OAI/Combinatorics/EditApproximation/Probability/FiniteResampling.lean

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Exact coordinate-refresh identities for finite product probability laws.

  1. theorem OAI.EditApproximation.finite_pi_update_map line 20

    Source documentation

    Refreshing one coordinate with its own independent law preserves the complete finite product law.

    theorem finite_pi_update_map (i : ι) :
        ((Measure.pi μ).prod (μ i)).map
          (fun pair : (∀ j, X j) × X i => Function.update pair.1 i pair.2) = Measure.pi μ := by
    …
  2. theorem OAI.EditApproximation.finite_pi_integral_update line 55

    Source documentation

    Integrating a fresh coordinate, then the complete original array, is exactly integration in the original product law.

    theorem finite_pi_integral_update (i : ι) (payoff : (∀ j, X j) → ℝ) :
        (∫ original, ∫ fresh, payoff (Function.update original i fresh) ∂μ i ∂Measure.pi μ) =
          ∫ original, payoff original ∂Measure.pi μ := by
    …
  3. theorem OAI.EditApproximation.finite_pi_integral_update_pair line 70

    Source documentation

    Two independent refreshed coordinates provide the local parent law. The original arrays may still contain their previous values at those keys.

    theorem finite_pi_integral_update_pair (i j : ι) (payoff : (∀ k, X k) → ℝ) :
        (∫ original, ∫ fresh : X i × X j,
          payoff (Function.update (Function.update original i fresh.1) j fresh.2)
            ∂(μ i).prod (μ j) ∂Measure.pi μ) =
          ∫ original, payoff original ∂Measure.pi μ := by
    …
  4. theorem OAI.EditApproximation.finite_pi_integral_bound_of_update_pair line 86

    Source documentation

    A pointwise bound after exact coordinate refresh integrates to the unconditional bound in the original global product.

    theorem finite_pi_integral_bound_of_update_pair (i j : ι)
        (payoff budget : (∀ k, X k) → ℝ)
        (hbound : ∀ original, (∫ fresh : X i × X j,
          payoff (Function.update (Function.update original i fresh.1) j fresh.2) ∂(μ i).prod (μ j)) ≤
            budget original) :
        (∫ original, payoff original ∂Measure.pi μ) ≤ ∫ original, budget original ∂Measure.pi μ := by
    …