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[Merged by Bors] - feat(Probability/Moments): add lemmas about moment generating functions#19886

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[Merged by Bors] - feat(Probability/Moments): add lemmas about moment generating functions#19886
Vilin97 wants to merge 12 commits into
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@Vilin97 Vilin97 commented Dec 11, 2024

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Add mgf_ident_distrib, mgf_sum_iid.
These are some of the supporting lemmas we have proved on our way to formalizing the central limit theorem.

Co-authored-by: Siyuan Ge [email protected]


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@github-actions github-actions Bot added new-contributor This PR was made by a contributor with at most 5 merged PRs. Welcome to the community! large-import Automatically added label for PRs with a significant increase in transitive imports labels Dec 11, 2024
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PR summary c767f0b86e

Import changes for modified files

Dependency changes

File Base Count Head Count Change
Mathlib.Probability.Moments 1948 1952 +4 (+0.21%)
Import changes for all files
Files Import difference
Mathlib.Probability.Moments 4

Declarations diff

+ mgf_congr_of_identDistrib
+ mgf_sum_of_identDistrib

You can run this locally as follows
## summary with just the declaration names:
./scripts/declarations_diff.sh <optional_commit>

## more verbose report:
./scripts/declarations_diff.sh long <optional_commit>

The doc-module for script/declarations_diff.sh contains some details about this script.


No changes to technical debt.

You can run this locally as

./scripts/technical-debt-metrics.sh pr_summary
  • The relative value is the weighted sum of the differences with weight given by the inverse of the current value of the statistic.
  • The absolute value is the relative value divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).

@github-actions github-actions Bot added the t-measure-probability Measure theory / Probability theory label Dec 11, 2024
@Vilin97 Vilin97 added RFC Request for comment and removed t-measure-probability Measure theory / Probability theory large-import Automatically added label for PRs with a significant increase in transitive imports labels Dec 11, 2024
Comment thread Mathlib/Probability/Moments.lean Outdated
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@sgouezel sgouezel added awaiting-author A reviewer has asked the author a question or requested changes. t-measure-probability Measure theory / Probability theory and removed RFC Request for comment labels Dec 11, 2024
Comment thread Mathlib/Probability/Moments.lean
@Vilin97 Vilin97 changed the title feat(Probability/Moments): add three lemmas about moment generating functions feat(Probability/Moments): add lemmas about moment generating functions Dec 11, 2024
@Vilin97 Vilin97 removed the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 11, 2024

@sgouezel sgouezel left a comment

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I didn't ask that you should remove the result for the Gaussian, only that you move it to the file about the Gaussian. I think it's definitely a good result to have!

Comment thread Mathlib/Probability/Moments.lean Outdated
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@sgouezel sgouezel added the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 12, 2024
@Vilin97 Vilin97 removed the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 20, 2024
@Vilin97

Vilin97 commented Dec 20, 2024

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@sgouezel , I just moved the gaussian mgf lemma in another PR: #19896.

I addressed all your comments.

@Vilin97 Vilin97 requested a review from sgouezel December 22, 2024 18:23
@Vilin97

Vilin97 commented Dec 23, 2024

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@sgouezel , friendly ping. Thank you for your attention!

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Thank you for the PR! Should be easy to get in

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@YaelDillies YaelDillies added the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 28, 2024
@Vilin97 Vilin97 removed the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 30, 2024
@Vilin97 Vilin97 requested a review from YaelDillies December 30, 2024 19:55
@Vilin97

Vilin97 commented Dec 30, 2024

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Thanks, @YaelDillies. I applied your suggestions.

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Thank you for implementing the changes! Here are a few more suggestions

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@YaelDillies YaelDillies added the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 30, 2024
@Vilin97 Vilin97 removed the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 30, 2024
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Thanks!

maintainer delegate

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🚀 Pull request has been placed on the maintainer queue by YaelDillies.

@github-actions github-actions Bot added the maintainer-merge A reviewer has approved the changed; awaiting maintainer approval. label Dec 31, 2024
Co-authored-by: Kyle Miller <[email protected]>
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Thanks!
bors r+

@ghost ghost added the ready-to-merge This PR has been sent to bors. label Jan 3, 2025
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It looks like bors did not react? Let's try again.
bors r+

mathlib-bors Bot pushed a commit that referenced this pull request Jan 4, 2025
…ns (#19886)

Add `mgf_ident_distrib`, `mgf_sum_iid`.
These are some of the supporting lemmas we have proved on our way to formalizing the central limit theorem.

Co-authored-by: Siyuan Ge <[email protected]>
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mathlib-bors Bot commented Jan 4, 2025

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Pull request successfully merged into master.

Build succeeded:

@mathlib-bors mathlib-bors Bot changed the title feat(Probability/Moments): add lemmas about moment generating functions [Merged by Bors] - feat(Probability/Moments): add lemmas about moment generating functions Jan 4, 2025
@mathlib-bors mathlib-bors Bot closed this Jan 4, 2025
@mathlib-bors mathlib-bors Bot deleted the vilin97-mgf branch January 4, 2025 08:39
Julian added a commit that referenced this pull request Jan 5, 2025
* origin/master: (133 commits)
  chore(1000): remove nonexistent fields (#20493)
  chore(CategoryTheory/Adjunction.Basic, CategoryTheory/Equivalence): change definition of `Adjunction.comp` and `Equivalence.trans` (#20490)
  feat(Asymptotics): add `Asymptotics.*.*Prod` lemmas (#20458)
  feat: a conditional kernel is almost everywhere a probability measure (#20430)
  feat: if `f` is a measurable group hom, then every point has a neighborhood `s` such that `f '' s` is bounded (#20304)
  feat: `Ico`, `Ioc`, and `Ioo` are not closed or compact (#20479)
  chore: drop redundant hypothesis in `Module.Dual.eq_of_preReflection_mapsTo` (#20492)
  feat(FaaDiBruno): derive `DecidableEq` (#20482)
  chore(SetTheory/Ordinal/Basic): `{x // x < y}` → `Iio y` (#20413)
  chore: generalize `FormalMultilinearSeries.ofScalars_norm` to `Seminormed` (#20351)
  chore(MvPolynomial/Localization): golf using TensorProduct (#20309)
  chore(Combinatorics/Enumerative/Partition): auto-derive DecidableEq (#20277)
  chore(CategoryTheory): make relevant parameters explicit in `Arrow.homMk`. (#20259)
  feat: add `IsStarNormal (↑x⁻¹ : R)` instance for `x : Rˣ` (#20091)
  fix: Stop cancelling builds of master (#20435)
  chore: update Mathlib dependencies 2025-01-05 (#20485)
  feat(SetTheory/Cardinal/Arithmetic): miscellaneous cardinality lemmas (#18933)
  chore: bump toolchain to v4.16.0-rc1, and merge bump/v4.16.0 (#20464)
  chore: bot validates lean-toolchain on bump/v4.X.0 branches (#20478)
  feat: shorthand lemmas for the L1 norm (#20383)
  chore: remove unnecessary adaptation notes (#20467)
  chore(Algebra/Category/MonCat/Colimits): remove smallness condition (#20473)
  chore(SetTheory/Ordinal/Arithmetic): `IsLeftCancelAdd Ordinal` (#19888)
  feat(Algebra): more on `OrthogonalIdempotents` (#18195)
  feat(Radical): `(radical a).natDegree ≤ a.natDegree` (#20468)
  feat(Polynomial): `(a^n)' = 0` iff `a' = 0` when `n` doesn't divide the characteristic (#20190)
  feat(Algebra/Lie): add Lie's theorem (#13480)
  chore(RingTheory/Generators): make algebra instance a def (#14265)
  feat(Topology/Group): Lemmas about profinite group (#20282)
  feat: the empty set is a topological basis iff the space is empty (#20441)
  chore: make uniqueness of conditionally complete linearly ordered archimedean fields independent of the construction of `Real` (#20242)
  chore: `inherit_doc`s for notations (#20376)
  chore: split AEEqOfIntegral into two files, one for each integral type (#20405)
  chore: split Kernel/MeasurableIntegral (#20427)
  feat(MeasureTheory/Group/Measure): add ContinuousMulEquiv.isHaarMeasure_map (#20469)
  fix(Mathlib.Tactic.CC.Datatypes): `cc` raises panic (#20422)
  feat(Probability/Moments): add lemmas about moment generating functions (#19886)
  feat(Algebra/Order/AddGroupWithTop): lemmas about LinearOrderedAddCommGroupWithTop (#18954)
  chore: bump toolchain to v4.15.0 (#20461)
  chore: update Mathlib dependencies 2025-01-04 (#20463)
  fix: make `Prod` projection delaborators respond to options, add option to disable (#20455)
  chore(Algebra): Improve attribute generation (#20451)
  feat(Polynomial): `(C a * p).degree = p.degree` if `a * p.leadingCoeff ≠ 0` (#20446)
  feat: add `ENNReal.finStronglyMeasurable_of_measurable` (#20404)
  doc(Algebra/Lie/Weights/Basic): fix typo (#20450)
  chore(1000): remove `identifiers` (#20445)
  feat: add sumPiEquivProdPi and piUnique (#20195)
  feat: add fst_compProd_apply (#20429)
  chore: use unsigned measures for Lebesgue decomposition (#20400)
  feat: Two lemmas on divisibility and coprimality of `expand` (#20143)
  ...
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5 participants