Documentation

GibbsMeasure.Mathlib.MeasureTheory.Function.ConditionalLExpectation

theorem MeasureTheory.tsub_add_cancel_of_eventuallyLE {Ω : Type u_1} {mΩ₀ : MeasurableSpace Ω} {P : Measure Ω} {X Y : ΩENNReal} (hYX : Y ≤ᵐ[P] X) :
X - Y + Y =ᵐ[P] X
theorem MeasureTheory.condLExp_sub {Ω : Type u_1} {mΩ₀ : MeasurableSpace Ω} {P : Measure Ω} {X Y : ΩENNReal} (hY : AEMeasurable Y P) (hYX : Y ≤ᵐ[P] X) (hY_ne_top : ∀ᵐ (ω : Ω) P, P⁻[Y | ] ω ) :
P⁻[X - Y | ] =ᵐ[P] P⁻[X | ] - P⁻[Y | ]
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 : ΩENNReal) :
P⁻[P⁻[X | mΩ₂] | mΩ₁] =ᵐ[P] P⁻[X | mΩ₁]