OAI/Probability/SLE/Mass/L2ConvexTails.lean

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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.

  1. lemma OAI.SLEExactGauge.ae_tendsto_Lp_of_summable_errors line 19
  2. lemma OAI.SLEExactGauge.ae_coeFn_weighted_sum line 33
  3. theorem OAI.SLEExactGauge.exists_L2_convex_tail_limit line 40
  4. theorem OAI.SLEExactGauge.exists_randomVariable_convex_tail_limit line 61

    Source 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
    …