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feat: generalize some lemmas by using conditional Jensen#36888

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feat: generalize some lemmas by using conditional Jensen#36888
CoolRmal wants to merge 20 commits intoleanprover-community:masterfrom
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@CoolRmal CoolRmal commented Mar 20, 2026

This PR includes two possible ways of generalizing integral_abs_condExp_le:

  1. Replace absolute values with norms.
  2. Consider absolute values defined on a lattice with a solid norm.

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github-actions bot commented Mar 20, 2026

PR summary 8990392f39

Import changes for modified files

Dependency changes

File Base Count Head Count Change
Mathlib.Probability.CondVar 2455 2477 +22 (+0.90%)
Mathlib.MeasureTheory.Function.ConditionalExpectation.Real 2412 2425 +13 (+0.54%)
Mathlib.Probability.Martingale.Centering 2427 2440 +13 (+0.54%)
Mathlib.Probability.Martingale.BorelCantelli 2442 2455 +13 (+0.53%)
Import changes for all files
Files Import difference
15 files Mathlib.Probability.Combinatorics.BinomialRandomGraph.Defs Mathlib.Probability.Distributions.Binomial Mathlib.Probability.Distributions.SetBernoulli Mathlib.Probability.HasLawExists Mathlib.Probability.IdentDistribIndep Mathlib.Probability.Independence.Conditional Mathlib.Probability.Independence.InfinitePi Mathlib.Probability.Independence.ZeroOne Mathlib.Probability.Kernel.CondDistrib Mathlib.Probability.Kernel.Condexp Mathlib.Probability.Kernel.Disintegration.Integral Mathlib.Probability.Kernel.Disintegration.Unique Mathlib.Probability.Kernel.IonescuTulcea.Traj Mathlib.Probability.Moments.SubGaussian Mathlib.Probability.ProductMeasure
12
22 files Mathlib.MeasureTheory.Function.ConditionalExpectation.Real Mathlib.MeasureTheory.Function.FactorsThrough Mathlib.Probability.BorelCantelli Mathlib.Probability.Kernel.CompProdEqIff Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous Mathlib.Probability.Kernel.Disintegration.Density Mathlib.Probability.Kernel.Disintegration.StandardBorel Mathlib.Probability.Kernel.Posterior Mathlib.Probability.Kernel.RadonNikodym Mathlib.Probability.Martingale.Basic Mathlib.Probability.Martingale.BorelCantelli Mathlib.Probability.Martingale.Centering Mathlib.Probability.Martingale.Convergence Mathlib.Probability.Martingale.OptionalSampling Mathlib.Probability.Martingale.OptionalStopping Mathlib.Probability.Martingale.Upcrossing Mathlib.Probability.Process.Adapted Mathlib.Probability.Process.Filtration Mathlib.Probability.Process.HittingTime Mathlib.Probability.Process.PartitionFiltration Mathlib.Probability.Process.Predictable Mathlib.Probability.Process.Stopping
13
Mathlib.Probability.CondVar Mathlib.Probability.Distributions.TwoValued 22

Declarations diff

+ Integrable.norm_rpow_condExp_le
+ ae_bdd_abs_condExp_of_ae_bdd_abs
+ ae_bdd_norm_condExp_of_ae_bdd_norm
+ ae_condExp_abs_le_abs_condExp
+ condExp_le_nonneg_const
+ eLpNorm_condExp_le_eLpNorm
+ integral_norm_condExp_le
+ integral_norm_rpow_condExp_le
+ lpNorm_condExp_le_lpNorm
+ norm_condExp_le
+ setIntegral_norm_condExp_le
- AEStronglyMeasurable.norm_condExp_le
- ae_bdd_condExp_of_ae_bdd
- eLpNorm_condExp_le

You can run this locally as follows
## summary with just the declaration names:
./scripts/pr_summary/declarations_diff.sh <optional_commit>

## more verbose report:
./scripts/pr_summary/declarations_diff.sh long <optional_commit>

The doc-module for scripts/pr_summary/declarations_diff.sh contains some details about this script.


No changes to technical debt.

You can run this locally as

./scripts/reporting/technical-debt-metrics.sh pr_summary
  • The relative value is the weighted sum of the differences with weight given by the inverse of the current value of the statistic.
  • The absolute value is the relative value divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).

@github-actions github-actions bot added the t-measure-probability Measure theory / Probability theory label Mar 20, 2026
@mathlib-dependent-issues mathlib-dependent-issues bot added the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Mar 20, 2026
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WIP

still need to work on p = ⊤

@github-actions github-actions bot added the WIP Work in progress label Mar 20, 2026
Comment on lines +132 to +133
· exact (Real.continuous_rpow_const (zero_le_one.trans hp)).comp_aestronglyMeasurable
integrable_condExp.norm.1
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Maybe it makes sense to have a lemma AEStronglyMeasurable.rpow_const? I would imagine this can be pretty useful for the manipulations of LpNorm.

@mathlib-dependent-issues mathlib-dependent-issues bot removed the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Mar 21, 2026
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