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Verification
.
ScaleMixtureComparison
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Imports
Init
Verification.GaussianWeightedDifference
Verification.ProductRegroup
Verification.ScaleMixtureCDF
Imported by
Verification
.
gaussianScaleMixtureLaw_comparison
← Mathematical handbook
source
theorem
Verification
.
gaussianScaleMixtureLaw_comparison
(
r
:
ℝ
)
(
μ
:
MeasureTheory.ProbabilityMeasure
ℝ
)
(
s
:
ℝ
→
ℝ
)
(
hs
:
Measurable
s
)
(
hp
:
∀ᵐ
(
t
:
ℝ
)
∂
↑
μ
,
0
<
s
t
)
:
have
L
:=
↑
(
ProbabilityTheory.Copula.gaussianScaleMixtureLaw
(
bivariateCorrelation
r
)
μ
s
)
;
(
L
.
prod
L
)
.
real
{
p
:
(
Fin
2
→
ℝ
)
×
(
Fin
2
→
ℝ
)
|
p
.1
≤
p
.2
}
=
(
ProbabilityTheory.multivariateGaussian
0
(
bivariateCorrelation
r
)
)
.
real
{
x
:
EuclideanSpace
ℝ
(
Fin
2
)
|
x
.
ofLp
0
≤
0
∧
x
.
ofLp
1
≤
0
}