Densities and pushforwards #
Reweighting a measure by a density that factors through a map and then pushing forward along the
map is reweighting the pushforward by the factor. [UPSTREAM] candidate for
Mathlib/MeasureTheory/Measure/WithDensity.lean.
theorem
MeasureTheory.Measure.map_withDensity_comp
{α : Type u_1}
{β : Type u_2}
[MeasurableSpace α]
[MeasurableSpace β]
{μ : Measure α}
{f : β → ENNReal}
{g : α → β}
(hf : AEMeasurable f (map g μ))
(hg : AEMeasurable g μ)
:
map g (μ.withDensity (f ∘ g)) = (map g μ).withDensity f
The pushforward along g of a measure with density f ∘ g is the pushforward with
density f.