Equations
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Instances For
theorem
Verification.map_gaussianWeightedDifference
(r a b : ℝ)
(hp : 0 < a ^ 2 + b ^ 2)
:
have μ := ProbabilityTheory.multivariateGaussian 0 (bivariateCorrelation r);
MeasureTheory.Measure.map (⇑(gaussianWeightedDifference a b)) (μ.prod μ) = μ