ProbabilityTheory.Kernel.trajMeasureFin
From the authors
Measure on trajectories Π n, X n built from kernels κ' n : Kernel (Π i : Fin n, X i) (X n)
describing the law of the coordinate n given the n previous coordinates.
The initial measure is κ' 0 default.
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X : ℕ → Type u_2(n : ℕ) → MeasurableSpace (X n)A measurable space is a space equipped with a σ-algebra. -
κ' : (n : ℕ) → Kernel ((i : Fin n) → X ↑i) (X n)A kernel from a measurable spaceαto another measurable spaceβis a measurable functionκ : α → Measure β.∀ (n : ℕ), IsMarkovKernel (κ' n)A kernel is a Markov kernel if every measure in its image is a probability measure.
MeasureTheory.Measure ((n : ℕ) → X n)trajMeasure ((κ' 0) default) (iicOfFin κ')MeasurableSpace : Type u_6 → Type u_6A measurable space is a space equipped with a σ-algebra.
Nat : TypeThe natural numbers, starting at zero. This type is special-cased by both the kernel and the compiler, and overridden with an efficient implementation. Both use a fast arbitrary-precision arithmetic library (usually [GMP](https://gmplib.org/)); at runtime, `Nat` values that are sufficiently small are unboxed.
ProbabilityTheory.IsMarkovKernel : {α : Type u_1} →
{β : Type u_2} → {mα : MeasurableSpace α} → {mβ : MeasurableSpace β} → ProbabilityTheory.Kernel α β → PropA kernel is a Markov kernel if every measure in its image is a probability measure.
ProbabilityTheory.Kernel : (α : Type u_1) → (β : Type u_2) → [MeasurableSpace α] → [MeasurableSpace β] → Type (max u_1 u_2)A kernel from a measurable space `α` to another measurable space `β` is a measurable function `κ : α → Measure β`. The measurable space structure on `MeasureTheory.Measure β` is given by `MeasureTheory.Measure.instMeasurableSpace`. A map `κ : α → MeasureTheory.Measure β` is measurable iff `∀ s : Set β, MeasurableSet s → Measurable (fun a ↦ κ a s)`.
Fin : ℕ → TypeNatural numbers less than some upper bound. In particular, a `Fin n` is a natural number `i` with the constraint that `i < n`. It is the canonical type with `n` elements.
MeasureTheory.Measure : (α : Type u_5) → [MeasurableSpace α] → Type u_5A measure is defined to be an outer measure that is countably additive on measurable sets, with the additional assumption that the outer measure is the canonical extension of the restricted measure. The measure of a set `s`, denoted `μ s`, is an extended nonnegative real. The real-valued version is written `μ.real s`.
ProbabilityTheory.Kernel.trajMeasure : {X : ℕ → Type u_1} →
[inst : (n : ℕ) → MeasurableSpace (X n)] →
MeasureTheory.Measure (X 0) →
(κ : (n : ℕ) → ProbabilityTheory.Kernel ((i : ↥(Finset.Iic n)) → X ↑i) (X (n + 1))) →
[∀ (n : ℕ), ProbabilityTheory.IsMarkovKernel (κ n)] → MeasureTheory.Measure ((n : ℕ) → X n)Distribution of the trajectory obtained by starting with `μ₀` and iterating the kernels `κ`.
Inhabited.default : {α : Sort u} → [self : Inhabited α] → α`default` is a function that produces a "default" element of any `Inhabited` type. This element does not have any particular specified properties, but it is often an all-zeroes value.
ProbabilityTheory.Kernel.iicOfFin : {X : ℕ → Type u_2} →
[inst : (n : ℕ) → MeasurableSpace (X n)] →
((n : ℕ) → ProbabilityTheory.Kernel ((i : Fin n) → X ↑i) (X n)) →
(n : ℕ) → ProbabilityTheory.Kernel ((i : ↥(Finset.Iic n)) → X ↑i) (X (n + 1))Kernels indexed by `Iic n` (as needed for `Kernel.traj`), obtained from kernels indexed by `Fin n`: the kernel `κ' (n + 1)` on `Π i : Fin (n + 1), X i` is seen as a kernel on `Π i : Iic n, X i`.Go to its page
Code
noncomputable
def trajMeasureFin (κ' : (n : ℕ) → Kernel (Π i : Fin n, X i) (X n)) [∀ n, IsMarkovKernel (κ' n)] :
Measure (Π n, X n) :=
trajMeasure (κ' 0 default) (iicOfFin κ')
deriving IsProbabilityMeasureMeaning last changed in v4.34.0-rc2-76-g565f652 (2026-09-10).
Self-contained, with its dependencies inlined and proofs replaced by sorry: download the raw file · open it in the Lean web editor.
Dependency graph
Audit surface: 2 project declarations, 39 external constants
✓ Proved: no sorry anywhere in its closure
This is the tool's own reading of one build's recorded axioms, and it is not robust against an author who wants it to pass. Checking meant to be relied on should go through Comparator, which replays the proof through the kernel from an export against an explicit list of permitted axioms.