabilityTheory.Kernel γ δ) [inst : ProbabilityTheory.IsSFiniteKernel ξ], κ.parallelComp (ξ.comp η) = (ProbabilityTheory.Kernel.id.parallelComp ξ).comp (κ.parallelComp η)
      theorem ProbabilityTheory.Kernel.parallelComp_comp_left {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {δ : Type u_4} {mδ : MeasurableSpace δ} {α' : Type u_5} :
      ∀ {x : MeasurableSpace α'} (κ : ProbabilityTheory.Kernel α β) [inst : ProbabilityTheory.IsSFiniteKernel κ] (η : ProbabilityTheory.Kernel α' γ) [inst : ProbabilityTheory.IsSFiniteKernel η] (ξ : ProbabilityTheory.Kernel γ δ) [inst : ProbabilityTheory.IsSFiniteKernel ξ], (ξ.comp η).parallelComp κ = (ξ.parallelComp ProbabilityTheory.Kernel.id).comp (η.parallelComp κ)
      theorem ProbabilityTheory.Kernel.parallelComp_comm {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {δ : Type u_4} {mδ : MeasurableSpace δ} (κ : ProbabilityTheory.Kernel α β) [ProbabilityTheory.IsSFiniteKernel κ] (η : ProbabilityTheory.Kernel γ δ) [ProbabilityTheory.IsSFiniteKernel η] :
      (ProbabilityTheory.Kernel.id.parallelComp κ).comp (η.parallelComp ProbabilityTheory.Kernel.id) = (η.parallelComp ProbabilityTheory.Kernel.id).comp (ProbabilityTheory.Kernel.id.parallelComp κ)
      theorem ProbabilityTheory.Kernel.parallelComp_comp_parallelComp {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {α' : Type u_5} {β' : Type u_6} {γ' : Type u_7} {mα' : MeasurableSpace α'} {mβ' : MeasurableSpace β'} {mγ' : MeasurableSpace γ'} {κ : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsSFiniteKernel κ] {η : ProbabilityTheory.Kernel β γ} [ProbabilityTheory.IsSFiniteKernel η] {κ' : ProbabilityTheory.Kernel α' β'} [ProbabilityTheory.IsSFiniteKernel κ'] {η' : ProbabilityTheory.Kernel β' γ'} [ProbabilityTheory.IsSFiniteKernel η'] :
      (η.parallelComp η').comp (κ.parallelComp κ') = (η.comp κ).parallelComp (η'.comp κ')
      theorem ProbabilityTheory.Kernel.parallelComp_comp_prod {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {β' : Type u_5} {γ' : Type u_6} {mβ' : MeasurableSpace β'} {mγ' : MeasurableSpace γ'} {κ : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsSFiniteKernel κ] {η : ProbabilityTheory.Kernel β γ} [ProbabilityTheory.IsSFiniteKernel η] {κ' : ProbabilityTheory.Kernel α β'} [ProbabilityTheory.IsSFiniteKernel κ'] {η' : ProbabilityTheory.Kernel β' γ'} [ProbabilityTheory.IsSFiniteKernel η'] :
      (η.parallelComp η').comp (κ.prod κ') = (η.comp κ).prod (η'.comp κ')
      theorem ProbabilityTheory.Kernel.parallelComp_comp_id_left_right {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {δ : Type u_4} {mδ : MeasurableSpace δ} (κ : ProbabilityTheory.Kernel α β) [ProbabilityTheory.IsSFiniteKernel κ] (η : ProbabilityTheory.Kernel γ δ) [ProbabilityTheory.IsSFiniteKernel η] :
      (ProbabilityTheory.Kernel.id.parallelComp η).comp (κ.parallelComp ProbabilityTheory.Kernel.id) = κ.parallelComp η
      theorem ProbabilityTheory.Kernel.parallelComp_comp_id_right_left {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {δ : Type u_4} {mδ : MeasurableSpace δ} {κ : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsSFiniteKernel κ] (η : ProbabilityTheory.Kernel γ δ) [ProbabilityTheory.IsSFiniteKernel η] :
      (κ.parallelComp ProbabilityTheory.Kernel.id).comp (ProbabilityTheory.Kernel.id.parallelComp η) = κ.parallelComp η
      theorem ProbabilityTheory.Kernel.parallelComp_comp_id_left_left {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {δ : Type u_4} {mδ : MeasurableSpace δ} (κ : ProbabilityTheory.Kernel α β) [ProbabilityTheory.IsSFiniteKernel κ] (η : ProbabilityTheory.Kernel β γ) [ProbabilityTheory.IsSFiniteKernel η] :
      (ProbabilityTheory.Kernel.id.parallelComp η).comp (ProbabilityTheory.Kernel.id.parallelComp κ) = ProbabilityTheory.Kernel.id.parallelComp (η.comp κ)
      theorem ProbabilityTheory.Kernel.parallelComp_comp_id_right_right {α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} {κ : ProbabilityTheory.Kernel α β} [ProbabilityTheory.IsSFiniteKernel κ] (η : ProbabilityTheory.Kernel β γ) [ProbabilityTheory.IsSFiniteKernel η] :
      (η.parallelComp ProbabilityTheory.Kernel.id).comp (κ.parallelComp ProbabilityTheory.Kernel.id) = (η.comp κ).parallelComp ProbabilityTheory.Kernel.id
      theorem ProbabilityTheory.Measure.parallelComp_comp_compProd {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} [MeasureTheory.SFinite μ] {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)
      theorem ProbabilityTheory.Measure.absolutelyContinuous_comp {α : Type u_1} {γ : Type u_3} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {κ : ProbabilityTheory.Kernel α γ} {η : ProbabilityTheory.Kernel α γ} [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsSFiniteKernel η] (hμν : μ.AbsolutelyContinuous ν) (hκη : ∀ᵐ (a : α) ∂μ, (κ a).AbsolutelyContinuous (η a)) :
      (μ.bind κ).AbsolutelyContinuous (ν.bind η)
      theorem ProbabilityTheory.Measure.absolutelyContinuous_comp_left {α : Type u_1} {γ : Type u_3} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] (hμν : μ.AbsolutelyContinuous ν) (κ : ProbabilityTheory.Kernel α γ) [ProbabilityTheory.IsSFiniteKernel κ] :
      (μ.bind κ).AbsolutelyContinuous (ν.bind κ)
      theorem ProbabilityTheory.Measure.absolutelyContinuous_comp_right {α : Type u_1} {γ : Type u_3} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ} (μ : MeasureTheory.Measure α) {κ : ProbabilityTheory.Kernel α γ} {η : ProbabilityTheory.Kernel α γ} [MeasureTheory.SFinite μ] [ProbabilityTheory.IsSFiniteKernel κ] [ProbabilityTheory.IsSFiniteKernel η] (hκη : ∀ᵐ (a : α) ∂μ, (κ a).AbsolutelyContinuous (η a)) :
      (μ.bind κ).AbsolutelyContinuous (μ.bind η)