Realization on the unit interval #
Adapted for Lean Pool from the Apache-2.0 upstream formalization, with module-system, Mathlib API, and compilation changes.
theorem
GrothendieckBessel.realization_on_unit_interval
(X : Type u_1)
[MeasurableSpace X]
[StandardBorelSpace X]
(_nonemptyX : Nonempty X)
(μ : MeasureTheory.Measure X)
[MeasureTheory.IsProbabilityMeasure μ]
:
∃ (f : ↑_root_.unitInterval → X), Measurable f ∧ MeasureTheory.Measure.map f MeasureTheory.volume = μ
Standard Borel realization of a probability measure by a map from Mathlib's canonical measured unit interval.
noncomputable def
GrothendieckBessel.unitIntervalRealizedCoordinate
{J : Type u_1}
(g : ↑_root_.unitInterval → ClosedComplexUnitDiskProduct J)
(j : J)
:
Extend one coordinate of a disk-product random variable on Mathlib's
canonical unit interval to an ambient representative on ℝ.
Equations
- GrothendieckBessel.unitIntervalRealizedCoordinate g j = Function.extend Subtype.val (fun (x : ↑unitInterval) => ↑(g x j)) fun (x : ℝ) => 0
Instances For
theorem
GrothendieckBessel.unitIntervalRealizedCoordinate_apply
{J : Type u_1}
(g : ↑_root_.unitInterval → ClosedComplexUnitDiskProduct J)
(j : J)
(x : ↑_root_.unitInterval)
:
theorem
GrothendieckBessel.unitIntervalRealizedCoordinate_aestronglyMeasurable
{J : Type u_1}
{g : ↑_root_.unitInterval → ClosedComplexUnitDiskProduct J}
(hg_meas : Measurable g)
(j : J)
:
theorem
GrothendieckBessel.unitIntervalRealizedCoordinate_bound
{J : Type u_1}
(g : ↑_root_.unitInterval → ClosedComplexUnitDiskProduct J)
(j : J)
{t : ℝ}
(ht : t ∈ unitInterval)
:
theorem
GrothendieckBessel.unitIntervalRealizedCoordinate_moment
{J : Type u_1}
[Countable J]
{ν : MeasureTheory.ProbabilityMeasure (ClosedComplexUnitDiskProduct J)}
{g : ↑_root_.unitInterval → ClosedComplexUnitDiskProduct J}
(hg_meas : Measurable g)
(hg_map : MeasureTheory.Measure.map g MeasureTheory.volume = ↑ν)
(j k : J)
:
l2InnerOn unitInterval (unitIntervalRealizedCoordinate g j) (unitIntervalRealizedCoordinate g k) = ∫ (x : ClosedComplexUnitDiskProduct J), (diskMomentBCF j k) x ∂↑ν
theorem
GrothendieckBessel.countable_unit_interval_realization
{J : Type u_1}
[Countable J]
(h : J → J → ℂ)
(hh : FiniteHermitianPositiveContraction h)
:
∃ (f : J → ℝ → ℂ),
(∀ (j : J), MeasureTheory.AEStronglyMeasurable (f j) (μOn unitInterval)) ∧ (∀ (j : J), ∀ t ∈ unitInterval, ‖f j t‖ ≤ 1) ∧ ∀ (j k : J), l2InnerOn unitInterval (f j) (f k) = h j k
Countable bounded realization of a positive-contraction moment family on the unit interval.