Regular conditional distribution (textbook form). A family of measures
μ_rcd : Ω → Measure S is a regular conditional distribution for X given the
sub-σ-algebra 𝒢 under P if:
(1) for every measurable A ⊆ S, the map ω ↦ μ_rcd ω A is a version of
P(X ∈ A | 𝒢), and
(2) for P-a.e. ω, the map A ↦ μ_rcd ω A is a probability measure.
- ae_isProbabilityMeasure : ∀ᵐ (ω : Ω) ∂P, MeasureTheory.IsProbabilityMeasure (μ_rcd ω)
Instances For
Regular conditional distribution (kernel form). A Markov kernel
κ : Kernel β Ω is a regular conditional distribution of Y : α → Ω given
X : α → β under μ if for every measurable s ⊆ Ω, the function
a ↦ κ (X a) s is a version of the conditional probability
μ(Y ∈ s | σ(X)).
- isMarkovKernel : IsMarkovKernel κ
Instances For
When Ω is a standard Borel space, Mathlib's condDistrib Y X μ is a
regular conditional distribution of Y given X under μ. This packages
condDistrib_ae_eq_condExp together with the Markov-kernel property.