import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator import Mathlib.Probability.Notation namespace OAI noncomputable section open MeasureTheory Filter Set open scoped ProbabilityTheory namespace Invariant233.ConditionalEventLocalization variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {μ : Measure Ω} [IsFiniteMeasure μ] {m : MeasurableSpace Ω} theorem condProb_mono_on (hm : m ≤ mΩ) {A B S : Set Ω} (hA : MeasurableSet[mΩ] A) (hB : MeasurableSet[mΩ] B) (hS : MeasurableSet[m] S) (hsub : ∀ᵐ ω ∂μ, ω ∈ S → ω ∈ A → ω ∈ B) : ∀ᵐ ω ∂μ, ω ∈ S → (μ⟦A | m⟧) ω ≤ (μ⟦B | m⟧) ω := by have hAi : Integrable (A.indicator (fun _ => (1 : ℝ))) μ := (integrable_const _).indicator hA have hBi : Integrable (B.indicator (fun _ => (1 : ℝ))) μ := (integrable_const _).indicator hB have hle : S.indicator (A.indicator (fun _ => (1 : ℝ))) ≤ᵐ[μ] S.indicator (B.indicator (fun _ => (1 : ℝ))) := by filter_upwards [hsub] with ω hω by_cases hs : ω ∈ S · simp only [indicator_of_mem hs] by_cases ha : ω ∈ A · simp only [indicator_of_mem ha, indicator_of_mem (hω hs ha), le_refl] · simp only [indicator_of_notMem ha] exact indicator_nonneg (fun _ _ => by norm_num) _ · simp only [indicator_of_notMem hs, le_refl] have hc := condExp_mono (m := m) (hAi.indicator (hm _ hS)) (hBi.indicator (hm _ hS)) hle filter_upwards [hc, condExp_indicator hAi hS, condExp_indicator hBi hS] with ω hle hleft hright intro hs rw [hleft, hright, indicator_of_mem hs, indicator_of_mem hs] at hle exact hle theorem condProb_lower_on_of_forcing (hm : m ≤ mΩ) {A B S : Set Ω} (hA : MeasurableSet[mΩ] A) (hB : MeasurableSet[mΩ] B) (hS : MeasurableSet[m] S) (hsub : ∀ᵐ ω ∂μ, ω ∈ S → ω ∈ A → ω ∈ B) (r : Ω → ℝ) (hlower : ∀ᵐ ω ∂μ, ω ∈ S → r ω ≤ (μ⟦A | m⟧) ω) : ∀ᵐ ω ∂μ, ω ∈ S → r ω ≤ (μ⟦B | m⟧) ω := by filter_upwards [@condProb_mono_on Ω mΩ μ _ m hm A B S hA hB hS hsub, hlower] with ω hmono hlo exact fun hs => (hlo hs).trans (hmono hs) end Invariant233.ConditionalEventLocalization end end OAI