Componentwise a.e. equality preserves the joint image law
AutoSamplingTheory.lawMapProdEqOfAEEq · theorem · Teaching coverage
Statement
Let Ω,E,F be measurable spaces, P any measure, X,X′:Ω→E and Y,Y′:Ω→F any functions. If X=X′ P-a.e. and Y=Y′ P-a.e., then the image measures of the paired variables (X,Y) and (X′,Y′) are equal. No separate measurability is assumed.
All objects and hypotheses
- Ω,E,F are measurable spaces; P is any measure on Ω.
- X,X′:Ω→E and Y,Y′:Ω→F; the two component equalities hold P-almost everywhere.
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. Combine the two full-measure sets
A finite intersection of a.e. events is again a.e.; outside the union of the two exceptional null sets, both coordinate equalities hold.
Corresponding Lean step
filter_upwards [hX,hY]; simp [hx,hy]
2. Apply map congruence
Pushforwards do not change under a.e.-equal maps, so the paired image measures agree.
Corresponding Lean step
Measure.map_congr
Lean statement · lawMapProdEqOfAEEq
There are two a.e. equalities but only one underlying measure. This permits combining them into a joint equality on the same sample space.
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 lawMapProdEqOfAEEq {Ω E F : Type*} [MeasurableSpace Ω]
[MeasurableSpace E] [MeasurableSpace F]
{P : Measure Ω} {X X' : Ω → E} {Y Y' : Ω → F}
(hX : X =ᵐ[P] X') (hY : Y =ᵐ[P] Y') :
Measure.map (fun ω => (X ω, Y ω)) P =
Measure.map (fun ω => (X' ω, Y' ω)) PLean proof · lawMapProdEqOfAEEq
The proof establishes equality of ordered pairs on a full-measure set, then reuses pushforward congruence. It does not posit independence of the coordinates.
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 lawMapProdEqOfAEEq {Ω E F : Type*} [MeasurableSpace Ω]
[MeasurableSpace E] [MeasurableSpace F]
{P : Measure Ω} {X X' : Ω → E} {Y Y' : Ω → F}
(hX : X =ᵐ[P] X') (hY : Y =ᵐ[P] Y') :
Measure.map (fun ω => (X ω, Y ω)) P =
Measure.map (fun ω => (X' ω, Y' ω)) P := by
exact Measure.map_congr <| by
filter_upwards [hX, hY] with ω hx hy
simp [hx, hy]
/-- First marginal of a paired pushforward law.
This is endpoint-law bookkeeping for common-space EM arguments: after a joint
endpoint law has been represented as a paired pushforward, projecting the first
coordinate recovers the first endpoint law. Measurability is explicit; the
lemma does not construct any process, density, or conditional law.
-/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.
- As in map_congr, totalized map semantics apply without measurability. No conditional law or coupling construction is supplied.
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.