Commit 2021-09-01 07:45 5b04a896
View on Github →feat(measure_theory/conditional_expectation): the integral of the norm of the conditional expectation is lower (#8318)
Let m
be a sub-σ-algebra of m0
, f
a m0
-measurable function and g
a m
-measurable function, such that their integrals coincide on m
-measurable sets with finite measure. Then ∫ x in s, ∥g x∥ ∂μ ≤ ∫ x in s, ∥f x∥ ∂μ
on all m
-measurable sets with finite measure.
This PR also defines a notation measurable[m] f
, to mean that f : α → β
is measurable with respect to the measurable_space
m
on α
.