OAI/Probability/GammaPassage/FiniteMoments.lean
7 declarations, 0 contain sorry, 0 declared as axioms
- def
OAI.GammaFPP.edgeSumline 18Source 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
- lemma
OAI.GammaFPP.edgeSum_emptyline 22 - lemma
OAI.GammaFPP.IidEnvironment.measurable_edgeSumline 25 - lemma
OAI.GammaFPP.IidEnvironment.integral_finiteJointline 30Source 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
- theorem
OAI.GammaFPP.GammaEnvironment.integral_exp_edgeSumline 42Source 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
- theorem
OAI.GammaFPP.GammaEnvironment.lintegral_exp_edgeSumline 63Source 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
- theorem
OAI.GammaFPP.GammaEnvironment.integrable_exp_edgeSumline 92Source 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