Helper lemmas for conditional expectation #
This module re-exports all submodules for backwards compatibility.
This file contains helper lemmas for working with conditional expectations, particularly for uniqueness arguments via set integrals and σ-algebra factorizations.
These lemmas support the proof of de Finetti's theorem via martingales, specifically the three key lemmas about conditional independence and factorization.
Main results #
finset_sum_ae_eq: Combine finitely many a.e.-equalities into a sumtendsto_condExpL1_domconv: DCT for conditional expectation in L¹integrable_mul_of_bound_one: Product with bounded factor is integrablesigma_factor_le: Pullback σ-algebra inequality for factorizations
Module Structure #
CondExpHelpers.AEComb: Combining finitely many a.e. equalitiesCondExpHelpers.Convergence: DCT and subsequence extractionCondExpHelpers.Integrability: Integrability, uniqueness, σ-algebra factorization