Channel action on probability measures
DefinitionDuchiSIT_ChannelActionThe 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.
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
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What the Lean code literally says, in plain math · gpt-6
For arbitrary types and , each equipped with a measurable-space structure, a kernel from to (a measurable assignment to each of a measure on ), an assumption that is a Markov kernel, meaning that for every , and a probability measure on , meaning a measure with , the definition returns a probability measure on . Its underlying measure is the measure obtained by binding with : for every measurable set ,
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 have mass one holds at every , including points in sets of -measure zero. If is empty there is no admissible probability measure ; if is empty and is nonempty there is no admissible Markov kernel , 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.
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.