OAI/Analysis/LipschitzHilbert/Estimates/MartingaleGeometricTail.lean
2 declarations, 0 contain sorry, 0 declared as axioms
Iterating the first-crossing contraction gives a geometric tail with constants independent of the number of time steps.
- theorem
OAI.LipschitzHilbert.martingale_geometric_tailline 17 - theorem
OAI.LipschitzHilbert.martingale_terminal_geometric_tailline 37