OAI/Analysis/FiniteFactor/CountableMaskedError.lean
2 declarations, 0 contain sorry, 0 declared as axioms
- theorem
OAI.FiniteFactor.nonnegative_series_cauchy_schwarzline 12Source documentation
Cauchy--Schwarz for genuinely infinite nonnegative coefficient series.
theorem nonnegative_series_cauchy_schwarz {ι : Type*} (f g : ι → ℝ) (hf : ∀ i, 0 ≤ f i) (hg : ∀ i, 0 ≤ g i) (hfs : Summable (fun i => f i^2)) (hgs : Summable (fun i => g i^2)) : Summable (fun i => f i*g i) ∧ (∑' i, f i*g i) ≤ Real.sqrt (∑' i, f i^2)*Real.sqrt (∑' i, g i^2) := by … - theorem
OAI.FiniteFactor.countable_error_integral_leline 31Source documentation
Probability-space Cauchy--Schwarz after the pointwise series estimate. Equivalent to the product-with-counting-measure argument; no independence or finite truncation is assumed.
theorem countable_error_integral_le {Ω ι : Type*} [MeasurableSpace Ω] [Countable ι] {μ : Measure Ω} [IsProbabilityMeasure μ] (f g : ι → Ω → ℝ) (δ : ℝ) (hf : ∀ i, Measurable (f i)) (hg : ∀ i, Measurable (g i)) (hf0 : ∀ i ω, 0 ≤ f i ω) (hg0 : ∀ i ω, 0 ≤ g i ω) (hfs : ∀ᵐ ω ∂μ, Summable (fun i => f i ω^2)) (hgs : ∀ᵐ ω ∂μ, Summable (fun i => g i ω^2)) (hfi : Integrable (fun ω => ∑' i, f i ω^2) μ) (hfm : (∫ ω, (∑' i, f i ω^2) ∂μ) ≤ δ) (hg1 : ∀ᵐ ω ∂μ, (∑' i, g i ω^2) ≤ 1) : Integrable (fun ω => ∑' i, f i ω*g i ω) μ ∧ (∫ ω, (∑' i, f i ω*g i ω) ∂μ) ≤ Real.sqrt δ := by …