feat: generalize some lemmas by using conditional Jensen#36888
feat: generalize some lemmas by using conditional Jensen#36888CoolRmal wants to merge 20 commits intoleanprover-community:masterfrom
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PR summary 8990392f39
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| File | Base Count | Head Count | Change |
|---|---|---|---|
| Mathlib.Probability.CondVar | 2455 | 2477 | +22 (+0.90%) |
| Mathlib.MeasureTheory.Function.ConditionalExpectation.Real | 2412 | 2425 | +13 (+0.54%) |
| Mathlib.Probability.Martingale.Centering | 2427 | 2440 | +13 (+0.54%) |
| Mathlib.Probability.Martingale.BorelCantelli | 2442 | 2455 | +13 (+0.53%) |
Import changes for all files
| Files | Import difference |
|---|---|
15 filesMathlib.Probability.Combinatorics.BinomialRandomGraph.Defs Mathlib.Probability.Distributions.Binomial Mathlib.Probability.Distributions.SetBernoulli Mathlib.Probability.HasLawExists Mathlib.Probability.IdentDistribIndep Mathlib.Probability.Independence.Conditional Mathlib.Probability.Independence.InfinitePi Mathlib.Probability.Independence.ZeroOne Mathlib.Probability.Kernel.CondDistrib Mathlib.Probability.Kernel.Condexp Mathlib.Probability.Kernel.Disintegration.Integral Mathlib.Probability.Kernel.Disintegration.Unique Mathlib.Probability.Kernel.IonescuTulcea.Traj Mathlib.Probability.Moments.SubGaussian Mathlib.Probability.ProductMeasure |
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22 filesMathlib.MeasureTheory.Function.ConditionalExpectation.Real Mathlib.MeasureTheory.Function.FactorsThrough Mathlib.Probability.BorelCantelli Mathlib.Probability.Kernel.CompProdEqIff Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous Mathlib.Probability.Kernel.Disintegration.Density Mathlib.Probability.Kernel.Disintegration.StandardBorel Mathlib.Probability.Kernel.Posterior Mathlib.Probability.Kernel.RadonNikodym Mathlib.Probability.Martingale.Basic Mathlib.Probability.Martingale.BorelCantelli Mathlib.Probability.Martingale.Centering Mathlib.Probability.Martingale.Convergence Mathlib.Probability.Martingale.OptionalSampling Mathlib.Probability.Martingale.OptionalStopping Mathlib.Probability.Martingale.Upcrossing Mathlib.Probability.Process.Adapted Mathlib.Probability.Process.Filtration Mathlib.Probability.Process.HittingTime Mathlib.Probability.Process.PartitionFiltration Mathlib.Probability.Process.Predictable Mathlib.Probability.Process.Stopping |
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Mathlib.Probability.CondVar Mathlib.Probability.Distributions.TwoValued |
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Declarations diff
+ Integrable.norm_rpow_condExp_le
+ ae_bdd_abs_condExp_of_ae_bdd_abs
+ ae_bdd_norm_condExp_of_ae_bdd_norm
+ ae_condExp_abs_le_abs_condExp
+ condExp_le_nonneg_const
+ eLpNorm_condExp_le_eLpNorm
+ integral_norm_condExp_le
+ integral_norm_rpow_condExp_le
+ lpNorm_condExp_le_lpNorm
+ norm_condExp_le
+ setIntegral_norm_condExp_le
- AEStronglyMeasurable.norm_condExp_le
- ae_bdd_condExp_of_ae_bdd
- eLpNorm_condExp_le
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
relativevalue is the weighted sum of the differences with weight given by the inverse of the current value of the statistic. - The
absolutevalue is therelativevalue divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).
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WIP still need to work on |
| · exact (Real.continuous_rpow_const (zero_le_one.trans hp)).comp_aestronglyMeasurable | ||
| integrable_condExp.norm.1 |
There was a problem hiding this comment.
Maybe it makes sense to have a lemma AEStronglyMeasurable.rpow_const? I would imagine this can be pretty useful for the manipulations of LpNorm.
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This PR/issue depends on: |
This PR includes two possible ways of generalizing
integral_abs_condExp_le: