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Atlas.TheoryOfProbability.code.RegularConditionalDistribution

structure RegularConditionalDistribution {Ω : Type u_1} {S : Type u_2} { : MeasurableSpace Ω} [MeasurableSpace S] (μ_rcd : ΩMeasureTheory.Measure S) (X : ΩS) (𝒢 : MeasurableSpace Ω) (P : MeasureTheory.Measure Ω) :

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.

Instances For
    structure ProbabilityTheory.IsRegularConditionalDistribution {α : Type u_1} {β : Type u_2} {Ω : Type u_3} { : MeasurableSpace α} { : MeasurableSpace β} [MeasurableSpace Ω] (κ : Kernel β Ω) (Y : αΩ) (X : αβ) (μ : MeasureTheory.Measure α) :

    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)).

    Instances For
      theorem ProbabilityTheory.condDistrib_isRegularConditionalDistribution {α : Type u_1} {β : Type u_2} {Ω : Type u_3} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] { : MeasurableSpace α} { : MeasurableSpace β} {μ : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ] {X : αβ} {Y : αΩ} (hX : Measurable X) (hY : Measurable Y) :

      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.