Mathlib Map

Theorems · Definition · probability

ProbabilityTheory.Kernel.rnDeriv

{α : Type u_3} →
  {γ : Type u_4} →
    {mα : MeasurableSpace α} →
      {mγ : MeasurableSpace γ} →
        [hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ] →
          ProbabilityTheory.Kernel α γ → ProbabilityTheory.Kernel α γ → α → γ → ENNReal

Radon-Nikodym derivative of the kernel κ with respect to the kernel η.

Defined in
Mathlib.Probability.Kernel.RadonNikodym
Cited by
45 results in Mathlib
Foundations
Depth 212 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
MeasurableSpace.CountableOrCountablyGenerated

Around this declaration

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

ProbabilityTheory.Kernel.rnDeriv_eq_rnDeriv_measure · cited by 13Kernel.rnDeriv_eq_rnDeriv…ProbabilityTheory.Kernel.measurable_rnDeriv · cited by 11Kernel.measurable_rnDerivProbabilityTheory.Kernel.rnDeriv_add_singularPart · cited by 7Kernel.rnDeriv_add_singul…MeasureTheory.Measure.AbsolutelyContinuous.kernel_of_compProd · cited by 5AbsolutelyContinuous.kern…ProbabilityTheory.Kernel.rnDeriv_def · cited by 5Kernel.rnDeriv_defProbabilityTheory.Kernel.singularPart_compl_mutuallySingularSetSlice · cited by 4Kernel.singularPart_compl…ProbabilityTheory.Kernel.measurable_singularPart_fun · cited by 3Kernel.measurable_singula…ProbabilityTheory.Kernel.withDensity_rnDeriv_mutuallySingularSetSlice · cited by 3Kernel.withDensity_rnDeri…ProbabilityTheory.Kernel.ae_eq_of_compProd_eq · cited by 3Kernel.ae_eq_of_compProd_…ProbabilityTheory.Kernel.singularPart_def · cited by 3Kernel.singularPart_defProbabilityTheory.Kernel.setLIntegral_rnDeriv · cited by 2Kernel.setLIntegral_rnDer…ProbabilityTheory.Kernel.singularPart_eq_zero_iff_absolutelyContinuous · cited by 2Kernel.singularPart_eq_ze…ProbabilityTheory.posterior_eq_withDensity_of_countable · cited by 2ProbabilityTheory.posteri…ProbabilityTheory.Kernel.withDensity_rnDeriv_eq · cited by 1Kernel.withDensity_rnDeri…ProbabilityTheory.Kernel.measurable_singularPart_fun_right · cited by 1Kernel.measurable_singula…MeasurableSpace · cited by 13106MeasurableSpaceENNReal · cited by 9879ENNRealProbabilityTheory.Kernel · cited by 1281ProbabilityTheory.KernelMeasurableSpace.CountableOrCountablyGenerated · cited by 97MeasurableSpace.Countable…Kernel.rnDerivCITED BYCITES

Cites4

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Cited by45

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