theorem
ProbabilityTheory.exists_regularConditionalDistribution
{α : Type u_1}
{β : Type u_2}
{Ω : Type u_3}
[MeasurableSpace Ω]
[StandardBorelSpace Ω]
[Nonempty Ω]
{mα : MeasurableSpace α}
{mβ : MeasurableSpace β}
{μ : MeasureTheory.Measure α}
[MeasureTheory.IsFiniteMeasure μ]
{X : α → β}
{Y : α → Ω}
(hX : Measurable X)
(hY : Measurable Y)
:
∃ (κ : Kernel β Ω), IsRegularConditionalDistribution κ Y X μ
Existence of regular conditional probabilities. When Ω is a standard Borel
space (a "nice" space), for any finite measure μ and measurable maps X : α → β,
Y : α → Ω, there exists a Markov kernel κ : Kernel β Ω that is a regular conditional
distribution of Y given X.