Samplinglib
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ASTIS mathematical exposition

Almost-everywhere equal variables have the same pushforward

AutoSamplingTheory.lawMapEqOfAEEq · theorem · Teaching coverage

Statement

On measurable spaces Ω and E, let P be any measure and X,Y:Ω→E any functions. If X=Y P-almost everywhere, their pushforward measures are equal. No measurability assumption is present in this totalized-map identity.

\[X=Y\quad P\text{-a.e.}\ \Longrightarrow\ X_\#P=Y_\#P.\]

All objects and hypotheses

  • Ω and E are arbitrary measurable spaces; P is any measure on Ω, with no finiteness or probability hypothesis.
  • X,Y are arbitrary functions Ω→E; hXY asserts their P-almost-everywhere equality.

Notation and interpretation

Pushforward law

P is an arbitrary measure unless explicitly declared finite or a probability. The word law here abbreviates a pushforward measure; probability-language interpretations require normalization separately. Mathlib totalizes map to zero when X is not a.e. measurable; unqualified map-congruence and some law-space adapters intentionally retain that generality.

\[(X_\#\mu)(A)=\mu(X^{-1}A)\quad\text{when the measurable pushforward interpretation applies}\]
A.e. and strong measurability

A.e. means outside a μ-null set. AEMeasurable means equality a.e. to a measurable map; AEStronglyMeasurable (abbreviated AESM) means equality a.e. to a strongly measurable function, which is approximable by simple functions.

\[f=g\quad\mu\text{-a.e.}\]

Mathematical proof

1. Keep the same equivalence class

An almost-everywhere change of a map does not change its Mathlib pushforward. The imported map-congruence theorem applies directly, including its totalized non-a.e.-measurable case.

\[X_\#P=Y_\#P\quad\text{whenever }X=Y\ P\text{-a.e.}\]
Corresponding Lean step

Measure.map_congr hXY

Lean statement · lawMapEqOfAEEq

The hypothesis compares two functions outside a P-null set; the conclusion compares measures, not sample values at every input.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

theorem lawMapEqOfAEEq {Ω E : Type*} [MeasurableSpace Ω] [MeasurableSpace E]
    {P : Measure Ω} {X Y : Ω → E}
    (hXY : X =ᵐ[P] Y) :
    Measure.map X P = Measure.map Y P

Exact module and namespace context

Lean proof · lawMapEqOfAEEq

The proof applies the existing pushforward-congruence theorem once. It does not construct a process or establish either variable's measurability.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

theorem lawMapEqOfAEEq {Ω E : Type*} [MeasurableSpace Ω] [MeasurableSpace E]
    {P : Measure Ω} {X Y : Ω → E}
    (hXY : X =ᵐ[P] Y) :
    Measure.map X P = Measure.map Y P := by
  exact Measure.map_congr hXY

/-- Integrating a test against a pushforward law is the same as integrating
the composed test on the original probability space.

This is the weak-test bookkeeping used before differentiating EM
interpolation laws.  It does not prove any time differentiability, generator
identity, conditional law, density, or Fokker--Planck equation.
-/

Exact module and namespace context

Scope and omitted-condition boundaries

  • P is an arbitrary measure unless explicitly declared finite or a probability. The word law here abbreviates a pushforward measure; probability-language interpretations require normalization separately.
  • Measure.map is totalized: without AEMeasurable assumptions, this is not a claim that the expression is the usual nondegenerate distribution of an arbitrary nonmeasurable random variable.
  • No pointwise equality, process construction, conditional drift, or density theorem.

Source and reuse

ASTIS parents called

    Mathlib API called (external library)

    • MeasureTheory.Measure.map_congr

    Mathematical sources

    ASTIS prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.