ProbabilityTheory.HasSubgaussianMGF.measure_sum_le_sum_le'
measure_sum_le_sum_le'š
Lemma
ProbabilityTheory.HasSubgaussianMGF.measure_sum_le_sum_le'No docstring.
theorem
ProbabilityTheory.HasSubgaussianMGF.measure_sum_le_sum_le'.{u_1, u_2, u_3} {Ī© : Type u_1} {mĪ© : MeasurableSpace Ī©} {μ : MeasureTheory.Measure Ī©} {ι : Type u_2} {ι' : Type u_3} {X : ι ā Ī© ā ā} {cX : ι ā NNReal} {s : Finset ι} {Y : ι' ā Ī© ā ā} {cY : ι' ā NNReal} {t : Finset ι'} [MeasureTheory.IsFiniteMeasure μ] (hX_indep : iIndepFun X μ) (hY_indep : iIndepFun Y μ) (hX_subG : ā i ā s, HasSubgaussianMGF (fun Ļ => X i Ļ - ā« (x : Ī©), X i x āμ) (cX i) μ) (hY_subG : ā j ā t, HasSubgaussianMGF (fun Ļ => Y j Ļ - ā« (x : Ī©), Y j x āμ) (cY j) μ) (h_indep_sum : IndepFun (fun Ļ x => X x Ļ) (fun Ļ x => Y x Ļ) μ) (h_le : ā j ā t, ā« (x : Ī©), Y j x āμ ⤠ā i ā s, ā« (x : Ī©), X i x āμ) : MeasureTheory.Measure.real μ {Ļ | ā i ā s, X i Ļ ā¤ ā j ā t, Y j Ļ} ⤠Real.exp (-(ā j ā t, ā« (x : Ī©), Y j x āμ - ā i ā s, ā« (x : Ī©), X i x āμ) ^ 2 / (2 * (ā(ā i ā s, cX i) + ā(ā j ā t, cY j))))ProbabilityTheory.HasSubgaussianMGF.measure_sum_le_sum_le'.{u_1, u_2, u_3} {Ī© : Type u_1} {mĪ© : MeasurableSpace Ī©} {μ : MeasureTheory.Measure Ī©} {ι : Type u_2} {ι' : Type u_3} {X : ι ā Ī© ā ā} {cX : ι ā NNReal} {s : Finset ι} {Y : ι' ā Ī© ā ā} {cY : ι' ā NNReal} {t : Finset ι'} [MeasureTheory.IsFiniteMeasure μ] (hX_indep : iIndepFun X μ) (hY_indep : iIndepFun Y μ) (hX_subG : ā i ā s, HasSubgaussianMGF (fun Ļ => X i Ļ - ā« (x : Ī©), X i x āμ) (cX i) μ) (hY_subG : ā j ā t, HasSubgaussianMGF (fun Ļ => Y j Ļ - ā« (x : Ī©), Y j x āμ) (cY j) μ) (h_indep_sum : IndepFun (fun Ļ x => X x Ļ) (fun Ļ x => Y x Ļ) μ) (h_le : ā j ā t, ā« (x : Ī©), Y j x āμ ⤠ā i ā s, ā« (x : Ī©), X i x āμ) : MeasureTheory.Measure.real μ {Ļ | ā i ā s, X i Ļ ā¤ ā j ā t, Y j Ļ} ⤠Real.exp (-(ā j ā t, ā« (x : Ī©), Y j x āμ - ā i ā s, ā« (x : Ī©), X i x āμ) ^ 2 / (2 * (ā(ā i ā s, cX i) + ā(ā j ā t, cY j))))
Code
lemma measure_sum_le_sum_le' [IsFiniteMeasure μ]
(hX_indep : iIndepFun X μ) (hY_indep : iIndepFun Y μ)
(hX_subG : ā i ā s, HasSubgaussianMGF (fun Ļ ā¦ X i Ļ - μ[X i]) (cX i) μ)
(hY_subG : ā j ā t, HasSubgaussianMGF (fun Ļ ā¦ Y j Ļ - μ[Y j]) (cY j) μ)
(h_indep_sum : IndepFun (fun Ļ ā¦ (X Ā· Ļ)) (fun Ļ ā¦ (Y Ā· Ļ)) μ)
(h_le : ā j ā t, μ[Y j] ⤠ā i ā s, μ[X i]) :
μ.real {Ļ | ā i ā s, X i Ļ ā¤ ā j ā t, Y j Ļ}
⤠Real.exp (- (ā j ā t, μ[Y j] - ā i ā s, μ[X i]) ^ 2
/ (2 * (ā i ā s, cX i + ā j ā t, cY j)))Body uses (1)
Used by (1)
Actions: Source Ā· Open Issue
Proof
by
refine measure_sum_le_sum_le hX_indep hY_indep hX_subG hY_subG ?_ h_le
exact h_indep_sum.comp (Ļ := fun p ⦠ā i ā s, p i) (Ļ := fun p ⦠ā j ā t, p j)
(by fun_prop) (by fun_prop)