Documentation

BrownianMotion.StochasticIntegral.ConvexWeights

@[implicit_reducible]
instance Convexity.StdSimplex.instFunLike {R : Type u_1} [PartialOrder R] [Semiring R] {M : Type u_2} :
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noncomputable def Convexity.StdSimplex.bind {R : Type u_1} [PartialOrder R] [Semiring R] {M : Type u_2} {N : Type u_3} [IsStrictOrderedRing R] (a : StdSimplex R M) (b : MStdSimplex R N) :

Given convex weights a : StdSimplex R ι and a family of convex weights b : ι → StdSimplex R ι', StdSimplex.bind a b is the convex combination of the b k, weighted by a, defined as monadic bind.

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Instances For
    @[simp]
    theorem Convexity.StdSimplex.bind_single {R : Type u_1} [PartialOrder R] [Semiring R] {M : Type u_2} {N : Type u_3} [IsStrictOrderedRing R] (b : MStdSimplex R N) (i : M) :
    (single i).bind b = b i
    @[simp]
    theorem Convexity.StdSimplex.bind_const {R : Type u_1} [PartialOrder R] [Semiring R] {M : Type u_2} {N : Type u_3} [IsStrictOrderedRing R] (a : StdSimplex R M) (c : StdSimplex R N) :
    (a.bind fun (x : M) => c) = c
    theorem Convexity.StdSimplex.weights_bind {R : Type u_1} [PartialOrder R] [Semiring R] {M : Type u_2} {N : Type u_3} [IsStrictOrderedRing R] (a : StdSimplex R M) (b : MStdSimplex R N) :
    (a.bind b).weights = fun (m : N) => ka.weights.support, a.weights k * (b k).weights m
    theorem Convexity.StdSimplex.support_subset_support_bind {R : Type u_1} [PartialOrder R] [Semiring R] {M : Type u_2} {N : Type u_3} [IsStrictOrderedRing R] {a : StdSimplex R M} (b : MStdSimplex R N) {i : M} (hi : i a.weights.support) :
    noncomputable def Convexity.StdSimplex.iteratedBind {R : Type u_1} [PartialOrder R] [Semiring R] [IsStrictOrderedRing R] (cw : StdSimplex R ) :
    StdSimplex R

    Given a doubly-indexed family of convex weights cw : ℕ → ℕ → StdSimplex R ℕ, iteratedBind cw k n is the iterated convex multiplication obtained by combining the weights cw 0 n, cw 1 n, …, cw k n via StdSimplex.bind.

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      theorem Convexity.StdSimplex.iteratedBind_congr {R : Type u_1} [PartialOrder R] [Semiring R] [IsStrictOrderedRing R] {cw1 cw2 : StdSimplex R } {k : } (h : ik, cw1 i = cw2 i) :
      theorem Convexity.StdSimplex.bind_sum_smul {R : Type u_1} [PartialOrder R] [Semiring R] {M : Type u_2} {N : Type u_3} [IsStrictOrderedRing R] (a : StdSimplex R M) (b : MStdSimplex R N) {E : Type u_5} (f : NE) [AddCommGroup E] [Module R E] [IsDomain R] :
      ((a.bind b).weights.sum fun (m : N) (cwm : R) => cwm f m) = a.weights.sum fun (i : M) (wi : R) => wi (b i).weights.sum fun (m : N) (bm : R) => bm f m
      theorem Convexity.StdSimplex.eLpNorm_weights_sum_le {E : Type u_5} [NormedAddCommGroup E] [NormedSpace E] {Ω : Type u_6} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} (w : StdSimplex ) {h : ΩE} (hmeas : ∀ (m : ), MeasureTheory.AEStronglyMeasurable (h m) μ) {B : ENNReal} (hB : ∀ (m : ), MeasureTheory.eLpNorm (h m) 1 μ B) :
      MeasureTheory.eLpNorm (w.weights.sum fun (m : ) (c : ) => c h m) 1 μ B
      theorem Convexity.StdSimplex.coeFn_sum_smul {E : Type u_5} [NormedAddCommGroup E] [NormedSpace E] {Ω : Type u_6} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} {p : ENNReal} (s : Finset ) (c : ) {h : ΩE} (hmem : ∀ (m : ), MeasureTheory.MemLp (h m) p μ) :
      (∑ ms, c m MeasureTheory.MemLp.toLp (h m) ) =ᵐ[μ] ms, c m h m