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.
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.
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 PLean 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.
-/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
- Exact existing ASTIS declaration and body — Directly read local source; not a new proof or source-fidelity verdict.
- MeasureTheory.Measure.map_congr — Directly inspected pinned Mathlib theorem/API. Reuse is distinguished from a new ASTIS proof.
ASTIS prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.