Coe map₂
ProbabilityTheory.SimpleProcess.coe_map₂
Plain-language statement
Interpreted as functions, map₂ is just applying B pointwise.
Exact Lean statement
@[simp] lemma coe_map₂ (B : E →L[ℝ] F →L[ℝ] G) (V : SimpleProcess E 𝓕)
(W : SimpleProcess F 𝓕) : ⇑(map₂ B V W) = fun i ω ↦ B (⇑V i ω) (⇑W i ω)Formal artifact
Lean source
@[simp] lemma coe_map₂ (B : E →L[ℝ] F →L[ℝ] G) (V : SimpleProcess E 𝓕) (W : SimpleProcess F 𝓕) : ⇑(map₂ B V W) = fun i ω ↦ B (⇑V i ω) (⇑W i ω) := by ext i ω calc _ = ({⊥} : Set ι).indicator (fun _ ↦ B (V.valueBot ω) (W.valueBot ω)) i + V.value.sum fun p v ↦ W.value.sum fun q w ↦ (Finsupp.single (p.1 ⊔ q.1, p.2 ⊓ q.2) (if q.1 ≤ p.2 ∧ p.1 ≤ q.2 then fun ω ↦ B (v ω) (w ω) else 0)).sum fun p' v' ↦ (Set.Ioc p'.1 p'.2).indicator (fun _ ↦ v' ω) i := by simp [apply_eq, Finsupp.sum_sum_index, Set.indicator_add] _ = ({⊥} : Set ι).indicator (fun _ ↦ B (V.valueBot ω) (W.valueBot ω)) i + V.value.sum fun p v ↦ W.value.sum fun q w ↦ (Set.Ioc (p.1 ⊔ q.1) (p.2 ⊓ q.2)).indicator (fun _ ↦ B (v ω) (w ω)) i := by congr! with p v q w split_ifs with h_le · simp · have : p.2 < q.1 ∨ q.2 < p.1 := by contrapose! h_le; exact h_le have : p.2 ⊓ q.2 < p.1 ⊔ q.1 := by simp; tauto simp [Set.Ioc_eq_empty_of_le this.le] _ = B (V i ω) (W i ω) := by have h1 (s t : Set ι) (f : ι → E) (g : ι → F) (i : ι) : B (s.indicator f i) (t.indicator g i) = (s ∩ t).indicator (fun j ↦ B (f j) (g j)) i := by rw [← Set.indicator_indicator] unfold Set.indicator split_ifs <;> simp by_cases hi : i = ⊥ · simp [hi, apply_eq] · simp [apply_eq, map_finsuppSum, h1, Set.Ioc_inter_Ioc, Pi.single_apply] simp [hi]- Project
- Brownian motion
- License
- Apache-2.0
- Commit
- 5077304f5e73
- Source
- BrownianMotion/StochasticIntegral/SimpleProcess.lean:596-624
Reuse this declaration
Bring the exact result into your workflow
The import identifies the source module. Your project still needs the pinned package dependency shown on this page.
What this badge means
This completion status comes from the project or community source. It has not yet been represented here as an independent rebuild and axiom audit.
Continue in this project
Related declarations
Continuous Within At Iio indicator Ioc
continuousWithinAt_Iio_indicator_Ioc
Plain-language statement
The indicator of a half-open interval Ioc a b with constant value c is left-continuous: when approached from the left it is eventually constant, so it is continuous within Iio t at t for every t.
Source project: Brownian motion
Person-level attribution pending.
Dense comap val nhds Within Iio ne Bot
Dense.comap_val_nhdsWithin_Iio_neBot
Plain-language statement
This is the dual of Dense.comap_val_nhdsWithin_Ioi_neBot.
Source project: Brownian motion
Person-level attribution pending.
Dense comap val nhds Within Ioi ne Bot
Dense.comap_val_nhdsWithin_Ioi_neBot
Project documentation
This is an auxillary lemma used to prove Dense.monotone_of_isRightContinuous. It is saying that if D is a dense set and a, b are two points such that a < b, then the comap of 𝓝[Set.Ioi a] a under the inclusion D → α is nontrivial. Note that a < b is necessary as this is clearly not true if a is a top element.
Source project: Brownian motion
Person-level attribution pending.