noncomputable def
Verification.partitionPiece
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin n)
(f : ↑unitInterval → ℝ)
(u : ↑unitInterval)
:
Equations
Instances For
theorem
Verification.partition_coord_continuous
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin n)
:
Continuous (P.coord i)
theorem
Verification.partitionPiece_measurable
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin n)
{f : ↑unitInterval → ℝ}
(hf : Measurable f)
:
Measurable (partitionPiece P i f)
theorem
Verification.partitionEmbed_strict_lower
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin n)
(u : ↑unitInterval)
(hu : 0 < u)
:
theorem
Verification.partitionPiece_embed
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i r : Fin n)
(f : ↑unitInterval → ℝ)
(u : ↑unitInterval)
(hu : 0 < u)
:
theorem
Verification.partitionPiece_embed_ae
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i r : Fin n)
(f : ↑unitInterval → ℝ)
:
(fun (u : ↑unitInterval) => partitionPiece P i f (partitionEmbed P r u)) =ᵐ[MeasureTheory.volume]
fun (u : ↑unitInterval) => if r = i then f u else 0
theorem
Verification.partitionPiece_integrable
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin n)
{f : ↑unitInterval → ℝ}
(hf : Measurable f)
(hi : MeasureTheory.Integrable f MeasureTheory.volume)
:
theorem
Verification.partitionPiece_prefix_embed
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i r : Fin n)
(f : ↑unitInterval → ℝ)
(t : ↑unitInterval)
:
(fun (u : ↑unitInterval) =>
(Set.Iic t).indicator (partitionPiece P i f) (partitionEmbed P r u)) =ᵐ[MeasureTheory.volume]
fun (u : ↑unitInterval) => if r = i then (Set.Iic (P.coord i t)).indicator f u else 0
theorem
Verification.integral_partitionPiece_Iic
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin n)
{f : ↑unitInterval → ℝ}
(hf : Measurable f)
(hi : MeasureTheory.Integrable f MeasureTheory.volume)
(t : ↑unitInterval)
:
∫ (u : ↑unitInterval) in Set.Iic t, partitionPiece P i f u = P.width i * ∫ (u : ↑unitInterval) in Set.Iic (P.coord i t), f u
theorem
Verification.partitionSum_embed_ae
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(f : Fin n → ↑unitInterval → ℝ)
(r : Fin n)
:
(fun (u : ↑unitInterval) => ∑ i : Fin n, partitionPiece P i (f i) (partitionEmbed P r u)) =ᵐ[MeasureTheory.volume] f r
theorem
Verification.integral_partitionSum_sq
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(f : Fin n → ↑unitInterval → ℝ)
(hf : ∀ (i : Fin n), Measurable (f i))
(hi : ∀ (i : Fin n), MeasureTheory.Integrable (fun (u : ↑unitInterval) => f i u ^ 2) MeasureTheory.volume)
:
∫ (u : ↑unitInterval), (∑ i : Fin n, partitionPiece P i (f i) u) ^ 2 = ∑ i : Fin n, P.width i * ∫ (u : ↑unitInterval), f i u ^ 2