Documentation
GibbsMeasure
.
Mathlib
.
MeasureTheory
.
Function
.
ConditionalLExpectation
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source
Imports
Init
Mathlib.MeasureTheory.Function.ConditionalLExpectation
Imported by
MeasureTheory
.
tsub_add_cancel_of_eventuallyLE
MeasureTheory
.
condLExp_sub
MeasureTheory
.
condLExp_condLExp_of_le
source
theorem
MeasureTheory
.
tsub_add_cancel_of_eventuallyLE
{
Ω
:
Type
u_1}
{
mΩ₀
:
MeasurableSpace
Ω
}
{
P
:
Measure
Ω
}
{
X
Y
:
Ω
→
ENNReal
}
(
hYX
:
Y
≤ᵐ[
P
]
X
)
:
X
-
Y
+
Y
=ᵐ[
P
]
X
source
theorem
MeasureTheory
.
condLExp_sub
{
Ω
:
Type
u_1}
{
mΩ₀
mΩ
:
MeasurableSpace
Ω
}
{
P
:
Measure
Ω
}
{
X
Y
:
Ω
→
ENNReal
}
(
hY
:
AEMeasurable
Y
P
)
(
hYX
:
Y
≤ᵐ[
P
]
X
)
(
hY_ne_top
:
∀ᵐ
(
ω
:
Ω
)
∂
P
,
P
⁻[
Y
|
mΩ
]
ω
≠
⊤
)
:
P
⁻[
X
-
Y
|
mΩ
]
=ᵐ[
P
]
P
⁻[
X
|
mΩ
]
-
P
⁻[
Y
|
mΩ
]
source
theorem
MeasureTheory
.
condLExp_condLExp_of_le
{
Ω
:
Type
u_1}
{
mΩ₀
mΩ₁
mΩ₂
:
MeasurableSpace
Ω
}
(
hm₁₂
:
mΩ₁
≤
mΩ₂
)
(
hm₂
:
mΩ₂
≤
mΩ₀
)
(
P
:
Measure
Ω
)
[
SigmaFinite
(
P
.
trim
hm₂
)
]
(
X
:
Ω
→
ENNReal
)
:
P
⁻[
P
⁻[
X
|
mΩ₂
]
|
mΩ₁
]
=ᵐ[
P
]
P
⁻[
X
|
mΩ₁
]