Theorems · Theorem · probability

ProbabilityTheory.Kernel.withDensity_rnDeriv_eq_zero_iff_apply_eq_zero

∀ {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] [inst : ProbabilityTheory.IsFiniteKernel η] (a : α),
  (η.withDensity (κ.rnDeriv η)) a = 0 ↔ ((η.withDensity (κ.rnDeriv η)) a) (κ.mutuallySingularSetSlice η a)ᶜ = 0

Defined in

Mathlib.Probability.Kernel.RadonNikodym

Cited by

1 results in Mathlib

Foundations

Depth 331 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

MeasurableSpace.CountableOrCountablyGeneratedProbabilityTheory.IsFiniteKernelProbabilityTheory.IsFiniteKernel