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Theorems · Definition · measure theory

MeasureTheory.Measure.withDensity

{α : Type u_1} → {m : MeasurableSpace α} → MeasureTheory.Measure α → (α → ENNReal) → MeasureTheory.Measure α

Given a measure μ : Measure α and a function f : α → ℝ≥0∞, μ.withDensity f is the measure such that for a measurable set s we have μ.withDensity f s = ∫⁻ a in s, f a ∂μ.

Defined in
Mathlib.MeasureTheory.Measure.WithDensity
Cited by
265 results in Mathlib
Foundations
Depth 202 from the axioms, rests on 4,858 definitions · uses propext, Classical.choice, Quot.sound

Around this declaration

Dashed lines are statement dependencies; solid lines are citations in proofs.

ProbabilityTheory.gaussianReal · cited by 77ProbabilityTheory.gaussia…MeasureTheory.withDensity_apply · cited by 73MeasureTheory.withDensity…MeasureTheory.Measure.tilted · cited by 58Measure.tiltedProbabilityTheory.Kernel.withDensity · cited by 45Kernel.withDensityMeasureTheory.withDensity_absolutelyContinuous · cited by 40MeasureTheory.withDensity…MeasureTheory.Measure.haveLebesgueDecomposition_add · cited by 35Measure.haveLebesgueDecom…MeasureTheory.Measure.withDensity_rnDeriv_eq · cited by 31Measure.withDensity_rnDer…MeasureTheory.withDensity_congr_ae · cited by 19MeasureTheory.withDensity…MeasureTheory.restrict_withDensity · cited by 15MeasureTheory.restrict_wi…ProbabilityTheory.Kernel.withDensity_apply · cited by 15Kernel.withDensity_applyMeasureTheory.measurable_condLExp · cited by 15MeasureTheory.measurable_…MeasureTheory.condLExp_of_not_sigmaFinite · cited by 14MeasureTheory.condLExp_of…MeasureTheory.Measure.rnDeriv_withDensity · cited by 13Measure.rnDeriv_withDensi…MeasureTheory.tilted_zero_measure · cited by 12MeasureTheory.tilted_zero…Polynomial.Chebyshev.measureT · cited by 11Chebyshev.measureTSet · cited by 53352SetMeasurableSpace · cited by 13106MeasurableSpaceMeasureTheory.Measure · cited by 10939MeasureTheory.MeasureENNReal · cited by 9879ENNRealMeasurableSet · cited by 3075MeasurableSetDisjoint · cited by 2201DisjointMeasureTheory.Measure.restrict · cited by 1646Measure.restrictMeasureTheory.lintegral · cited by 1152MeasureTheory.lintegralFunction.onFun · cited by 570Function.onFunPairwise · cited by 516PairwiseMeasureTheory.lintegral_iUnion · cited by 5MeasureTheory.lintegral_i…MeasureTheory.Measure.ofMeasurable · cited by 4Measure.ofMeasurableMeasure.withDensityCITED BYCITES

Cites12

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Cited by277

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