@@ -74,20 +74,6 @@ Reserved Notation "\X_ n P" (at level 10, n, P at next level,
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Lemma norm_expR {R : realType} : normr \o expR = (expR : R -> R).
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Proof . by apply/funext => x /=; rewrite ger0_norm ?expR_ge0. Qed .
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- Local Open Scope ereal_scope.
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- Lemma abse_prod {R : realDomainType} [I : Type ] (r : seq I) (Q : pred I) (F : I -> \bar R) :
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- `|\prod_(i <- r | Q i) F i| = (\prod_(i <- r | Q i) `|F i|).
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- Proof .
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- elim/big_ind2 : _ => //.
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- by rewrite abse1.
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- move=> x1 x2 ? ? <- <-.
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- by rewrite abseM.
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- Qed .
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- Local Close Scope ereal_scope.
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-
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- (* TODO: put back in probability.v *)
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- Notation "'M_ X t" := (mmt_gen_fun X t).
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-
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Lemma preimage_set1 T {U : eqType} (X : T -> U) r :
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X @^-1` [set r] = [set i | X i == r].
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Proof . by apply/seteqP; split => [x /eqP H//|x /eqP]. Qed .
@@ -142,34 +128,6 @@ Lemma integral_prod_meas1E {d1} {T1 : measurableType d1}
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(\int[m1 \x^ m2]_x f x = \int[(m1 \x m2)%E]_z f z)%E.
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Proof . by move=> intf; rewrite -fubini1// integral12_prod_meas2. Qed .
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- Section PR_to_hoelder.
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- Context d {T : measurableType d} {R : realType}.
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- Variable mu : {measure set T -> \bar R}.
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- Local Open Scope ereal_scope.
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- Implicit Types (p : \bar R) (f g : T -> \bar R) (r : R).
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-
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- Lemma Lnorm_abse f p : 'N[mu]_p[abse \o f] = 'N[mu]_p[f].
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- Proof .
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- rewrite unlock/=.
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- have -> : (abse \o (abse \o f)) = abse \o f.
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- by apply: funext => x/=; rewrite abse_id.
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- case: p => [r|//|//].
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- by under eq_integral => x _ do rewrite abse_id.
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- Qed .
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-
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- Lemma Lfun_norm (f : T -> R) :
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- f \in Lfun mu 1 -> normr \o f \in Lfun mu 1.
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- Proof .
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- move=> /andP[].
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- rewrite !inE/= => mf finf; apply/andP; split.
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- by rewrite inE/=; exact: measurableT_comp.
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- rewrite inE/=/finite_norm.
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- under [X in 'N[_]__[X]]eq_fun => x do rewrite -abse_EFin.
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- by rewrite Lnorm_abse.
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- Qed .
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-
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- End PR_to_hoelder.
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-
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Section PR_to_hoelder.
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Context d (T : measurableType d) (R : realType).
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Variable mu : {finite_measure set T -> \bar R}.
@@ -637,26 +595,6 @@ Section properties_of_independence.
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Context d (T : measurableType d) (R : realType) (P : probability T R).
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Local Open Scope ereal_scope.
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- (* TODO: delete? *)
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- Lemma boundedM U (f g : U -> R) (A : set U) :
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- [bounded f x | x in A] ->
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- [bounded g x | x in A] ->
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- [bounded (f x * g x)%R | x in A].
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- Proof .
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- move=> bF bG.
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- rewrite/bounded_near.
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- case: bF => M1 [M1real M1f].
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- case: bG => M2 [M2real M2g].
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- near=> M.
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- rewrite/globally/= => x xA.
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- rewrite normrM.
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- rewrite (@le_trans _ _ (`|M1 + 1| * `|M2 + 1|)%R)//.
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- rewrite ler_pM//.
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- by rewrite M1f// (lt_le_trans _ (ler_norm _))// ltrDl.
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- by rewrite M2g// (lt_le_trans _ (ler_norm _))// ltrDl.
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- Unshelve. all: by end_near.
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- Qed .
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-
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Lemma expectation_ipro_prod n (X : n.-tuple {RV P >-> R}) :
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[set` X] `<=` Lfun P 1 ->
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'E_(\X_n P)[ \prod_(i < n) Tnth X i] = \prod_(i < n) 'E_P[ (tnth X i) ].
@@ -718,10 +656,12 @@ under eq_fun.
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have /Lfun1_integrable/integrableP/=[mXi iXi] := lfunX _ (mem_tnth ord0 X).
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have ? : \int[\X_n P]_x0 (\prod_(i < n) tnth X (lift ord0 i) (tnth x0 i))%:E < +oo.
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under eq_integral => x _.
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- rewrite [X in X%:E](_ : _ = \prod_(i < n) tnth (behead_tuple X) i (tnth x i))%R; last first.
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+ rewrite [X in X%:E](_ : _ =
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+ \prod_(i < n) tnth (behead_tuple X) i (tnth x i))%R; last first.
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by apply: eq_bigr => i _; rewrite (tuple_eta X) tnthS -tuple_eta.
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over.
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- rewrite /= -(_ : 'E_(\X_n P)[\prod_(i < n) Tnth (behead_tuple X) i]%R = \int[\X_n P]_x _); last first.
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+ rewrite /= -(_ : 'E_(\X_n P)[\prod_(i < n) Tnth (behead_tuple X) i]%R
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+ = \int[\X_n P]_x _); last first.
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rewrite unlock.
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apply: eq_integral => /=x _.
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by rewrite /Tnth fct_prodE.
@@ -736,7 +676,7 @@ have ? : measurable_fun [set: n.-tuple T]
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apply: measurableT_comp => //.
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exact: measurable_tnth.
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rewrite /=.
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- have ? : \int[\X_n P]_x `|\prod_(i < n) tnth X (lift ord0 i) (tnth x i)|%:E < +oo.
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+ have ? : \int[\X_n P]_x `|\prod_(i < n) tnth X (lift ord0 i) (tnth x i)|%:E < +oo.
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move: h2 => /Lfun1_integrable/integrableP[?].
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apply: le_lt_trans.
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rewrite le_eqVlt; apply/orP; left; apply/eqP.
@@ -775,7 +715,8 @@ rewrite /= integralZr//; last exact/Lfun1_integrable/lfunX/mem_tnth.
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rewrite fineK; last first.
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rewrite fin_num_abs. apply/abse_integralP => //.
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exact/measurable_EFinP.
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- rewrite [X in _ * X](_ : _ = 'E_(\X_n P)[\prod_(i < n) Tnth (behead X) i])%R; last first.
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+ rewrite [X in _ * X](_ : _ =
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+ 'E_(\X_n P)[\prod_(i < n) Tnth (behead X) i])%R; last first.
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rewrite [in RHS]unlock /Tnth.
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apply: eq_integral => x _.
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rewrite fct_prodE; congr (_%:E).
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