diff --git a/Exchangeability/DeFinetti/ViaKoopman/KernelBridge.lean b/Exchangeability/DeFinetti/ViaKoopman/KernelBridge.lean index 4e39becf..2374bf15 100644 --- a/Exchangeability/DeFinetti/ViaKoopman/KernelBridge.lean +++ b/Exchangeability/DeFinetti/ViaKoopman/KernelBridge.lean @@ -14,7 +14,6 @@ This file contains bridge lemmas connecting kernel-level and measure-level indep ## Main results - `Kernel.IndepFun.ae_measure_indepFun`: Kernel independence implies measure-level integral factorization -- `Kernel.IndepFun.comp`: Independence is preserved under composition with measurable functions - `metProjection_eq_condExpL2_shiftInvariant`: MET projection equals conditional expectation **Split from**: KernelIndependence.lean (lines 1-280) @@ -178,46 +177,6 @@ lemma Kernel.IndepFun.ae_measure_indepFun exact h_indep.integral_fun_mul_eq_mul_integral hX.aestronglyMeasurable hY.aestronglyMeasurable -/-- **Composition lemma**: Independence is preserved under composition with measurable functions. - -If X and Y are kernel-independent, then f ∘ X and g ∘ Y are also kernel-independent -for any measurable functions f and g. - -**Proof strategy**: -- Kernel.IndepFun X Y κ μ means Kernel.Indep (comap X) (comap Y) κ μ -- For measurable f, comap (f ∘ X) ⊆ comap X (preimages under f∘X are preimages under X) -- Independence of larger σ-algebras implies independence of sub-σ-algebras --/ -lemma Kernel.IndepFun.comp - {α Ω β γ : Type*} [MeasurableSpace α] [MeasurableSpace Ω] - [MeasurableSpace β] [MeasurableSpace γ] - {κ : Kernel α Ω} {μ : Measure α} - {X : Ω → β} {Y : Ω → γ} - (hXY : Kernel.IndepFun X Y κ μ) - {f : β → ℝ} {g : γ → ℝ} - (hf : Measurable f) (hg : Measurable g) : - Kernel.IndepFun (f ∘ X) (g ∘ Y) κ μ := by - -- The key insight: Kernel.IndepFun is defined as independence of the comap σ-algebras - -- For sets s, t in the target σ-algebras, we need to show: - -- ∀ s ∈ σ(f∘X), ∀ t ∈ σ(g∘Y), ∀ᵐ a, κ a (s ∩ t) = κ a s * κ a t - - intro s t hs ht - -- s is measurable w.r.t. comap (f ∘ X), so s = (f ∘ X)⁻¹(S) for some measurable S ⊆ ℝ - -- This means s = X⁻¹(f⁻¹(S)), so s is in comap X - -- Similarly t is in comap Y - - -- We need to show s ∈ comap X and t ∈ comap Y - -- Key fact: if s is measurable w.r.t. comap (f ∘ X), then s is measurable w.r.t. comap X - -- because comap (f ∘ X) ≤ comap X - - have hs' : MeasurableSet[MeasurableSpace.comap X inferInstance] s := - comap_comp_le X f hf s hs - - have ht' : MeasurableSet[MeasurableSpace.comap Y inferInstance] t := - comap_comp_le Y g hg t ht - - exact hXY s t hs' ht' - /-- **Bridge lemma**: The Mean Ergodic Theorem projection equals conditional expectation onto the shift-invariant σ-algebra.