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Theorems · Theorem · probability

ProbabilityTheory.charFun_map_add_prod_eq_mul

∀ {E : Type u_2} {mE : MeasurableSpace E} [inst : NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E]
  [inst_3 : InnerProductSpace ℝ E] {μ ν : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ]
  [MeasureTheory.IsProbabilityMeasure ν],
  MeasureTheory.charFun (MeasureTheory.Measure.map (fun p => p.1 + p.2) (μ.prod ν)) =
    MeasureTheory.charFun μ * MeasureTheory.charFun ν
Defined in
Mathlib.Probability.Independence.CharacteristicFunction
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Foundations
Depth 269 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
NormedAddCommGroupBorelSpaceSecondCountableTopologyInnerProductSpaceMeasureTheory.IsProbabilityMeasureMeasureTheory.IsProbabilityMeasure

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