Coordinate aggregation in standard-simplex integrals #
theorem
MeasureTheory.integral_stdSimplex_comp_aggregate
{ι : Type u}
[Fintype ι]
{κ : Type u_1}
[Fintype κ]
(f : ι → κ)
(hf : Function.Surjective f)
{E : Type u_2}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
(g : (κ → ℝ) → E)
(hg :
AEStronglyMeasurable g
((Measure.stdSimplexMeasure.restrict (Convexity.StdSimplex.coordinateSet ℝ κ)).withDensity
(Measure.stdSimplexAggregateDensity f)))
:
∫ (u : ι → ℝ) in Convexity.StdSimplex.coordinateSet ℝ ι, g (stdSimplexAggregate f u) ∂Measure.stdSimplexMeasure = ∫ (v : κ → ℝ) in Convexity.StdSimplex.coordinateSet ℝ κ, (∏ k : κ, v k ^ (stdSimplexAggregateFiberCard f k - 1) / ↑(stdSimplexAggregateFiberCard f k - 1).factorial) • g v ∂Measure.stdSimplexMeasure
Transformation of integrals under coordinate aggregation. The measurability hypothesis is stated for the weighted target measure, which is exactly the push-forward measure occurring in the change of variables.