Theorems · Theorem · probability

ProbabilityTheory.Kernel.integral_fn_integral_add

∀ {α : Type u_1} {β : Type u_2} {γ : Type u_3} {E : Type u_4} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
  {mγ : MeasurableSpace γ} [inst : NormedAddCommGroup E] {a : α} {κ : ProbabilityTheory.Kernel α β}
  [ProbabilityTheory.IsSFiniteKernel κ] {η : ProbabilityTheory.Kernel (α × β) γ} [ProbabilityTheory.IsSFiniteKernel η]
  [inst_3 : NormedSpace ℝ E] {E' : Type u_5} [inst_4 : NormedAddCommGroup E'] [inst_5 : NormedSpace ℝ E']
  ⦃f g : β × γ → E⦄ (F : E → E'),
  MeasureTheory.Integrable f ((κ.compProd η) a) →
    MeasureTheory.Integrable g ((κ.compProd η) a) →
      ∫ (x : β), F (∫ (y : γ), f (x, y) + g (x, y) ∂η (a, x)) ∂κ a =
        ∫ (x : β), F (∫ (y : γ), f (x, y) ∂η (a, x) + ∫ (y : γ), g (x, y) ∂η (a, x)) ∂κ a

Defined in

Mathlib.Probability.Kernel.Composition.IntegralCompProd

Cited by

1 results in Mathlib

Foundations

Depth 259 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

NormedAddCommGroupProbabilityTheory.IsSFiniteKernelProbabilityTheory.IsSFiniteKernelNormedSpaceNormedAddCommGroupNormedSpace