OAI/Probability/GammaPassage/Stationarity.lean

GitHub source file

12 declarations, 0 contain sorry, 0 declared as axioms

  1. theorem OAI.GammaFPP.IidEnvironment.translate line 14

    Source documentation

    Deterministic lattice translation preserves an iid environment.

    theorem IidEnvironment.translate (h : IidEnvironment ν P τ) (a : Vertex) :
        IidEnvironment ν P (fun e => τ (shiftEdge a e)) where
    …

    Mentions: OAI.GammaFPP.IidEnvironment

  2. theorem OAI.GammaFPP.IidEnvironment.jointLaw line 22

    Source documentation

    The complete configuration has the product law.

    theorem IidEnvironment.jointLaw (h : IidEnvironment ν P τ) :
        Measure.map (fun ω e => τ e ω) P = iidProductLaw ν := by
    …

    Mentions: OAI.GammaFPP.IidEnvironment, OAI.GammaFPP.iidProductLaw

  3. theorem OAI.GammaFPP.IidEnvironment.translated_event_probability line 28

    Source documentation

    Every measurable configuration observable has translation-invariant law.

    theorem IidEnvironment.translated_event_probability
        (h : IidEnvironment ν P τ) (a : Vertex)
        (A : Set (Edge → ℝ)) (hA : MeasurableSet A) :
        P {ω | (fun e => τ (shiftEdge a e) ω) ∈ A} =
          P {ω | (fun e => τ e ω) ∈ A} := by
    …

    Mentions: OAI.GammaFPP.IidEnvironment

  4. theorem OAI.GammaFPP.IidEnvironment.integral_configuration line 40

    Source documentation

    Integral transport to the common product law.

    theorem IidEnvironment.integral_configuration (h : IidEnvironment ν P τ)
        (f : (Edge → ℝ) → ℝ) (hf : Measurable f) :
        (∫ ω, f (fun e => τ e ω) ∂P) = ∫ w, f w ∂iidProductLaw ν := by
    …

    Mentions: OAI.GammaFPP.IidEnvironment, OAI.GammaFPP.iidProductLaw

  5. theorem OAI.GammaFPP.IidEnvironment.integral_passageTime_translate line 48

    Source documentation

    Translated passage times have equal expectations.

    theorem IidEnvironment.integral_passageTime_translate
        (h : IidEnvironment ν P τ) (a p q : Vertex) :
        (∫ ω, passageTime (fun e => τ e ω) (a + p) (a + q) ∂P) =
          ∫ ω, passageTime (fun e => τ e ω) p q ∂P := by
    …

    Mentions: OAI.GammaFPP.IidEnvironment

  6. theorem OAI.GammaFPP.GammaEnvironment.integral_passageTime_nonneg line 66

    Source documentation

    The expected passage time is nonnegative.

    theorem GammaEnvironment.integral_passageTime_nonneg
        (h : GammaEnvironment shape rate P τ) (p q : Vertex) :
        0 ≤ ∫ ω, passageTime (fun e => τ e ω) p q ∂P := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment

  7. theorem OAI.GammaFPP.GammaEnvironment.integral_passageTime_le_path_length line 74

    Source documentation

    A deterministic path bounds the expected passage time, counting every traversal.

    theorem GammaEnvironment.integral_passageTime_le_path_length
        (h : GammaEnvironment shape rate P τ) (hs : 0 < shape) (hr : 0 < rate)
        (p q : Vertex) (ds : List Step) (hend : p + displacement ds = q) :
        (∫ ω, passageTime (fun e => τ e ω) p q ∂P) ≤
          (ds.length : ℝ) * (shape / rate) := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment

  8. theorem OAI.GammaFPP.GammaEnvironment.finite_expected_passage line 87

    Source documentation

    There is a finite upper bound for the expected passage time.

    theorem GammaEnvironment.finite_expected_passage
        (h : GammaEnvironment shape rate P τ) (hs : 0 < shape) (hr : 0 < rate)
        (p q : Vertex) :
        Integrable (fun ω => passageTime (fun e => τ e ω) p q) P ∧
          ∃ L : ℕ, 0 ≤ (∫ ω, passageTime (fun e => τ e ω) p q ∂P) ∧
            (∫ ω, passageTime (fun e => τ e ω) p q ∂P) ≤ (L : ℝ) * (shape / rate) := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment

  9. theorem OAI.GammaFPP.GammaEnvironment.mean_passageTime_subadditive line 99

    Source documentation

    Stationarity and the passage-time triangle inequality give subadditivity in expectation.

    theorem GammaEnvironment.mean_passageTime_subadditive
        (h : GammaEnvironment shape rate P τ) (hs : 0 < shape) (hr : 0 < rate)
        (x y : Vertex) :
        (∫ ω, passageTime (fun e => τ e ω) 0 (x + y) ∂P) ≤
          (∫ ω, passageTime (fun e => τ e ω) 0 x ∂P) +
          (∫ ω, passageTime (fun e => τ e ω) 0 y ∂P) := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment

  10. def OAI.GammaFPP.meanPassageSequence line 119

    Source documentation

    Mean passage time along an integer lattice direction, indexed by natural steps.

    noncomputable def meanPassageSequence (P : Measure Ω) (τ : Edge → Ω → ℝ)
        (z : Vertex) (n : ℕ) : ℝ :=
    …
  11. theorem OAI.GammaFPP.GammaEnvironment.meanPassageSequence_nonneg line 123
  12. theorem OAI.GammaFPP.GammaEnvironment.meanPassageSequence_subadditive line 129

    Source documentation

    Subadditivity includes the zero direction and zero indices.

    theorem GammaEnvironment.meanPassageSequence_subadditive
        (h : GammaEnvironment shape rate P τ) (hs : 0 < shape) (hr : 0 < rate)
        (z : Vertex) (m n : ℕ) :
        meanPassageSequence P τ z (m + n) ≤
          meanPassageSequence P τ z m + meanPassageSequence P τ z n := by
    …

    Mentions: OAI.GammaFPP.GammaEnvironment, OAI.GammaFPP.meanPassageSequence