OAI/Analysis/FiniteFactor/Sampling/IntegratedCorrelation.lean
2 declarations, 0 contain sorry, 0 declared as axioms
- theorem
OAI.FiniteFactor.sampling_bounded_product_integrableline 11Source documentation
Bounded nonnegative products are integrable, uniformly in their parameters.
theorem sampling_bounded_product_integrable {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] (f g : Ω → ℝ) (hf : Measurable f) (hg : Measurable g) (C : ℝ) (hfb : ∀ x, 0 ≤ f x ∧ f x ≤ C) (hgb : ∀ x, 0 ≤ g x ∧ g x ≤ C) : Integrable (fun x => f x*g x) μ := by … - theorem
OAI.FiniteFactor.sampling_integrated_pair_errorline 23Source documentation
Integrate the actual pointwise pair error over the marginal coordinate.
theorem sampling_integrated_pair_error {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (X Y : Ω → ℝ) (hX : Measurable X) (hY : Measurable Y) (u : ℝ → ℝ → ℝ) (hu : Measurable (fun p : ℝ × ℝ => u p.1 p.2)) (C ε : ℝ) (hb : ∀ s t, 0 ≤ u s t ∧ u s t ≤ C) (he : ∀ᵐ s ∂unitIntervalMeasure, |(∫ x, u s (X x)*u s (Y x) ∂μ)-(∫ t, u s t ∂unitIntervalMeasure)^2| ≤ ε) : |(∫ s, ∫ x, u s (X x)*u s (Y x) ∂μ ∂unitIntervalMeasure)- (∫ s, (∫ t, u s t ∂unitIntervalMeasure)^2 ∂unitIntervalMeasure)| ≤ ε := by …Mentions: OAI.FiniteFactor.unitIntervalMeasure