Basic kernels #
This file contains basic results about kernels in general and definitions of some particular kernels.
Main definitions #
ProbabilityTheory.Kernel.deterministic (f : α → β) (hf : Measurable f): kernela ↦ Measure.dirac (f a).ProbabilityTheory.Kernel.id: the identity kernel, deterministic kernel for the identity function.ProbabilityTheory.Kernel.copy α: the deterministic kernel that mapsx : αto the Dirac measure at(x, x) : α × α.ProbabilityTheory.Kernel.discard α: the Markov kernel to the typeUnit.ProbabilityTheory.Kernel.swap α β: the deterministic kernel that maps(x, y)to the Dirac measure at(y, x).ProbabilityTheory.Kernel.const α (μβ : measure β): constant kernela ↦ μβ.ProbabilityTheory.Kernel.restrict κ (hs : MeasurableSet s): kernel for which the image ofa : αis(κ a).restrict s. Integral:∫⁻ b, f b ∂(κ.restrict hs a) = ∫⁻ b in s, f b ∂(κ a)ProbabilityTheory.Kernel.comapRight: Kernel with value(κ a).comap f, for a measurable embeddingf. That is, for a measurable sett : Set β,ProbabilityTheory.Kernel.comapRight κ hf a t = κ a (f '' t)ProbabilityTheory.Kernel.piecewise (hs : MeasurableSet s) κ η: the kernel equal toκon the measurable setsand toηon its complement.
Main statements #
Kernel which to a associates the dirac measure at f a. This is a Markov kernel.
Equations
- ProbabilityTheory.Kernel.deterministic f hf = { toFun := fun (a : α) => MeasureTheory.Measure.dirac (f a), measurable' := ⋯ }
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Because of the measurability field in Kernel.deterministic, rw [h] will not rewrite
deterministic f hf to deterministic g ⋯. Instead one can do rw [deterministic_congr h].
The identity kernel, that maps x : α to the Dirac measure at x.
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The deterministic kernel that maps x : α to the Dirac measure at (x, x) : α × α.
Equations
- ProbabilityTheory.Kernel.copy α = ProbabilityTheory.Kernel.deterministic (fun (x : α) => (x, x)) ⋯
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The Markov kernel to the Unit type.
Equations
- ProbabilityTheory.Kernel.discard α = ProbabilityTheory.Kernel.deterministic (fun (x : α) => ()) ⋯
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The deterministic kernel that maps (x, y) to the Dirac measure at (y, x).
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See swap_apply' for a fully applied version of this lemma.
See swap_apply for a partially applied version of this lemma.
Constant kernel, which always returns the same measure.
Equations
- ProbabilityTheory.Kernel.const α μβ = { toFun := fun (x : α) => μβ, measurable' := ⋯ }
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In a countable space with measurable singletons, every function α → MeasureTheory.Measure β
defines a kernel.
Equations
- ProbabilityTheory.Kernel.ofFunOfCountable f = { toFun := f, measurable' := ⋯ }
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Kernel given by the restriction of the measures in the image of a kernel to a set.
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Kernel with value (κ a).comap f, for a measurable embedding f. That is, for a measurable set
t : Set β, ProbabilityTheory.Kernel.comapRight κ hf a t = κ a (f '' t).
Equations
- κ.comapRight hf = { toFun := fun (a : α) => MeasureTheory.Measure.comap f (κ a), measurable' := ⋯ }
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ProbabilityTheory.Kernel.piecewise hs κ η is the kernel equal to κ on the measurable set s
and to η on its complement.
Equations
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The kernel from Bool that sends false to μ and true to ν.