OAI/Probability/SLE/Mass/L2ConvexTails.lean
4 declarations, 0 contain sorry, 0 declared as axioms
A single deterministic sequence of finite convex tail combinations for a countable family of uniformly L²-bounded random variables. Both L² convergence and simultaneous almost-sure convergence are obtained.
- lemma
OAI.SLEExactGauge.ae_tendsto_Lp_of_summable_errorsline 19 - lemma
OAI.SLEExactGauge.ae_coeFn_weighted_sumline 33 - theorem
OAI.SLEExactGauge.exists_L2_convex_tail_limitline 40 - theorem
OAI.SLEExactGauge.exists_randomVariable_convex_tail_limitline 61Source documentation
The same extraction stated for actual random variables, rather than chosen representatives of their L² classes.
theorem exists_randomVariable_convex_tail_limit (f : ℕ → ℕ → Ω → ℝ) (hf : ∀ n j, MemLp (f n j) 2 P) (hbound : ∀ j, ∃ B : ℝ, ∀ n, ‖(hf n j).toLp (f n j)‖ ≤ B) : ∃ x : ℕ → Lp ℝ 2 P, ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ (∀ n, ∑ i ∈ s n, w n i = 1) ∧ (∀ j, Tendsto (fun n => ∑ i ∈ s n, w n i • (hf (n+i) j).toLp (f (n+i) j)) atTop (𝓝 (x j))) ∧ (∀ᵐ ω ∂P, ∀ j, Tendsto (fun n => ∑ i ∈ s n, w n i * f (n+i) j ω) atTop (𝓝 (x j ω))) := by …