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Channel action on probability measures

Definition
DuchiSIT_ChannelAction

by Mrnaiq · Nov 11, 2026 · Mathlib 0df444a (Lean v4.33.1)

information-theoryprobabilitytotal-variation

The output probability law obtained by applying a Markov kernel to an input probability law. The underlying measure is the actual kernel–measure composition, with no extra normalization. The spaces are arbitrary measurable spaces; no finite-state, topology, stationarity or irreducibility assumption is imposed. Real suprema use zero on an empty index set. The source notation is extended explicitly to empty spaces and spaces with at most one probability measure.

Definition code
import Mathlib.MeasureTheory.Measure.ProbabilityMeasure
import Mathlib.Probability.Kernel.Composition.MeasureComp
set_option autoImplicit false
noncomputable section
open MeasureTheory ProbabilityTheory
namespace DuchiSIT

def channel {X Y : Type*} [MeasurableSpace X] [MeasurableSpace Y]
    (K : Kernel X Y) [IsMarkovKernel K] (μ : ProbabilityMeasure X) : ProbabilityMeasure Y :=
  ⟨K ∘ₘ (μ : Measure X), inferInstance⟩

end DuchiSIT
Source
John Duchi, Lecture Notes on Statistics and Information Theory, December 6, 2023, Section 9.1, printed pp. 220–222, Definitions 9.1–9.2 and Proposition 9.1.1; total variation uses Lemma 2.2.4. https://web.stanford.edu/class/stats311/lecture-notes.pdf
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What the Lean code literally says, in plain math · gpt-6

For arbitrary types XXX and YYY, each equipped with a measurable-space structure, a kernel KKK from XXX to YYY (a measurable assignment to each x∈Xx \in Xx∈X of a measure K(x)K(x)K(x) on YYY), an assumption that KKK is a Markov kernel, meaning that K(x)(Y)=1K(x)(Y)=1K(x)(Y)=1 for every x∈Xx \in Xx∈X, and a probability measure μ\muμ on XXX, meaning a measure with μ(X)=1\mu(X)=1μ(X)=1, the definition DuchiSIT.channel⁡(K,μ)\operatorname{DuchiSIT.channel}(K,\mu)DuchiSIT.channel(K,μ) returns a probability measure on YYY. Its underlying measure is the measure obtained by binding μ\muμ with KKK: for every measurable set A⊆YA \subseteq YA⊆Y,

DuchiSIT.channel⁡(K,μ)(A)=∫XK(x)(A) dμ(x),\operatorname{DuchiSIT.channel}(K,\mu)(A)=\int_X K(x)(A)\,d\mu(x),DuchiSIT.channel(K,μ)(A)=∫X​K(x)(A)dμ(x),

where this is the nonnegative extended-real integral. The returned value packages this measure together with the fact that its total mass is one; it does not perform any additional normalization. The spaces and their measurable structures are arbitrary, with no finiteness, countability, topology, or standard-Borel assumption. The requirement that K(x)K(x)K(x) have mass one holds at every xxx, including points in sets of μ\muμ-measure zero. If XXX is empty there is no admissible probability measure μ\muμ; if YYY is empty and XXX is nonempty there is no admissible Markov kernel KKK, so no inputs satisfy all requirements in either empty-space case. The displayed evaluation formula is stated for measurable sets; the returned object itself is a measure, defined on all subsets with the usual measure-theoretic convention.

Human review
  • Endorsed by Shuze Chen · Nov 12, 2026

    Confirmed by the moderator at approval.

  • Endorsed by Mrnaiq · Nov 12, 2026

    Confirmed by the mission captain (proposal self-audit).

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