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)
:
theorem
ProbabilityTheory.Kernel.isCondExp_iff_bind_eq_left
{X : Type u_1}
{𝓑 𝓧 : MeasurableSpace X}
{π : Kernel X X}
{μ : MeasureTheory.Measure X}
(hπ : π.IsProper)
(h𝓑𝓧 : 𝓑 ≤ 𝓧)
[MeasureTheory.IsFiniteMeasure 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 → ℝ), Bornology.IsBounded (Set.range f) → Measurable f → μ[f | 𝓑] =ᵐ[μ] fun (x₀ : X) => ∫ (x : X), f x ∂π x₀)
{A : Set X}
(A_mble : MeasurableSet A)
:
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 → ℝ)
: