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Theorems · Theorem · probability

ProbabilityTheory.Kernel.rnDeriv_def

∀ {α : Type u_3} {γ : Type u_4} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ}
  [hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ] (κ η : ProbabilityTheory.Kernel α γ) (a : α) (x : γ),
  κ.rnDeriv η a x = ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x)
Defined in
Mathlib.Probability.Kernel.RadonNikodym
Cited by
5 results in Mathlib
Foundations
Depth 213 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
MeasurableSpace.CountableOrCountablyGenerated

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