OAI/Probability/SLE/Mass/DenseCoverMassTests.lean
9 declarations, 0 contain sorry, 0 declared as axioms
Actual sausage tests at successive stopping times. Their terminal candidate implication is deterministic, whereas their failure calculation uses only information observable at each test endpoint.
- def
OAI.SLEExactGauge.stoppedWholeSausageChargeline 21 - theorem
OAI.SLEExactGauge.stoppedWholeSausageCharge_le_wholeline 25 - theorem
OAI.SLEExactGauge.stoppedWholeSausageCharge_finiteline 34 - theorem
OAI.SLEExactGauge.stoppedWholeSausageCharge_measurable_at_stopline 42 - def
OAI.SLEExactGauge.clockStopFiltrationline 52 - def
OAI.SLEExactGauge.stoppedMassTestline 60 - theorem
OAI.SLEExactGauge.stoppedMassTest_measurable_at_stopline 65 - theorem
OAI.SLEExactGauge.no_terminal_candidate_subset_stopped_failuresline 77Source documentation
No terminal candidate forces failure of every earlier adapted test. The terminal candidate is never put inside a finite change of measure.
theorem no_terminal_candidate_subset_stopped_failures {Ω : Type*} (κ v : ℝ) (f : Ω → C(ℝ≥0, ℂ)) (τ : ℕ → Ω → WithTop ℝ≥0) (D : ℕ → Set ℂ) (b : ℕ → ℝ) (I : Finset ℕ) : {ω | ∀ j ∈ I, wholeSausageCharge κ (f ω) v (D j) < ENNReal.ofReal (b j)} ⊆ ⋂ j ∈ I, (stoppedMassTest κ v f (τ (j + 1)) (D j) (b j))ᶜ := by …Mentions: OAI.SLEExactGauge.wholeSausageCharge, OAI.SLEExactGauge.stoppedMassTest
- theorem
OAI.SLEExactGauge.stoppedMassTests_cover_failureline 90Source documentation
The actual successive stopped-sausage tests give the stretched exponential missed-candidate bound under their finite stopped law.
theorem stoppedMassTests_cover_failure {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (ℱ : Filtration ℝ≥0 mΩ) (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) (hc : ∀ ω, Continuous (γ ω)) (τ : ℕ → Ω → WithTop ℝ≥0) (hτ : ∀ j, IsStoppingTime ℱ (τ j)) (hmono : ∀ ω, Monotone (fun j => τ j ω)) (κ v : ℝ) (D : ℕ → Set ℂ) (b : ℕ → ℝ) (n : ℕ) (hn : 1 ≤ n) (hstep : ∀ j (B : Set Ω), MeasurableSet[(hτ j).measurableSpace] B → ENNReal.ofReal (1 / Real.sqrt (n : ℝ)) * μ B ≤ μ (B ∩ stoppedMassTest κ v (sourceTracePath γ hc) (τ (j + 1)) (D j) (b j))) : μ {ω | ∀ j ∈ coverTestWindow n, …Mentions: OAI.SLEExactGauge.stoppedMassTest, OAI.SLEExactGauge.sourceTracePath, OAI.SLEExactGauge.coverTestWindow