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RemyDegenne committed Oct 9, 2024
1 parent 02d9589 commit 306b4cc
Showing 1 changed file with 13 additions and 14 deletions.
27 changes: 13 additions & 14 deletions Mathlib/Probability/Kernel/RadonNikodym.lean
Original file line number Diff line number Diff line change
Expand Up @@ -494,44 +494,43 @@ lemma singularPart_self (κ : Kernel α γ) [IsFiniteKernel κ] : κ.singularPar

section Unique

variable {ξ : Kernel α γ} {f : α → γ → ℝ≥0∞}
variable {ξ : Kernel α γ} {f : α → γ → ℝ≥0∞} [IsFiniteKernel η]

omit hαγ in
lemma eq_rnDeriv_measure [IsFiniteKernel η] (h : κ = η.withDensity f + ξ)
lemma eq_rnDeriv_measure (h : κ = η.withDensity f + ξ)
(hf : Measurable (Function.uncurry f)) (hξ : ∀ a, ξ a ⟂ₘ η a) (a : α) :
f a =ᵐ[η a] ∂(κ a)/∂(η a) := by
have : κ a = ξ a + (η a).withDensity (f a) := by
rw [h, coe_add, Pi.add_apply, η.withDensity_apply hf, add_comm]
exact (κ a).eq_rnDeriv₀ (hf.comp measurable_prod_mk_left).aemeasurable (hξ a) this

omit hαγ in
lemma eq_singularPart_measure [IsFiniteKernel η]
(h : κ = η.withDensity f + ξ)
lemma eq_singularPart_measure (h : κ = η.withDensity f + ξ)
(hf : Measurable (Function.uncurry f)) (hξ : ∀ a, ξ a ⟂ₘ η a) (a : α) :
ξ a = (κ a).singularPart (η a) := by
have : κ a = ξ a + (η a).withDensity (f a) := by
rw [h, coe_add, Pi.add_apply, η.withDensity_apply hf, add_comm]
exact (κ a).eq_singularPart (hf.comp measurable_prod_mk_left) (hξ a) this

lemma rnDeriv_eq_rnDeriv_measure (κ ν : Kernel α γ) [IsFiniteKernel κ] [IsFiniteKernel ν] (a : α) :
rnDeriv κ ν a =ᵐ[ν a] ∂(κ a)/∂(ν a) :=
eq_rnDeriv_measure (rnDeriv_add_singularPart κ ν).symm (measurable_rnDeriv κ ν)
(mutuallySingular_singularPart κ ν) a
variable [IsFiniteKernel κ] {a : α}

lemma singularPart_eq_singularPart_measure [IsFiniteKernel κ] [IsFiniteKernel η] (a : α) :
singularPart κ η a = (κ a).singularPart (η a) :=
lemma rnDeriv_eq_rnDeriv_measure : rnDeriv κ η a =ᵐ[η a] ∂(κ a)/∂(η a) :=
eq_rnDeriv_measure (rnDeriv_add_singularPart κ η).symm (measurable_rnDeriv κ η)
(mutuallySingular_singularPart κ η) a

lemma singularPart_eq_singularPart_measure : singularPart κ η a = (κ a).singularPart (η a) :=
eq_singularPart_measure (rnDeriv_add_singularPart κ η).symm (measurable_rnDeriv κ η)
(mutuallySingular_singularPart κ η) a

lemma eq_rnDeriv [IsFiniteKernel κ] [IsFiniteKernel η] (h : κ = η.withDensity f + ξ)
lemma eq_rnDeriv (h : κ = η.withDensity f + ξ)
(hf : Measurable (Function.uncurry f)) (hξ : ∀ a, ξ a ⟂ₘ η a) (a : α) :
f a =ᵐ[η a] rnDeriv κ η a :=
(eq_rnDeriv_measure h hf hξ a).trans (rnDeriv_eq_rnDeriv_measure _ _ a).symm
(eq_rnDeriv_measure h hf hξ a).trans rnDeriv_eq_rnDeriv_measure.symm

lemma eq_singularPart [IsFiniteKernel κ] [IsFiniteKernel η] (h : κ = η.withDensity f + ξ)
lemma eq_singularPart (h : κ = η.withDensity f + ξ)
(hf : Measurable (Function.uncurry f)) (hξ : ∀ a, ξ a ⟂ₘ η a) (a : α) :
ξ a = singularPart κ η a :=
(eq_singularPart_measure h hf hξ a).trans (singularPart_eq_singularPart_measure a).symm
(eq_singularPart_measure h hf hξ a).trans singularPart_eq_singularPart_measure.symm

end Unique

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