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Project-declaredLean 4.33.0-rc1

KLDiv add le KLDiv of indep

KLDiv_add_le_KLDiv_of_indep

Plain-language statement

If X,Y,ZX, Y, Z are independent GG-valued random variables, then DKL(X+ZY+Z)DKL(XY).D_{KL}(X+Z\Vert Y+Z) \leq D_{KL}(X\Vert Y).

additive combinatoricsentropyprobability

Source project: Polynomial Freiman-Ruzsa project

Person-level attribution pending.

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Project-declaredLean 4.33.0-rc1

Limsup le of eventually monotone of tendsto on dense

limsup_le_of_eventually_monotone_of_tendsto_on_dense

Plain-language statement

Convergence on a dense set of a collection of monotone function controls the limsup at a point if f is right continuous at a. We prove this under the assumption that α has both a bottom element and a top element. The bottom element is needed because otherwise limsup evaluated at the bottome element may give a junk value to break the inequality.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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