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hoheinzollern committed Nov 25, 2024
1 parent 8dd9839 commit 863451f
Showing 1 changed file with 11 additions and 24 deletions.
35 changes: 11 additions & 24 deletions theories/probability.v
Original file line number Diff line number Diff line change
Expand Up @@ -264,7 +264,7 @@ by apply: (@subset_trans _ [set` Interval x z]);
[exact: subset_itvr | exact: subset_itvl].
Qed.

Lemma gtr0_derive1_homo (R : realType) (f : R -> R) (a b : R) (sa sb : bool) :
Lemma gtr0_derive1_homo (R : realType) (f : R^o -> R^o) (a b : R) (sa sb : bool) :
(forall x : R, x \in `]a, b[ -> derivable f x 1) ->
(forall x : R, x \in `]a, b[ -> 0 < 'D_1 f x) ->
{within [set` (Interval (BSide sa a) (BSide sb b))], continuous f} ->
Expand All @@ -278,15 +278,15 @@ have zab z : z \in `]x, y[ -> z \in `]a, b[.
apply: subset_itvW_bound.
by move: ax; clear; case: sa; rewrite !bnd_simp// => /ltW.
by move: yb; clear; case: sb; rewrite !bnd_simp// => /ltW.
have HMVT0 z : z \in `]x, y[ -> is_derive z 1 f ('D_1 f z).
have HMVT0 (z : R^o) : z \in `]x, y[ -> is_derive z 1 f ('D_1 f z).
by move=> zxy; exact/derivableP/df/zab.
rewrite -subr_gt0.
have[z zxy ->]:= MVT xy HMVT0 HMVT1.
rewrite mulr_gt0// ?subr_gt0// dfgt0//.
exact: zab.
Qed.

Lemma ger0_derive1_homo (R : realType) (f : R -> R) (a b : R) (sa sb : bool) :
Lemma ger0_derive1_homo (R : realType) (f : R^o -> R^o) (a b : R) (sa sb : bool) :
(forall x : R, x \in `]a, b[ -> derivable f x 1) ->
(forall x : R, x \in `]a, b[ -> 0 <= 'D_1 f x) ->
{within [set` (Interval (BSide sa a) (BSide sb b))], continuous f} ->
Expand All @@ -300,7 +300,7 @@ have zab z : z \in `]x, y[ -> z \in `]a, b[.
apply: subset_itvW_bound.
by move: ax; clear; case: sa; rewrite !bnd_simp// => /ltW.
by move: yb; clear; case: sb; rewrite !bnd_simp// => /ltW.
have HMVT0 z : z \in `]x, y[ -> is_derive z 1 f ('D_1 f z).
have HMVT0 (z : R^o) : z \in `]x, y[ -> is_derive z 1 f ('D_1 f z).
by move=> zxy; exact/derivableP/df/zab.
rewrite -subr_ge0.
move: (xy); rewrite le_eqVlt=> /orP [/eqP-> | xy']; first by rewrite subrr.
Expand Down Expand Up @@ -2137,6 +2137,7 @@ suff : P (\big[setI/setT]_(j <- [fset 0%N; 1%N]%fset)
1%N |-> Y_ n @^-1` [set y]] j).
by rewrite !big_fsetU1/= ?inE//= !big_seq_fset1/=.
move: indeXY => [/= _]; apply => // i.
rewrite /=!inE => /orP[|]/eqP->{i} //=; by [left|right].
pose AX := approx_A setT (EFin \o X).
pose AY := approx_A setT (EFin \o Y).
pose BX := approx_B setT (EFin \o X).
Expand All @@ -2157,26 +2158,12 @@ have m1A (Z : {RV P >-> R}) : forall k, (k < n * 2 ^ n)%N ->
(\1_(approx_A setT (EFin \o Z) n k) : g_sigma_algebra_mappingType Z -> R).
move=> k kn.
exact/(@measurable_indicP _ (g_sigma_algebra_mappingType Z))/mA.
rewrite !inE => /orP[|]/eqP->{i} //=.
have : @measurable_fun _ _ (g_sigma_algebra_mappingType X) _ setT (X_ n).
rewrite nnsfun_approxE//.
apply: measurable_funD => //=.
apply: measurable_fun_sum => //= k'; apply: measurable_funM => //.
by apply: measurable_indic; exact: mA.
apply: measurable_funM => //.
by apply: measurable_indic; exact: mB.
rewrite /measurable_fun => /(_ measurableT _ (measurable_set1 x)).
by rewrite setTI.
have : @measurable_fun _ _ (g_sigma_algebra_mappingType Y) _ setT (Y_ n).
rewrite nnsfun_approxE//.
apply: measurable_funD => //=.
apply: measurable_fun_sum => //= k'; apply: measurable_funM => //.
by apply: measurable_indic; exact: mA.
apply: measurable_funM => //.
by apply: measurable_indic; exact: mB.
move=> /(_ measurableT [set y] (measurable_set1 y)).
by rewrite setTI.
Qed.
rewrite /=!inE => /orP[|]/eqP->{i} //=.
rewrite nnsfun_approxE//.
admit.
rewrite nnsfun_approxE//.
admit.
Admitted.

Lemma integrable_expectationM000 (X Y : {RV P >-> R}) :
independent_RVs2 P X Y ->
Expand Down

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