OAI/Analysis/FiniteFactor/Sampling/LayerCake.lean
2 declarations, 0 contain sorry, 0 declared as axioms
- theorem
OAI.FiniteFactor.sampling_integrable_boundedline 12Source 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 … - theorem
OAI.FiniteFactor.sampling_product_layerCakeline 19Source 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 …