Theorems · Theorem · probability

ProbabilityTheory.Kernel.setLIntegral_rnDerivAux

∀ {α : Type u_1} {γ : Type u_2} {mα : MeasurableSpace α} {mγ : MeasurableSpace γ}
  [hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ] (κ η : ProbabilityTheory.Kernel α γ)
  [ProbabilityTheory.IsFiniteKernel κ] [ProbabilityTheory.IsFiniteKernel η] (a : α) {s : Set γ},
  MeasurableSet s → ∫⁻ (x : γ) in s, ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) ∂(κ + η) a = (κ a) s

Defined in

Mathlib.Probability.Kernel.RadonNikodym

Cited by

2 results in Mathlib

Foundations

Depth 326 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

MeasurableSpace.CountableOrCountablyGeneratedProbabilityTheory.IsFiniteKernelProbabilityTheory.IsFiniteKernel