teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.IsUniform.measureReal_preimage_sub
PFR.Main · PFR/Main.lean:67 to 85
Source documentation
Given two independent random variables U and V uniformly distributed respectively on A
and B, then U = V + x with probability # (A ∩ (B + x)) / #A ⬝ #B.
Exact Lean statement
lemma IsUniform.measureReal_preimage_sub [DecidableEq G] (Uunif : IsUniform A U)
(Umeas : Measurable U) (Vunif : IsUniform B V) (Vmeas : Measurable V) (h_indep : IndepFun U V)
(x : G) :
(ℙ : Measure Ω).real ((U - V) ⁻¹' {x}) = (A ∩ (B + {x})).card / (A.card * B.card)Complete declaration
Lean source
Full Lean sourceLean 4
lemma IsUniform.measureReal_preimage_sub [DecidableEq G] (Uunif : IsUniform A U) (Umeas : Measurable U) (Vunif : IsUniform B V) (Vmeas : Measurable V) (h_indep : IndepFun U V) (x : G) : (ℙ : Measure Ω).real ((U - V) ⁻¹' {x}) = (A ∩ (B + {x})).card / (A.card * B.card) := by classical let W := fun ω ↦ V ω + x have Wunif : IsUniform (B + {x} : Set G) W := by simpa [W, Function.comp_def] using Vunif.comp (add_left_injective x) have Wmeas : Measurable W := Vmeas.add_const _ have UWindep : IndepFun U W := by have : Measurable (fun g ↦ g + x) := measurable_add_const x exact h_indep.comp measurable_id this have : (U - V) ⁻¹' {x} = (U - W) ⁻¹' {0} := by ext ω simp [W, ← sub_eq_zero (b := x)] abel_nf have h : (B : Set G)+{x} = (B+{x}:Finset G) := by simp rw [h] at Wunif simp [this, Uunif.measureReal_preimage_sub_zero Umeas Wunif Wmeas UWindep]