Commit 2021-09-11 14:06 6823886c
View on Github →feat(measure_theory/function/conditional_expectation): conditional expectation of an indicator (#8920)
This PR builds condexp_ind (s : set α) : E →L[ℝ] α →₁[μ] E
, which takes x : E
to the conditional expectation of the indicator of the set s
with value x
, seen as an element of α →₁[μ] E
.
This linear map will be used in a next PR to define the conditional expectation from L1 to L1, by using the same extension mechanism as in the Bochner integral construction.