OAI/Analysis/FiniteFactor/Sampling/LayerCake.lean

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2 declarations, 0 contain sorry, 0 declared as axioms

  1. theorem OAI.FiniteFactor.sampling_integrable_bounded line 12

    Source documentation

    A bounded measurable real function on a finite measure space is integrable.

    theorem sampling_integrable_bounded {Ω : Type*} [MeasurableSpace Ω]
        (μ : Measure Ω) [IsFiniteMeasure μ] (f : Ω → ℝ) (hf : Measurable f)
        (C : ℝ) (hb : ∀ x, |f x| ≤ C) : Integrable f μ := by
    …
  2. theorem OAI.FiniteFactor.sampling_product_layerCake line 19

    Source documentation

    Finite layer-cake formula for a product, valid even for a singular joint law.

    theorem sampling_product_layerCake {Ω : Type*} [MeasurableSpace Ω]
        (μ : Measure Ω) [IsFiniteMeasure μ] (f g : Ω → ℝ)
        (hf : Measurable f) (hg : Measurable g) (C : ℝ) (_hC : 0 ≤ C)
        (hfb : ∀ x, 0 ≤ f x ∧ f x ≤ C) (hgb : ∀ x, 0 ≤ g x ∧ g x ≤ C) :
        (∫ x, f x*g x ∂μ) =
          ∫ r in Set.Ioc 0 C, ∫ t in Set.Ioc 0 C,
            (μ {x | r ≤ f x ∧ t ≤ g x}).toReal := by
    …