Commit 2022-05-11 18:53 0302cfdd
View on Github →chore(measure_theory/function/conditional_expectation): change the definition of condexp and its notation (#14010)
Before this PR, the conditional expectation condexp
was defined using an argument (hm : m ≤ m0)
.
This changes the definition to take only m
, and assigns the default value 0 if we don't have m ≤ m0
.
The notation for condexp m μ f
is simplified to μ[f|m]
.
The change makes the proofs of the condexp API longer, but no change is needed to lemmas outside of that file. See the file martingale.lean
: the notation is now simpler, but otherwise little else changes besides removing the now unused argument [sigma_finite_filtration μ ℱ]
from many lemmas.
Also add an instance is_finite_measure.sigma_finite_filtration
: we had a lemma with both is_finite_measure
and sigma_finite_filtration
arguments, but the first one implies the other.