production module
AutoSamplingTheory.TechnicalLemmas.Probability.KernelTransport
Read the mathematical statements and proofs in order
1 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/Probability/KernelTransport.lean.
Declarations
theorem AutoSamplingTheory.TechnicalLemmas.Probability.KernelTransport.invariant_map_comap Partial Not mapped
Read the complete mathematical statement and proof, with Lean below each
- Conjugating a kernel by a measurable equivalence preserves invariance of the corresponding pushforward measure. The input is pulled back with `e.symm` and the output is pushed forward with `e`. This is exact invariance only, not reversibility or convergence. The equivalence supplies genuine measurability, so no nonmeasurable-map fallback is used.
theorem invariant_map_comap {α β : Type*} [MeasurableSpace α] [MeasurableSpace β]
{κ : Kernel α α} {μ : Measure α} (e : α ≃ᵐ β) (hκ : κ.Invariant μ) :
((κ.comap e.symm e.symm.measurable).map e).Invariant (μ.map e) := by
change ((κ.comap e.symm e.symm.measurable).map e) ∘ₘ μ.map e = μ.map e
rw [← Measure.map_comp _ _ e.measurable,
← Kernel.comp_deterministic_eq_comap, ← Measure.comp_assoc,
Measure.deterministic_comp_eq_map, e.map_symm_map, hκ.def]
end AutoSamplingTheory.TechnicalLemmas.Probability.KernelTransport
AutoSamplingTheory/TechnicalLemmas/Probability/KernelTransport.lean:21published source at 0e31a3cda412