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Project-declaredLean 4.33.0-rc1 · mathlib@0434c033

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

Canonical source
Full Lean sourceLean 4
@[simp] lemma coe_map₂ (B : E L[] F L[] 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

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Related declarations

Project-declaredLean 4.33.0-rc1

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.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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Project-declaredLean 4.33.0-rc1

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.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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