Documentation

GibbsMeasure.Prereqs.Kernel.CondExp

class ProbabilityTheory.Kernel.IsCondExp {X : Type u_1} {๐“‘ ๐“ง : MeasurableSpace X} (ฯ€ : Kernel X X) (ฮผ : MeasureTheory.Measure X) :
Instances
    theorem ProbabilityTheory.Kernel.isCondExp_iff {X : Type u_1} {๐“‘ ๐“ง : MeasurableSpace X} (ฯ€ : Kernel X X) (ฮผ : MeasureTheory.Measure X) :
    ฯ€.IsCondExp ฮผ โ†” โˆ€ โฆƒA : Set Xโฆ„, MeasurableSet A โ†’ ฮผ[A.indicator 1 | ๐“‘] =แต[ฮผ] fun (a : X) => ((ฯ€ a) A).toReal
    theorem ProbabilityTheory.Kernel.isCondExp_iff_bind_eq_left {X : Type u_1} {๐“‘ ๐“ง : MeasurableSpace X} {ฯ€ : Kernel X X} {ฮผ : MeasureTheory.Measure X} (hฯ€ : ฯ€.IsProper) (h๐“‘๐“ง : ๐“‘ โ‰ค ๐“ง) [MeasureTheory.IsFiniteMeasure ฮผ] :
    ฯ€.IsCondExp ฮผ โ†” ฮผ.bind โ‡‘ฯ€ = ฮผ
    theorem ProbabilityTheory.Kernel.condExp_ae_eq_kernel_apply {X : Type u_1} {๐“‘ ๐“ง : MeasurableSpace X} {ฯ€ : Kernel X X} {ฮผ : MeasureTheory.Measure X} (h : โˆ€ (f : X โ†’ โ„), Bornology.IsBounded (Set.range f) โ†’ Measurable f โ†’ ฮผ[f | ๐“‘] =แต[ฮผ] fun (xโ‚€ : X) => โˆซ (x : X), f x โˆ‚ฯ€ xโ‚€) {A : Set X} (A_mble : MeasurableSet A) :
    ฮผ[A.indicator fun (x : X) => 1 | ๐“‘] =แต[ฮผ] fun (x : X) => ((ฯ€ x) A).toReal
    theorem ProbabilityTheory.Kernel.condExp_ae_eq_integral {X : Type u_1} {๐“‘ ๐“ง : MeasurableSpace X} {ฯ€ : Kernel X X} {ฮผ : MeasureTheory.Measure X} [ฯ€.IsCondExp ฮผ] (hฯ€ : ฯ€.IsProper) (h๐“‘๐“ง : ๐“‘ โ‰ค ๐“ง) (f : X โ†’ โ„) [MeasureTheory.IsFiniteMeasure ฮผ] (hf : MeasureTheory.Integrable f ฮผ) :
    ฮผ[f | ๐“‘] =แต[ฮผ] fun (xโ‚€ : X) => โˆซ (x : X), f x โˆ‚ฯ€ xโ‚€