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[Merged by Bors] - chore: drop completeness from the definition of conditional expectation#39862

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[Merged by Bors] - chore: drop completeness from the definition of conditional expectation#39862
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This is not interesting from a mathematical point of view (in all reasonable applications, the spaces are complete), but it is a direct byproduct of the change to setToFun in #39615, and it means that whenever we write conditional expectations the job of Lean is easier (as it doesn't have to look for completeness) and the resulting term is simpler.


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@github-actions github-actions Bot added the t-measure-probability Measure theory / Probability theory label May 26, 2026
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PR summary 14a59b45d2

Import changes for modified files

Dependency changes

File Base Count Head Count Change
Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1 2341 2342 +1 (+0.04%)
Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic 2342 2343 +1 (+0.04%)
Mathlib.Probability.Martingale.Basic 2370 2371 +1 (+0.04%)
Mathlib.Probability.Martingale.Centering 2371 2372 +1 (+0.04%)
Import changes for all files
Files Import difference
83 files Mathlib.InformationTheory.KullbackLeibler.ChainRule Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic Mathlib.MeasureTheory.Function.ConditionalExpectation.CondJensen Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1 Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator Mathlib.MeasureTheory.Function.ConditionalExpectation.LebesgueBochner Mathlib.MeasureTheory.Function.ConditionalExpectation.PullOut Mathlib.MeasureTheory.Function.ConditionalExpectation.RadonNikodym Mathlib.MeasureTheory.Function.ConditionalExpectation.Real Mathlib.MeasureTheory.Function.ConditionalLExpectation Mathlib.MeasureTheory.Function.ConvergenceInDistribution Mathlib.MeasureTheory.Function.FactorsThrough Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion Mathlib.MeasureTheory.Measure.LevyConvergence Mathlib.Probability.BorelCantelli Mathlib.Probability.CentralLimitTheorem Mathlib.Probability.Combinatorics.BinomialRandomGraph.Defs Mathlib.Probability.CondVar Mathlib.Probability.ConditionalExpectation Mathlib.Probability.Distributions.Binomial Mathlib.Probability.Distributions.Gaussian.Basic Mathlib.Probability.Distributions.Gaussian.CharFun Mathlib.Probability.Distributions.Gaussian.Fernique Mathlib.Probability.Distributions.Gaussian.HasGaussianLaw.Basic Mathlib.Probability.Distributions.Gaussian.HasGaussianLaw.Def Mathlib.Probability.Distributions.Gaussian.HasGaussianLaw.Independence Mathlib.Probability.Distributions.Gaussian.IsGaussianProcess.Basic Mathlib.Probability.Distributions.Gaussian.IsGaussianProcess.Def Mathlib.Probability.Distributions.Gaussian.IsGaussianProcess.Independence Mathlib.Probability.Distributions.Gaussian.Multivariate Mathlib.Probability.Distributions.Gaussian.Real Mathlib.Probability.Distributions.Poisson.Basic Mathlib.Probability.Distributions.Poisson.PoissonLimitThm Mathlib.Probability.Distributions.SetBernoulli Mathlib.Probability.Distributions.TwoValued Mathlib.Probability.HasLawExists Mathlib.Probability.HasLaw Mathlib.Probability.IdentDistribIndep Mathlib.Probability.IdentDistrib Mathlib.Probability.Independence.BoundedContinuousFunction Mathlib.Probability.Independence.Conditional Mathlib.Probability.Independence.InfinitePi Mathlib.Probability.Independence.Integration Mathlib.Probability.Independence.Process.HasIndepIncrements.IsGaussianProcess Mathlib.Probability.Independence.ZeroOne Mathlib.Probability.Kernel.CompProdEqIff Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous Mathlib.Probability.Kernel.CondDistrib Mathlib.Probability.Kernel.Condexp Mathlib.Probability.Kernel.Disintegration.Density Mathlib.Probability.Kernel.Disintegration.Integral Mathlib.Probability.Kernel.Disintegration.StandardBorel Mathlib.Probability.Kernel.Disintegration.Unique Mathlib.Probability.Kernel.IonescuTulcea.Traj 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.Moments.Basic Mathlib.Probability.Moments.ComplexMGF Mathlib.Probability.Moments.CovarianceBilinDual Mathlib.Probability.Moments.CovarianceBilin Mathlib.Probability.Moments.Covariance Mathlib.Probability.Moments.MGFAnalytic Mathlib.Probability.Moments.SubGaussian Mathlib.Probability.Moments.Tilted Mathlib.Probability.Moments.Variance Mathlib.Probability.Notation Mathlib.Probability.Process.Adapted Mathlib.Probability.Process.Filtration Mathlib.Probability.Process.FiniteDimensionalLaws Mathlib.Probability.Process.HittingTime Mathlib.Probability.Process.LocalProperty Mathlib.Probability.Process.PartitionFiltration Mathlib.Probability.Process.Predictable Mathlib.Probability.Process.Stopping Mathlib.Probability.ProductMeasure Mathlib.Probability.StrongLaw
1

Declarations diff

No declarations were harmed in the making of this PR! 🐙

You can run this locally as follows
## from your `mathlib4` directory:
git clone https://github.com/leanprover-community/mathlib-ci.git ../mathlib-ci

## summary with just the declaration names:
../mathlib-ci/scripts/pr_summary/declarations_diff.sh <optional_commit>

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

The doc-module for scripts/pr_summary/declarations_diff.sh in the mathlib-ci repository contains some details about this script.


No changes to strong technical debt.
No changes to weak technical debt.

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Thanks!
bors r+

@mathlib-triage mathlib-triage Bot added the ready-to-merge This PR has been sent to bors. label May 26, 2026
mathlib-bors Bot pushed a commit that referenced this pull request May 26, 2026
…on (#39862)

This is not interesting from a mathematical point of view (in all reasonable applications, the spaces are complete), but it is a direct byproduct of the change to `setToFun` in #39615, and it means that whenever we write conditional expectations the job of Lean is easier (as it doesn't have to look for completeness) and the resulting term is simpler.

Co-authored-by: sgouezel <sebastien.gouezel@univ-rennes1.fr>
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mathlib-bors Bot commented May 26, 2026

Pull request successfully merged into master.

Build succeeded:

@mathlib-bors mathlib-bors Bot changed the title chore: drop completeness from the definition of conditional expectation [Merged by Bors] - chore: drop completeness from the definition of conditional expectation May 26, 2026
@mathlib-bors mathlib-bors Bot closed this May 26, 2026
b-mehta pushed a commit to b-mehta/mathlib4 that referenced this pull request Jun 2, 2026
…on (leanprover-community#39862)

This is not interesting from a mathematical point of view (in all reasonable applications, the spaces are complete), but it is a direct byproduct of the change to `setToFun` in leanprover-community#39615, and it means that whenever we write conditional expectations the job of Lean is easier (as it doesn't have to look for completeness) and the resulting term is simpler.

Co-authored-by: sgouezel <sebastien.gouezel@univ-rennes1.fr>
Bergschaf pushed a commit to Bergschaf/mathlib4 that referenced this pull request Jun 3, 2026
…on (leanprover-community#39862)

This is not interesting from a mathematical point of view (in all reasonable applications, the spaces are complete), but it is a direct byproduct of the change to `setToFun` in leanprover-community#39615, and it means that whenever we write conditional expectations the job of Lean is easier (as it doesn't have to look for completeness) and the resulting term is simpler.

Co-authored-by: sgouezel <sebastien.gouezel@univ-rennes1.fr>
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