Documentation

Mathlib.Probability.Independence.Kernel.Indep

Independence of families of sets with respect to a kernel and a measure #

A family of sets of sets π : ι → Set (Set Ω) is independent with respect to a kernel κ : Kernel α Ω and a measure μ on α if for any finite set of indices s = {i_1, ..., i_n}, for any sets f i_1 ∈ π i_1, ..., f i_n ∈ π i_n, then for μ-almost every a : α, κ a (⋂ i in s, f i) = ∏ i ∈ s, κ a (f i).

This notion of independence is a generalization of both independence and conditional independence. For conditional independence, κ is the conditional kernel ProbabilityTheory.condExpKernel and μ is the ambient measure. For (non-conditional) independence, κ = Kernel.const Unit μ and the measure is the Dirac measure on Unit.

The main purpose of this file is to prove only once the properties that hold for both conditional and non-conditional independence.

This file contains results about independence of families of sets and σ-algebras. See the IndepFun file for results about independence of random variables.

Main definitions #

See the file Mathlib/Probability/Kernel/Basic.lean for a more detailed discussion of these definitions in the particular case of the usual independence notion.

Main statements #

def ProbabilityTheory.Kernel.iIndepSets {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} (π : ιSet (Set Ω)) (κ : Kernel α Ω) (μ : MeasureTheory.Measure α := by volume_tac) :

A family of sets of sets π : ι → Set (Set Ω) is independent with respect to a kernel κ and a measure μ if for any finite set of indices s = {i_1, ..., i_n}, for any sets f i_1 ∈ π i_1, ..., f i_n ∈ π i_n, then ∀ᵐ a ∂μ, κ a (⋂ i in s, f i) = ∏ i ∈ s, κ a (f i). It will be used for families of pi_systems.

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    def ProbabilityTheory.Kernel.IndepSets {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} (s1 s2 : Set (Set Ω)) (κ : Kernel α Ω) (μ : MeasureTheory.Measure α := by volume_tac) :

    Two sets of sets s₁, s₂ are independent with respect to a kernel κ and a measure μ if for any sets t₁ ∈ s₁, t₂ ∈ s₂, then ∀ᵐ a ∂μ, κ a (t₁ ∩ t₂) = κ a (t₁) * κ a (t₂)

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      def ProbabilityTheory.Kernel.iIndep {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} (m : ιMeasurableSpace Ω) {_mΩ : MeasurableSpace Ω} (κ : Kernel α Ω) (μ : MeasureTheory.Measure α := by volume_tac) :

      A family of measurable space structures (i.e. of σ-algebras) is independent with respect to a kernel κ and a measure μ if the family of sets of measurable sets they define is independent.

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        def ProbabilityTheory.Kernel.Indep {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} (m₁ m₂ : MeasurableSpace Ω) {_mΩ : MeasurableSpace Ω} (κ : Kernel α Ω) (μ : MeasureTheory.Measure α := by volume_tac) :

        Two measurable space structures (or σ-algebras) m₁, m₂ are independent with respect to a kernel κ and a measure μ if for any sets t₁ ∈ m₁, t₂ ∈ m₂, ∀ᵐ a ∂μ, κ a (t₁ ∩ t₂) = κ a (t₁) * κ a (t₂)

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          def ProbabilityTheory.Kernel.iIndepSet {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} (s : ιSet Ω) (κ : Kernel α Ω) (μ : MeasureTheory.Measure α := by volume_tac) :

          A family of sets is independent if the family of measurable space structures they generate is independent. For a set s, the generated measurable space has measurable sets ∅, s, sᶜ, univ.

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            def ProbabilityTheory.Kernel.IndepSet {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} (s t : Set Ω) (κ : Kernel α Ω) (μ : MeasureTheory.Measure α := by volume_tac) :

            Two sets are independent if the two measurable space structures they generate are independent. For a set s, the generated measurable space structure has measurable sets ∅, s, sᶜ, univ.

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              @[simp]
              theorem ProbabilityTheory.Kernel.iIndepSets_zero_right {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {π : ιSet (Set Ω)} :
              iIndepSets π κ 0
              @[simp]
              theorem ProbabilityTheory.Kernel.indepSets_zero_right {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {s1 s2 : Set (Set Ω)} :
              IndepSets s1 s2 κ 0
              @[simp]
              theorem ProbabilityTheory.Kernel.indepSets_zero_left {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure α} {s1 s2 : Set (Set Ω)} :
              IndepSets s1 s2 0 μ
              @[simp]
              theorem ProbabilityTheory.Kernel.iIndep_zero_right {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} :
              iIndep m κ 0
              @[simp]
              theorem ProbabilityTheory.Kernel.indep_zero_right {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {m₁ m₂ _mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} :
              Indep m₁ m₂ κ 0
              @[simp]
              theorem ProbabilityTheory.Kernel.indep_zero_left {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} {m₁ m₂ _mΩ : MeasurableSpace Ω} :
              Indep m₁ m₂ 0 μ
              @[simp]
              theorem ProbabilityTheory.Kernel.iIndepSet_zero_right {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {s : ιSet Ω} :
              iIndepSet s κ 0
              @[simp]
              theorem ProbabilityTheory.Kernel.indepSet_zero_right {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {s t : Set Ω} :
              IndepSet s t κ 0
              @[simp]
              theorem ProbabilityTheory.Kernel.indepSet_zero_left {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure α} {s t : Set Ω} :
              IndepSet s t 0 μ
              theorem ProbabilityTheory.Kernel.iIndepSets_congr {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} (h : κ =ᵐ[μ] η) :
              iIndepSets π κ μ iIndepSets π η μ
              theorem ProbabilityTheory.Kernel.iIndepSets.congr {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} (h : κ =ᵐ[μ] η) :
              iIndepSets π κ μiIndepSets π η μ

              Alias of the forward direction of ProbabilityTheory.Kernel.iIndepSets_congr.

              theorem ProbabilityTheory.Kernel.indepSets_congr {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} {s1 s2 : Set (Set Ω)} (h : κ =ᵐ[μ] η) :
              IndepSets s1 s2 κ μ IndepSets s1 s2 η μ
              theorem ProbabilityTheory.Kernel.IndepSets.congr {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} {s1 s2 : Set (Set Ω)} (h : κ =ᵐ[μ] η) :
              IndepSets s1 s2 κ μIndepSets s1 s2 η μ

              Alias of the forward direction of ProbabilityTheory.Kernel.indepSets_congr.

              theorem ProbabilityTheory.Kernel.iIndep_congr {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} (h : κ =ᵐ[μ] η) :
              iIndep m κ μ iIndep m η μ
              theorem ProbabilityTheory.Kernel.iIndep.congr {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} (h : κ =ᵐ[μ] η) :
              iIndep m κ μiIndep m η μ

              Alias of the forward direction of ProbabilityTheory.Kernel.iIndep_congr.

              theorem ProbabilityTheory.Kernel.indep_congr {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} {m₁ m₂ _mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} (h : κ =ᵐ[μ] η) :
              Indep m₁ m₂ κ μ Indep m₁ m₂ η μ
              theorem ProbabilityTheory.Kernel.Indep.congr {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {μ : MeasureTheory.Measure α} {m₁ m₂ _mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} (h : κ =ᵐ[μ] η) :
              Indep m₁ m₂ κ μIndep m₁ m₂ η μ

              Alias of the forward direction of ProbabilityTheory.Kernel.indep_congr.

              theorem ProbabilityTheory.Kernel.iIndepSet_congr {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet Ω} (h : κ =ᵐ[μ] η) :
              iIndepSet s κ μ iIndepSet s η μ
              theorem ProbabilityTheory.Kernel.iIndepSet.congr {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet Ω} (h : κ =ᵐ[μ] η) :
              iIndepSet s κ μiIndepSet s η μ

              Alias of the forward direction of ProbabilityTheory.Kernel.iIndepSet_congr.

              theorem ProbabilityTheory.Kernel.indepSet_congr {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} {s t : Set Ω} (h : κ =ᵐ[μ] η) :
              IndepSet s t κ μ IndepSet s t η μ
              theorem ProbabilityTheory.Kernel.indepSet.congr {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ η : Kernel α Ω} {μ : MeasureTheory.Measure α} {s t : Set Ω} (h : κ =ᵐ[μ] η) :
              IndepSet s t κ μIndepSet s t η μ

              Alias of the forward direction of ProbabilityTheory.Kernel.indepSet_congr.

              theorem ProbabilityTheory.Kernel.iIndepSets.meas_biInter {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} (h : iIndepSets π κ μ) (s : Finset ι) {f : ιSet Ω} (hf : is, f i π i) :
              ∀ᵐ (a : α) μ, (κ a) (⋂ is, f i) = is, (κ a) (f i)
              theorem ProbabilityTheory.Kernel.iIndepSets.ae_isProbabilityMeasure {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} (h : iIndepSets π κ μ) :
              theorem ProbabilityTheory.Kernel.iIndepSets.meas_iInter {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} {s : ιSet Ω} [Fintype ι] (h : iIndepSets π κ μ) (hs : ∀ (i : ι), s i π i) :
              ∀ᵐ (a : α) μ, (κ a) (⋂ (i : ι), s i) = i : ι, (κ a) (s i)
              theorem ProbabilityTheory.Kernel.iIndep.iIndepSets' {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} ( : iIndep m κ μ) :
              Kernel.iIndepSets (fun (x : ι) => {s : Set Ω | MeasurableSet s}) κ μ
              theorem ProbabilityTheory.Kernel.iIndep.ae_isProbabilityMeasure {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h : iIndep m κ μ) :
              theorem ProbabilityTheory.Kernel.iIndep.meas_biInter {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet Ω} {S : Finset ι} ( : iIndep m κ μ) (hs : iS, MeasurableSet (s i)) :
              ∀ᵐ (a : α) μ, (κ a) (⋂ iS, s i) = iS, (κ a) (s i)
              theorem ProbabilityTheory.Kernel.iIndep.meas_iInter {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet Ω} [Fintype ι] (h : iIndep m κ μ) (hs : ∀ (i : ι), MeasurableSet (s i)) :
              ∀ᵐ (a : α) μ, (κ a) (⋂ (i : ι), s i) = i : ι, (κ a) (s i)
              @[simp]
              theorem ProbabilityTheory.Kernel.iIndepSets.of_subsingleton {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure α} [Subsingleton ι] {m : ιSet (Set Ω)} {κ : Kernel α Ω} [IsMarkovKernel κ] :
              iIndepSets m κ μ
              @[simp]
              theorem ProbabilityTheory.Kernel.iIndep.of_subsingleton {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure α} [Subsingleton ι] {m : ιMeasurableSpace Ω} {κ : Kernel α Ω} [IsMarkovKernel κ] :
              iIndep m κ μ
              theorem ProbabilityTheory.Kernel.iIndepSets.precomp {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} {ι' : Type u_5} {g : ι'ι} (hg : Function.Injective g) (h : iIndepSets π κ μ) :
              iIndepSets (π g) κ μ
              theorem ProbabilityTheory.Kernel.iIndepSets.of_precomp {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} {ι' : Type u_5} {g : ι'ι} (hg : Function.Surjective g) (h : iIndepSets (π g) κ μ) :
              iIndepSets π κ μ
              theorem ProbabilityTheory.Kernel.iIndepSets_precomp_of_bijective {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} {ι' : Type u_5} {g : ι'ι} (hg : Function.Bijective g) :
              iIndepSets (π g) κ μ iIndepSets π κ μ
              theorem ProbabilityTheory.Kernel.iIndep.precomp {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {ι' : Type u_5} {g : ι'ι} (hg : Function.Injective g) (h : iIndep m κ μ) :
              iIndep (m g) κ μ
              theorem ProbabilityTheory.Kernel.iIndep.of_precomp {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {ι' : Type u_5} {g : ι'ι} (hg : Function.Surjective g) (h : iIndep (m g) κ μ) :
              iIndep m κ μ
              theorem ProbabilityTheory.Kernel.iIndep_precomp_of_bijective {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {ι' : Type u_5} {g : ι'ι} (hg : Function.Bijective g) :
              iIndep (m g) κ μ iIndep m κ μ
              theorem ProbabilityTheory.Kernel.iIndepSet.precomp {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet Ω} {ι' : Type u_5} {g : ι'ι} (hg : Function.Injective g) (h : iIndepSet s κ μ) :
              iIndepSet (s g) κ μ
              theorem ProbabilityTheory.Kernel.iIndepSet.of_precomp {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet Ω} {ι' : Type u_5} {g : ι'ι} (hg : Function.Surjective g) (h : iIndepSet (s g) κ μ) :
              iIndepSet s κ μ
              theorem ProbabilityTheory.Kernel.iIndepSet_precomp_of_bijective {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet Ω} {ι' : Type u_5} {g : ι'ι} (hg : Function.Bijective g) :
              iIndepSet (s g) κ μ iIndepSet s κ μ
              theorem ProbabilityTheory.Kernel.IndepSets.symm {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s₁ s₂ : Set (Set Ω)} (h : IndepSets s₁ s₂ κ μ) :
              IndepSets s₂ s₁ κ μ
              theorem ProbabilityTheory.Kernel.Indep.symm {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {m₁ m₂ _mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h : Indep m₁ m₂ κ μ) :
              Indep m₂ m₁ κ μ
              theorem ProbabilityTheory.Kernel.indep_bot_right {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} (m' : MeasurableSpace Ω) {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] :
              Indep m' κ μ
              theorem ProbabilityTheory.Kernel.indep_bot_left {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} (m' : MeasurableSpace Ω) {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] :
              Indep m' κ μ
              theorem ProbabilityTheory.Kernel.indepSet_empty_right {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] (s : Set Ω) :
              IndepSet s κ μ
              theorem ProbabilityTheory.Kernel.indepSet_empty_left {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] (s : Set Ω) :
              IndepSet s κ μ
              theorem ProbabilityTheory.Kernel.indepSets_of_indepSets_of_le_left {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s₁ s₂ s₃ : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h_indep : IndepSets s₁ s₂ κ μ) (h31 : s₃ s₁) :
              IndepSets s₃ s₂ κ μ
              theorem ProbabilityTheory.Kernel.indepSets_of_indepSets_of_le_right {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s₁ s₂ s₃ : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h_indep : IndepSets s₁ s₂ κ μ) (h32 : s₃ s₂) :
              IndepSets s₁ s₃ κ μ
              theorem ProbabilityTheory.Kernel.indep_of_indep_of_le_left {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {m₁ m₂ m₃ _mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h_indep : Indep m₁ m₂ κ μ) (h31 : m₃ m₁) :
              Indep m₃ m₂ κ μ
              theorem ProbabilityTheory.Kernel.indep_of_indep_of_le_right {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {m₁ m₂ m₃ _mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h_indep : Indep m₁ m₂ κ μ) (h32 : m₃ m₂) :
              Indep m₁ m₃ κ μ
              theorem ProbabilityTheory.Kernel.IndepSets.union {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s₁ s₂ s' : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h₁ : IndepSets s₁ s' κ μ) (h₂ : IndepSets s₂ s' κ μ) :
              IndepSets (s₁ s₂) s' κ μ
              @[simp]
              theorem ProbabilityTheory.Kernel.IndepSets.union_iff {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s₁ s₂ s' : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} :
              IndepSets (s₁ s₂) s' κ μ IndepSets s₁ s' κ μ IndepSets s₂ s' κ μ
              theorem ProbabilityTheory.Kernel.IndepSets.iUnion {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {s : ιSet (Set Ω)} {s' : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (hyp : ∀ (n : ι), IndepSets (s n) s' κ μ) :
              IndepSets (⋃ (n : ι), s n) s' κ μ
              theorem ProbabilityTheory.Kernel.IndepSets.biUnion {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {s : ιSet (Set Ω)} {s' : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {u : Set ι} (hyp : nu, IndepSets (s n) s' κ μ) :
              IndepSets (⋃ nu, s n) s' κ μ
              @[deprecated ProbabilityTheory.Kernel.IndepSets.biUnion (since := "2025-11-02")]
              theorem ProbabilityTheory.Kernel.IndepSets.bUnion {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {s : ιSet (Set Ω)} {s' : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {u : Set ι} (hyp : nu, IndepSets (s n) s' κ μ) :
              IndepSets (⋃ nu, s n) s' κ μ

              Alias of ProbabilityTheory.Kernel.IndepSets.biUnion.

              theorem ProbabilityTheory.Kernel.IndepSets.inter {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s₁ s' : Set (Set Ω)} (s₂ : Set (Set Ω)) {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h₁ : IndepSets s₁ s' κ μ) :
              IndepSets (s₁ s₂) s' κ μ
              theorem ProbabilityTheory.Kernel.IndepSets.iInter {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {s : ιSet (Set Ω)} {s' : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h : ∃ (n : ι), IndepSets (s n) s' κ μ) :
              IndepSets (⋂ (n : ι), s n) s' κ μ
              theorem ProbabilityTheory.Kernel.IndepSets.bInter {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {s : ιSet (Set Ω)} {s' : Set (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {u : Set ι} (h : nu, IndepSets (s n) s' κ μ) :
              IndepSets (⋂ nu, s n) s' κ μ
              theorem ProbabilityTheory.Kernel.iIndep_comap_mem_iff {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {f : ιSet Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} :
              iIndep (fun (i : ι) => MeasurableSpace.comap (fun (x : Ω) => x f i) ) κ μ iIndepSet f κ μ
              theorem ProbabilityTheory.Kernel.iIndepSets_singleton_iff {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {s : ιSet Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} :
              iIndepSets (fun (i : ι) => {s i}) κ μ ∀ (S : Finset ι), ∀ᵐ (a : α) μ, (κ a) (⋂ iS, s i) = iS, (κ a) (s i)
              theorem ProbabilityTheory.Kernel.indepSets_singleton_iff {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s t : Set Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} :
              IndepSets {s} {t} κ μ ∀ᵐ (a : α) μ, (κ a) (s t) = (κ a) s * (κ a) t

              Deducing Indep from iIndep #

              theorem ProbabilityTheory.Kernel.iIndepSets.indepSets {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {s : ιSet (Set Ω)} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h_indep : iIndepSets s κ μ) {i j : ι} (hij : i j) :
              IndepSets (s i) (s j) κ μ
              theorem ProbabilityTheory.Kernel.iIndep.indep {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {m : ιMeasurableSpace Ω} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h_indep : iIndep m κ μ) {i j : ι} (hij : i j) :
              Indep (m i) (m j) κ μ

              π-system lemma #

              Independence of measurable spaces is equivalent to independence of generating π-systems.

              Independence of measurable space structures implies independence of generating π-systems #

              theorem ProbabilityTheory.Kernel.iIndep.iIndepSets {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {m : ιMeasurableSpace Ω} {s : ιSet (Set Ω)} (hms : ∀ (n : ι), m n = MeasurableSpace.generateFrom (s n)) (h_indep : iIndep m κ μ) :
              theorem ProbabilityTheory.Kernel.Indep.indepSets {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s1 s2 : Set (Set Ω)} (h_indep : Indep (MeasurableSpace.generateFrom s1) (MeasurableSpace.generateFrom s2) κ μ) :
              IndepSets s1 s2 κ μ

              Independence of generating π-systems implies independence of measurable space structures #

              theorem ProbabilityTheory.Kernel.IndepSets.indep_aux {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {m₂ m : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] {p1 p2 : Set (Set Ω)} (h2 : m₂ m) (hp2 : IsPiSystem p2) (hpm2 : m₂ = MeasurableSpace.generateFrom p2) (hyp : IndepSets p1 p2 κ μ) {t1 t2 : Set Ω} (ht1 : t1 p1) (ht1m : MeasurableSet t1) (ht2m : MeasurableSet t2) :
              ∀ᵐ (a : α) μ, (κ a) (t1 t2) = (κ a) t1 * (κ a) t2
              theorem ProbabilityTheory.Kernel.IndepSets.indep {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {m1 m2 m : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] {p1 p2 : Set (Set Ω)} (h1 : m1 m) (h2 : m2 m) (hp1 : IsPiSystem p1) (hp2 : IsPiSystem p2) (hpm1 : m1 = MeasurableSpace.generateFrom p1) (hpm2 : m2 = MeasurableSpace.generateFrom p2) (hyp : IndepSets p1 p2 κ μ) :
              Indep m1 m2 κ μ

              The measurable space structures generated by independent pi-systems are independent.

              theorem ProbabilityTheory.Kernel.IndepSets.indep' {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] {p1 p2 : Set (Set Ω)} (hp1m : sp1, MeasurableSet s) (hp2m : sp2, MeasurableSet s) (hp1 : IsPiSystem p1) (hp2 : IsPiSystem p2) (hyp : IndepSets p1 p2 κ μ) :
              theorem ProbabilityTheory.Kernel.indepSets_piiUnionInter_of_disjoint {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet (Set Ω)} {S T : Set ι} (h_indep : iIndepSets s κ μ) (hST : Disjoint S T) :
              theorem ProbabilityTheory.Kernel.iIndepSet.indep_generateFrom_of_disjoint {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : ιSet Ω} (hsm : ∀ (n : ι), MeasurableSet (s n)) (hs : iIndepSet s κ μ) (S T : Set ι) (hST : Disjoint S T) :
              Indep (MeasurableSpace.generateFrom {t : Set Ω | nS, s n = t}) (MeasurableSpace.generateFrom {t : Set Ω | kT, s k = t}) κ μ
              theorem ProbabilityTheory.Kernel.indep_iSup_of_disjoint {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {m : ιMeasurableSpace Ω} (h_le : ∀ (i : ι), m i _mΩ) (h_indep : iIndep m κ μ) {S T : Set ι} (hST : Disjoint S T) :
              Indep (⨆ iS, m i) (⨆ iT, m i) κ μ
              theorem ProbabilityTheory.Kernel.indep_iSup_of_directed_le {α : Type u_1} {ι : Type u_3} {_mα : MeasurableSpace α} {Ω : Type u_4} {m : ιMeasurableSpace Ω} {m' m0 : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] (h_indep : ∀ (i : ι), Indep (m i) m' κ μ) (h_le : ∀ (i : ι), m i m0) (h_le' : m' m0) (hm : Directed (fun (x1 x2 : MeasurableSpace Ω) => x1 x2) m) :
              Indep (⨆ (i : ι), m i) m' κ μ
              theorem ProbabilityTheory.Kernel.iIndepSet.indep_generateFrom_lt {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [Preorder ι] {s : ιSet Ω} (hsm : ∀ (n : ι), MeasurableSet (s n)) (hs : iIndepSet s κ μ) (i : ι) :
              theorem ProbabilityTheory.Kernel.iIndepSet.indep_generateFrom_le {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [Preorder ι] {s : ιSet Ω} (hsm : ∀ (n : ι), MeasurableSet (s n)) (hs : iIndepSet s κ μ) (i : ι) {k : ι} (hk : i < k) :
              theorem ProbabilityTheory.Kernel.iIndepSet.indep_generateFrom_le_nat {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {s : Set Ω} (hsm : ∀ (n : ), MeasurableSet (s n)) (hs : iIndepSet s κ μ) (n : ) :
              Indep (MeasurableSpace.generateFrom {s (n + 1)}) (MeasurableSpace.generateFrom {t : Set Ω | kn, s k = t}) κ μ
              theorem ProbabilityTheory.Kernel.indep_iSup_of_monotone {α : Type u_1} {ι : Type u_3} {_mα : MeasurableSpace α} [SemilatticeSup ι] {Ω : Type u_4} {m : ιMeasurableSpace Ω} {m' m0 : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] (h_indep : ∀ (i : ι), Indep (m i) m' κ μ) (h_le : ∀ (i : ι), m i m0) (h_le' : m' m0) (hm : Monotone m) :
              Indep (⨆ (i : ι), m i) m' κ μ
              theorem ProbabilityTheory.Kernel.indep_iSup_of_antitone {α : Type u_1} {ι : Type u_3} {_mα : MeasurableSpace α} [SemilatticeInf ι] {Ω : Type u_4} {m : ιMeasurableSpace Ω} {m' m0 : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} [IsZeroOrMarkovKernel κ] (h_indep : ∀ (i : ι), Indep (m i) m' κ μ) (h_le : ∀ (i : ι), m i m0) (h_le' : m' m0) (hm : Antitone m) :
              Indep (⨆ (i : ι), m i) m' κ μ
              theorem ProbabilityTheory.Kernel.iIndepSets.piiUnionInter_of_notMem {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} {a : ι} {S : Finset ι} (hp_ind : iIndepSets π κ μ) (haS : aS) :
              IndepSets (piiUnionInter π S) (π a) κ μ
              @[deprecated ProbabilityTheory.Kernel.iIndepSets.piiUnionInter_of_notMem (since := "2025-05-23")]
              theorem ProbabilityTheory.Kernel.iIndepSets.piiUnionInter_of_not_mem {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} {a : ι} {S : Finset ι} (hp_ind : iIndepSets π κ μ) (haS : aS) :
              IndepSets (piiUnionInter π S) (π a) κ μ

              Alias of ProbabilityTheory.Kernel.iIndepSets.piiUnionInter_of_notMem.

              theorem ProbabilityTheory.Kernel.iIndepSets.iIndep {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (m : ιMeasurableSpace Ω) (h_le : ∀ (i : ι), m i _mΩ) (π : ιSet (Set Ω)) (h_pi : ∀ (n : ι), IsPiSystem (π n)) (h_generate : ∀ (i : ι), m i = MeasurableSpace.generateFrom (π i)) (h_ind : iIndepSets π κ μ) :

              The measurable space structures generated by independent pi-systems are independent.

              Independence of measurable sets #

              We prove the following equivalences on IndepSet, for measurable sets s, t.

              theorem ProbabilityTheory.Kernel.iIndepSet_iff_iIndepSets_singleton {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {f : ιSet Ω} (hf : ∀ (i : ι), MeasurableSet (f i)) :
              iIndepSet f κ μ iIndepSets (fun (i : ι) => {f i}) κ μ
              theorem ProbabilityTheory.Kernel.iIndepSet.meas_biInter {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {f : ιSet Ω} (h : iIndepSet f κ μ) (s : Finset ι) :
              ∀ᵐ (a : α) μ, (κ a) (⋂ is, f i) = is, (κ a) (f i)
              theorem ProbabilityTheory.Kernel.iIndepSet_iff_meas_biInter {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {f : ιSet Ω} (hf : ∀ (i : ι), MeasurableSet (f i)) :
              iIndepSet f κ μ ∀ (s : Finset ι), ∀ᵐ (a : α) μ, (κ a) (⋂ is, f i) = is, (κ a) (f i)
              theorem ProbabilityTheory.Kernel.iIndepSets.iIndepSet_of_mem {α : Type u_1} {Ω : Type u_2} {ι : Type u_3} {_mα : MeasurableSpace α} {_mΩ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} {π : ιSet (Set Ω)} {f : ιSet Ω} (hfπ : ∀ (i : ι), f i π i) (hf : ∀ (i : ι), MeasurableSet (f i)) ( : iIndepSets π κ μ) :
              iIndepSet f κ μ
              theorem ProbabilityTheory.Kernel.indepSet_iff_indepSets_singleton {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s t : Set Ω} {m0 : MeasurableSpace Ω} (hs_meas : MeasurableSet s) (ht_meas : MeasurableSet t) (κ : Kernel α Ω) (μ : MeasureTheory.Measure α) [IsZeroOrMarkovKernel κ] :
              IndepSet s t κ μ IndepSets {s} {t} κ μ
              theorem ProbabilityTheory.Kernel.indepSet_iff_measure_inter_eq_mul {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s t : Set Ω} {_m0 : MeasurableSpace Ω} (hs_meas : MeasurableSet s) (ht_meas : MeasurableSet t) (κ : Kernel α Ω) (μ : MeasureTheory.Measure α) [IsZeroOrMarkovKernel κ] :
              IndepSet s t κ μ ∀ᵐ (a : α) μ, (κ a) (s t) = (κ a) s * (κ a) t
              theorem ProbabilityTheory.Kernel.IndepSet.measure_inter_eq_mul {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s t : Set Ω} {_m0 : MeasurableSpace Ω} (κ : Kernel α Ω) (μ : MeasureTheory.Measure α) (h : IndepSet s t κ μ) :
              ∀ᵐ (a : α) μ, (κ a) (s t) = (κ a) s * (κ a) t
              theorem ProbabilityTheory.Kernel.IndepSets.indepSet_of_mem {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {s t : Set Ω} (S T : Set (Set Ω)) {_m0 : MeasurableSpace Ω} (hs : s S) (ht : t T) (hs_meas : MeasurableSet s) (ht_meas : MeasurableSet t) (κ : Kernel α Ω) (μ : MeasureTheory.Measure α) [IsZeroOrMarkovKernel κ] (h_indep : IndepSets S T κ μ) :
              IndepSet s t κ μ
              theorem ProbabilityTheory.Kernel.Indep.indepSet_of_measurableSet {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} {m₁ m₂ x✝ : MeasurableSpace Ω} {κ : Kernel α Ω} {μ : MeasureTheory.Measure α} (h_indep : Indep m₁ m₂ κ μ) {s t : Set Ω} (hs : MeasurableSet s) (ht : MeasurableSet t) :
              IndepSet s t κ μ
              theorem ProbabilityTheory.Kernel.indep_iff_forall_indepSet {α : Type u_1} {Ω : Type u_2} {_mα : MeasurableSpace α} (m₁ m₂ : MeasurableSpace Ω) {_m0 : MeasurableSpace Ω} (κ : Kernel α Ω) (μ : MeasureTheory.Measure α) :
              Indep m₁ m₂ κ μ ∀ (s t : Set Ω), MeasurableSet sMeasurableSet tIndepSet s t κ μ