@@ -38,7 +38,7 @@ variable {α E : Type*} {m m0 : MeasurableSpace α} [NormedAddCommGroup E] [Norm
3838 [CompleteSpace E] {μ : Measure α} {f : α → E} {s : Set α}
3939
4040theorem condExp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict s] 0 ) :
41- μ[f| m] =ᵐ[μ.restrict s] 0 := by
41+ μ[f | m] =ᵐ[μ.restrict s] 0 := by
4242 by_cases hm : m ≤ m0
4343 swap; · simp_rw [condExp_of_not_le hm]; rfl
4444 by_cases hμm : SigmaFinite (μ.trim hm)
@@ -62,72 +62,72 @@ theorem condExp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.re
6262
6363/-- Auxiliary lemma for `condExp_indicator`. -/
6464theorem condExp_indicator_aux (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict sᶜ] 0 ) :
65- μ[s.indicator f| m] =ᵐ[μ] s.indicator (μ[f| m]) := by
65+ μ[s.indicator f | m] =ᵐ[μ] s.indicator (μ[f | m]) := by
6666 by_cases hm : m ≤ m0
6767 swap; · simp_rw [condExp_of_not_le hm, Set.indicator_zero']; rfl
6868 have hsf_zero : ∀ g : α → E, g =ᵐ[μ.restrict sᶜ] 0 → s.indicator g =ᵐ[μ] g := fun g =>
6969 indicator_ae_eq_of_restrict_compl_ae_eq_zero (hm _ hs)
70- refine ((hsf_zero (μ[f| m]) (condExp_ae_eq_restrict_zero hs.compl hf)).trans ?_).symm
70+ refine ((hsf_zero (μ[f | m]) (condExp_ae_eq_restrict_zero hs.compl hf)).trans ?_).symm
7171 exact condExp_congr_ae (hsf_zero f hf).symm
7272
7373/-- The conditional expectation of the indicator of a function over an `m`-measurable set with
7474respect to the σ-algebra `m` is a.e. equal to the indicator of the conditional expectation. -/
7575theorem condExp_indicator (hf_int : Integrable f μ) (hs : MeasurableSet[m] s) :
76- μ[s.indicator f| m] =ᵐ[μ] s.indicator (μ[f| m]) := by
76+ μ[s.indicator f | m] =ᵐ[μ] s.indicator (μ[f | m]) := by
7777 by_cases hm : m ≤ m0
7878 swap; · simp_rw [condExp_of_not_le hm, Set.indicator_zero']; rfl
7979 by_cases hμm : SigmaFinite (μ.trim hm)
8080 swap; · simp_rw [condExp_of_not_sigmaFinite hm hμm, Set.indicator_zero']; rfl
8181 haveI : SigmaFinite (μ.trim hm) := hμm
8282 -- use `have` to perform what should be the first calc step because of an error I don't
8383 -- understand
84- have : s.indicator (μ[f| m]) =ᵐ[μ] s.indicator (μ[s.indicator f + sᶜ.indicator f| m]) := by
84+ have : s.indicator (μ[f | m]) =ᵐ[μ] s.indicator (μ[s.indicator f + sᶜ.indicator f | m]) := by
8585 rw [Set.indicator_self_add_compl s f]
8686 refine (this.trans ?_).symm
8787 calc
88- s.indicator (μ[s.indicator f + sᶜ.indicator f| m]) =ᵐ[μ]
89- s.indicator (μ[s.indicator f| m] + μ[sᶜ.indicator f| m]) := by
88+ s.indicator (μ[s.indicator f + sᶜ.indicator f | m]) =ᵐ[μ]
89+ s.indicator (μ[s.indicator f | m] + μ[sᶜ.indicator f | m]) := by
9090 filter_upwards [condExp_add (hf_int.indicator (hm _ hs)) (hf_int.indicator (hm _ hs.compl)) m]
9191 with x hx
9292 classical rw [Set.indicator_apply, Set.indicator_apply, hx]
93- _ = s.indicator (μ[s.indicator f| m]) + s.indicator (μ[sᶜ.indicator f| m]) :=
93+ _ = s.indicator (μ[s.indicator f | m]) + s.indicator (μ[sᶜ.indicator f | m]) :=
9494 (s.indicator_add' _ _)
95- _ =ᵐ[μ] s.indicator (μ[s.indicator f| m]) +
96- s.indicator (sᶜ.indicator (μ[sᶜ.indicator f| m])) := by
95+ _ =ᵐ[μ] s.indicator (μ[s.indicator f | m]) +
96+ s.indicator (sᶜ.indicator (μ[sᶜ.indicator f | m])) := by
9797 refine Filter.EventuallyEq.rfl.add ?_
98- have : sᶜ.indicator (μ[sᶜ.indicator f| m]) =ᵐ[μ] μ[sᶜ.indicator f| m] := by
98+ have : sᶜ.indicator (μ[sᶜ.indicator f | m]) =ᵐ[μ] μ[sᶜ.indicator f | m] := by
9999 refine (condExp_indicator_aux hs.compl ?_).symm.trans ?_
100100 · exact indicator_ae_eq_restrict_compl (hm _ hs.compl)
101101 · rw [Set.indicator_indicator, Set.inter_self]
102102 filter_upwards [this] with x hx
103103 by_cases hxs : x ∈ s
104104 · simp only [hx, hxs, Set.indicator_of_mem]
105105 · simp only [hxs, Set.indicator_of_notMem, not_false_iff]
106- _ =ᵐ[μ] s.indicator (μ[s.indicator f| m]) := by
106+ _ =ᵐ[μ] s.indicator (μ[s.indicator f | m]) := by
107107 rw [Set.indicator_indicator, Set.inter_compl_self, Set.indicator_empty', add_zero]
108- _ =ᵐ[μ] μ[s.indicator f| m] := by
108+ _ =ᵐ[μ] μ[s.indicator f | m] := by
109109 refine (condExp_indicator_aux hs ?_).symm.trans ?_
110110 · exact indicator_ae_eq_restrict_compl (hm _ hs)
111111 · rw [Set.indicator_indicator, Set.inter_self]
112112
113113theorem condExp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
114114 (hs_m : MeasurableSet[m] s) (hf_int : Integrable f μ) :
115- (μ.restrict s)[f| m] =ᵐ[μ.restrict s] μ[f| m] := by
115+ (μ.restrict s)[f | m] =ᵐ[μ.restrict s] μ[f | m] := by
116116 have : SigmaFinite ((μ.restrict s).trim hm) := by rw [← restrict_trim hm _ hs_m]; infer_instance
117117 rw [ae_eq_restrict_iff_indicator_ae_eq (hm _ hs_m)]
118118 refine EventuallyEq.trans ?_ (condExp_indicator hf_int hs_m)
119119 refine ae_eq_condExp_of_forall_setIntegral_eq hm (hf_int.indicator (hm _ hs_m)) ?_ ?_ ?_
120120 · intro t ht _
121121 rw [← integrable_indicator_iff (hm _ ht), Set.indicator_indicator, Set.inter_comm, ←
122122 Set.indicator_indicator]
123- suffices h_int_restrict : Integrable (t.indicator ((μ.restrict s)[f| m])) (μ.restrict s) by
123+ suffices h_int_restrict : Integrable (t.indicator ((μ.restrict s)[f | m])) (μ.restrict s) by
124124 rw [integrable_indicator_iff (hm _ hs_m), IntegrableOn]
125125 exact h_int_restrict
126126 exact integrable_condExp.indicator (hm _ ht)
127127 · intro t ht _
128128 calc
129- ∫ x in t, s.indicator ((μ.restrict s)[f| m]) x ∂μ =
130- ∫ x in t, ((μ.restrict s)[f| m]) x ∂μ.restrict s := by
129+ ∫ x in t, s.indicator ((μ.restrict s)[f | m]) x ∂μ =
130+ ∫ x in t, ((μ.restrict s)[f | m]) x ∂μ.restrict s := by
131131 rw [integral_indicator (hm _ hs_m), Measure.restrict_restrict (hm _ hs_m),
132132 Measure.restrict_restrict (hm _ ht), Set.inter_comm]
133133 _ = ∫ x in t, f x ∂μ.restrict s := setIntegral_condExp hm hf_int.integrableOn ht
@@ -142,7 +142,7 @@ theorem condExp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
142142 {μ : Measure α} (hm : m ≤ m0) (hm₂ : m₂ ≤ m0) [SigmaFinite (μ.trim hm)]
143143 [SigmaFinite (μ.trim hm₂)] (hs_m : MeasurableSet[m] s)
144144 (hs : ∀ t, MeasurableSet[m] (s ∩ t) ↔ MeasurableSet[m₂] (s ∩ t)) :
145- μ[f| m] =ᵐ[μ.restrict s] μ[f| m₂] := by
145+ μ[f | m] =ᵐ[μ.restrict s] μ[f | m₂] := by
146146 rw [ae_eq_restrict_iff_indicator_ae_eq (hm _ hs_m)]
147147 have hs_m₂ : MeasurableSet[m₂] s := by rwa [← Set.inter_univ s, ← hs Set.univ, Set.inter_univ]
148148 by_cases hf_int : Integrable f μ
@@ -153,19 +153,19 @@ theorem condExp_ae_eq_restrict_of_measurableSpace_eq_on {m m₂ m0 : MeasurableS
153153 (fun s _ _ => integrable_condExp.integrableOn) ?_ ?_
154154 stronglyMeasurable_condExp.aestronglyMeasurable
155155 swap
156- · have : StronglyMeasurable[m] (μ[s.indicator f| m]) := stronglyMeasurable_condExp
156+ · have : StronglyMeasurable[m] (μ[s.indicator f | m]) := stronglyMeasurable_condExp
157157 refine this.aestronglyMeasurable.of_measurableSpace_le_on hm hs_m (fun t => (hs t).mp) ?_
158158 exact condExp_ae_eq_restrict_zero hs_m.compl (indicator_ae_eq_restrict_compl (hm _ hs_m))
159159 intro t ht _
160- have : ∫ x in t, (μ[s.indicator f| m]) x ∂μ = ∫ x in s ∩ t, (μ[s.indicator f| m]) x ∂μ := by
160+ have : ∫ x in t, (μ[s.indicator f | m]) x ∂μ = ∫ x in s ∩ t, (μ[s.indicator f | m]) x ∂μ := by
161161 rw [← integral_add_compl (hm _ hs_m) integrable_condExp.integrableOn]
162- suffices ∫ x in sᶜ, (μ[s.indicator f| m]) x ∂μ.restrict t = 0 by
162+ suffices ∫ x in sᶜ, (μ[s.indicator f | m]) x ∂μ.restrict t = 0 by
163163 rw [this, add_zero, Measure.restrict_restrict (hm _ hs_m)]
164164 rw [Measure.restrict_restrict (MeasurableSet.compl (hm _ hs_m))]
165- suffices μ[s.indicator f| m] =ᵐ[μ.restrict sᶜ] 0 by
165+ suffices μ[s.indicator f | m] =ᵐ[μ.restrict sᶜ] 0 by
166166 rw [Set.inter_comm, ← Measure.restrict_restrict (hm₂ _ ht)]
167167 calc
168- ∫ x : α in t, (μ[s.indicator f| m]) x ∂μ.restrict sᶜ =
168+ ∫ x : α in t, (μ[s.indicator f | m]) x ∂μ.restrict sᶜ =
169169 ∫ x : α in t, 0 ∂μ.restrict sᶜ := by
170170 refine setIntegral_congr_ae (hm₂ _ ht) ?_
171171 filter_upwards [this] with x hx _ using hx
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