OAI/Probability/ProbabilityMeasure/ArctanCenter.lean
28 declarations, 0 contain sorry, 0 declared as axioms
Arctangent centers of probability laws
Every real probability law has a unique arctangent center without moment assumptions. The center depends only on the law, is translation-equivariant, and is continuous for weak convergence. Convergence of translated log-diameter laws yields scalar normalization limits; no FK/spanning-tree GHP convergence theorem is asserted.
- def
OAI.MetricMeasureLimits.DiameterCenter.scoreline 21Source documentation
Expected arctangent after centering at a deterministic real number.
def score (μ : ProbabilityMeasure ℝ) (t : ℝ) : ℝ := …
- lemma
OAI.MetricMeasureLimits.DiameterCenter.norm_arctan_leline 24 - lemma
OAI.MetricMeasureLimits.DiameterCenter.integrable_scoreline 28 - lemma
OAI.MetricMeasureLimits.DiameterCenter.continuous_scoreline 34 - lemma
OAI.MetricMeasureLimits.DiameterCenter.strictAnti_scoreline 44 - lemma
OAI.MetricMeasureLimits.DiameterCenter.tendsto_score_atTopline 61 - lemma
OAI.MetricMeasureLimits.DiameterCenter.tendsto_score_atBotline 76 - theorem
OAI.MetricMeasureLimits.DiameterCenter.existsUnique_centerline 93Source documentation
Every real probability law has a unique arctangent center, without a moment assumption. This is the existence/uniqueness part of
measure:center.theorem existsUnique_center (μ : ProbabilityMeasure ℝ) : ∃! t : ℝ, score μ t = 0 := by … - def
OAI.MetricMeasureLimits.DiameterCenter.centerline 106Source documentation
The center is a function of the unconditional probability law alone.
def center (μ : ProbabilityMeasure ℝ) : ℝ := (existsUnique_center μ).choose
Mentions: OAI.MetricMeasureLimits.DiameterCenter.existsUnique_center
- theorem
OAI.MetricMeasureLimits.DiameterCenter.score_centerline 108 - lemma
OAI.MetricMeasureLimits.DiameterCenter.center_eq_of_score_eq_zeroline 111 - lemma
OAI.MetricMeasureLimits.DiameterCenter.score_pos_iffline 115 - lemma
OAI.MetricMeasureLimits.DiameterCenter.score_neg_iffline 119 - def
OAI.MetricMeasureLimits.DiameterCenter.translateline 124Source documentation
Push a probability law forward by translation by
c.def translate (μ : ProbabilityMeasure ℝ) (c : ℝ) : ProbabilityMeasure ℝ := …
- lemma
OAI.MetricMeasureLimits.DiameterCenter.score_translateline 127 - theorem
OAI.MetricMeasureLimits.DiameterCenter.center_translateline 140Source documentation
Translation equivariance in
measure:center.theorem center_translate (μ : ProbabilityMeasure ℝ) (c : ℝ) : center (translate μ c) = center μ + c := by …Mentions: OAI.MetricMeasureLimits.DiameterCenter.center, OAI.MetricMeasureLimits.DiameterCenter.translate
- def
OAI.MetricMeasureLimits.DiameterCenter.arctanTestline 146Source documentation
A bounded continuous arctangent test of a law.
def arctanTest (t : ℝ) : ℝ →ᵇ ℝ := …
- lemma
OAI.MetricMeasureLimits.DiameterCenter.continuous_score_lawline 157 - theorem
OAI.MetricMeasureLimits.DiameterCenter.tendsto_centerline 162Source documentation
Continuity under weak convergence of real probability laws in
measure:center. The filter is arbitrary, not just a filter on subsequences.theorem tendsto_center {ι : Type*} {l : Filter ι} {μs : ι → ProbabilityMeasure ℝ} {μ : ProbabilityMeasure ℝ} (h : Tendsto μs l (𝓝 μ)) : Tendsto (fun i => center (μs i)) l (𝓝 (center μ)) := by … - theorem
OAI.MetricMeasureLimits.DiameterCenter.continuous_centerline 179Source documentation
The no-moment arctangent center is continuous for the usual weak topology on probability measures.
theorem continuous_center : Continuous center := by …
- lemma
OAI.MetricMeasureLimits.DiameterCenter.score_mapline 190Source documentation
Rewriting the law-level score as an expectation on a probability space. Only measurability, not integrability of the random variable, is needed.
lemma score_map (P : ProbabilityMeasure Ω) (Y : Ω → ℝ) (hY : AEMeasurable Y (P : Measure Ω)) (t : ℝ) : score (P.map Y) t = ∫ ω, Real.arctan (Y ω - t) ∂(P : Measure Ω) := by … - theorem
OAI.MetricMeasureLimits.DiameterCenter.existsUnique_randomVariable_centerline 201Source documentation
The existence/uniqueness assertion of
measure:centerfor an arbitrary finite real random variable. The defining expectation is with respect to its unconditional probability law.theorem existsUnique_randomVariable_center (P : ProbabilityMeasure Ω) (Y : Ω → ℝ) (hY : AEMeasurable Y (P : Measure Ω)) : ∃! m : ℝ, (∫ ω, Real.arctan (Y ω - m) ∂(P : Measure Ω)) = 0 := by … - theorem
OAI.MetricMeasureLimits.DiameterCenter.center_eq_of_law_eqline 208Source documentation
Law equality implies equality of the centers; a change of probability space causes no ambiguity.
theorem center_eq_of_law_eq {Ω' : Type*} [MeasurableSpace Ω'] (P : ProbabilityMeasure Ω) (Y : Ω → ℝ) (_hY : AEMeasurable Y (P : Measure Ω)) (P' : ProbabilityMeasure Ω') (Y' : Ω' → ℝ) (_hY' : AEMeasurable Y' (P' : Measure Ω')) (h : P.map Y = P'.map Y') : center (P.map Y) = center (P'.map Y') := … - def
OAI.MetricMeasureLimits.DiameterCenter.diameterScaleline 224Source documentation
The deterministic scale
exp(m(ν) - m(τ))from the normalization lemma.def diameterScale (ν τ : ProbabilityMeasure ℝ) : ℝ := …
- lemma
OAI.MetricMeasureLimits.DiameterCenter.diameterScale_posline 227 - lemma
OAI.MetricMeasureLimits.DiameterCenter.inv_diameterScale_posline 231Source documentation
The proposed distance rescaling is positive even when no moments exist.
lemma inv_diameterScale_pos (ν τ : ProbabilityMeasure ℝ) : 0 < (diameterScale ν τ)⁻¹ := …
Mentions: OAI.MetricMeasureLimits.DiameterCenter.diameterScale
- theorem
OAI.MetricMeasureLimits.DiameterCenter.tendsto_diameterScale_ratioline 238Source documentation
Along any already-established convergence of the centered log-diameter laws, the deterministic scale ratio converges to the deterministic multiplier. This is the scalar step in
measure:normalization, not the subsequential geometric/probabilistic input required bythm:main.theorem tendsto_diameterScale_ratio {ι : Type*} {l : Filter ι} (ν : ι → ProbabilityMeasure ℝ) (τ : ProbabilityMeasure ℝ) (s : ι → ℝ) (hs : ∀ i, 0 < s i) (c : ℝ) (hc : 0 < c) (h : Tendsto (fun i => translate (ν i) (-Real.log (s i))) l (𝓝 (translate τ (Real.log c)))) : Tendsto (fun i => diameterScale (ν i) τ / s i) l (𝓝 c) := by …Mentions: OAI.MetricMeasureLimits.DiameterCenter.translate, OAI.MetricMeasureLimits.DiameterCenter.diameterScale
- theorem
OAI.MetricMeasureLimits.DiameterCenter.tendsto_inv_diameterScale_zeroline 258Source documentation
Reciprocal scales tend to zero along such a subsequence when its reference scale tends to infinity. This conclusion concerns only real numbers; no GHP convergence is assumed or asserted.
theorem tendsto_inv_diameterScale_zero {ι : Type*} {l : Filter ι} (ν : ι → ProbabilityMeasure ℝ) (τ : ProbabilityMeasure ℝ) (s : ι → ℝ) (hs : ∀ i, 0 < s i) (c : ℝ) (hc : 0 < c) (h : Tendsto (fun i => translate (ν i) (-Real.log (s i))) l (𝓝 (translate τ (Real.log c)))) (hsInf : Tendsto s l atTop) : Tendsto (fun i => (diameterScale (ν i) τ)⁻¹) l (𝓝 (0 : ℝ)) := by …Mentions: OAI.MetricMeasureLimits.DiameterCenter.translate, OAI.MetricMeasureLimits.DiameterCenter.diameterScale