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ProbabilityTheory.ae_eq_of_condDistrib_eq_deterministic🔗

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ae_eq_of_condDistrib_eq_deterministic🔗

LemmaProbabilityTheory.ae_eq_of_condDistrib_eq_deterministic

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🔗theorem
ProbabilityTheory.ae_eq_of_condDistrib_eq_deterministic.{u_1, u_2, u_5} {α : Type u_1} {β : Type u_2} {Ω : Type u_5} { : MeasurableSpace α} {μ : MeasureTheory.Measure α} { : MeasurableSpace β} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] {X : α β} {Y : α Ω} [MeasureTheory.IsFiniteMeasure μ] {f : β Ω} (hf : Measurable f) (hX : AEMeasurable X μ) (hY : AEMeasurable Y μ) (h : 𝓛[Y | X; μ] =ᵐ[MeasureTheory.Measure.map X μ] (Kernel.deterministic f hf)) : Y =ᵐ[μ] f X
ProbabilityTheory.ae_eq_of_condDistrib_eq_deterministic.{u_1, u_2, u_5} {α : Type u_1} {β : Type u_2} {Ω : Type u_5} { : MeasurableSpace α} {μ : MeasureTheory.Measure α} { : MeasurableSpace β} [MeasurableSpace Ω] [StandardBorelSpace Ω] [Nonempty Ω] {X : α β} {Y : α Ω} [MeasureTheory.IsFiniteMeasure μ] {f : β Ω} (hf : Measurable f) (hX : AEMeasurable X μ) (hY : AEMeasurable Y μ) (h : 𝓛[Y | X; μ] =ᵐ[MeasureTheory.Measure.map X μ] (Kernel.deterministic f hf)) : Y =ᵐ[μ] f X

Code

lemma ae_eq_of_condDistrib_eq_deterministic {f : β → Ω} (hf : Measurable f) (hX : AEMeasurable X μ)
    (hY : AEMeasurable Y μ) (h : condDistrib Y X μ =ᵐ[μ.map X] Kernel.deterministic f hf) :
    Y =ᵐ[μ] f ∘ X
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Proof
by
  have hfX := condDistrib_comp_self (μ := μ) X hf
  rw [condDistrib_ae_eq_iff_measure_eq_compProd _ (by fun_prop)] at h hfX
  exact ae_eq_of_map_prodMk_eq hf hX hY (hfX ▸ h)