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feat: a process with independent increments and Gaussian marginals is Gaussian#36745

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EtienneC30:indep_incr_gauss
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feat: a process with independent increments and Gaussian marginals is Gaussian#36745
EtienneC30 wants to merge 29 commits intoleanprover-community:masterfrom
EtienneC30:indep_incr_gauss

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@EtienneC30 EtienneC30 commented Mar 16, 2026 •
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The new file only provides one public declaration that corresponds to the title of the PR. The rest of the file is an implementation detail to show that the finite dimensional marginals of a process can be written as a linear map of the increments.

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@EtienneC30 EtienneC30 added t-measure-probability Measure theory / Probability theory brownian Part of the ongoing formalization of the Brownian motion and stochastic integrals labels Mar 16, 2026
@github-actions github-actions bot added the large-import Automatically added label for PRs with a significant increase in transitive imports label Mar 16, 2026
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github-actions bot commented Mar 16, 2026 •
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PR summary 54ac04e65e

Import changes for modified files

No significant changes to the import graph

Import changes for all files
Files Import difference
Mathlib.Probability.Independence.Process.HasIndepIncrements -2122
Mathlib.Probability.Independence.Process.HasIndepIncrements.Basic 2122
Mathlib.Probability.Independence.Process.HasIndepIncrements.IsGaussianProcess (new file) 2850

Declarations diff

+ IsGaussian.of_subsingleton
+ incrementsToRestrict
+ incrementsToRestrict_increments_orderEmbOfFinWithBot_ae_eq_restrict
+ monotone_orderEmbOfFinWithBot
+ of_subsingleton
+ orderEmbOfFinWithBot
+ orderEmbOfFinWithBot_of_ne_zero
+ orderEmbOfFinWithBot_succ
+ orderEmbOfFinWithBot_zero

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

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

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

No changes to technical debt.

You can run this locally as

./scripts/reporting/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).

note: file Mathlib/Probability/Independence/Process/HasIndepIncrements.lean` was renamed to `Mathlib/Probability/Independence/Process/HasIndepIncrements/Basic.lean without a module deprecation
Please create a follow-up pull request adding one. Thanks!

@github-actions github-actions bot added the file-removed A Lean module was (re)moved without a `deprecated_module` annotation label Mar 16, 2026
@EtienneC30 EtienneC30 marked this pull request as ready for review March 17, 2026 21:59
@mathlib-dependent-issues mathlib-dependent-issues bot added the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Mar 17, 2026
@EtienneC30 EtienneC30 mentioned this pull request Mar 18, 2026
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@EtienneC30 EtienneC30 mentioned this pull request Mar 18, 2026
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@github-actions github-actions bot removed the large-import Automatically added label for PRs with a significant increase in transitive imports label Mar 30, 2026
@EtienneC30 EtienneC30 mentioned this pull request Mar 30, 2026
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@mathlib-dependent-issues mathlib-dependent-issues bot removed the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Mar 30, 2026
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mathlib-dependent-issues bot commented Mar 30, 2026

This PR/issue depends on:

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brownian Part of the ongoing formalization of the Brownian motion and stochastic integrals file-removed A Lean module was (re)moved without a `deprecated_module` annotation t-measure-probability Measure theory / Probability theory

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