teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
tau_minimizer_exists
PFR.TauFunctional · PFR/TauFunctional.lean:147 to 160
Source documentation
A pair of random variables minimizing exists.
Exact Lean statement
lemma tau_minimizer_exists [MeasurableSingletonClass G] :
∃ (Ω : Type uG) (_ : MeasureSpace Ω) (X₁ : Ω → G) (X₂ : Ω → G),
Measurable X₁ ∧ Measurable X₂ ∧ IsProbabilityMeasure (ℙ : Measure Ω) ∧
tau_minimizes p X₁ X₂Complete declaration
Lean source
Full Lean sourceLean 4
lemma tau_minimizer_exists [MeasurableSingletonClass G] : ∃ (Ω : Type uG) (_ : MeasureSpace Ω) (X₁ : Ω → G) (X₂ : Ω → G), Measurable X₁ ∧ Measurable X₂ ∧ IsProbabilityMeasure (ℙ : Measure Ω) ∧ tau_minimizes p X₁ X₂ := by let μ := (tau_min_exists_measure p).choose have : IsProbabilityMeasure μ.1 := (tau_min_exists_measure p).choose_spec.1 have : IsProbabilityMeasure μ.2 := (tau_min_exists_measure p).choose_spec.2.1 have P : IsProbabilityMeasure (μ.1.prod μ.2) := by infer_instance let M : MeasureSpace (G × G) := ⟨μ.1.prod μ.2⟩ refine ⟨G × G, M, Prod.fst, Prod.snd, measurable_fst, measurable_snd, P, ?_⟩ intro ν₁ ν₂ h₁ h₂ have A : τ[@Prod.fst G G # @Prod.snd G G | p] = τ[id ; μ.1 # id ; μ.2 | p] := ProbabilityTheory.IdentDistrib.tau_eq p IdentDistrib.fst_id IdentDistrib.snd_id convert (tau_min_exists_measure p).choose_spec.2.2 ν₁ ν₂ h₁ h₂