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41 changes: 0 additions & 41 deletions Exchangeability/DeFinetti/ViaKoopman/KernelBridge.lean
Original file line number Diff line number Diff line change
Expand Up @@ -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)
Expand Down Expand Up @@ -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.

Expand Down