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/- Copyright (c) 2024 María Inés de Frutos-Fernández. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: María Inés de Frutos-Fernández -/ module public import Mathlib.Analysis.Normed.Unbundled.RingSeminorm /-! # seminormFromBounded In this file, we prove [BGR, Propositi...
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/- Copyright (c) 2022 María Inés de Frutos-Fernández. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: María Inés de Frutos-Fernández, Yaël Dillies -/ module public import Mathlib.Algebra.Order.Ring.IsNonarchimedean public import Mathlib.Analysis.Normed.Field.Lemmas pub...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Analysis.Normed.Group.Uniform public import Mathlib.Analysis.Normed.MulAction public import Mathlib.Li...
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/- Copyright (c) 2026 Bhavik Mehta. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Bhavik Mehta -/ module public import Mathlib.Algebra.Order.Ring.Star public import Mathlib.Analysis.Normed.Module.RieszLemma public import Mathlib.Analysis.Normed.Operator.Banach public...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Analysis.Normed.Operator.Basic public import Mathlib.Analysis.Normed.Operator.LinearIsometry public im...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Analysis.Normed.Operator.Basic public import Mathlib.Analysis.Asymptotics.Defs /-! # Asymptotic statem...
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/- Copyright (c) 2022 Anatole Dedecker. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Anatole Dedecker -/ module public import Mathlib.Analysis.LocallyConvex.Bounded public import Mathlib.Topology.Algebra.Module.Spaces.ContinuousLinearMap /-! # Compact operators In...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Analysis.Normed.Operator.Bilinear /-! # Operator norm: Cartesian products Interaction of operator no...
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/- Copyright (c) 2023 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.Algebra.Central.Defs public import Mathlib.Analysis.LocallyConvex.SeparatingDual public import Mathlib.Analysis.Normed.Module.Mult...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Analysis.Normed.Operator.Basic public import Mathlib.Analysis.Normed.Module.RCLike.Real /-! # Operato...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Algebra.Algebra.Bilinear public import Mathlib.Analysis.Normed.Operator.NormedSpace /-! # Results abo...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Algebra.Algebra.Tower public import Mathlib.Analysis.LocallyConvex.WithSeminorms public import Mathlib...
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/- Copyright (c) 2025 Monica Omar. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Monica Omar -/ module public import Mathlib.Analysis.InnerProductSpace.Adjoint public import Mathlib.Analysis.InnerProductSpace.Positive public import Mathlib.Analysis.LocallyConvex.Sepa...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Analysis.Normed.Operator.Bilinear public import Mathlib.Analysis.Normed.Operator.NNNorm /-! # Operato...
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/- Copyright (c) 2019 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.Algebra.Algebra.Spectrum.Basic public import Mathlib.Topology.Baire.Lemmas public import Mathlib.Topology.Baire.CompleteMetrizable...
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refine hg (Prod.fst ∘ φ) x y ((continuous_fst.tendsto _).comp hφ) ?_ have : g ∘ Prod.fst ∘ φ = Prod.snd ∘ φ := by ext n exact (hφg n).symm rw [this] exact (continuous_snd.tendsto _).comp hφ variable {g} namespace ContinuousLinearMap /-- Upgrade a `LinearMap` to a `ContinuousLinearMap` using the **close...
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/- Copyright (c) 2021 Yourong Zang. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yourong Zang -/ module public import Mathlib.Analysis.Normed.Module.Basic public import Mathlib.Analysis.Normed.Operator.LinearIsometry /-! # Conformal Linear Maps A continuous linear...
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/- Copyright (c) 2019 Jan-David Salchow. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jan-David Salchow, Sébastien Gouëzel, Jean Lo -/ module public import Mathlib.Analysis.Normed.Module.Span public import Mathlib.Analysis.Normed.Operator.Bilinear public import Math...
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/- Copyright (c) 2021 Jireh Loreaux. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jireh Loreaux -/ module public import Mathlib.Analysis.Normed.Operator.NormedSpace public import Mathlib.Analysis.LocallyConvex.Barrelled public import Mathlib.Topology.Baire.CompleteM...
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/- Copyright (c) 2025 Moritz Doll. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Moritz Doll, Zhouhang Zhou -/ module public import Mathlib.Analysis.Normed.Operator.Basic public import Mathlib.LinearAlgebra.Isomorphisms /-! # Extension of continuous linear maps on ...
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/- Copyright (c) 2018 Patrick Massot. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Patrick Massot, Johannes Hölzl -/ module public import Mathlib.Analysis.Normed.Module.Multilinear.Basic public import Mathlib.Analysis.Normed.Ring.Units public import Mathlib.Analysis...
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/- Copyright (c) 2021 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov, Frédéric Dupuis, Heather Macbeth -/ module public import Mathlib.Algebra.Star.Basic -- shake: keep (used in `notation` only) public import Mathlib.Analysis.Normed.G...
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e.symm.toContinuousLinearEquiv = e.toContinuousLinearEquiv.symm := rfl @[simp] theorem coe_symm_toContinuousLinearEquiv : ⇑e.toContinuousLinearEquiv.symm = e.symm := rfl @[simp] theorem toIsometryEquiv_symm : e.symm.toIsometryEquiv = e.toIsometryEquiv.symm := rfl @[simp] theorem coe_symm_toIsometryEquiv : ⇑e.toI...
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/- Copyright (c) 2022 Eric Wieser. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Eric Wieser -/ module public import Mathlib.Analysis.Normed.Algebra.Exponential public import Mathlib.Analysis.Matrix.Normed public import Mathlib.LinearAlgebra.Matrix.ZPow public import...
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/- Copyright (c) 2024 Jiedong Jiang. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jiedong Jiang -/ module public import Mathlib.Analysis.Normed.Field.Ultra public import Mathlib.Analysis.Normed.Module.Basic /-! # Normed algebra preserves ultrametricity This file c...
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/- Copyright (c) 2024 Jireh Loreaux. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jireh Loreaux -/ module public import Mathlib.Algebra.Algebra.TransferInstance public import Mathlib.Algebra.Algebra.Unitization public import Mathlib.Analysis.Normed.Lp.ProdLp /-! # ...
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/- Copyright (c) 2021 Anatole Dedecker. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Anatole Dedecker, Eric Wieser, Yuyang Zhao -/ module public import Mathlib.Algebra.Algebra.TransferInstance public import Mathlib.Algebra.Ring.Action.ConjAct public import Mathlib.A...
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induction s using Finset.induction_on with | empty => simp | insert a s ha ih => rw [Finset.noncommProd_insert_of_notMem _ _ _ _ ha, Finset.sum_insert ha, exp_add_of_commute, ih (h.mono <| Finset.subset_insert _ _)] refine Commute.sum_right _ _ _ fun i hi => ?_ exact h.of_refl (Finset.mem_insert_s...
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/- Copyright (c) 2025 Michael Stoll. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Michael Stoll -/ module public import Mathlib.Analysis.Polynomial.Factorization /-! # A (new?) proof of the Gelfand-Mazur Theorem We provide a formalization of proofs of the followin...
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/- Copyright (c) 2022 Frédéric Dupuis. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Frédéric Dupuis -/ module public import Mathlib.Topology.Algebra.Module.Spaces.CharacterSpace public import Mathlib.Analysis.Normed.Module.WeakDual public import Mathlib.Analysis.Nor...
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/- Copyright (c) 2021 Jireh Loreaux. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jireh Loreaux -/ module public import Mathlib.Analysis.Normed.Algebra.Spectrum public import Mathlib.Analysis.Calculus.Deriv.Basic public import Mathlib.Analysis.Normed.Operator.Mul im...
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/- Copyright (c) 2023 Eric Wieser. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Eric Wieser -/ module public import Mathlib.Analysis.Quaternion public import Mathlib.Analysis.Normed.Algebra.Exponential public import Mathlib.Analysis.SpecialFunctions.Trigonometric.Se...
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/- Copyright (c) 2023 Jireh Loreaux. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jireh Loreaux -/ module public import Mathlib.Algebra.Algebra.Unitization public import Mathlib.Analysis.Normed.Operator.Mul /-! # Unitization norms Given a not-necessarily-unital no...
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/- Copyright (c) 2023 Eric Wieser. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Eric Wieser -/ module public import Mathlib.Analysis.Normed.Algebra.Exponential public import Mathlib.Analysis.Normed.Lp.ProdLp public import Mathlib.Topology.Instances.TrivSqZeroExt /-...
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/- Copyright (c) 2023 Eric Wieser. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Eric Wieser -/ module public import Mathlib.Algebra.DualNumber public import Mathlib.Analysis.Normed.Algebra.TrivSqZeroExt /-! # Results on `DualNumber R` related to the norm These are...
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/- Copyright (c) 2021 Jireh Loreaux. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jireh Loreaux -/ module public import Mathlib.Algebra.Algebra.Spectrum.Quasispectrum public import Mathlib.Analysis.Real.Spectrum public import Mathlib.Analysis.Normed.Algebra.Exponent...
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/-- Let `S` be a closed subalgebra of a Banach algebra `A`, and let `x : S`. If `z` is in the spectrum of `x`, then the connected component of `z` in the complement of the spectrum of `↑x : A` is bounded (or else `z` actually belongs to the spectrum of `↑x : A`). -/ lemma Subalgebra.spectrum_isBounded_connectedComponen...
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/- Copyright (c) 2024 Yakov Pechersky. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yakov Pechersky -/ module public import Mathlib.Analysis.Normed.Order.Hom.Basic public import Mathlib.Topology.MetricSpace.Ultra.Basic /-! # Constructing nonarchimedean (ultrametric...
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/- Copyright (c) 2024 Yakov Pechersky. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yakov Pechersky -/ module public import Mathlib.Algebra.Order.Hom.Basic public import Mathlib.Analysis.Normed.Group.Basic /-! # Constructing (semi)normed groups from (semi)normed ho...
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/- Copyright (c) 2021 Riccardo Brasca. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Riccardo Brasca, Johan Commelin -/ module public import Mathlib.Analysis.Normed.Group.SemiNormedGrp public import Mathlib.CategoryTheory.Preadditive.AdditiveFunctor public import Mat...
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/- Copyright (c) 2021 Kim Morrison. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Riccardo Brasca, Johan Commelin, Kim Morrison -/ module public import Mathlib.Analysis.Normed.Group.SemiNormedGrp public import Mathlib.Analysis.Normed.Group.Quotient public import Math...
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/- Copyright (c) 2021 Kalle Kytölä. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kalle Kytölä -/ module public import Mathlib.Analysis.RCLike.Basic public import Mathlib.Analysis.Normed.Module.RCLike.Real public import Mathlib.Analysis.Normed.Module.Span public impo...
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/- Copyright (c) 2020 Ruben Van de Velde. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Ruben Van de Velde -/ module public import Mathlib.Analysis.RCLike.Extend public import Mathlib.Analysis.Normed.Operator.Basic /-! # Norm properties of the extension of continuou...
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/- Copyright (c) 2020 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov, Patrick Massot, Eric Wieser, Yaël Dillies -/ module public import Mathlib.Analysis.Normed.Module.Basic /-! # Basic facts about real (semi)normed spaces In this fil...
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/- Copyright (c) 2020 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.Analysis.Normed.Module.Multilinear.Basic public import Mathlib.LinearAlgebra.Multilinear.Curry public import Mathlib.Analysis.Norm...
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(ContinuousMultilinearMap 𝕜 (fun _ : ι' => G) G')) : ContinuousMultilinearMap 𝕜 (fun _ : ι ⊕ ι' => G) G' := MultilinearMap.mkContinuous (toMultilinearMapLinear.compMultilinearMap f.toMultilinearMap).uncurrySum ‖f‖ fun m => by simpa [Fintype.prod_sum_type, mul_assoc] using (f (m ∘ Sum.inl)).le_of_o...
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/- Copyright (c) 2020 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel, Sophie Morel, Yury Kudryashov -/ module public import Mathlib.Logic.Embedding.Basic public import Mathlib.Data.Fintype.CardEmbedding public import Mathlib.Topolo...
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/-- An alias of `ContinuousMultilinearMap.normedSpace` with non-dependent types to help typeclass search. -/ instance normedSpace' : NormedSpace 𝕜' (ContinuousMultilinearMap 𝕜 (fun _ : ι => G') G) := ContinuousMultilinearMap.normedSpace end NormedField /-- The fundamental property of the operator norm of a contin...
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simp only [compContinuousLinearMap_apply, smul_apply] convert g.map_update_smul (fun j ↦ f j (x j)) i a (f₀ (x i)) <;> exact apply_update (fun (i : ι) (f : E i →L[𝕜] E₁ i) ↦ f (x i)) f i _ _ } (‖g‖) (fun f ↦ by simp [norm_compContinuousLinearMap_le]) @[simp] theorem compContinuousLinearMapLRight...
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/- Copyright (c) 2024 Sophie Morel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sophie Morel -/ module public import Mathlib.Analysis.Normed.Module.Multilinear.Basic public import Mathlib.LinearAlgebra.PiTensorProduct /-! # Projective seminorm on the tensor of a f...
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/- Copyright (c) 2024 Sophie Morel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sophie Morel -/ module public import Mathlib.Analysis.Normed.Module.PiTensorProduct.ProjectiveSeminorm import Mathlib.LinearAlgebra.Isomorphisms /-! # Injective seminorm on the tensor ...
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/- Copyright (c) 2025 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov, Eric Wieser -/ module public import Mathlib.LinearAlgebra.Alternating.Curry public import Mathlib.Analysis.Normed.Module.Alternating.Basic public import Mathlib.Anal...
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/- Copyright (c) 2020 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel, Yury Kudryashov, Heather Macbeth, Patrick Massot -/ module public import Mathlib.Topology.Algebra.Module.Alternating.Topology public import Mathlib.Analysis.Norm...
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theorem mkContinuousLinear_norm_le (f : F →ₗ[𝕜] E [⋀^ι]→ₗ[𝕜] G) {C : ℝ} (hC : 0 ≤ C) (H : ∀ x m, ‖f x m‖ ≤ C * ‖x‖ * ∏ i, ‖m i‖) : ‖mkContinuousLinear f C H‖ ≤ C := (mkContinuousLinear_norm_le_max f C H).trans_eq (max_eq_left hC) variable {ι' : Type*} [Fintype ι'] /-- Given a map `f : E [⋀^ι]→ₗ[𝕜] (F [⋀^ι']→...
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/- Copyright (c) 2021 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov, Oliver Nash -/ module public import Mathlib.Topology.OpenPartialHomeomorph.Composition public import Mathlib.Analysis.Normed.Group.AddTorsor public import Mathlib.An...
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/- Copyright (c) 2023 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ module public import Mathlib.Analysis.Normed.Module.Basic public import Mathlib.Algebra.Ring.Action.Pointwise.Set /-! # Homeomorphism between a normed space and s...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel, Yaël Dillies -/ module public import Mathlib.Analysis.Normed.Group.Pointwise public import Mathlib.Analysis.Normed.Module.RCLike.Real /-! # Properties of pointw...
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/- Copyright (c) 2022 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov, Heather Macbeth -/ module public import Mathlib.Analysis.Normed.Field.UnitBall public import Mathlib.Analysis.Normed.Module.Basic /-! # Multiplicative actions of/on...
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/- Copyright (c) 2025 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ module public import Mathlib.Analysis.Normed.Module.Alternating.Curry public import Mathlib.LinearAlgebra.Alternating.Uncurry.Fin /-! # Uncurrying continuous alte...
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/- Copyright (c) 2023 Joachim Breitner. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Joachim Breitner -/ module public import Mathlib.Probability.ProbabilityMassFunction.Basic public import Mathlib.Probability.ProbabilityMassFunction.Constructions public import Math...
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/- Copyright (c) 2020 Devon Tuma. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Devon Tuma -/ module public import Mathlib.Probability.ProbabilityMassFunction.Basic /-! # Monad Operations for Probability Mass Functions This file constructs two opera...
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Devon Tuma -/ module public import Mathlib.Topology.Instances.ENNReal.Lemmas public import Mathlib.MeasureTheory.Measure.Dirac /-! # Probability mass functions This ...
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Devon Tuma -/ module public import Mathlib.Probability.ProbabilityMassFunction.Monad public import Mathlib.Control.ULiftable /-! # Specific Constructions of Probabili...
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/- Copyright (c) 2023 Joachim Breitner. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Joachim Breitner -/ module public import Mathlib.Data.Nat.Choose.Sum public import Mathlib.Probability.ProbabilityMassFunction.Constructions public import Mathlib.Tactic.FinCases /...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Analysis.LocallyConvex.ContinuousOfBounded public import Mathlib.LinearAlgebra.BilinearForm.Properties public import Mathlib.MeasureTheory.C...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Probability.Kernel.Condexp public import Mathlib.Probability.Moments.MGFAnalytic public import Mathlib.Probability.Moments.Tilted /-! # Sub...
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HasSubgaussianMGF (fun p ↦ X p.1 + Y p.2) (c + cY) (κ ⊗ₖ prodMkLeft Ω' η) ν := hX.add_compProd hY.prodMkLeft_compProd end Add end Kernel.HasSubgaussianMGF end Kernel section Conditional /-! ### Conditionally sub-Gaussian moment-generating function -/ variable {Ω : Type*} {m mΩ : MeasurableSpace Ω} {hm : m ≤ mΩ}...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.Tilted public import Mathlib.Probability.Moments.MGFAnalytic /-! # Results relating `Measure.tilted` to `mgf` and `cg...
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/- Copyright (c) 2022 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel, Kexing Ying -/ module public import Mathlib.Probability.Moments.Covariance public import Mathlib.Probability.Notation import Mathlib.MeasureTheory.Function.LpSem...
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variance_dual_prod' (ContinuousLinearMap.comp_memLp' _ hLμ) (ContinuousLinearMap.comp_memLp' _ hLν) end NormedSpace end ProbabilityTheory
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Probability.Moments.ComplexMGF public import Mathlib.Analysis.SpecialFunctions.Complex.Analytic public import Mathlib.Analysis.Calculus.Tayl...
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/- Copyright (c) 2022 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Probability.IdentDistrib import Mathlib.Probability.Independence.Integration /-! # Moments and moment-generating function ## Main definiti...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Analysis.Calculus.ParametricIntegral public import Mathlib.Analysis.Complex.CauchyIntegral public import Mathlib.MeasureTheory.Measure.Chara...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Etienne Marion -/ module public import Mathlib.MeasureTheory.Integral.Bochner.Basic public import Mathlib.Probability.Independence.Basic import Mathlib.Probability.Indepen...
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/- Copyright (c) 2024 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Function.L1Space.Integrable public import Mathlib.MeasureTheory.Order.Group.Lattice /-! # Domain of the moment-generating fun...
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have hX : AEMeasurable X μ := aemeasurable_of_mem_interior_integrableExpSet h by_cases hp_zero : p = 0 · simp only [hp_zero, ENNReal.coe_zero, memLp_zero_iff_aestronglyMeasurable] exact hX.aestronglyMeasurable rw [← integrable_norm_rpow_iff hX.aestronglyMeasurable (mod_cast hp_zero) (by simp)] simp only [no...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Etienne Marion -/ module public import Mathlib.Analysis.InnerProductSpace.Positive public import Mathlib.Analysis.Normed.Lp.MeasurableSpace public import Mathlib.MeasureTh...
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/- Copyright (c) 2025 Etienne Marion. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Etienne Marion -/ module public import Mathlib.MeasureTheory.Measure.HasOuterApproxClosedProd public import Mathlib.Probability.Independence.Process.Basic public import Mathlib.Probab...
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/- Copyright (c) 2025 Etienne Marion. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Etienne Marion -/ module public import Mathlib.Probability.Independence.Basic public import Mathlib.Probability.ProductMeasure /-! # Independence of an infinite family of random vari...
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/- Copyright (c) 2021 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Probability.Independence.Basic public import Mathlib.Probability.Independence.Conditional /-! # Kolmogorov's 0-1 law Let `s : ι → Measurab...
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/- Copyright (c) 2021 Martin Zinkevich. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Martin Zinkevich, Vincent Beffara, Etienne Marion -/ module public import Mathlib.MeasureTheory.Integral.Pi public import Mathlib.Probability.Independence.Integrable public import M...
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/- Copyright (c) 2025 Etienne Marion. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Etienne Marion -/ module public import Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic public import Mathlib.Probability.Independence.Basic /-! # Links between independenc...
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/- Copyright (c) 2021 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Probability.Independence.Kernel.IndepFun public import Mathlib.MeasureTheory.Constructions.Pi public import Mathlib.MeasureTheory.Group.Conv...
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theorem iIndepSet.indep_generateFrom_le_nat {s : ℕ → Set Ω} (hsm : ∀ n, MeasurableSet (s n)) (hs : iIndepSet s μ) (n : ℕ) : Indep (generateFrom {s (n + 1)}) (generateFrom { t | ∃ k ≤ n, s k = t }) μ := Kernel.iIndepSet.indep_generateFrom_le_nat hsm hs n theorem indep_iSup_of_monotone [SemilatticeSup ι] [IsZe...
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rw [Finset.prod_mul_distrib, ENNReal.prod_inv_distrib] exact fun _ _ i _ _ ↦ .inr <| measure_ne_top _ _ _ = ∏ i, if i ∈ s then μ[f i | Y i ⁻¹' t i] else 1 := by refine Finset.prod_congr rfl fun i _ ↦ ?_ by_cases hi : i ∈ s · simp only [hi, ↓reduceIte, g, cond_apply (hY i (ht i))] · sim...
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/- Copyright (c) 2023 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Probability.Independence.Kernel.IndepFun public import Mathlib.Probability.Kernel.CompProdEqIff public import Mathlib.Probability.Kernel.Com...
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Kernel.Indep.indepSets h_indep end FromMeasurableSpacesToSetsOfSets section FromPiSystemsToMeasurableSpaces /-! ### Conditional independence of generating π-systems implies conditional independence of σ-algebras -/ variable {m' m₁ m₂ : MeasurableSpace Ω} {mΩ : MeasurableSpace Ω} [StandardBorelSpace Ω] {hm' : m'...
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(hf_Indep : iCondIndepFun m' hm' f μ) (hf_meas : ∀ i, Measurable (f i)) (n : ℕ) : CondIndepFun m' hm' (∏ j ∈ Finset.range n, f j) (f n) μ := Kernel.iIndepFun.indepFun_prod_range_succ hf_Indep hf_meas n end CommMonoid theorem iCondIndepSet.iCondIndepFun_indicator [Zero β] [One β] {m : MeasurableSpace β} {s :...
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/- Copyright (c) 2023 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module -- shake: keep-all public import Mathlib.Probability.Independence.Kernel.IndepFun deprecated_module (since := "2025-12-01")
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/- Copyright (c) 2024 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Function.L1Space.Integrable public import Mathlib.Probability.Independence.Basic /-! # Independence of functions im...
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/- Copyright (c) 2022 Kexing Ying. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kexing Ying -/ module public import Mathlib.Probability.Notation public import Mathlib.Probability.Process.HittingTime public import Mathlib.Probability.Martingale.Basic /-! # Optional ...
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/- Copyright (c) 2022 Kexing Ying. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kexing Ying -/ module public import Mathlib.Algebra.Order.Archimedean.IndicatorCard public import Mathlib.Probability.Martingale.Centering public import Mathlib.Probability.Martingale.Co...
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/- Copyright (c) 2021 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Kexing Ying -/ module public import Mathlib.MeasureTheory.Function.ConditionalExpectation.PullOut public import Mathlib.Probability.Process.Predictable public import Mathl...
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{f : ℕ → Ω → E} (hfmgle : Supermartingale f 𝒢 μ) (hfadp : IsPredictable 𝒢 f) (n : ℕ) : f n ≤ᵐ[μ] f 0 := le_zero_of_predictable hfmgle (fun _ ↦ (hfadp.measurable_add_one _).stronglyMeasurable) n /-- A predictable martingale is a.e. equal to its initial state. In contrast to the non-primed version, this result ...
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/- Copyright (c) 2023 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Order.SuccPred.LinearLocallyFinite public import Mathlib.Probability.Martingale.Basic /-! # Optional sampling theorem If `τ` is a bounded ...
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/- Copyright (c) 2022 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Probability.Martingale.Basic /-! # Centering lemma for stochastic processes Any `ℕ`-indexed stochastic process which is strongly adapted a...
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/- Copyright (c) 2022 Kexing Ying. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kexing Ying -/ module public import Mathlib.MeasureTheory.Constructions.Polish.Basic public import Mathlib.MeasureTheory.Function.UniformIntegrable public import Mathlib.Probability.Mart...
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simp only [hxeq, Pi.sub_apply] end L1Convergence end MeasureTheory
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/- Copyright (c) 2022 Kexing Ying. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kexing Ying -/ module public import Mathlib.Order.Interval.Set.Monotone public import Mathlib.Probability.Notation public import Mathlib.Probability.Process.HittingTime public import Mat...
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gcongr sSup {n | ?_} with n · exact upperCrossingTime_lt_bddAbove hab intro hn rw [upperCrossingTime_eq_upperCrossingTime_of_lt hNM hn] exact lt_of_lt_of_le hn hNM theorem upcrossingsBefore_lt_of_exists_upcrossing (hab : a < b) {N₁ N₂ : ℕ} (hN₁ : N ≤ N₁) (hN₁' : f N₁ ω < a) (hN₂ : N₁ ≤ N₂) (hN₂' : b < f N₂...