Source-pinned research

Research proof index

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Project-declaredLean 4.33.0-rc1

Has Indep Increments is Gaussian Process

ProbabilityTheory.HasIndepIncrements.isGaussianProcess

Plain-language statement

A stochastic process X with independent increments and such that X t is gaussian for all t is a Gaussian process.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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Project-declaredLean 4.33.0-rc1

Is Brownian Real indep zero

ProbabilityTheory.IsBrownianReal.indep_zero

Plain-language statement

Blumenthal's zero-one law: Let 𝓕 be the canonical filtration associated to a Brownian motion. Then the σ-algebra ⨅ s > 0, 𝓕 s is trivial.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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