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Found 64 declarations mentioning MeasureTheory.Submartingale.
- MeasureTheory.Submartingale 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [LE E] (f : ι → Ω → E) (ℱ : MeasureTheory.Filtration ι m0) (μ : MeasureTheory.Measure Ω) : Prop - MeasureTheory.Submartingale.stronglyAdapted 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [LE E] (hf : MeasureTheory.Submartingale f ℱ μ) : MeasureTheory.StronglyAdapted ℱ f - MeasureTheory.Martingale.submartingale 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Preorder E] (hf : MeasureTheory.Martingale f ℱ μ) : MeasureTheory.Submartingale f ℱ μ - MeasureTheory.Submartingale.stronglyMeasurable 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [LE E] (hf : MeasureTheory.Submartingale f ℱ μ) (i : ι) : MeasureTheory.StronglyMeasurable (f i) - MeasureTheory.Submartingale.integrable 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [LE E] (hf : MeasureTheory.Submartingale f ℱ μ) (i : ι) : MeasureTheory.Integrable (f i) μ - MeasureTheory.martingale_iff 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [PartialOrder E] : MeasureTheory.Martingale f ℱ μ ↔ MeasureTheory.Supermartingale f ℱ μ ∧ MeasureTheory.Submartingale f ℱ μ - MeasureTheory.Submartingale.ae_le_condExp 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [LE E] (hf : MeasureTheory.Submartingale f ℱ μ) {i j : ι} (hij : i ≤ j) : f i ≤ᵐ[μ] μ[f j | ↑ℱ i] - MeasureTheory.Submartingale.zero_le_of_predictable' 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [Preorder E] [MeasureTheory.SigmaFiniteFiltration μ 𝒢] {f : ℕ → Ω → E} (hfmgle : MeasureTheory.Submartingale f 𝒢 μ) (hf : MeasureTheory.IsStronglyPredictable 𝒢 f) (n : ℕ) : f 0 ≤ᵐ[μ] f n - MeasureTheory.Submartingale.integrable_stoppedValue 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {𝒢 : MeasureTheory.Filtration ℕ m0} [LE E] {f : ℕ → Ω → E} (hf : MeasureTheory.Submartingale f 𝒢 μ) {τ : Ω → WithTop ℕ} (hτ : MeasureTheory.IsStoppingTime 𝒢 τ) {N : ℕ} (hbdd : ∀ (ω : Ω), τ ω ≤ ↑N) : MeasureTheory.Integrable (MeasureTheory.stoppedValue f τ) μ - MeasureTheory.Submartingale.congr 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [LE E] (hf : MeasureTheory.Submartingale f ℱ μ) (hg : MeasureTheory.StronglyAdapted ℱ g) (h_eq : ∀ (t : ι), f t =ᵐ[μ] g t) : MeasureTheory.Submartingale g ℱ μ - MeasureTheory.Submartingale.zero_le_of_predictable 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {𝒢 : MeasureTheory.Filtration ℕ m0} [Preorder E] [MeasureTheory.SigmaFiniteFiltration μ 𝒢] {f : ℕ → Ω → E} (hfmgle : MeasureTheory.Submartingale f 𝒢 μ) (hfadp : MeasureTheory.StronglyAdapted 𝒢 fun n => f (n + 1)) (n : ℕ) : f 0 ≤ᵐ[μ] f n - MeasureTheory.Submartingale.neg 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Preorder E] [AddLeftMono E] (hf : MeasureTheory.Submartingale f ℱ μ) : MeasureTheory.Supermartingale (-f) ℱ μ - MeasureTheory.Supermartingale.neg 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Preorder E] [AddLeftMono E] (hf : MeasureTheory.Supermartingale f ℱ μ) : MeasureTheory.Submartingale (-f) ℱ μ - MeasureTheory.Submartingale.sub_martingale 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Preorder E] [AddLeftMono E] (hf : MeasureTheory.Submartingale f ℱ μ) (hg : MeasureTheory.Martingale g ℱ μ) : MeasureTheory.Submartingale (f - g) ℱ μ - MeasureTheory.Submartingale.add_martingale 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Preorder E] [AddLeftMono E] (hf : MeasureTheory.Submartingale f ℱ μ) (hg : MeasureTheory.Martingale g ℱ μ) : MeasureTheory.Submartingale (f + g) ℱ μ - MeasureTheory.Submartingale.sub_supermartingale 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Preorder E] [AddLeftMono E] (hf : MeasureTheory.Submartingale f ℱ μ) (hg : MeasureTheory.Supermartingale g ℱ μ) : MeasureTheory.Submartingale (f - g) ℱ μ - MeasureTheory.Supermartingale.sub_submartingale 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Preorder E] [AddLeftMono E] (hf : MeasureTheory.Supermartingale f ℱ μ) (hg : MeasureTheory.Submartingale g ℱ μ) : MeasureTheory.Supermartingale (f - g) ℱ μ - MeasureTheory.Submartingale.add 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Preorder E] [AddLeftMono E] (hf : MeasureTheory.Submartingale f ℱ μ) (hg : MeasureTheory.Submartingale g ℱ μ) : MeasureTheory.Submartingale (f + g) ℱ μ - MeasureTheory.submartingale_of_setIntegral_le_succ 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → ℝ} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ) (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f (i + 1) ω ∂μ) : MeasureTheory.Submartingale f 𝒢 μ - MeasureTheory.submartingale_of_setIntegral_le 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m0} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f : ι → Ω → ℝ} (hadp : MeasureTheory.StronglyAdapted ℱ f) (hint : ∀ (i : ι), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i j : ι), i ≤ j → ∀ (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ) : MeasureTheory.Submartingale f ℱ μ - MeasureTheory.Submartingale.condExp_sub_nonneg 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] {f : ι → Ω → E} (hf : MeasureTheory.Submartingale f ℱ μ) {i j : ι} (hij : i ≤ j) : 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i] - MeasureTheory.Submartingale.sum_mul_sub 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] {R : ℝ} {ξ f : ℕ → Ω → ℝ} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hξ : MeasureTheory.StronglyAdapted 𝒢 ξ) (hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R) (hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, ξ k * (f (k + 1) - f k)) 𝒢 μ - MeasureTheory.Submartingale.sum_mul_sub' 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] {R : ℝ} {ξ f : ℕ → Ω → ℝ} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hξ : MeasureTheory.StronglyAdapted 𝒢 fun n => ξ (n + 1)) (hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R) (hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, ξ (k + 1) * (f (k + 1) - f k)) 𝒢 μ - MeasureTheory.submartingale_of_condExp_sub_nonneg 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f : ι → Ω → E} (hadp : MeasureTheory.StronglyAdapted ℱ f) (hint : ∀ (i : ι), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i j : ι), i ≤ j → 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i]) : MeasureTheory.Submartingale f ℱ μ - MeasureTheory.submartingale_iff_condExp_sub_nonneg 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f : ι → Ω → E} : MeasureTheory.Submartingale f ℱ μ ↔ MeasureTheory.StronglyAdapted ℱ f ∧ (∀ (i : ι), MeasureTheory.Integrable (f i) μ) ∧ ∀ (i j : ι), i ≤ j → 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i] - MeasureTheory.Submartingale.setIntegral_le 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [IsOrderedModule ℝ E] [ClosedIciTopology E] [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f : ι → Ω → E} (hf : MeasureTheory.Submartingale f ℱ μ) {i j : ι} (hij : i ≤ j) {s : Set Ω} (hs : MeasurableSet s) : ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ - MeasureTheory.Submartingale.pos 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Lattice E] [ContinuousSup E] [HasSolidNorm E] [IsOrderedAddMonoid E] [IsOrderedModule ℝ E] {f : ι → Ω → E} (hf : MeasureTheory.Submartingale f ℱ μ) : MeasureTheory.Submartingale f⁺ ℱ μ - MeasureTheory.Submartingale.sup 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [Lattice E] [ContinuousSup E] [HasSolidNorm E] [IsOrderedAddMonoid E] [IsOrderedModule ℝ E] {f g : ι → Ω → E} (hf : MeasureTheory.Submartingale f ℱ μ) (hg : MeasureTheory.Submartingale g ℱ μ) : MeasureTheory.Submartingale (f ⊔ g) ℱ μ - MeasureTheory.submartingale_nat 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {𝒢 : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [ClosedIciTopology E] [IsOrderedModule ℝ E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ), f i ≤ᵐ[μ] μ[f (i + 1) | ↑𝒢 i]) : MeasureTheory.Submartingale f 𝒢 μ - MeasureTheory.Submartingale.smul_nonneg 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m0} {F : Type u_4} [NormedAddCommGroup F] [PartialOrder F] [IsOrderedAddMonoid F] [NormedSpace ℝ F] [CompleteSpace F] [IsOrderedModule ℝ F] {f : ι → Ω → F} {c : ℝ} (hc : 0 ≤ c) (hf : MeasureTheory.Submartingale f ℱ μ) : MeasureTheory.Submartingale (c • f) ℱ μ - MeasureTheory.Submartingale.smul_nonpos 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m0} {F : Type u_4} [NormedAddCommGroup F] [PartialOrder F] [IsOrderedAddMonoid F] [NormedSpace ℝ F] [CompleteSpace F] [IsOrderedModule ℝ F] {f : ι → Ω → F} {c : ℝ} (hc : c ≤ 0) (hf : MeasureTheory.Submartingale f ℱ μ) : MeasureTheory.Supermartingale (c • f) ℱ μ - MeasureTheory.Supermartingale.smul_nonpos 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m0} {F : Type u_4} [NormedAddCommGroup F] [PartialOrder F] [NormedSpace ℝ F] [CompleteSpace F] [IsOrderedModule ℝ F] [IsOrderedAddMonoid F] {f : ι → Ω → F} {c : ℝ} (hc : c ≤ 0) (hf : MeasureTheory.Supermartingale f ℱ μ) : MeasureTheory.Submartingale (c • f) ℱ μ - MeasureTheory.submartingale_of_condExp_sub_nonneg_nat 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {𝒢 : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [ClosedIciTopology E] [IsOrderedModule ℝ E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ), 0 ≤ᵐ[μ] μ[f (i + 1) - f i | ↑𝒢 i]) : MeasureTheory.Submartingale f 𝒢 μ - MeasureTheory.Submartingale.sum_smul_sub 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {𝒢 : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] [PartialOrder E] [IsOrderedModule ℝ E] [ClosedIciTopology E] [IsOrderedAddMonoid E] [MeasureTheory.IsFiniteMeasure μ] {R : ℝ} {f : ℕ → Ω → E} {ξ : ℕ → Ω → ℝ} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hξ : MeasureTheory.StronglyAdapted 𝒢 ξ) (hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R) (hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, ξ k • (f (k + 1) - f k)) 𝒢 μ - MeasureTheory.Submartingale.sum_smul_sub' 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {𝒢 : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] [PartialOrder E] [IsOrderedModule ℝ E] [ClosedIciTopology E] [IsOrderedAddMonoid E] [MeasureTheory.IsFiniteMeasure μ] {R : ℝ} {ξ : ℕ → Ω → ℝ} {f : ℕ → Ω → E} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hξ : MeasureTheory.StronglyAdapted 𝒢 fun n => ξ (n + 1)) (hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R) (hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, ξ (k + 1) • (f (k + 1) - f k)) 𝒢 μ - MeasureTheory.Submartingale.mul_lintegral_upcrossings_le_lintegral_pos_part 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {f : ℕ → Ω → ℝ} {ℱ : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] (a b : ℝ) (hf : MeasureTheory.Submartingale f ℱ μ) : ENNReal.ofReal (b - a) * ∫⁻ (ω : Ω), MeasureTheory.upcrossings a b f ω ∂μ ≤ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ - MeasureTheory.Submartingale.mul_integral_upcrossingsBefore_le_integral_pos_part 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {f : ℕ → Ω → ℝ} {ℱ : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] (a b : ℝ) (hf : MeasureTheory.Submartingale f ℱ μ) (N : ℕ) : (b - a) * ∫ (x : Ω), ↑(MeasureTheory.upcrossingsBefore a b f N x) ∂μ ≤ ∫ (x : Ω), (fun ω => (f N ω - a)⁺) x ∂μ - MeasureTheory.Submartingale.sum_upcrossingStrat_mul 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {f : ℕ → Ω → ℝ} {ℱ : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (a b : ℝ) (N : ℕ) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, MeasureTheory.upcrossingStrat a b f N k * (f (k + 1) - f k)) ℱ μ - MeasureTheory.mul_integral_upcrossingsBefore_le_integral_pos_part_aux 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hab : a < b) : (b - a) * ∫ (x : Ω), ↑(MeasureTheory.upcrossingsBefore a b f N x) ∂μ ≤ ∫ (x : Ω), (fun ω => (f N ω - a)⁺) x ∂μ - MeasureTheory.integral_mul_upcrossingsBefore_le_integral 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hfN : ∀ (ω : Ω), a ≤ f N ω) (hfzero : 0 ≤ f 0) (hab : a < b) : (b - a) * ∫ (x : Ω), ↑(MeasureTheory.upcrossingsBefore a b f N x) ∂μ ≤ ∫ (x : Ω), f N x ∂μ - MeasureTheory.Submartingale.sum_sub_upcrossingStrat_mul 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {f : ℕ → Ω → ℝ} {ℱ : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (a b : ℝ) (N : ℕ) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, (1 - MeasureTheory.upcrossingStrat a b f N k) * (f (k + 1) - f k)) ℱ μ - MeasureTheory.Submartingale.sum_mul_upcrossingStrat_le 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N n : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) : ∫ (x : Ω), (∑ k ∈ Finset.range n, MeasureTheory.upcrossingStrat a b f N k * (f (k + 1) - f k)) x ∂μ ≤ ∫ (x : Ω), f n x ∂μ - ∫ (x : Ω), f 0 x ∂μ - MeasureTheory.Submartingale.ae_tendsto_limitProcess_of_uniformIntegrable 📋 Mathlib.Probability.Martingale.Convergence
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hunif : MeasureTheory.UniformIntegrable f 1 μ) : ∀ᵐ (ω : Ω) ∂μ, Filter.Tendsto (fun n => f n ω) Filter.atTop (nhds (MeasureTheory.Filtration.limitProcess f ℱ μ ω)) - MeasureTheory.Submartingale.exists_ae_tendsto_of_bdd 📋 Mathlib.Probability.Martingale.Convergence
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hbdd : ∀ (n : ℕ), MeasureTheory.eLpNorm (f n) 1 μ ≤ ↑R) : ∀ᵐ (ω : Ω) ∂μ, ∃ c, Filter.Tendsto (fun n => f n ω) Filter.atTop (nhds c) - MeasureTheory.Submartingale.upcrossings_ae_lt_top' 📋 Mathlib.Probability.Martingale.Convergence
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {a b : ℝ} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hbdd : ∀ (n : ℕ), MeasureTheory.eLpNorm (f n) 1 μ ≤ ↑R) (hab : a < b) : ∀ᵐ (ω : Ω) ∂μ, MeasureTheory.upcrossings a b f ω < ⊤ - MeasureTheory.Submartingale.ae_tendsto_limitProcess 📋 Mathlib.Probability.Martingale.Convergence
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hbdd : ∀ (n : ℕ), MeasureTheory.eLpNorm (f n) 1 μ ≤ ↑R) : ∀ᵐ (ω : Ω) ∂μ, Filter.Tendsto (fun n => f n ω) Filter.atTop (nhds (MeasureTheory.Filtration.limitProcess f ℱ μ ω)) - MeasureTheory.Submartingale.upcrossings_ae_lt_top 📋 Mathlib.Probability.Martingale.Convergence
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hbdd : ∀ (n : ℕ), MeasureTheory.eLpNorm (f n) 1 μ ≤ ↑R) : ∀ᵐ (ω : Ω) ∂μ, ∀ (a b : ℚ), a < b → MeasureTheory.upcrossings (↑a) (↑b) f ω < ⊤ - MeasureTheory.Submartingale.memLp_limitProcess 📋 Mathlib.Probability.Martingale.Convergence
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} {p : ENNReal} (hf : MeasureTheory.Submartingale f ℱ μ) (hbdd : ∀ (n : ℕ), MeasureTheory.eLpNorm (f n) p μ ≤ ↑R) : MeasureTheory.MemLp (MeasureTheory.Filtration.limitProcess f ℱ μ) p μ - MeasureTheory.Submartingale.tendsto_eLpNorm_one_limitProcess 📋 Mathlib.Probability.Martingale.Convergence
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hunif : MeasureTheory.UniformIntegrable f 1 μ) : Filter.Tendsto (fun n => MeasureTheory.eLpNorm (f n - MeasureTheory.Filtration.limitProcess f ℱ μ) 1 μ) Filter.atTop (nhds 0) - MeasureTheory.Submartingale.exists_ae_trim_tendsto_of_bdd 📋 Mathlib.Probability.Martingale.Convergence
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hbdd : ∀ (n : ℕ), MeasureTheory.eLpNorm (f n) 1 μ ≤ ↑R) : ∀ᵐ (ω : Ω) ∂μ.trim ⋯, ∃ c, Filter.Tendsto (fun n => f n ω) Filter.atTop (nhds c) - MeasureTheory.Submartingale.monotone_predictablePart 📋 Mathlib.Probability.Martingale.Centering
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ℕ → Ω → E} {ℱ : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] (hf : MeasureTheory.Submartingale f ℱ μ) : ∀ᵐ (ω : Ω) ∂μ, Monotone fun x => MeasureTheory.predictablePart f ℱ μ x ω - MeasureTheory.Submartingale.predictablePart_nonneg 📋 Mathlib.Probability.Martingale.Centering
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ℕ → Ω → E} {ℱ : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] (hf : MeasureTheory.Submartingale f ℱ μ) : ∀ᵐ (ω : Ω) ∂μ, ∀ (n : ℕ), 0 ≤ MeasureTheory.predictablePart f ℱ μ n ω - MeasureTheory.Submartingale.stoppedProcess 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {τ : Ω → WithTop ℕ} [MeasureTheory.SigmaFiniteFiltration μ 𝒢] (h : MeasureTheory.Submartingale f 𝒢 μ) (hτ : MeasureTheory.IsStoppingTime 𝒢 τ) : MeasureTheory.Submartingale (MeasureTheory.stoppedProcess f τ) 𝒢 μ - MeasureTheory.maximal_ineq 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.IsFiniteMeasure μ] (hsub : MeasureTheory.Submartingale f 𝒢 μ) (hnonneg : 0 ≤ f) {ε : NNReal} (n : ℕ) : ↑ε * μ {ω | ↑ε ≤ (Finset.range (n + 1)).sup' ⋯ fun k => f k ω} ≤ ENNReal.ofReal (∫ (ω : Ω) in {ω | ↑ε ≤ (Finset.range (n + 1)).sup' ⋯ fun k => f k ω}, f n ω ∂μ) - MeasureTheory.smul_le_stoppedValue_hittingBtwn 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.IsFiniteMeasure μ] (hsub : MeasureTheory.Submartingale f 𝒢 μ) {ε : NNReal} (n : ℕ) : ε • μ {ω | ↑ε ≤ (Finset.range (n + 1)).sup' ⋯ fun k => f k ω} ≤ ENNReal.ofReal (∫ (ω : Ω) in {ω | ↑ε ≤ (Finset.range (n + 1)).sup' ⋯ fun k => f k ω}, MeasureTheory.stoppedValue f (fun ω => ↑(MeasureTheory.hittingBtwn f {y | ↑ε ≤ y} 0 n ω)) ω ∂μ) - MeasureTheory.submartingale_of_expected_stoppedValue_mono 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.SigmaFiniteFiltration μ 𝒢] (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (τ π : Ω → WithTop ℕ), MeasureTheory.IsStoppingTime 𝒢 τ → MeasureTheory.IsStoppingTime 𝒢 π → τ ≤ π → (∃ N, ∀ (ω : Ω), π ω ≤ ↑N) → ∫ (x : Ω), MeasureTheory.stoppedValue f τ x ∂μ ≤ ∫ (x : Ω), MeasureTheory.stoppedValue f π x ∂μ) : MeasureTheory.Submartingale f 𝒢 μ - MeasureTheory.submartingale_iff_expected_stoppedValue_mono 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.SigmaFiniteFiltration μ 𝒢] (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) : MeasureTheory.Submartingale f 𝒢 μ ↔ ∀ (τ π : Ω → WithTop ℕ), MeasureTheory.IsStoppingTime 𝒢 τ → MeasureTheory.IsStoppingTime 𝒢 π → τ ≤ π → (∃ N, ∀ (x : Ω), π x ≤ ↑N) → ∫ (x : Ω), MeasureTheory.stoppedValue f τ x ∂μ ≤ ∫ (x : Ω), MeasureTheory.stoppedValue f π x ∂μ - MeasureTheory.Submartingale.expected_stoppedValue_mono 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {τ π : Ω → WithTop ℕ} {E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [IsOrderedModule ℝ E] [ClosedIciTopology E] [MeasureTheory.SigmaFiniteFiltration μ 𝒢] {f : ℕ → Ω → E} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hτ : MeasureTheory.IsStoppingTime 𝒢 τ) (hπ : MeasureTheory.IsStoppingTime 𝒢 π) (hle : τ ≤ π) {N : ℕ} (hbdd : ∀ (ω : Ω), π ω ≤ ↑N) : ∫ (x : Ω), MeasureTheory.stoppedValue f τ x ∂μ ≤ ∫ (x : Ω), MeasureTheory.stoppedValue f π x ∂μ - MeasureTheory.Submartingale.stoppedAbove 📋 Mathlib.Probability.Martingale.BorelCantelli
{Ω : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (r : ℝ) : MeasureTheory.Submartingale (MeasureTheory.stoppedAbove f r) ℱ μ - MeasureTheory.Submartingale.bddAbove_iff_exists_tendsto 📋 Mathlib.Probability.Martingale.BorelCantelli
{Ω : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R) : ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Filter.Tendsto (fun n => f n ω) Filter.atTop (nhds c) - MeasureTheory.Submartingale.exists_tendsto_of_abs_bddAbove_aux 📋 Mathlib.Probability.Martingale.BorelCantelli
{Ω : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hf0 : f 0 = 0) (hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R) : ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) → ∃ c, Filter.Tendsto (fun n => f n ω) Filter.atTop (nhds c) - MeasureTheory.Submartingale.bddAbove_iff_exists_tendsto_aux 📋 Mathlib.Probability.Martingale.BorelCantelli
{Ω : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hf0 : f 0 = 0) (hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R) : ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Filter.Tendsto (fun n => f n ω) Filter.atTop (nhds c) - MeasureTheory.Submartingale.eLpNorm_stoppedAbove_le 📋 Mathlib.Probability.Martingale.BorelCantelli
{Ω : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {r : ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hr : 0 ≤ r) (hf0 : f 0 = 0) (hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R) (i : ℕ) : MeasureTheory.eLpNorm (MeasureTheory.stoppedAbove f r i) 1 μ ≤ 2 * μ Set.univ * ENNReal.ofReal (r + ↑R) - MeasureTheory.Submartingale.eLpNorm_stoppedAbove_le' 📋 Mathlib.Probability.Martingale.BorelCantelli
{Ω : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {r : ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.Submartingale f ℱ μ) (hr : 0 ≤ r) (hf0 : f 0 = 0) (hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R) (i : ℕ) : MeasureTheory.eLpNorm (MeasureTheory.stoppedAbove f r i) 1 μ ≤ ↑(2 * μ Set.univ * ENNReal.ofReal (r + ↑R)).toNNReal
About
Loogle searches Lean and Mathlib definitions and theorems.
You can use Loogle from within the Lean4 VSCode language extension
using the Loogle command from the command palette. You can also try the
#loogle command from LeanSearchClient,
the CLI version, the Loogle
VS Code extension, the lean.nvim
integration or the Zulip bot.
Usage
Loogle finds definitions and lemmas in various ways:
By constant:
🔍Real.sin
finds all lemmas whose statement somehow mentions the sine function.By lemma name substring:
🔍"differ"
finds all lemmas that have"differ"somewhere in their lemma name.By subexpression:
🔍_ * (_ ^ _)
finds all lemmas whose statements somewhere include a product where the second argument is raised to some power.The pattern can also be non-linear, as in
🔍Real.sqrt ?a * Real.sqrt ?aIf the pattern has parameters, they are matched in any order. Both of these will find
List.map:
🔍(?a -> ?b) -> List ?a -> List ?b
🔍List ?a -> (?a -> ?b) -> List ?bBy main conclusion:
🔍|- tsum _ = _ * tsum _
finds all lemmas where the conclusion (the subexpression to the right of all→and∀) has the given shape.As before, if the pattern has parameters, they are matched against the hypotheses of the lemma in any order; for example,
🔍|- _ < _ → tsum _ < tsum _
will findtsum_lt_tsumeven though the hypothesisf i < g iis not the last.You can filter for definitions vs theorems: Using
⊢ (_ : Type _)finds all definitions which provide data while⊢ (_ : Prop)finds all theorems (and definitions of proofs).
If you pass more than one such search filter, separated by commas
Loogle will return lemmas which match all of them. The
search
🔍 Real.sin, "two", tsum, _ * _, _ ^ _, |- _ < _ → _
would find all lemmas which mention the constants Real.sin
and tsum, have "two" as a substring of the
lemma name, include a product and a power somewhere in the type,
and have a hypothesis of the form _ < _ (if
there were any such lemmas). Metavariables (?a) are
assigned independently in each filter.
The #lucky button will directly send you to the
documentation of the first hit.
Source code
You can find the source code for this service at https://github.com/nomeata/loogle. The https://loogle.lean-lang.org/ service is provided by the Lean FRO. Please review the Lean FRO Terms of Use and Privacy Policy.
This is Loogle revision 9f11169 serving mathlib revision 69fae59