[Merged by Bors] - feat(MeasureTheory): convolution of measures with densities #25718
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PR summary 0a5ab60c8f
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| File | Base Count | Head Count | Change |
|---|---|---|---|
| Mathlib.MeasureTheory.Measure.WithDensity | 1516 | 1530 | +14 (+0.92%) |
Import changes for all files
| Files | Import difference |
|---|---|
10 filesMathlib.MeasureTheory.Group.IntegralConvolution Mathlib.MeasureTheory.Measure.CharacteristicFunction Mathlib.MeasureTheory.Measure.IntegralCharFun Mathlib.Probability.Distributions.Gaussian.Basic Mathlib.Probability.Distributions.Gaussian.Real Mathlib.Probability.Distributions.Gaussian Mathlib.Probability.Moments.ComplexMGF Mathlib.Probability.Moments.MGFAnalytic Mathlib.Probability.Moments.SubGaussian Mathlib.Probability.Moments.Tilted |
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236 filesMathlib.Algebra.Module.ZLattice.Basic Mathlib.Algebra.Module.ZLattice.Covolume Mathlib.Analysis.BoundedVariation Mathlib.Analysis.BoxIntegral.Integrability Mathlib.Analysis.BoxIntegral.UnitPartition Mathlib.Analysis.CStarAlgebra.ApproximateUnit Mathlib.Analysis.CStarAlgebra.CStarMatrix Mathlib.Analysis.CStarAlgebra.CompletelyPositiveMap Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Basic Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Continuity Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Instances Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Integral Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Isometric Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Order Mathlib.Analysis.CStarAlgebra.GelfandDuality Mathlib.Analysis.CStarAlgebra.Hom Mathlib.Analysis.CStarAlgebra.Module.Constructions Mathlib.Analysis.CStarAlgebra.Module.Defs Mathlib.Analysis.CStarAlgebra.PositiveLinearMap Mathlib.Analysis.CStarAlgebra.SpecialFunctions.PosPart Mathlib.Analysis.CStarAlgebra.Spectrum Mathlib.Analysis.Calculus.BumpFunction.Convolution Mathlib.Analysis.Calculus.BumpFunction.FiniteDimension Mathlib.Analysis.Calculus.BumpFunction.Normed Mathlib.Analysis.Calculus.BumpFunction.SmoothApprox Mathlib.Analysis.Calculus.LineDeriv.IntegrationByParts Mathlib.Analysis.Calculus.Monotone Mathlib.Analysis.Calculus.ParametricIntegral Mathlib.Analysis.Calculus.ParametricIntervalIntegral Mathlib.Analysis.Calculus.Rademacher Mathlib.Analysis.Complex.AbsMax Mathlib.Analysis.Complex.CauchyIntegral Mathlib.Analysis.Complex.Hadamard Mathlib.Analysis.Complex.Liouville Mathlib.Analysis.Complex.LocallyUniformLimit Mathlib.Analysis.Complex.OpenMapping Mathlib.Analysis.Complex.Periodic Mathlib.Analysis.Complex.PhragmenLindelof Mathlib.Analysis.Complex.Polynomial.Basic Mathlib.Analysis.Complex.Polynomial.UnitTrinomial Mathlib.Analysis.Complex.Positivity Mathlib.Analysis.Complex.RemovableSingularity Mathlib.Analysis.Complex.Schwarz Mathlib.Analysis.Complex.TaylorSeries Mathlib.Analysis.Complex.UpperHalfPlane.Exp Mathlib.Analysis.Complex.UpperHalfPlane.Manifold Mathlib.Analysis.Complex.ValueDistribution.CharacteristicFunction Mathlib.Analysis.Complex.ValueDistribution.ProximityFunction Mathlib.Analysis.Convolution Mathlib.Analysis.Distribution.AEEqOfIntegralContDiff Mathlib.Analysis.Distribution.FourierSchwartz Mathlib.Analysis.Distribution.SchwartzSpace Mathlib.Analysis.Fourier.AddCircleMulti Mathlib.Analysis.Fourier.AddCircle Mathlib.Analysis.Fourier.FourierTransformDeriv Mathlib.Analysis.Fourier.FourierTransform Mathlib.Analysis.Fourier.Inversion Mathlib.Analysis.Fourier.PoissonSummation Mathlib.Analysis.Fourier.RiemannLebesgueLemma Mathlib.Analysis.Fourier.ZMod Mathlib.Analysis.FunctionalSpaces.SobolevInequality Mathlib.Analysis.InnerProductSpace.StarOrder Mathlib.Analysis.MellinInversion Mathlib.Analysis.MellinTransform Mathlib.Analysis.Meromorphic.Gamma Mathlib.Analysis.Normed.Algebra.Basic Mathlib.Analysis.Normed.Algebra.Spectrum Mathlib.Analysis.NormedSpace.MultipliableUniformlyOn Mathlib.Analysis.ODE.PicardLindelof Mathlib.Analysis.SpecialFunctions.Complex.Analytic Mathlib.Analysis.SpecialFunctions.Complex.Arctan Mathlib.Analysis.SpecialFunctions.Complex.CircleAddChar Mathlib.Analysis.SpecialFunctions.Complex.LogBounds Mathlib.Analysis.SpecialFunctions.ContinuousFunctionalCalculus.ExpLog Mathlib.Analysis.SpecialFunctions.ContinuousFunctionalCalculus.PosPart.Isometric Mathlib.Analysis.SpecialFunctions.ContinuousFunctionalCalculus.Rpow.Basic Mathlib.Analysis.SpecialFunctions.ContinuousFunctionalCalculus.Rpow.IntegralRepresentation Mathlib.Analysis.SpecialFunctions.ContinuousFunctionalCalculus.Rpow.Isometric Mathlib.Analysis.SpecialFunctions.Gamma.Basic Mathlib.Analysis.SpecialFunctions.Gamma.Beta Mathlib.Analysis.SpecialFunctions.Gamma.BohrMollerup Mathlib.Analysis.SpecialFunctions.Gamma.Deligne Mathlib.Analysis.SpecialFunctions.Gamma.Deriv Mathlib.Analysis.SpecialFunctions.Gaussian.FourierTransform Mathlib.Analysis.SpecialFunctions.Gaussian.GaussianIntegral Mathlib.Analysis.SpecialFunctions.Gaussian.PoissonSummation Mathlib.Analysis.SpecialFunctions.ImproperIntegrals Mathlib.Analysis.SpecialFunctions.Integrals Mathlib.Analysis.SpecialFunctions.JapaneseBracket Mathlib.Analysis.SpecialFunctions.Log.Summable Mathlib.Analysis.SpecialFunctions.MulExpNegMulSqIntegral Mathlib.Analysis.SpecialFunctions.NonIntegrable Mathlib.Analysis.SpecialFunctions.PolarCoord Mathlib.Analysis.SpecialFunctions.Pow.Integral Mathlib.Analysis.SpecialFunctions.Stirling Mathlib.Analysis.SpecialFunctions.Trigonometric.Cotangent Mathlib.Analysis.SpecialFunctions.Trigonometric.EulerSineProd Mathlib.Analysis.SumIntegralComparisons Mathlib.Data.Real.Pi.Irrational Mathlib.Data.Real.Pi.Leibniz Mathlib.Data.Real.Pi.Wallis Mathlib.Dynamics.Ergodic.Action.OfMinimal Mathlib.Dynamics.Ergodic.AddCircleAdd Mathlib.Dynamics.Ergodic.AddCircle Mathlib.Geometry.Manifold.BumpFunction Mathlib.Geometry.Manifold.Complex Mathlib.Geometry.Manifold.IntegralCurve.ExistUnique Mathlib.Geometry.Manifold.IntegralCurve.UniformTime Mathlib.Geometry.Manifold.PartitionOfUnity Mathlib.Geometry.Manifold.WhitneyEmbedding Mathlib.MeasureTheory.Constructions.HaarToSphere Mathlib.MeasureTheory.Covering.BesicovitchVectorSpace Mathlib.MeasureTheory.Covering.OneDim Mathlib.MeasureTheory.Function.Jacobian Mathlib.MeasureTheory.Group.AddCircle Mathlib.MeasureTheory.Group.GeometryOfNumbers Mathlib.MeasureTheory.Group.ModularCharacter Mathlib.MeasureTheory.Integral.CircleAverage Mathlib.MeasureTheory.Integral.CircleIntegral Mathlib.MeasureTheory.Integral.CircleTransform Mathlib.MeasureTheory.Integral.DivergenceTheorem Mathlib.MeasureTheory.Integral.DominatedConvergence Mathlib.MeasureTheory.Integral.ExpDecay Mathlib.MeasureTheory.Integral.FundThmCalculus Mathlib.MeasureTheory.Integral.Gamma 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Mathlib.NumberTheory.NumberField.InfinitePlace.Embeddings Mathlib.NumberTheory.NumberField.InfinitePlace.Ramification Mathlib.NumberTheory.NumberField.InfinitePlace.TotallyRealComplex Mathlib.NumberTheory.NumberField.ProductFormula Mathlib.NumberTheory.NumberField.Units.Basic Mathlib.NumberTheory.NumberField.Units.DirichletTheorem Mathlib.NumberTheory.NumberField.Units.Regulator Mathlib.NumberTheory.Transcendental.Lindemann.AnalyticalPart Mathlib.NumberTheory.WellApproximable Mathlib.NumberTheory.ZetaValues Mathlib.Probability.Distributions.Exponential Mathlib.Probability.Distributions.Gamma Mathlib.Probability.Distributions.Pareto Mathlib.Probability.Independence.Conditional Mathlib.Probability.Independence.ZeroOne Mathlib.Probability.Kernel.Composition.IntegralCompProd Mathlib.Probability.Kernel.CondDistrib Mathlib.Probability.Kernel.Condexp Mathlib.Probability.Kernel.Disintegration.Integral Mathlib.Probability.Kernel.Disintegration.Unique Mathlib.Probability.Kernel.IonescuTulcea.Traj Mathlib.Probability.Kernel.MeasurableIntegral Mathlib.Probability.ProductMeasure Mathlib.Probability.StrongLaw Mathlib.RingTheory.Polynomial.Selmer Mathlib.Tactic.NormNum.LegendreSymbol Mathlib.Tactic |
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Mathlib.Probability.Density Mathlib.Probability.Distributions.Uniform |
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14 filesMathlib.MeasureTheory.Group.Integral Mathlib.MeasureTheory.Integral.Asymptotics Mathlib.Probability.BorelCantelli Mathlib.Probability.CondVar Mathlib.Probability.ConditionalExpectation Mathlib.Probability.IdentDistrib Mathlib.Probability.Independence.Basic Mathlib.Probability.Independence.Integrable Mathlib.Probability.Integration Mathlib.Probability.Moments.Basic Mathlib.Probability.Moments.CovarianceBilin Mathlib.Probability.Moments.Covariance Mathlib.Probability.Moments.Variance Mathlib.Probability.Variance |
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4 filesMathlib.MeasureTheory.Function.AEEqFun.DomAct Mathlib.MeasureTheory.Function.LpSpace.DomAct.Basic Mathlib.MeasureTheory.Function.LpSpace.DomAct.Continuous Mathlib.MeasureTheory.Group.FundamentalDomain |
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Mathlib.MeasureTheory.Integral.RieszMarkovKakutani.NNReal Mathlib.MeasureTheory.Integral.RieszMarkovKakutani.Real |
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9 filesMathlib.MeasureTheory.Covering.Besicovitch Mathlib.MeasureTheory.Covering.DensityTheorem Mathlib.MeasureTheory.Covering.Differentiation Mathlib.MeasureTheory.Covering.LiminfLimsup Mathlib.MeasureTheory.Function.ContinuousMapDense Mathlib.MeasureTheory.Function.LpSpace.ContinuousCompMeasurePreserving Mathlib.MeasureTheory.Integral.Bochner.VitaliCaratheodory Mathlib.MeasureTheory.Integral.Bochner Mathlib.MeasureTheory.Integral.VitaliCaratheodory |
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61 filesMathlib.Analysis.Convex.Integral Mathlib.Dynamics.Ergodic.Extreme Mathlib.Dynamics.Ergodic.RadonNikodym Mathlib.InformationTheory.KullbackLeibler.Basic Mathlib.InformationTheory.KullbackLeibler.KLFun Mathlib.MeasureTheory.Function.AEEqOfIntegral Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1 Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2 Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator Mathlib.MeasureTheory.Function.ConditionalExpectation.Real Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique Mathlib.MeasureTheory.Function.FactorsThrough Mathlib.MeasureTheory.Function.Holder Mathlib.MeasureTheory.Function.Intersectivity Mathlib.MeasureTheory.Function.L2Space Mathlib.MeasureTheory.Integral.Average Mathlib.MeasureTheory.Integral.Bochner.Basic Mathlib.MeasureTheory.Integral.Bochner.ContinuousLinearMap Mathlib.MeasureTheory.Integral.Bochner.FundThmCalculus Mathlib.MeasureTheory.Integral.Bochner.Set Mathlib.MeasureTheory.Integral.BoundedContinuousFunction Mathlib.MeasureTheory.Integral.SetIntegral Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym Mathlib.MeasureTheory.Measure.DiracProba Mathlib.MeasureTheory.Measure.FiniteMeasureProd Mathlib.MeasureTheory.Measure.FiniteMeasure Mathlib.MeasureTheory.Measure.HasOuterApproxClosed Mathlib.MeasureTheory.Measure.LogLikelihoodRatio Mathlib.MeasureTheory.Measure.ProbabilityMeasure Mathlib.MeasureTheory.Measure.Tilted Mathlib.MeasureTheory.VectorMeasure.Decomposition.Lebesgue Mathlib.MeasureTheory.VectorMeasure.Decomposition.RadonNikodym Mathlib.MeasureTheory.VectorMeasure.WithDensity Mathlib.Probability.CDF Mathlib.Probability.Kernel.CompProdEqIff Mathlib.Probability.Kernel.Composition.AbsolutelyContinuous Mathlib.Probability.Kernel.Disintegration.CDFToKernel Mathlib.Probability.Kernel.Disintegration.CondCDF Mathlib.Probability.Kernel.Disintegration.Density Mathlib.Probability.Kernel.Disintegration.StandardBorel Mathlib.Probability.Kernel.Integral Mathlib.Probability.Kernel.Posterior Mathlib.Probability.Kernel.RadonNikodym Mathlib.Probability.Kernel.SetIntegral Mathlib.Probability.Kernel.WithDensity Mathlib.Probability.Martingale.Basic Mathlib.Probability.Martingale.BorelCantelli Mathlib.Probability.Martingale.Centering Mathlib.Probability.Martingale.Convergence Mathlib.Probability.Martingale.OptionalSampling Mathlib.Probability.Martingale.OptionalStopping Mathlib.Probability.Martingale.Upcrossing Mathlib.Probability.Notation Mathlib.Probability.ProbabilityMassFunction.Integrals Mathlib.Probability.Process.Adapted Mathlib.Probability.Process.Filtration Mathlib.Probability.Process.HittingTime Mathlib.Probability.Process.PartitionFiltration Mathlib.Probability.Process.Stopping |
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17 filesMathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable Mathlib.MeasureTheory.Function.L1Space.AEEqFun Mathlib.MeasureTheory.Function.L1Space.Integrable Mathlib.MeasureTheory.Function.LocallyIntegrable Mathlib.MeasureTheory.Function.SimpleFuncDenseLp Mathlib.MeasureTheory.Function.SpecialFunctions.Sinc Mathlib.MeasureTheory.Function.StronglyMeasurable.Lemmas Mathlib.MeasureTheory.Function.StronglyMeasurable.Lp Mathlib.MeasureTheory.Function.UnifTight Mathlib.MeasureTheory.Function.UniformIntegrable Mathlib.MeasureTheory.Integral.Bochner.L1 Mathlib.MeasureTheory.Integral.BochnerL1 Mathlib.MeasureTheory.Integral.FinMeasAdditive Mathlib.MeasureTheory.Integral.IntegrableOn Mathlib.MeasureTheory.Integral.SetToL1 Mathlib.MeasureTheory.Measure.SeparableMeasure Mathlib.Probability.Moments.IntegrableExpMul |
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10 filesMathlib.MeasureTheory.Function.AEEqOfLIntegral Mathlib.MeasureTheory.Function.L1Space.HasFiniteIntegral Mathlib.MeasureTheory.Integral.LebesgueNormedSpace Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue Mathlib.MeasureTheory.Measure.WithDensity Mathlib.Probability.Independence.Kernel Mathlib.Probability.Kernel.Composition.Lemmas Mathlib.Probability.Kernel.Composition.MeasureCompProd Mathlib.Probability.Kernel.Composition.MeasureComp Mathlib.Probability.Kernel.Disintegration.Basic |
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Declarations diff
+ lintegral_mconv_eq_lintegral_prod
+ mconv_withDensity_eq_mlconvolution
+ mconv_withDensity_eq_mlconvolution₀
You can run this locally as follows
## summary with just the declaration names:
./scripts/declarations_diff.sh <optional_commit>
## more verbose report:
./scripts/declarations_diff.sh long <optional_commit>The doc-module for script/declarations_diff.sh contains some details about this script.
No changes to technical debt.
You can run this locally as
./scripts/technical-debt-metrics.sh pr_summary
- The
relativevalue is the weighted sum of the differences with weight given by the inverse of the current value of the statistic. - The
absolutevalue is therelativevalue divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).
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✌️ DavidLedvinka can now approve this pull request. To approve and merge a pull request, simply reply with |
Co-authored-by: Rémy Degenne <remydegenne@gmail.com>
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bors r+ |
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Add theorems which state that the `mconv` of two measures with densities is the measure with density given by the `mlconvolution` of their densities. Co-authored-by: DavidLedvinka <50644608+DavidLedvinka@users.noreply.github.com>
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Pull request successfully merged into master. Build succeeded: |
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* master: (447 commits) chore(Data/Set): move very basic lemmas earlier (leanprover-community#25707) feat: preserve draft status when migrating PRs to fork (leanprover-community#25777) chore(Data/Set/Basic): deprecate lemmas that abuse the `Set α := α → Prop` defeq (leanprover-community#25669) refactor: redefine `ProperCone` as an `abbrev` for `ClosedSubmodule` (leanprover-community#25204) feat: interaction between ContinuousLinearMap.coprod and ContinuousLinearEquiv.prodComm (leanprover-community#25564) fix: outdated docstring (leanprover-community#25717) feat(MeasureTheory): convolution of measures with densities (leanprover-community#25718) feat: make sure that the simp normal form of equiv-like classes pushes `symm` and `trans` to the right (leanprover-community#25604) feat(ModelTheory): Formula.iSup and iInf (leanprover-community#21948) feat(RingTheory/Polynomial/ContentIdeal): the content ideal of a polynomial. (leanprover-community#25333) fix: typo in labels_from_comment.yml (leanprover-community#25727) feat: is{Inducing,Embedding}_prodMkLeft (leanprover-community#25705) feat: check that the mathlib options exist (leanprover-community#25687) feat(Algebra/Group/Even): Add missing lemmas (leanprover-community#20818) refactor: make `Matrix.kroneckerTMulAlgEquiv` heterogeneous (leanprover-community#25693) feat: allow contributors to remove labels with comments (leanprover-community#25723) chore: disable build.yml and bors.yml on forks (leanprover-community#25722) feat: improvements to user_activity_report.py (leanprover-community#25721) chore: update the migration script to check for necessary permissions and prefer ssh if possible (leanprover-community#25701) chore: update the migration script to check for necessary permissions and prefer ssh if possible (leanprover-community#25701) ...
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…er-community#25718) Add theorems which state that the `mconv` of two measures with densities is the measure with density given by the `mlconvolution` of their densities. Co-authored-by: DavidLedvinka <50644608+DavidLedvinka@users.noreply.github.com>
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Jun 15, 2025
…er-community#25718) Add theorems which state that the `mconv` of two measures with densities is the measure with density given by the `mlconvolution` of their densities. Co-authored-by: DavidLedvinka <50644608+DavidLedvinka@users.noreply.github.com>
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…er-community#25718) Add theorems which state that the `mconv` of two measures with densities is the measure with density given by the `mlconvolution` of their densities. Co-authored-by: DavidLedvinka <50644608+DavidLedvinka@users.noreply.github.com>
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Add theorems which state that the
mconvof two measures with densities is the measure with density given by themlconvolutionof their densities.