OAI/Probability/GammaPassage/FiniteMoments.lean

GitHub source file

7 declarations, 0 contain sorry, 0 declared as axioms

  1. def OAI.GammaFPP.edgeSum line 18

    Source documentation

    The cost of a deterministic finite set of distinct undirected edges.

    def edgeSum (S : Finset PlanarFPP.Edge) (τ : PlanarFPP.Edge → Ω → ℝ) (ω : Ω) : ℝ :=
    …

    Mentions: OAI.PlanarFPP.Edge

  2. lemma OAI.GammaFPP.edgeSum_empty line 22
  3. lemma OAI.GammaFPP.IidEnvironment.measurable_edgeSum line 25
  4. lemma OAI.GammaFPP.IidEnvironment.integral_finiteJoint line 30

    Source documentation

    Integral transport along the joint law of a finite edge set.

    lemma IidEnvironment.integral_finiteJoint (h : IidEnvironment ν P τ)
        (S : Finset PlanarFPP.Edge) (f : (S → ℝ) → ℝ) (hf : Measurable f) :
        (∫ ω, f (fun e : S => τ e ω) ∂P) =
          ∫ x : S → ℝ, f x ∂Measure.pi (fun _ : S => ν) := by
    …

    Mentions: OAI.GammaFPP.IidEnvironment, OAI.PlanarFPP.Edge

  5. theorem OAI.GammaFPP.GammaEnvironment.integral_exp_edgeSum line 42

    Source documentation

    The exponential moment of a finite edge sum, obtained by finite-product integration.

    theorem GammaEnvironment.integral_exp_edgeSum
        (h : GammaEnvironment shape rate P τ) (hshape : 0 < shape) (hrate : 0 < rate)
        (htheta : theta < rate) (S : Finset PlanarFPP.Edge) :
        (∫ ω, Real.exp (theta * edgeSum S τ ω) ∂P) =
          ((rate / (rate - theta)) ^ shape) ^ S.card := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment, OAI.PlanarFPP.Edge, OAI.GammaFPP.edgeSum

  6. theorem OAI.GammaFPP.GammaEnvironment.lintegral_exp_edgeSum line 63

    Source documentation

    The nonnegative exponential moment of a finite iid Gamma edge sum.

    theorem GammaEnvironment.lintegral_exp_edgeSum
        (h : GammaEnvironment shape rate P τ) (hshape : 0 < shape) (hrate : 0 < rate)
        (htheta : theta < rate) (S : Finset PlanarFPP.Edge) :
        (∫⁻ ω, ENNReal.ofReal (Real.exp (theta * edgeSum S τ ω)) ∂P) =
          (ENNReal.ofReal ((rate / (rate - theta)) ^ shape)) ^ S.card := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment, OAI.PlanarFPP.Edge, OAI.GammaFPP.edgeSum

  7. theorem OAI.GammaFPP.GammaEnvironment.integrable_exp_edgeSum line 92

    Source documentation

    Exponential functions of finite edge sums are integrable for theta < rate.

    theorem GammaEnvironment.integrable_exp_edgeSum
        (h : GammaEnvironment shape rate P τ) (hshape : 0 < shape) (hrate : 0 < rate)
        (htheta : theta < rate) (S : Finset PlanarFPP.Edge) :
        Integrable (fun ω => Real.exp (theta * edgeSum S τ ω)) P := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment, OAI.PlanarFPP.Edge, OAI.GammaFPP.edgeSum