measure_theory.function.conditional_expectation.indicator

Changes since the initial port

The following section lists changes to this file in mathlib3 and mathlib4 that occured after the initial port. Most recent changes are shown first. Hovering over a commit will show all commits associated with the same mathlib3 commit.

Changes in mathlib3

f2ce6086

(last sync)

Changes in mathlib3port

mathlib3

mathlib3port

e160cefe

bump to nightly-2024-02-01-06

mathlib commit https://github.com/leanprover-community/mathlib/commit/65a1391a0106c9204fe45bc73a039f056558cb83

5433bded

Diff

@@ -102,7 +102,7 @@ theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s)
       have : μ[s.indicator f + sᶜ.indicator f|m] =ᵐ[μ] μ[s.indicator f|m] + μ[sᶜ.indicator f|m] :=
         condexp_add (hf_int.indicator (hm _ hs)) (hf_int.indicator (hm _ hs.compl))
       filter_upwards [this] with x hx
-      classical
+      classical rw [Set.indicator_apply, Set.indicator_apply, hx]
     _ = s.indicator (μ[s.indicator f|m]) + s.indicator (μ[sᶜ.indicator f|m]) :=
       (s.indicator_add' _ _)
     _ =ᵐ[μ] s.indicator (μ[s.indicator f|m]) + s.indicator (sᶜ.indicator (μ[sᶜ.indicator f|m])) :=

e160cefe

bump to nightly-2024-01-31-06

mathlib commit https://github.com/leanprover-community/mathlib/commit/65a1391a0106c9204fe45bc73a039f056558cb83

61100fe9

Diff

@@ -102,7 +102,7 @@ theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s)
       have : μ[s.indicator f + sᶜ.indicator f|m] =ᵐ[μ] μ[s.indicator f|m] + μ[sᶜ.indicator f|m] :=
         condexp_add (hf_int.indicator (hm _ hs)) (hf_int.indicator (hm _ hs.compl))
       filter_upwards [this] with x hx
-      classical rw [Set.indicator_apply, Set.indicator_apply, hx]
+      classical
     _ = s.indicator (μ[s.indicator f|m]) + s.indicator (μ[sᶜ.indicator f|m]) :=
       (s.indicator_add' _ _)
     _ =ᵐ[μ] s.indicator (μ[s.indicator f|m]) + s.indicator (sᶜ.indicator (μ[sᶜ.indicator f|m])) :=

e160cefe

bump to nightly-2023-09-24-06

mathlib commit https://github.com/leanprover-community/mathlib/commit/ce64cd319bb6b3e82f31c2d38e79080d377be451

5655435f

Diff

@@ -3,7 +3,7 @@ Copyright (c) 2022 Rémy Degenne. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Rémy Degenne
 -/
-import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
+import MeasureTheory.Function.ConditionalExpectation.Basic
 
 #align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"e160cefedc932ce41c7049bf0c4b0f061d06216e"

e160cefe

bump to nightly-2023-07-20-09

mathlib commit https://github.com/leanprover-community/mathlib/commit/8ea5598db6caeddde6cb734aa179cc2408dbd345

9c56d0dd

Diff

@@ -2,14 +2,11 @@
 Copyright (c) 2022 Rémy Degenne. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Rémy Degenne
-
-! This file was ported from Lean 3 source module measure_theory.function.conditional_expectation.indicator
-! leanprover-community/mathlib commit e160cefedc932ce41c7049bf0c4b0f061d06216e
-! Please do not edit these lines, except to modify the commit id
-! if you have ported upstream changes.
 -/
 import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
 
+#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"e160cefedc932ce41c7049bf0c4b0f061d06216e"
+
 /-!
 
 # Conditional expectation of indicator functions

e160cefe

bump to nightly-2023-06-20-03

mathlib commit https://github.com/leanprover-community/mathlib/commit/0723536a0522d24fc2f159a096fb3304bef77472

1fb3229c

Diff

@@ -4,7 +4,7 @@ Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Rémy Degenne
 
 ! This file was ported from Lean 3 source module measure_theory.function.conditional_expectation.indicator
-! leanprover-community/mathlib commit f2ce6086713c78a7f880485f7917ea547a215982
+! leanprover-community/mathlib commit e160cefedc932ce41c7049bf0c4b0f061d06216e
 ! Please do not edit these lines, except to modify the commit id
 ! if you have ported upstream changes.
 -/
@@ -14,6 +14,9 @@ import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
 
 # Conditional expectation of indicator functions
 
+> THIS FILE IS SYNCHRONIZED WITH MATHLIB4.
+> Any changes to this file require a corresponding PR to mathlib4.
+
 This file proves some results about the conditional expectation of an indicator function and
 as a corollary, also proves several results about the behaviour of the conditional expectation on
 a restricted measure.

f2ce6086

bump to nightly-2023-06-18-23

mathlib commit https://github.com/leanprover-community/mathlib/commit/2a0ce625dbb0ffbc7d1316597de0b25c1ec75303

3b5e23dc

Diff

@@ -38,6 +38,7 @@ namespace MeasureTheory
 variable {α 𝕜 E : Type _} {m m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E]
   [CompleteSpace E] {μ : Measure α} {f : α → E} {s : Set α}
 
+#print MeasureTheory.condexp_ae_eq_restrict_zero /-
 theorem condexp_ae_eq_restrict_zero (hs : measurable_set[m] s) (hf : f =ᵐ[μ.restrict s] 0) :
     μ[f|m] =ᵐ[μ.restrict s] 0 := by
   by_cases hm : m ≤ m0
@@ -62,7 +63,9 @@ theorem condexp_ae_eq_restrict_zero (hs : measurable_set[m] s) (hf : f =ᵐ[μ.r
   · exact strongly_measurable_condexp.ae_strongly_measurable'
   · exact strongly_measurable_zero.ae_strongly_measurable'
 #align measure_theory.condexp_ae_eq_restrict_zero MeasureTheory.condexp_ae_eq_restrict_zero
+-/
 
+#print MeasureTheory.condexp_indicator_aux /-
 /-- Auxiliary lemma for `condexp_indicator`. -/
 theorem condexp_indicator_aux (hs : measurable_set[m] s) (hf : f =ᵐ[μ.restrict (sᶜ)] 0) :
     μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) :=
@@ -74,7 +77,9 @@ theorem condexp_indicator_aux (hs : measurable_set[m] s) (hf : f =ᵐ[μ.restric
   refine' ((hsf_zero (μ[f|m]) (condexp_ae_eq_restrict_zero hs.compl hf)).trans _).symm
   exact condexp_congr_ae (hsf_zero f hf).symm
 #align measure_theory.condexp_indicator_aux MeasureTheory.condexp_indicator_aux
+-/
 
+#print MeasureTheory.condexp_indicator /-
 /-- The conditional expectation of the indicator of a function over an `m`-measurable set with
 respect to the σ-algebra `m` is a.e. equal to the indicator of the conditional expectation. -/
 theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s) :
@@ -120,7 +125,9 @@ theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s)
       · exact indicator_ae_eq_restrict_compl (hm _ hs)
       · rw [Set.indicator_indicator, Set.inter_self]
 #align measure_theory.condexp_indicator MeasureTheory.condexp_indicator
+-/
 
+#print MeasureTheory.condexp_restrict_ae_eq_restrict /-
 theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
     (hs_m : measurable_set[m] s) (hf_int : Integrable f μ) :
     μ.restrict s[f|m] =ᵐ[μ.restrict s] μ[f|m] :=
@@ -151,7 +158,9 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
           measure.restrict_restrict (hm _ ht), Set.inter_comm]
   · exact (strongly_measurable_condexp.indicator hs_m).aestronglyMeasurable'
 #align measure_theory.condexp_restrict_ae_eq_restrict MeasureTheory.condexp_restrict_ae_eq_restrict
+-/
 
+#print MeasureTheory.condexp_ae_eq_restrict_of_measurableSpace_eq_on /-
 /-- If the restriction to a `m`-measurable set `s` of a σ-algebra `m` is equal to the restriction
 to `s` of another σ-algebra `m₂` (hypothesis `hs`), then `μ[f | m] =ᵐ[μ.restrict s] μ[f | m₂]`. -/
 theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableSpace α}
@@ -199,6 +208,7 @@ theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
     set_integral_condexp hm (hf_int.indicator (hm _ hs_m)) hst_m, integral_indicator (hm _ hs_m),
     measure.restrict_restrict (hm _ hs_m), ← Set.inter_assoc, Set.inter_self]
 #align measure_theory.condexp_ae_eq_restrict_of_measurable_space_eq_on MeasureTheory.condexp_ae_eq_restrict_of_measurableSpace_eq_on
+-/
 
 end MeasureTheory

f2ce6086

bump to nightly-2023-06-10-07

mathlib commit https://github.com/leanprover-community/mathlib/commit/a3e83f0fa4391c8740f7d773a7a9b74e311ae2a3

3fdc57bc

Diff

@@ -140,7 +140,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
     exact integrable_condexp.indicator (hm _ ht)
   · intro t ht hμt
     calc
-      (∫ x in t, s.indicator (μ.restrict s[f|m]) x ∂μ) =
+      ∫ x in t, s.indicator (μ.restrict s[f|m]) x ∂μ =
           ∫ x in t, (μ.restrict s[f|m]) x ∂μ.restrict s :=
         by
         rw [integral_indicator (hm _ hs_m), measure.restrict_restrict (hm _ hs_m),
@@ -177,18 +177,17 @@ theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
         (fun t => (hs t).mp) _
     exact condexp_ae_eq_restrict_zero hs_m.compl (indicator_ae_eq_restrict_compl (hm _ hs_m))
   intro t ht hμt
-  have : (∫ x in t, (μ[s.indicator f|m]) x ∂μ) = ∫ x in s ∩ t, (μ[s.indicator f|m]) x ∂μ :=
+  have : ∫ x in t, (μ[s.indicator f|m]) x ∂μ = ∫ x in s ∩ t, (μ[s.indicator f|m]) x ∂μ :=
     by
     rw [← integral_add_compl (hm _ hs_m) integrable_condexp.integrable_on]
-    suffices (∫ x in sᶜ, (μ[s.indicator f|m]) x ∂μ.restrict t) = 0 by
+    suffices ∫ x in sᶜ, (μ[s.indicator f|m]) x ∂μ.restrict t = 0 by
       rw [this, add_zero, measure.restrict_restrict (hm _ hs_m)]
     rw [measure.restrict_restrict (MeasurableSet.compl (hm _ hs_m))]
     suffices μ[s.indicator f|m] =ᵐ[μ.restrict (sᶜ)] 0
       by
       rw [Set.inter_comm, ← measure.restrict_restrict (hm₂ _ ht)]
       calc
-        (∫ x : α in t, (μ[s.indicator f|m]) x ∂μ.restrict (sᶜ)) =
-            ∫ x : α in t, 0 ∂μ.restrict (sᶜ) :=
+        ∫ x : α in t, (μ[s.indicator f|m]) x ∂μ.restrict (sᶜ) = ∫ x : α in t, 0 ∂μ.restrict (sᶜ) :=
           by
           refine' set_integral_congr_ae (hm₂ _ ht) _
           filter_upwards [this] with x hx h using hx

f2ce6086

bump to nightly-2023-06-09-07

mathlib commit https://github.com/leanprover-community/mathlib/commit/7e5137f579de09a059a5ce98f364a04e221aabf0

16afdc39

Diff

@@ -119,7 +119,6 @@ theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s)
       refine' (condexp_indicator_aux hs _).symm.trans _
       · exact indicator_ae_eq_restrict_compl (hm _ hs)
       · rw [Set.indicator_indicator, Set.inter_self]
-    
 #align measure_theory.condexp_indicator MeasureTheory.condexp_indicator
 
 theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
@@ -150,7 +149,6 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
       _ = ∫ x in t, s.indicator f x ∂μ := by
         rw [integral_indicator (hm _ hs_m), measure.restrict_restrict (hm _ hs_m),
           measure.restrict_restrict (hm _ ht), Set.inter_comm]
-      
   · exact (strongly_measurable_condexp.indicator hs_m).aestronglyMeasurable'
 #align measure_theory.condexp_restrict_ae_eq_restrict MeasureTheory.condexp_restrict_ae_eq_restrict
 
@@ -195,7 +193,6 @@ theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
           refine' set_integral_congr_ae (hm₂ _ ht) _
           filter_upwards [this] with x hx h using hx
         _ = 0 := integral_zero _ _
-        
     refine' condexp_ae_eq_restrict_zero hs_m.compl _
     exact indicator_ae_eq_restrict_compl (hm _ hs_m)
   have hst_m : measurable_set[m] (s ∩ t) := (hs _).mpr (hs_m₂.inter ht)

f2ce6086

bump to nightly-2023-06-04-18

mathlib commit https://github.com/leanprover-community/mathlib/commit/5f25c089cb34db4db112556f23c50d12da81b297

3fb4268b

Diff

@@ -58,7 +58,7 @@ theorem condexp_ae_eq_restrict_zero (hs : measurable_set[m] s) (hf : f =ᵐ[μ.r
     rw [measure.restrict_restrict (hm _ ht), set_integral_condexp hm hf_int (ht.inter hs), ←
       measure.restrict_restrict (hm _ ht)]
     refine' set_integral_congr_ae (hm _ ht) _
-    filter_upwards [hf]with x hx h using hx
+    filter_upwards [hf] with x hx h using hx
   · exact strongly_measurable_condexp.ae_strongly_measurable'
   · exact strongly_measurable_zero.ae_strongly_measurable'
 #align measure_theory.condexp_ae_eq_restrict_zero MeasureTheory.condexp_ae_eq_restrict_zero
@@ -96,7 +96,7 @@ theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s)
       by
       have : μ[s.indicator f + sᶜ.indicator f|m] =ᵐ[μ] μ[s.indicator f|m] + μ[sᶜ.indicator f|m] :=
         condexp_add (hf_int.indicator (hm _ hs)) (hf_int.indicator (hm _ hs.compl))
-      filter_upwards [this]with x hx
+      filter_upwards [this] with x hx
       classical rw [Set.indicator_apply, Set.indicator_apply, hx]
     _ = s.indicator (μ[s.indicator f|m]) + s.indicator (μ[sᶜ.indicator f|m]) :=
       (s.indicator_add' _ _)
@@ -108,7 +108,7 @@ theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s)
         refine' (condexp_indicator_aux hs.compl _).symm.trans _
         · exact indicator_ae_eq_restrict_compl (hm _ hs.compl)
         · rw [Set.indicator_indicator, Set.inter_self]
-      filter_upwards [this]with x hx
+      filter_upwards [this] with x hx
       by_cases hxs : x ∈ s
       · simp only [hx, hxs, Set.indicator_of_mem]
       · simp only [hxs, Set.indicator_of_not_mem, not_false_iff]
@@ -193,7 +193,7 @@ theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
             ∫ x : α in t, 0 ∂μ.restrict (sᶜ) :=
           by
           refine' set_integral_congr_ae (hm₂ _ ht) _
-          filter_upwards [this]with x hx h using hx
+          filter_upwards [this] with x hx h using hx
         _ = 0 := integral_zero _ _
         
     refine' condexp_ae_eq_restrict_zero hs_m.compl _

f2ce6086

bump to nightly-2023-06-01-16

mathlib commit https://github.com/leanprover-community/mathlib/commit/cca40788df1b8755d5baf17ab2f27dacc2e17acb

b9c87c70

Diff

@@ -136,7 +136,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
       Set.indicator_indicator]
     suffices h_int_restrict : integrable (t.indicator (μ.restrict s[f|m])) (μ.restrict s)
     · rw [integrable_indicator_iff (hm _ hs_m), integrable_on]
-      rw [integrable_indicator_iff (hm _ ht), integrable_on] at h_int_restrict⊢
+      rw [integrable_indicator_iff (hm _ ht), integrable_on] at h_int_restrict ⊢
       exact h_int_restrict
     exact integrable_condexp.indicator (hm _ ht)
   · intro t ht hμt

f2ce6086

bump to nightly-2023-06-01-04

mathlib commit https://github.com/leanprover-community/mathlib/commit/cca40788df1b8755d5baf17ab2f27dacc2e17acb

4d9eaa85

Diff

@@ -29,7 +29,7 @@ a restricted measure.
 
 noncomputable section
 
-open TopologicalSpace MeasureTheory.lp Filter ContinuousLinearMap
+open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
 
 open scoped NNReal ENNReal Topology BigOperators MeasureTheory

f2ce6086

bump to nightly-2023-05-28-18

mathlib commit https://github.com/leanprover-community/mathlib/commit/917c3c072e487b3cccdbfeff17e75b40e45f66cb

8d353152

Diff

@@ -31,7 +31,7 @@ noncomputable section
 
 open TopologicalSpace MeasureTheory.lp Filter ContinuousLinearMap
 
-open NNReal ENNReal Topology BigOperators MeasureTheory
+open scoped NNReal ENNReal Topology BigOperators MeasureTheory
 
 namespace MeasureTheory

f2ce6086

bump to nightly-2023-05-28-04

mathlib commit https://github.com/leanprover-community/mathlib/commit/917c3c072e487b3cccdbfeff17e75b40e45f66cb

6797a637

Diff

@@ -41,19 +41,16 @@ variable {α 𝕜 E : Type _} {m m0 : MeasurableSpace α} [NormedAddCommGroup E]
 theorem condexp_ae_eq_restrict_zero (hs : measurable_set[m] s) (hf : f =ᵐ[μ.restrict s] 0) :
     μ[f|m] =ᵐ[μ.restrict s] 0 := by
   by_cases hm : m ≤ m0
-  swap
-  · simp_rw [condexp_of_not_le hm]
+  swap; · simp_rw [condexp_of_not_le hm]
   by_cases hμm : sigma_finite (μ.trim hm)
-  swap
-  · simp_rw [condexp_of_not_sigma_finite hm hμm]
+  swap; · simp_rw [condexp_of_not_sigma_finite hm hμm]
   haveI : sigma_finite (μ.trim hm) := hμm
   have : sigma_finite ((μ.restrict s).trim hm) :=
     by
     rw [← restrict_trim hm _ hs]
     exact restrict.sigma_finite _ s
   by_cases hf_int : integrable f μ
-  swap
-  · rw [condexp_undef hf_int]
+  swap; · rw [condexp_undef hf_int]
   refine' ae_eq_of_forall_set_integral_eq_of_sigma_finite' hm _ _ _ _ _
   · exact fun t ht hμt => integrable_condexp.integrable_on.integrable_on
   · exact fun t ht hμt => (integrable_zero _ _ _).IntegrableOn
@@ -71,8 +68,7 @@ theorem condexp_indicator_aux (hs : measurable_set[m] s) (hf : f =ᵐ[μ.restric
     μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) :=
   by
   by_cases hm : m ≤ m0
-  swap
-  · simp_rw [condexp_of_not_le hm, Set.indicator_zero']
+  swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']
   have hsf_zero : ∀ g : α → E, g =ᵐ[μ.restrict (sᶜ)] 0 → s.indicator g =ᵐ[μ] g := fun g =>
     indicator_ae_eq_of_restrict_compl_ae_eq_zero (hm _ hs)
   refine' ((hsf_zero (μ[f|m]) (condexp_ae_eq_restrict_zero hs.compl hf)).trans _).symm
@@ -85,11 +81,9 @@ theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s)
     μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) :=
   by
   by_cases hm : m ≤ m0
-  swap
-  · simp_rw [condexp_of_not_le hm, Set.indicator_zero']
+  swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']
   by_cases hμm : sigma_finite (μ.trim hm)
-  swap
-  · simp_rw [condexp_of_not_sigma_finite hm hμm, Set.indicator_zero']
+  swap; · simp_rw [condexp_of_not_sigma_finite hm hμm, Set.indicator_zero']
   haveI : sigma_finite (μ.trim hm) := hμm
   -- use `have` to perform what should be the first calc step because of an error I don't
   -- understand
@@ -132,13 +126,9 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
     (hs_m : measurable_set[m] s) (hf_int : Integrable f μ) :
     μ.restrict s[f|m] =ᵐ[μ.restrict s] μ[f|m] :=
   by
-  have : sigma_finite ((μ.restrict s).trim hm) :=
-    by
-    rw [← restrict_trim hm _ hs_m]
-    infer_instance
+  have : sigma_finite ((μ.restrict s).trim hm) := by rw [← restrict_trim hm _ hs_m]; infer_instance
   rw [ae_eq_restrict_iff_indicator_ae_eq (hm _ hs_m)]
-  swap
-  · infer_instance
+  swap; · infer_instance
   refine' eventually_eq.trans _ (condexp_indicator hf_int hs_m)
   refine' ae_eq_condexp_of_forall_set_integral_eq hm (hf_int.indicator (hm _ hs_m)) _ _ _
   · intro t ht hμt
@@ -175,8 +165,7 @@ theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
   rw [ae_eq_restrict_iff_indicator_ae_eq (hm _ hs_m)]
   have hs_m₂ : measurable_set[m₂] s := by rwa [← Set.inter_univ s, ← hs Set.univ, Set.inter_univ]
   by_cases hf_int : integrable f μ
-  swap
-  · simp_rw [condexp_undef hf_int]
+  swap; · simp_rw [condexp_undef hf_int]
   refine' ((condexp_indicator hf_int hs_m).symm.trans _).trans (condexp_indicator hf_int hs_m₂)
   refine'
     ae_eq_of_forall_set_integral_eq_of_sigma_finite' hm₂

f2ce6086

bump to nightly-2023-05-23-20

mathlib commit https://github.com/leanprover-community/mathlib/commit/75e7fca56381d056096ce5d05e938f63a6567828

4d066d3b

Diff

@@ -161,7 +161,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
         rw [integral_indicator (hm _ hs_m), measure.restrict_restrict (hm _ hs_m),
           measure.restrict_restrict (hm _ ht), Set.inter_comm]
       
-  · exact (strongly_measurable_condexp.indicator hs_m).ae_strongly_measurable'
+  · exact (strongly_measurable_condexp.indicator hs_m).aestronglyMeasurable'
 #align measure_theory.condexp_restrict_ae_eq_restrict MeasureTheory.condexp_restrict_ae_eq_restrict
 
 /-- If the restriction to a `m`-measurable set `s` of a σ-algebra `m` is equal to the restriction

f2ce6086

bump to nightly-2023-05-04-10

mathlib commit https://github.com/leanprover-community/mathlib/commit/92c69b77c5a7dc0f7eeddb552508633305157caa

3d8894bd

Diff

@@ -161,7 +161,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
         rw [integral_indicator (hm _ hs_m), measure.restrict_restrict (hm _ hs_m),
           measure.restrict_restrict (hm _ ht), Set.inter_comm]
       
-  · exact (strongly_measurable_condexp.indicator hs_m).aeStronglyMeasurable'
+  · exact (strongly_measurable_condexp.indicator hs_m).ae_strongly_measurable'
 #align measure_theory.condexp_restrict_ae_eq_restrict MeasureTheory.condexp_restrict_ae_eq_restrict
 
 /-- If the restriction to a `m`-measurable set `s` of a σ-algebra `m` is equal to the restriction

f2ce6086

bump to nightly-2023-03-01-20

mathlib commit https://github.com/leanprover-community/mathlib/commit/4c586d291f189eecb9d00581aeb3dd998ac34442

20cadee0

Diff

@@ -104,7 +104,8 @@ theorem condexp_indicator (hf_int : Integrable f μ) (hs : measurable_set[m] s)
         condexp_add (hf_int.indicator (hm _ hs)) (hf_int.indicator (hm _ hs.compl))
       filter_upwards [this]with x hx
       classical rw [Set.indicator_apply, Set.indicator_apply, hx]
-    _ = s.indicator (μ[s.indicator f|m]) + s.indicator (μ[sᶜ.indicator f|m]) := s.indicator_add' _ _
+    _ = s.indicator (μ[s.indicator f|m]) + s.indicator (μ[sᶜ.indicator f|m]) :=
+      (s.indicator_add' _ _)
     _ =ᵐ[μ] s.indicator (μ[s.indicator f|m]) + s.indicator (sᶜ.indicator (μ[sᶜ.indicator f|m])) :=
       by
       refine' filter.eventually_eq.rfl.add _
@@ -155,7 +156,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
         by
         rw [integral_indicator (hm _ hs_m), measure.restrict_restrict (hm _ hs_m),
           measure.restrict_restrict (hm _ ht), Set.inter_comm]
-      _ = ∫ x in t, f x ∂μ.restrict s := set_integral_condexp hm hf_int.integrable_on ht
+      _ = ∫ x in t, f x ∂μ.restrict s := (set_integral_condexp hm hf_int.integrable_on ht)
       _ = ∫ x in t, s.indicator f x ∂μ := by
         rw [integral_indicator (hm _ hs_m), measure.restrict_restrict (hm _ hs_m),
           measure.restrict_restrict (hm _ ht), Set.inter_comm]

f2ce6086

bump to nightly-2023-02-27-10

mathlib commit https://github.com/leanprover-community/mathlib/commit/eb0cb4511aaef0da2462207b67358a0e1fe1e2ee

49ff026a

Diff

@@ -31,7 +31,7 @@ noncomputable section
 
 open TopologicalSpace MeasureTheory.lp Filter ContinuousLinearMap
 
-open NNReal Ennreal Topology BigOperators MeasureTheory
+open NNReal ENNReal Topology BigOperators MeasureTheory
 
 namespace MeasureTheory

f2ce6086

bump to nightly-2023-02-21-16

mathlib commit https://github.com/leanprover-community/mathlib/commit/bd9851ca476957ea4549eb19b40e7b5ade9428cc

1107b979

Changes in mathlib4

mathlib3

mathlib4

f2ce6086

chore: replace set_integral with setIntegral (#12215)

Done with a global search and replace, and then (to fix the #align lines), replace (#align \S*)setIntegral with $1set_integral.

f4b4298b

Diff

@@ -47,13 +47,13 @@ theorem condexp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.re
     exact Restrict.sigmaFinite _ s
   by_cases hf_int : Integrable f μ
   swap; · rw [condexp_undef hf_int]
-  refine' ae_eq_of_forall_set_integral_eq_of_sigmaFinite' hm _ _ _ _ _
+  refine' ae_eq_of_forall_setIntegral_eq_of_sigmaFinite' hm _ _ _ _ _
   · exact fun t _ _ => integrable_condexp.integrableOn.integrableOn
   · exact fun t _ _ => (integrable_zero _ _ _).integrableOn
   · intro t ht _
-    rw [Measure.restrict_restrict (hm _ ht), set_integral_condexp hm hf_int (ht.inter hs), ←
+    rw [Measure.restrict_restrict (hm _ ht), setIntegral_condexp hm hf_int (ht.inter hs), ←
       Measure.restrict_restrict (hm _ ht)]
-    refine' set_integral_congr_ae (hm _ ht) _
+    refine' setIntegral_congr_ae (hm _ ht) _
     filter_upwards [hf] with x hx _ using hx
   · exact stronglyMeasurable_condexp.aeStronglyMeasurable'
   · exact stronglyMeasurable_zero.aeStronglyMeasurable'
@@ -118,7 +118,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
   have : SigmaFinite ((μ.restrict s).trim hm) := by rw [← restrict_trim hm _ hs_m]; infer_instance
   rw [ae_eq_restrict_iff_indicator_ae_eq (hm _ hs_m)]
   refine' EventuallyEq.trans _ (condexp_indicator hf_int hs_m)
-  refine' ae_eq_condexp_of_forall_set_integral_eq hm (hf_int.indicator (hm _ hs_m)) _ _ _
+  refine' ae_eq_condexp_of_forall_setIntegral_eq hm (hf_int.indicator (hm _ hs_m)) _ _ _
   · intro t ht _
     rw [← integrable_indicator_iff (hm _ ht), Set.indicator_indicator, Set.inter_comm, ←
       Set.indicator_indicator]
@@ -133,7 +133,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
           ∫ x in t, ((μ.restrict s)[f|m]) x ∂μ.restrict s := by
         rw [integral_indicator (hm _ hs_m), Measure.restrict_restrict (hm _ hs_m),
           Measure.restrict_restrict (hm _ ht), Set.inter_comm]
-      _ = ∫ x in t, f x ∂μ.restrict s := set_integral_condexp hm hf_int.integrableOn ht
+      _ = ∫ x in t, f x ∂μ.restrict s := setIntegral_condexp hm hf_int.integrableOn ht
       _ = ∫ x in t, s.indicator f x ∂μ := by
         rw [integral_indicator (hm _ hs_m), Measure.restrict_restrict (hm _ hs_m),
           Measure.restrict_restrict (hm _ ht), Set.inter_comm]
@@ -152,7 +152,7 @@ theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
   by_cases hf_int : Integrable f μ
   swap; · simp_rw [condexp_undef hf_int]; rfl
   refine' ((condexp_indicator hf_int hs_m).symm.trans _).trans (condexp_indicator hf_int hs_m₂)
-  refine' ae_eq_of_forall_set_integral_eq_of_sigmaFinite' hm₂
+  refine' ae_eq_of_forall_setIntegral_eq_of_sigmaFinite' hm₂
     (fun s _ _ => integrable_condexp.integrableOn)
     (fun s _ _ => integrable_condexp.integrableOn) _ _
     stronglyMeasurable_condexp.aeStronglyMeasurable'
@@ -172,14 +172,14 @@ theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
       calc
         ∫ x : α in t, (μ[s.indicator f|m]) x ∂μ.restrict sᶜ =
             ∫ x : α in t, 0 ∂μ.restrict sᶜ := by
-          refine' set_integral_congr_ae (hm₂ _ ht) _
+          refine' setIntegral_congr_ae (hm₂ _ ht) _
           filter_upwards [this] with x hx _ using hx
         _ = 0 := integral_zero _ _
     refine' condexp_ae_eq_restrict_zero hs_m.compl _
     exact indicator_ae_eq_restrict_compl (hm _ hs_m)
   have hst_m : MeasurableSet[m] (s ∩ t) := (hs _).mpr (hs_m₂.inter ht)
-  simp_rw [this, set_integral_condexp hm₂ (hf_int.indicator (hm _ hs_m)) ht,
-    set_integral_condexp hm (hf_int.indicator (hm _ hs_m)) hst_m, integral_indicator (hm _ hs_m),
+  simp_rw [this, setIntegral_condexp hm₂ (hf_int.indicator (hm _ hs_m)) ht,
+    setIntegral_condexp hm (hf_int.indicator (hm _ hs_m)) hst_m, integral_indicator (hm _ hs_m),
     Measure.restrict_restrict (hm _ hs_m), ← Set.inter_assoc, Set.inter_self]
 #align measure_theory.condexp_ae_eq_restrict_of_measurable_space_eq_on MeasureTheory.condexp_ae_eq_restrict_of_measurableSpace_eq_on

f2ce6086

chore: superfluous parentheses part 2 (#12131)

Co-authored-by: Moritz Firsching <firsching@google.com>

d48d30ac

Diff

@@ -133,7 +133,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
           ∫ x in t, ((μ.restrict s)[f|m]) x ∂μ.restrict s := by
         rw [integral_indicator (hm _ hs_m), Measure.restrict_restrict (hm _ hs_m),
           Measure.restrict_restrict (hm _ ht), Set.inter_comm]
-      _ = ∫ x in t, f x ∂μ.restrict s := (set_integral_condexp hm hf_int.integrableOn ht)
+      _ = ∫ x in t, f x ∂μ.restrict s := set_integral_condexp hm hf_int.integrableOn ht
       _ = ∫ x in t, s.indicator f x ∂μ := by
         rw [integral_indicator (hm _ hs_m), Measure.restrict_restrict (hm _ hs_m),
           Measure.restrict_restrict (hm _ ht), Set.inter_comm]

f2ce6086

chore: remove stream-of-consciousness uses of have, replace and suffices (#10640)

No changes to tactic file, it's just boring fixes throughout the library.

This follows on from #6964.

Co-authored-by: sgouezel <sebastien.gouezel@univ-rennes1.fr> Co-authored-by: Eric Wieser <wieser.eric@gmail.com>

a13e8040

Diff

@@ -122,8 +122,8 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
   · intro t ht _
     rw [← integrable_indicator_iff (hm _ ht), Set.indicator_indicator, Set.inter_comm, ←
       Set.indicator_indicator]
-    suffices h_int_restrict : Integrable (t.indicator ((μ.restrict s)[f|m])) (μ.restrict s)
-    · rw [integrable_indicator_iff (hm _ hs_m), IntegrableOn]
+    suffices h_int_restrict : Integrable (t.indicator ((μ.restrict s)[f|m])) (μ.restrict s) by
+      rw [integrable_indicator_iff (hm _ hs_m), IntegrableOn]
       rw [integrable_indicator_iff (hm _ ht), IntegrableOn] at h_int_restrict ⊢
       exact h_int_restrict
     exact integrable_condexp.indicator (hm _ ht)

f2ce6086

chore: banish Type _ and Sort _ (#6499)

We remove all possible occurences of Type _ and Sort _ in favor of Type* and Sort*.

This has nice performance benefits.

32de3f67

Diff

@@ -32,7 +32,7 @@ open scoped NNReal ENNReal Topology BigOperators MeasureTheory
 
 namespace MeasureTheory
 
-variable {α 𝕜 E : Type _} {m m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E]
+variable {α 𝕜 E : Type*} {m m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E]
   [CompleteSpace E] {μ : Measure α} {f : α → E} {s : Set α}
 
 theorem condexp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict s] 0) :

f2ce6086

chore: script to replace headers with #align_import statements (#5979)

depends on: #5966

Co-authored-by: Eric Wieser <wieser.eric@gmail.com> Co-authored-by: Scott Morrison <scott.morrison@gmail.com>

89aa3a3b

Diff

@@ -2,14 +2,11 @@
 Copyright (c) 2022 Rémy Degenne. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Rémy Degenne
-
-! This file was ported from Lean 3 source module measure_theory.function.conditional_expectation.indicator
-! leanprover-community/mathlib commit f2ce6086713c78a7f880485f7917ea547a215982
-! Please do not edit these lines, except to modify the commit id
-! if you have ported upstream changes.
 -/
 import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
 
+#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
+
 /-!
 
 # Conditional expectation of indicator functions

f2ce6086

chore: fix grammar in docs (#5668)

15cdb8ec

Diff

@@ -20,7 +20,7 @@ a restricted measure.
 
 ## Main result
 
-* `MeasureTheory.condexp_indicator`: If `s` is a `m`-measurable set, then the conditional
+* `MeasureTheory.condexp_indicator`: If `s` is an `m`-measurable set, then the conditional
   expectation of the indicator function of `s` is almost everywhere equal to the indicator
   of `s` of the conditional expectation. Namely, `𝔼[s.indicator f | m] = s.indicator 𝔼[f | m]` a.e.
 
@@ -143,7 +143,7 @@ theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm
   · exact (stronglyMeasurable_condexp.indicator hs_m).aeStronglyMeasurable'
 #align measure_theory.condexp_restrict_ae_eq_restrict MeasureTheory.condexp_restrict_ae_eq_restrict
 
-/-- If the restriction to a `m`-measurable set `s` of a σ-algebra `m` is equal to the restriction
+/-- If the restriction to an `m`-measurable set `s` of a σ-algebra `m` is equal to the restriction
 to `s` of another σ-algebra `m₂` (hypothesis `hs`), then `μ[f | m] =ᵐ[μ.restrict s] μ[f | m₂]`. -/
 theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableSpace α}
     {μ : Measure α} (hm : m ≤ m0) (hm₂ : m₂ ≤ m0) [SigmaFinite (μ.trim hm)]

f2ce6086

fix: change compl precedence (#5586)

Co-authored-by: Yury G. Kudryashov <urkud@urkud.name>

4d4f0f25

Diff

@@ -63,11 +63,11 @@ theorem condexp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.re
 #align measure_theory.condexp_ae_eq_restrict_zero MeasureTheory.condexp_ae_eq_restrict_zero
 
 /-- Auxiliary lemma for `condexp_indicator`. -/
-theorem condexp_indicator_aux (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict (sᶜ)] 0) :
+theorem condexp_indicator_aux (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict sᶜ] 0) :
     μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) := by
   by_cases hm : m ≤ m0
   swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']; rfl
-  have hsf_zero : ∀ g : α → E, g =ᵐ[μ.restrict (sᶜ)] 0 → s.indicator g =ᵐ[μ] g := fun g =>
+  have hsf_zero : ∀ g : α → E, g =ᵐ[μ.restrict sᶜ] 0 → s.indicator g =ᵐ[μ] g := fun g =>
     indicator_ae_eq_of_restrict_compl_ae_eq_zero (hm _ hs)
   refine' ((hsf_zero (μ[f|m]) (condexp_ae_eq_restrict_zero hs.compl hf)).trans _).symm
   exact condexp_congr_ae (hsf_zero f hf).symm
@@ -170,11 +170,11 @@ theorem condexp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
     suffices ∫ x in sᶜ, (μ[s.indicator f|m]) x ∂μ.restrict t = 0 by
       rw [this, add_zero, Measure.restrict_restrict (hm _ hs_m)]
     rw [Measure.restrict_restrict (MeasurableSet.compl (hm _ hs_m))]
-    suffices μ[s.indicator f|m] =ᵐ[μ.restrict (sᶜ)] 0 by
+    suffices μ[s.indicator f|m] =ᵐ[μ.restrict sᶜ] 0 by
       rw [Set.inter_comm, ← Measure.restrict_restrict (hm₂ _ ht)]
       calc
-        ∫ x : α in t, (μ[s.indicator f|m]) x ∂μ.restrict (sᶜ) =
-            ∫ x : α in t, 0 ∂μ.restrict (sᶜ) := by
+        ∫ x : α in t, (μ[s.indicator f|m]) x ∂μ.restrict sᶜ =
+            ∫ x : α in t, 0 ∂μ.restrict sᶜ := by
           refine' set_integral_congr_ae (hm₂ _ ht) _
           filter_upwards [this] with x hx _ using hx
         _ = 0 := integral_zero _ _

f2ce6086

feat: port MeasureTheory.Function.ConditionalExpectation.Indicator (#5188)

9191c4ae

`measure_theory.function.conditional_expectation.indicator` ⟷ `Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator`

Changes since the initial port

Changes in mathlib3

Changes in mathlib3port

Changes in mathlib4

Dependencies 12 + 985

measure_theory.function.conditional_expectation.indicator ⟷ Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator

Changes since the initial port

Changes in mathlib3

Changes in mathlib3port

Changes in mathlib4

Dependencies 12 + 985

`measure_theory.function.conditional_expectation.indicator` ⟷ `Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator`