Documentation

GibbsMeasure.Prereqs.Kernel.CondExp

class ProbabilityTheory.Kernel.IsCondExp {X : Type u_1} {𝓑 𝓧 : MeasurableSpace X} (π : Kernel X X) (μ : MeasureTheory.Measure X) :
Instances
    theorem ProbabilityTheory.Kernel.isCondExp_iff {X : Type u_1} {𝓑 𝓧 : MeasurableSpace X} (π : Kernel X X) (μ : MeasureTheory.Measure X) :
    π.IsCondExp μ ∀ ⦃A : Set X⦄, MeasurableSet Aμ[A.indicator 1 | 𝓑] =ᵐ[μ] fun (a : X) => ((π a) A).toReal
    theorem ProbabilityTheory.Kernel.isCondExp_iff_bind_eq_left {X : Type u_1} {𝓑 𝓧 : MeasurableSpace X} {π : Kernel X X} {μ : MeasureTheory.Measure X} ( : π.IsProper) (h𝓑𝓧 : 𝓑 𝓧) [MeasureTheory.IsFiniteMeasure μ] :
    π.IsCondExp μ μ.bind π = μ
    theorem ProbabilityTheory.Kernel.condExp_ae_eq_kernel_apply {X : Type u_1} {𝓑 𝓧 : MeasurableSpace X} {π : Kernel X X} {μ : MeasureTheory.Measure X} (h : ∀ (f : X), Bornology.IsBounded (Set.range f)Measurable fμ[f | 𝓑] =ᵐ[μ] fun (x₀ : X) => (x : X), f x π x₀) {A : Set X} (A_mble : MeasurableSet A) :
    μ[A.indicator fun (x : X) => 1 | 𝓑] =ᵐ[μ] fun (x : X) => ((π x) A).toReal
    theorem ProbabilityTheory.Kernel.condExp_ae_eq_integral_kernel {X : Type u_1} {𝓑 𝓧 : MeasurableSpace X} {π : Kernel X X} {μ : MeasureTheory.Measure X} [π.IsCondExp μ] [MeasureTheory.IsFiniteMeasure μ] [IsFiniteKernel π] (f : X) :
    μ[f | 𝓑] =ᵐ[μ] fun (x₀ : X) => (x : X), f x π x₀