Commit 2023-08-02 05:14 5cbb0ad6

feat(Probability/Independence): define independence wrt a kernel and a measure (#6106) We introduce a new notion of independence with respect to a kernel and a measure. The plan is to eventually express both independence and conditional independence as particular cases of this new notion (see #6098). Two sigma-algebras m and m' are said to be independent with respect to a kernel κ and a measure μ if for all m-measurable sets t₁ and m'-measurable sets t₂, ∀ᵐ a ∂μ, κ a (t₁ ∩ t₂) = κ a t₁ * κ a t₂. Independence is the special case where κ is a constant kernel. Conditional independence can be defined by using the conditional expectation kernel condexpKernel.