Conditional Independence - Bounded Measurable Extension #
This file re-exports the bounded measurable extension infrastructure for conditional independence.
Module structure #
Bounded/Approximation.lean- L¹ approximation infrastructureBounded/Extension.lean- Extension from simple to bounded measurable functionsBounded/Projection.lean- Projection theorems for conditional expectations
Main results (re-exported) #
tendsto_condexp_L1: L¹ convergence of conditional expectationseapprox_real_approx: Simple function approximation for real-valued functionscondIndep_simpleFunc_left: Simple function → bounded measurable extensioncondIndep_bddMeas_extend_left: Full bounded measurable extensioncondIndep_boundedMeasurable: Conditional independence for bounded measurable functionscondIndep_of_rect_factorization: Rectangle factorization implies conditional independencecondExp_project_of_condIndep: Conditional expectation projection theoremcondIndep_project: Main projection theorem
References #
- Kallenberg (2005), Probabilistic Symmetries and Invariance Principles, Section 6.1