OAI/Probability/GammaPassage/Stationarity.lean
12 declarations, 0 contain sorry, 0 declared as axioms
- theorem
OAI.GammaFPP.IidEnvironment.translateline 14Source 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
- theorem
OAI.GammaFPP.IidEnvironment.jointLawline 22Source 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
- theorem
OAI.GammaFPP.IidEnvironment.translated_event_probabilityline 28Source 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
- theorem
OAI.GammaFPP.IidEnvironment.integral_configurationline 40Source 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
- theorem
OAI.GammaFPP.IidEnvironment.integral_passageTime_translateline 48Source 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
- theorem
OAI.GammaFPP.GammaEnvironment.integral_passageTime_nonnegline 66Source 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
- theorem
OAI.GammaFPP.GammaEnvironment.integral_passageTime_le_path_lengthline 74Source 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
- theorem
OAI.GammaFPP.GammaEnvironment.finite_expected_passageline 87Source 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
- theorem
OAI.GammaFPP.GammaEnvironment.mean_passageTime_subadditiveline 99Source 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
- def
OAI.GammaFPP.meanPassageSequenceline 119Source 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 := … - theorem
OAI.GammaFPP.GammaEnvironment.meanPassageSequence_nonnegline 123 - theorem
OAI.GammaFPP.GammaEnvironment.meanPassageSequence_subadditiveline 129Source 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