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minor fix
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affeldt-aist committed Jan 3, 2025
1 parent c48e72f commit 8a5e466
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Showing 5 changed files with 13 additions and 364 deletions.
4 changes: 2 additions & 2 deletions theories/kernel.v
Original file line number Diff line number Diff line change
Expand Up @@ -1566,14 +1566,14 @@ Definition mkproduct :=

End kproduct_measure.

(* [Theorem 14.22, Klenke 2014] (3/3): the composition of finite transition
kernels is sigma-finite *)
HB.instance Definition _ d0 d1 d2 (T0 : measurableType d0)
(T1 : measurableType d1) (T2 : measurableType d2) {R : realType}
(k1 : R.-ftker T0 ~> T1) (k2 : R.-ftker (T0 * T1) ~> T2) :=
@isKernel.Build _ _ T0 (T1 * T2)%type R
(mkproduct k1 k2) (measurable_kproduct k1 k2).

(* [Theorem 14.22, Klenke 2014] (3/3): the composition of finite transition
kernels is sigma-finite *)
Section sigma_finite_kproduct.
Context d0 d1 d2 (T0 : measurableType d0)
(T1 : measurableType d1) (T2 : measurableType d2) {R : realType}
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9 changes: 5 additions & 4 deletions theories/lang_syntax.v
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Expand Up @@ -1337,7 +1337,8 @@ Lemma beta_pdf_uniq_ae (a b : nat) :
(EFin \o (beta_pdf a b)).
Proof.
apply: integral_ae_eq => //.
- apply: integrableS (Radon_Nikodym_integrable _) => //.
- apply: (@integrableS _ _ _ _ setT) => //=.
apply: Radon_Nikodym_integrable => //=.
exact: beta_prob_dom.
- apply/measurable_funTS/measurableT_comp => //.
exact: measurable_beta_pdf.
Expand Down Expand Up @@ -1366,9 +1367,9 @@ move=> mU mf finf.
rewrite -(Radon_Nikodym_change_of_variables (beta_prob_dom a b)) //=; last first.
by apply/integrableP; split.
apply: ae_eq_integral => //.
- apply: emeasurable_funM => //; apply: measurable_int.
apply: integrableS (Radon_Nikodym_integrable _) => //=.
exact: beta_prob_dom.
- apply: emeasurable_funM => //; apply: (measurable_int mu).
apply: (integrableS _ _ (@subsetT _ _)) => //=.
by apply: Radon_Nikodym_integrable; exact: beta_prob_dom.
- apply: emeasurable_funM => //=; apply/measurableT_comp => //=.
by apply/measurable_funTS; exact: measurable_beta_pdf.
- apply: ae_eq_mul2l => /=.
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2 changes: 1 addition & 1 deletion theories/lebesgue_integral.v
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Expand Up @@ -5950,7 +5950,7 @@ Context d d' (X : measurableType d) (Y : measurableType d') (R : realType).
Variables (m1 : {sfinite_measure set X -> \bar R}).
Variables (m2 : {sfinite_measure set Y -> \bar R}).
Variables (f : X * Y -> \bar R) (f0 : forall xy, 0 <= f xy).
Hypothesis mf : measurable_fun setT f.
Hypothesis mf : measurable_fun [set: X * Y] f.

Lemma sfinite_Fubini :
\int[m1]_x \int[m2]_y f (x, y) = \int[m2]_y \int[m1]_x f (x, y).
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