probability.conditional_expectation | Mathlib porting status

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

2f834701

(last sync)

Changes in mathlib3port

mathlib3

mathlib3port

e160cefe

bump to nightly-2024-03-17-08

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

22f01ce4

Diff

@@ -52,14 +52,14 @@ theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinit
         (fun s _ hs => integrable_on_const.2 (Or.inr hs)) (fun s hms hs => _)
         strongly_measurable_const.ae_strongly_measurable').symm
   rw [set_integral_const]
-  rw [← mem_ℒp_one_iff_integrable] at hfint 
+  rw [← mem_ℒp_one_iff_integrable] at hfint
   refine' hfint.induction_strongly_measurable hle₁ ENNReal.one_ne_top _ _ _ _ _ _
   · intro c t hmt ht
     rw [integral_indicator (hle₁ _ hmt), set_integral_const, smul_smul, ← ENNReal.toReal_mul,
       mul_comm, ← hindp _ _ hmt hms, set_integral_indicator (hle₁ _ hmt), set_integral_const,
       Set.inter_comm]
   · intro u v hdisj huint hvint hu hv hu_eq hv_eq
-    rw [mem_ℒp_one_iff_integrable] at huint hvint 
+    rw [mem_ℒp_one_iff_integrable] at huint hvint
     rw [integral_add' huint hvint, smul_add, hu_eq, hv_eq,
       integral_add' huint.integrable_on hvint.integrable_on]
   · have heq₁ :

e160cefe

bump to nightly-2023-09-24-06

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

5655435f

Diff

@@ -3,9 +3,9 @@ Copyright (c) 2022 Kexing Ying. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying
 -/
-import Mathbin.Probability.Notation
-import Mathbin.Probability.Independence.Basic
-import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
+import Probability.Notation
+import Probability.Independence.Basic
+import MeasureTheory.Function.ConditionalExpectation.Basic
 
 #align_import probability.conditional_expectation 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

@@ -2,16 +2,13 @@
 Copyright (c) 2022 Kexing Ying. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying
-
-! This file was ported from Lean 3 source module probability.conditional_expectation
-! 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.Probability.Notation
 import Mathbin.Probability.Independence.Basic
 import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
 
+#align_import probability.conditional_expectation from "leanprover-community/mathlib"@"e160cefedc932ce41c7049bf0c4b0f061d06216e"
+
 /-!
 
 # Probabilistic properties of the conditional expectation

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: Kexing Ying
 
 ! This file was ported from Lean 3 source module probability.conditional_expectation
-! leanprover-community/mathlib commit 2f8347015b12b0864dfaf366ec4909eb70c78740
+! leanprover-community/mathlib commit e160cefedc932ce41c7049bf0c4b0f061d06216e
 ! Please do not edit these lines, except to modify the commit id
 ! if you have ported upstream changes.
 -/
@@ -16,6 +16,9 @@ import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
 
 # Probabilistic properties of the conditional expectation
 
+> THIS FILE IS SYNCHRONIZED WITH MATHLIB4.
+> Any changes to this file require a corresponding PR to mathlib4.
+
 This file contains some properties about the conditional expectation which does not belong in
 the main conditional expectation file.

2f834701

bump to nightly-2023-06-18-23

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

3b5e23dc

Diff

@@ -38,6 +38,7 @@ open ProbabilityTheory
 variable {Ω E : Type _} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
   {m₁ m₂ m : MeasurableSpace Ω} {μ : Measure Ω} {f : Ω → E}
 
+#print MeasureTheory.condexp_indep_eq /-
 /-- If `m₁, m₂` are independent σ-algebras and `f` is `m₁`-measurable, then `𝔼[f | m₂] = 𝔼[f]`
 almost everywhere. -/
 theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinite (μ.trim hle₂)]
@@ -85,6 +86,7 @@ theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinit
     filter_upwards [huv] with x hx _ using hx
   · exact ⟨f, hf, eventually_eq.rfl⟩
 #align measure_theory.condexp_indep_eq MeasureTheory.condexp_indep_eq
+-/
 
 end MeasureTheory

2f834701

bump to nightly-2023-06-10-07

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

3fdc57bc

Diff

@@ -81,7 +81,7 @@ theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinit
       exact (continuous_set_integral _).comp (ContinuousLinearMap.continuous _)
   · intro u v huv huint hueq
     rwa [← integral_congr_ae huv, ←
-      (set_integral_congr_ae (hle₂ _ hms) _ : (∫ x in s, u x ∂μ) = ∫ x in s, v x ∂μ)]
+      (set_integral_congr_ae (hle₂ _ hms) _ : ∫ x in s, u x ∂μ = ∫ x in s, v x ∂μ)]
     filter_upwards [huv] with x hx _ using hx
   · exact ⟨f, hf, eventually_eq.rfl⟩
 #align measure_theory.condexp_indep_eq MeasureTheory.condexp_indep_eq

2f834701

bump to nightly-2023-06-04-18

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

3fb4268b

Diff

@@ -40,8 +40,8 @@ variable {Ω E : Type _} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpa
 
 /-- If `m₁, m₂` are independent σ-algebras and `f` is `m₁`-measurable, then `𝔼[f | m₂] = 𝔼[f]`
 almost everywhere. -/
-theorem condexp_indepCat_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinite (μ.trim hle₂)]
-    (hf : strongly_measurable[m₁] f) (hindp : IndepCat m₁ m₂ μ) : μ[f|m₂] =ᵐ[μ] fun x => μ[f] :=
+theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinite (μ.trim hle₂)]
+    (hf : strongly_measurable[m₁] f) (hindp : Indep m₁ m₂ μ) : μ[f|m₂] =ᵐ[μ] fun x => μ[f] :=
   by
   by_cases hfint : integrable f μ
   swap; · rw [condexp_undef hfint, integral_undef hfint]; rfl
@@ -82,9 +82,9 @@ theorem condexp_indepCat_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFi
   · intro u v huv huint hueq
     rwa [← integral_congr_ae huv, ←
       (set_integral_congr_ae (hle₂ _ hms) _ : (∫ x in s, u x ∂μ) = ∫ x in s, v x ∂μ)]
-    filter_upwards [huv]with x hx _ using hx
+    filter_upwards [huv] with x hx _ using hx
   · exact ⟨f, hf, eventually_eq.rfl⟩
-#align measure_theory.condexp_indep_eq MeasureTheory.condexp_indepCat_eq
+#align measure_theory.condexp_indep_eq MeasureTheory.condexp_indep_eq
 
 end MeasureTheory

2f834701

bump to nightly-2023-06-01-16

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

b9c87c70

Diff

@@ -51,14 +51,14 @@ theorem condexp_indepCat_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFi
         (fun s _ hs => integrable_on_const.2 (Or.inr hs)) (fun s hms hs => _)
         strongly_measurable_const.ae_strongly_measurable').symm
   rw [set_integral_const]
-  rw [← mem_ℒp_one_iff_integrable] at hfint
+  rw [← mem_ℒp_one_iff_integrable] at hfint 
   refine' hfint.induction_strongly_measurable hle₁ ENNReal.one_ne_top _ _ _ _ _ _
   · intro c t hmt ht
     rw [integral_indicator (hle₁ _ hmt), set_integral_const, smul_smul, ← ENNReal.toReal_mul,
       mul_comm, ← hindp _ _ hmt hms, set_integral_indicator (hle₁ _ hmt), set_integral_const,
       Set.inter_comm]
   · intro u v hdisj huint hvint hu hv hu_eq hv_eq
-    rw [mem_ℒp_one_iff_integrable] at huint hvint
+    rw [mem_ℒp_one_iff_integrable] at huint hvint 
     rw [integral_add' huint hvint, smul_add, hu_eq, hv_eq,
       integral_add' huint.integrable_on hvint.integrable_on]
   · have heq₁ :

2f834701

bump to nightly-2023-05-28-18

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

8d353152

Diff

@@ -29,7 +29,7 @@ the main conditional expectation file.
 
 open TopologicalSpace Filter
 
-open NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators
+open scoped NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators
 
 namespace MeasureTheory

2f834701

bump to nightly-2023-05-28-04

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

6797a637

Diff

@@ -44,9 +44,7 @@ theorem condexp_indepCat_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFi
     (hf : strongly_measurable[m₁] f) (hindp : IndepCat m₁ m₂ μ) : μ[f|m₂] =ᵐ[μ] fun x => μ[f] :=
   by
   by_cases hfint : integrable f μ
-  swap;
-  · rw [condexp_undef hfint, integral_undef hfint]
-    rfl
+  swap; · rw [condexp_undef hfint, integral_undef hfint]; rfl
   have hfint₁ := hfint.trim hle₁ hf
   refine'
     (ae_eq_condexp_of_forall_set_integral_eq hle₂ hfint

2f834701

bump to nightly-2023-05-12-06

mathlib commit https://github.com/leanprover-community/mathlib/commit/2f8347015b12b0864dfaf366ec4909eb70c78740

c1990cb3

Diff

@@ -4,12 +4,12 @@ Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying
 
 ! This file was ported from Lean 3 source module probability.conditional_expectation
-! leanprover-community/mathlib commit 70fd9563a21e7b963887c9360bd29b2393e6225a
+! leanprover-community/mathlib commit 2f8347015b12b0864dfaf366ec4909eb70c78740
 ! Please do not edit these lines, except to modify the commit id
 ! if you have ported upstream changes.
 -/
 import Mathbin.Probability.Notation
-import Mathbin.Probability.Independence
+import Mathbin.Probability.Independence.Basic
 import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
 
 /-!

70fd9563

bump to nightly-2023-05-12-04

mathlib commit https://github.com/leanprover-community/mathlib/commit/28b2a92f2996d28e580450863c130955de0ed398

a0458e84

Diff

@@ -4,12 +4,12 @@ Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying
 
 ! This file was ported from Lean 3 source module probability.conditional_expectation
-! leanprover-community/mathlib commit 2f8347015b12b0864dfaf366ec4909eb70c78740
+! leanprover-community/mathlib commit 70fd9563a21e7b963887c9360bd29b2393e6225a
 ! Please do not edit these lines, except to modify the commit id
 ! if you have ported upstream changes.
 -/
 import Mathbin.Probability.Notation
-import Mathbin.Probability.Independence.Basic
+import Mathbin.Probability.Independence
 import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
 
 /-!

2f834701

bump to nightly-2023-05-12-02

mathlib commit https://github.com/leanprover-community/mathlib/commit/2f8347015b12b0864dfaf366ec4909eb70c78740

de75b5e2

Diff

@@ -4,12 +4,12 @@ Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying
 
 ! This file was ported from Lean 3 source module probability.conditional_expectation
-! leanprover-community/mathlib commit 70fd9563a21e7b963887c9360bd29b2393e6225a
+! leanprover-community/mathlib commit 2f8347015b12b0864dfaf366ec4909eb70c78740
 ! Please do not edit these lines, except to modify the commit id
 ! if you have ported upstream changes.
 -/
 import Mathbin.Probability.Notation
-import Mathbin.Probability.Independence
+import Mathbin.Probability.Independence.Basic
 import Mathbin.MeasureTheory.Function.ConditionalExpectation.Basic
 
 /-!

70fd9563

bump to nightly-2023-02-27-10

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

49ff026a

Diff

@@ -29,7 +29,7 @@ the main conditional expectation file.
 
 open TopologicalSpace Filter
 
-open NNReal Ennreal MeasureTheory ProbabilityTheory BigOperators
+open NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators
 
 namespace MeasureTheory
 
@@ -54,9 +54,9 @@ theorem condexp_indepCat_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFi
         strongly_measurable_const.ae_strongly_measurable').symm
   rw [set_integral_const]
   rw [← mem_ℒp_one_iff_integrable] at hfint
-  refine' hfint.induction_strongly_measurable hle₁ Ennreal.one_ne_top _ _ _ _ _ _
+  refine' hfint.induction_strongly_measurable hle₁ ENNReal.one_ne_top _ _ _ _ _ _
   · intro c t hmt ht
-    rw [integral_indicator (hle₁ _ hmt), set_integral_const, smul_smul, ← Ennreal.toReal_mul,
+    rw [integral_indicator (hle₁ _ hmt), set_integral_const, smul_smul, ← ENNReal.toReal_mul,
       mul_comm, ← hindp _ _ hmt hms, set_integral_indicator (hle₁ _ hmt), set_integral_const,
       Set.inter_comm]
   · intro u v hdisj huint hvint hu hv hu_eq hv_eq

70fd9563

bump to nightly-2023-02-21-16

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

1107b979

Changes in mathlib4

mathlib3

mathlib4

2f834701

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

@@ -41,17 +41,17 @@ theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinit
     (hf : StronglyMeasurable[m₁] f) (hindp : Indep m₁ m₂ μ) : μ[f|m₂] =ᵐ[μ] fun _ => μ[f] := by
   by_cases hfint : Integrable f μ
   swap; · rw [condexp_undef hfint, integral_undef hfint]; rfl
-  refine' (ae_eq_condexp_of_forall_set_integral_eq hle₂ hfint
+  refine' (ae_eq_condexp_of_forall_setIntegral_eq hle₂ hfint
     (fun s _ hs => integrableOn_const.2 (Or.inr hs)) (fun s hms hs => _)
       stronglyMeasurable_const.aeStronglyMeasurable').symm
-  rw [set_integral_const]
+  rw [setIntegral_const]
   rw [← memℒp_one_iff_integrable] at hfint
   refine' Memℒp.induction_stronglyMeasurable hle₁ ENNReal.one_ne_top _ _ _ _ hfint _
   · exact ⟨f, hf, EventuallyEq.rfl⟩
   · intro c t hmt _
     rw [Indep_iff] at hindp
-    rw [integral_indicator (hle₁ _ hmt), set_integral_const, smul_smul, ← ENNReal.toReal_mul,
-      mul_comm, ← hindp _ _ hmt hms, set_integral_indicator (hle₁ _ hmt), set_integral_const,
+    rw [integral_indicator (hle₁ _ hmt), setIntegral_const, smul_smul, ← ENNReal.toReal_mul,
+      mul_comm, ← hindp _ _ hmt hms, setIntegral_indicator (hle₁ _ hmt), setIntegral_const,
       Set.inter_comm]
   · intro u v _ huint hvint hu hv hu_eq hv_eq
     rw [memℒp_one_iff_integrable] at huint hvint
@@ -70,10 +70,10 @@ theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinit
     · rw [heq₁]
       exact continuous_integral.comp (ContinuousLinearMap.continuous _)
     · rw [heq₂]
-      exact (continuous_set_integral _).comp (ContinuousLinearMap.continuous _)
+      exact (continuous_setIntegral _).comp (ContinuousLinearMap.continuous _)
   · intro u v huv _ hueq
     rwa [← integral_congr_ae huv, ←
-      (set_integral_congr_ae (hle₂ _ hms) _ : ∫ x in s, u x ∂μ = ∫ x in s, v x ∂μ)]
+      (setIntegral_congr_ae (hle₂ _ hms) _ : ∫ x in s, u x ∂μ = ∫ x in s, v x ∂μ)]
     filter_upwards [huv] with x hx _ using hx
 #align measure_theory.condexp_indep_eq MeasureTheory.condexp_indep_eq

2f834701

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 @@ namespace MeasureTheory
 
 open ProbabilityTheory
 
-variable {Ω E : Type _} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
+variable {Ω E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
   {m₁ m₂ m : MeasurableSpace Ω} {μ : Measure Ω} {f : Ω → E}
 
 /-- If `m₁, m₂` are independent σ-algebras and `f` is `m₁`-measurable, then `𝔼[f | m₂] = 𝔼[f]`

2f834701

refactor(Probability/Independence): define independence using kernel independence (#6294)

Independence is the special case of independence with respect to a kernel and a measure where the kernel is constant.

a3b98ba0

Diff

@@ -49,6 +49,7 @@ theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinit
   refine' Memℒp.induction_stronglyMeasurable hle₁ ENNReal.one_ne_top _ _ _ _ hfint _
   · exact ⟨f, hf, EventuallyEq.rfl⟩
   · intro c t hmt _
+    rw [Indep_iff] at hindp
     rw [integral_indicator (hle₁ _ hmt), set_integral_const, smul_smul, ← ENNReal.toReal_mul,
       mul_comm, ← hindp _ _ hmt hms, set_integral_indicator (hle₁ _ hmt), set_integral_const,
       Set.inter_comm]

2f834701

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

@@ -2,16 +2,13 @@
 Copyright (c) 2022 Kexing Ying. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Kexing Ying
-
-! This file was ported from Lean 3 source module probability.conditional_expectation
-! leanprover-community/mathlib commit 2f8347015b12b0864dfaf366ec4909eb70c78740
-! Please do not edit these lines, except to modify the commit id
-! if you have ported upstream changes.
 -/
 import Mathlib.Probability.Notation
 import Mathlib.Probability.Independence.Basic
 import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
 
+#align_import probability.conditional_expectation from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
+
 /-!
 
 # Probabilistic properties of the conditional expectation

2f834701

chore: fix grammar in docs (#5668)

15cdb8ec

Diff

@@ -21,7 +21,7 @@ the main conditional expectation file.
 
 ## Main result
 
-* `MeasureTheory.condexp_indep_eq`: If `m₁, m₂` are independent σ-algebras and `f` is a
+* `MeasureTheory.condexp_indep_eq`: If `m₁, m₂` are independent σ-algebras and `f` is an
   `m₁`-measurable function, then `𝔼[f | m₂] = 𝔼[f]` almost everywhere.
 
 -/

2f834701

feat: port Probability.ConditionalExpectation (#5192)

d62cc4a4

`probability.conditional_expectation` ⟷ `Mathlib.Probability.ConditionalExpectation`

Changes since the initial port

Changes in mathlib3

Changes in mathlib3port

Changes in mathlib4

Dependencies 12 + 997

probability.conditional_expectation ⟷ Mathlib.Probability.ConditionalExpectation

Changes since the initial port

Changes in mathlib3

Changes in mathlib3port

Changes in mathlib4

Dependencies 12 + 997

`probability.conditional_expectation` ⟷ `Mathlib.Probability.ConditionalExpectation`