OAI/NumberTheory/EgyptianFractions/FiniteExposureAverage.lean

GitHub source file

10 declarations, 0 contain sorry, 0 declared as axioms

  1. theorem OAI.Problem337.expect_pi_partition line 9

    Source documentation

    Uniform averaging over labelled samples factors over any partition of the labels.

    theorem expect_pi_partition {ι A M : Type*} [Fintype ι] [DecidableEq ι] [Fintype A]
        [AddCommMonoid M] [Module ℚ≥0 M] (p : ι → Prop) [DecidablePred p]
        (F : (ι → A) → M) :
        (𝔼 f : ι → A, F f) =
          𝔼 a : {i // p i} → A, 𝔼 b : {i // ¬p i} → A,
            F (fun i => if h : p i then a ⟨i,h⟩ else b ⟨i,h⟩) := by
    …

    Mentions: OAI.Problem337.F

  2. theorem OAI.Problem337.normalized_sum_pi_partition line 25

    Source documentation

    The same partition identity in explicit normalized-sum form.

    theorem normalized_sum_pi_partition {ι A : Type*} [Fintype ι] [DecidableEq ι] [Fintype A]
        (p : ι → Prop) [DecidablePred p] (F : (ι → A) → ℂ) :
        (∑ f : ι → A, F f) / Fintype.card (ι → A) =
          (∑ a : {i // p i} → A,
            (∑ b : {i // ¬p i} → A,
              F (fun i => if h : p i then a ⟨i,h⟩ else b ⟨i,h⟩)) /
                Fintype.card ({i // ¬p i} → A)) / Fintype.card ({i // p i} → A) := by
    …

    Mentions: OAI.Problem337.F

  3. lemma OAI.Problem337.expect_finset_indicator line 35

    Source documentation

    Average over a finite probability space of an indicator is its relative cardinality.

    lemma expect_finset_indicator {Ω : Type*} [Fintype Ω] [DecidableEq Ω] (B : Finset Ω) :
        (𝔼 x : Ω, if x ∈ B then (1 : ℝ) else 0) =
          (B.card : ℝ) / Fintype.card Ω := by
    …
  4. theorem OAI.Problem337.conditional_average_norm_bound line 45

    Source documentation

    Exposing some variables costs only the proportion of exceptional exposures. The inner finite type can itself be a product of independent fresh sample blocks.

    theorem conditional_average_norm_bound {Ω A : Type*} [Fintype Ω] [Fintype A]
        [Nonempty Ω] [Nonempty A] (F : Ω → A → ℂ) (B : Finset Ω) (δ : ℝ)
        (hδ : 0 ≤ δ) (hunit : ∀ ω a, ‖F ω a‖ ≤ 1)
        (hgood : ∀ ω, ω ∉ B → ‖𝔼 a : A, F ω a‖ ≤ δ) :
        ‖𝔼 ω : Ω, 𝔼 a : A, F ω a‖ ≤ (B.card : ℝ) / Fintype.card Ω + δ := by
    …

    Mentions: OAI.Problem337.F

  5. theorem OAI.Problem337.expect_equiv_prod line 69

    Source documentation

    A finite reindexing into exposed and fresh coordinates gives exact Fubini averaging.

    theorem expect_equiv_prod {Ω E A M : Type*} [Fintype Ω] [Fintype E] [Fintype A]
        [AddCommMonoid M] [Module ℚ≥0 M] (e : Ω ≃ E × A) (F : Ω → M) :
        (𝔼 ω : Ω, F ω) = 𝔼 x : E, 𝔼 a : A, F (e.symm (x,a)) := by
    …

    Mentions: OAI.Problem337.F

  6. theorem OAI.Problem337.exposure_average_norm_bound line 79

    Source documentation

    The conditional estimate transported back to the original labelled sample space.

    theorem exposure_average_norm_bound {Ω E A : Type*}
        [Fintype Ω] [Fintype E] [Fintype A] [Nonempty E] [Nonempty A]
        (e : Ω ≃ E × A) (F : Ω → ℂ) (B : Finset E) (δ : ℝ)
        (hδ : 0 ≤ δ) (hunit : ∀ ω, ‖F ω‖ ≤ 1)
        (hgood : ∀ x, x ∉ B → ‖𝔼 a : A, F (e.symm (x,a))‖ ≤ δ) :
        ‖𝔼 ω : Ω, F ω‖ ≤ (B.card : ℝ) / Fintype.card E + δ := by
    …

    Mentions: OAI.Problem337.F

  7. theorem OAI.Problem337.conditional_average_phase_bound line 90

    Source documentation

    Multipliers fixed by the exposure and of norm at most one do not spoil cancellation.

    theorem conditional_average_phase_bound {Ω A : Type*} [Fintype Ω] [Fintype A]
        [Nonempty Ω] [Nonempty A] (F : Ω → A → ℂ) (phase : Ω → ℂ)
        (B : Finset Ω) (δ : ℝ) (hδ : 0 ≤ δ)
        (hphase : ∀ ω, ‖phase ω‖ ≤ 1) (hunit : ∀ ω a, ‖F ω a‖ ≤ 1)
        (hgood : ∀ ω, ω ∉ B → ‖𝔼 a : A, F ω a‖ ≤ δ) :
        ‖𝔼 ω : Ω, 𝔼 a : A, phase ω * F ω a‖ ≤
          (B.card : ℝ) / Fintype.card Ω + δ := by
    …

    Mentions: OAI.Problem337.F

  8. theorem OAI.Problem337.expect_restrict_coordinates line 106

    Source documentation

    Uniform samples on coordinates not inspected by the function can be discarded.

    theorem expect_restrict_coordinates {ι A M : Type*}
        [Fintype ι] [DecidableEq ι] [Fintype A] [Nonempty A]
        [AddCommMonoid M] [Module ℚ≥0 M] (p : ι → Prop) [DecidablePred p]
        (F : ({i // p i} → A) → M) :
        (𝔼 f : ι → A, F (fun i => f i)) = 𝔼 a : {i // p i} → A, F a := by
    …

    Mentions: OAI.Problem337.F

  9. theorem OAI.Problem337.expect_injective_coordinates line 115

    Source documentation

    Sampling any injectively selected labels gives the same uniform product law.

    theorem expect_injective_coordinates {ι κ A M : Type*}
        [Fintype ι] [DecidableEq ι] [Fintype κ] [DecidableEq κ]
        [Fintype A] [Nonempty A] [AddCommMonoid M] [Module ℚ≥0 M]
        (e : κ ↪ ι) (F : (κ → A) → M) :
        (𝔼 f : ι → A, F (fun k => f (e k))) = 𝔼 a : κ → A, F a := by
    …

    Mentions: OAI.Problem337.F

  10. theorem OAI.Problem337.injective_coordinate_event_fraction line 134

    Source documentation

    The normalized count of a coordinate event is unaffected by unused independent labels.

    theorem injective_coordinate_event_fraction {ι κ A : Type*}
        [Fintype ι] [DecidableEq ι] [Fintype κ] [DecidableEq κ]
        [Fintype A] [Nonempty A] (e : κ ↪ ι) (R : (κ → A) → Prop) [DecidablePred R] :
        ((Finset.univ.filter (fun f : ι → A => R (fun k => f (e k)))).card : ℝ) /
            Fintype.card (ι → A) =
          ((Finset.univ.filter R).card : ℝ) / Fintype.card (κ → A) := by
    …