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Result
Found 81 declarations mentioning MeasureTheory.charFun.
- MeasureTheory.charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} [Inner ℝ E] (μ : MeasureTheory.Measure E) (t : E) : ℂ - MeasureTheory.norm_charFun_le 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] (t : E) : ‖MeasureTheory.charFun μ t‖ ≤ μ.real Set.univ - MeasureTheory.charFun_zero_measure 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {t : E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] : MeasureTheory.charFun 0 t = 0 - MeasureTheory.norm_charFun_le_one 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasureTheory.IsProbabilityMeasure μ] (t : E) : ‖MeasureTheory.charFun μ t‖ ≤ 1 - MeasureTheory.charFun_apply 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [Inner ℝ E] (t : E) : MeasureTheory.charFun μ t = ∫ (x : E), Complex.exp (↑(inner ℝ x t) * Complex.I) ∂μ - MeasureTheory.charFun_zero 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] (μ : MeasureTheory.Measure E) : MeasureTheory.charFun μ 0 = ↑(μ.real Set.univ) - MeasureTheory.measurable_charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] [OpensMeasurableSpace E] [SecondCountableTopology E] [MeasureTheory.SFinite μ] : Measurable (MeasureTheory.charFun μ) - MeasureTheory.intervalIntegrable_charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{μ : MeasureTheory.Measure ℝ} [MeasureTheory.IsFiniteMeasure μ] {a b : ℝ} : IntervalIntegrable (MeasureTheory.charFun μ) MeasureTheory.volume a b - MeasureTheory.stronglyMeasurable_charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] [OpensMeasurableSpace E] [SecondCountableTopology E] [MeasureTheory.SFinite μ] : MeasureTheory.StronglyMeasurable (MeasureTheory.charFun μ) - MeasureTheory.charFun_dirac 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_3} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E] [OpensMeasurableSpace E] {x : E} (t : E) : MeasureTheory.charFun (MeasureTheory.Measure.dirac x) t = Complex.exp (↑(inner ℝ x t) * Complex.I) - MeasureTheory.norm_one_sub_charFun_le_two 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} {t : E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasureTheory.IsProbabilityMeasure μ] : ‖1 - MeasureTheory.charFun μ t‖ ≤ 2 - MeasureTheory.charFun_apply_real 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{μ : MeasureTheory.Measure ℝ} (t : ℝ) : MeasureTheory.charFun μ t = ∫ (x : ℝ), Complex.exp (↑t * ↑x * Complex.I) ∂μ - MeasureTheory.charFun_map_mul 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{μ : MeasureTheory.Measure ℝ} (r t : ℝ) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun x => r * x) μ) t = MeasureTheory.charFun μ (r * t) - MeasureTheory.charFun_neg 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] (t : E) : MeasureTheory.charFun μ (-t) = (starRingEnd ℂ) (MeasureTheory.charFun μ t) - MeasureTheory.charFun_eq_integral_innerProbChar 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} {t : E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] : MeasureTheory.charFun μ t = ∫ (v : E), (BoundedContinuousFunction.innerProbChar t) v ∂μ - MeasureTheory.Measure.ext_of_charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_3} [MeasurableSpace E] {μ ν : MeasureTheory.Measure E} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [BorelSpace E] [SecondCountableTopology E] [CompleteSpace E] [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (h : MeasureTheory.charFun μ = MeasureTheory.charFun ν) : μ = ν - MeasureTheory.charFun_map_mul_comp 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{X : Type u_3} {mX : MeasurableSpace X} {μ : MeasureTheory.Measure X} {f : X → ℝ} (hf : AEMeasurable f μ) (r t : ℝ) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun x => r * f x) μ) t = MeasureTheory.charFun (MeasureTheory.Measure.map f μ) (r * t) - MeasureTheory.charFun_map_eq_charFun_map_inner_one 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] {α : Type u_3} {mα : MeasurableSpace α} [BorelSpace E] {μ : MeasureTheory.Measure α} {Y : α → E} (hY : AEMeasurable Y μ) (t : E) : MeasureTheory.charFun (MeasureTheory.Measure.map Y μ) t = MeasureTheory.charFun (MeasureTheory.Measure.map (fun x => inner ℝ (Y x) t) μ) 1 - MeasureTheory.charFun_eq_fourierIntegral 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] (t : E) : MeasureTheory.charFun μ t = VectorFourier.fourierIntegral Real.probChar μ (innerₗ E) 1 (-t) - MeasureTheory.charFun_conv 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_3} [MeasurableSpace E] {μ ν : MeasureTheory.Measure E} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [BorelSpace E] [SecondCountableTopology E] [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] (t : E) : MeasureTheory.charFun (μ.conv ν) t = MeasureTheory.charFun μ t * MeasureTheory.charFun ν t - MeasureTheory.charFun_map_add_const 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_3} [MeasurableSpace E] {μ : MeasureTheory.Measure E} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [BorelSpace E] (r t : E) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun x => x + r) μ) t = MeasureTheory.charFun μ t * Complex.exp (↑(inner ℝ r t) * Complex.I) - MeasureTheory.charFun_map_const_add 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_3} [MeasurableSpace E] {μ : MeasureTheory.Measure E} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [BorelSpace E] (r t : E) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun x => r + x) μ) t = MeasureTheory.charFun μ t * Complex.exp (↑(inner ℝ r t) * Complex.I) - MeasureTheory.charFun_eq_integral_probChar 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] (t : E) : MeasureTheory.charFun μ t = ∫ (x : E), ↑(Real.probChar (inner ℝ x t)) ∂μ - MeasureTheory.charFunDual_eq_charFun_map_one 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [OpensMeasurableSpace E] (L : StrongDual ℝ E) : MeasureTheory.charFunDual μ L = MeasureTheory.charFun (MeasureTheory.Measure.map (⇑L) μ) 1 - MeasureTheory.charFun_eq_fourierIntegral' 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] (t : E) : MeasureTheory.charFun μ t = VectorFourier.fourierIntegral Real.fourierChar μ (innerₗ E) 1 (-(2 * Real.pi)⁻¹ • t) - MeasureTheory.charFun_map_smul 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] [BorelSpace E] (r : ℝ) (t : E) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun x => r • x) μ) t = MeasureTheory.charFun μ (r • t) - MeasureTheory.charFun_map_smul_comp 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} {mE : MeasurableSpace E} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] {X : Type u_3} {mX : MeasurableSpace X} {μ : MeasureTheory.Measure X} [BorelSpace E] {f : X → E} (hf : AEMeasurable f μ) (r : ℝ) (t : E) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun x => r • f x) μ) t = MeasureTheory.charFun (MeasureTheory.Measure.map f μ) (r • t) - MeasureTheory.charFun_pi 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{ι : Type u_6} [Fintype ι] {E : ι → Type u_7} [(i : ι) → NormedAddCommGroup (E i)] [(i : ι) → InnerProductSpace ℝ (E i)] {mE : (i : ι) → MeasurableSpace (E i)} {μ : (i : ι) → MeasureTheory.Measure (E i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] (t : PiLp 2 E) : MeasureTheory.charFun (MeasureTheory.Measure.map (WithLp.toLp 2) (MeasureTheory.Measure.pi μ)) t = ∏ i, MeasureTheory.charFun (μ i) (t.ofLp i) - MeasureTheory.charFun_prod 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_4} {F : Type u_5} [NormedAddCommGroup E] [NormedAddCommGroup F] [InnerProductSpace ℝ E] [InnerProductSpace ℝ F] {mE : MeasurableSpace E} {mF : MeasurableSpace F} {μ : MeasureTheory.Measure E} {ν : MeasureTheory.Measure F} [MeasureTheory.SFinite μ] [MeasureTheory.SFinite ν] (t : WithLp 2 (E × F)) : MeasureTheory.charFun (MeasureTheory.Measure.map (WithLp.toLp 2) (μ.prod ν)) t = MeasureTheory.charFun μ t.ofLp.1 * MeasureTheory.charFun ν t.ofLp.2 - MeasureTheory.charFun_map_eq_charFunDual_smul 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} [OpensMeasurableSpace E] (L : StrongDual ℝ E) (u : ℝ) : MeasureTheory.charFun (MeasureTheory.Measure.map (⇑L) μ) u = MeasureTheory.charFunDual μ (u • L) - MeasureTheory.charFun_eq_pi_iff 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{ι : Type u_6} [Fintype ι] {E : ι → Type u_7} [(i : ι) → NormedAddCommGroup (E i)] [(i : ι) → InnerProductSpace ℝ (E i)] {mE : (i : ι) → MeasurableSpace (E i)} [∀ (i : ι), CompleteSpace (E i)] [∀ (i : ι), SecondCountableTopology (E i)] [∀ (i : ι), BorelSpace (E i)] {μ : (i : ι) → MeasureTheory.Measure (E i)} {ν : MeasureTheory.Measure ((i : ι) → E i)} [∀ (i : ι), MeasureTheory.IsFiniteMeasure (μ i)] [MeasureTheory.IsFiniteMeasure ν] : (∀ (t : WithLp 2 ((i : ι) → E i)), MeasureTheory.charFun (MeasureTheory.Measure.map (WithLp.toLp 2) ν) t = ∏ i, MeasureTheory.charFun (μ i) (t.ofLp i)) ↔ ν = MeasureTheory.Measure.pi μ - MeasureTheory.charFun_eq_prod_iff 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_4} {F : Type u_5} [NormedAddCommGroup E] [NormedAddCommGroup F] [InnerProductSpace ℝ E] [InnerProductSpace ℝ F] {mE : MeasurableSpace E} {mF : MeasurableSpace F} [CompleteSpace E] [CompleteSpace F] [SecondCountableTopology E] [SecondCountableTopology F] [BorelSpace E] [BorelSpace F] {μ : MeasureTheory.Measure E} {ν : MeasureTheory.Measure F} {ξ : MeasureTheory.Measure (E × F)} [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsFiniteMeasure ν] [MeasureTheory.IsFiniteMeasure ξ] : (∀ (t : WithLp 2 (E × F)), MeasureTheory.charFun (MeasureTheory.Measure.map (WithLp.toLp 2) ξ) t = MeasureTheory.charFun μ t.ofLp.1 * MeasureTheory.charFun ν t.ofLp.2) ↔ ξ = μ.prod ν - MeasureTheory.charFun_eq_charFunDual_toDualMap 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_4} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} (t : E) : MeasureTheory.charFun μ t = MeasureTheory.charFunDual μ ((InnerProductSpace.toDualMap ℝ E) t) - MeasureTheory.charFun_toDual_symm_eq_charFunDual 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic
{E : Type u_4} [NormedAddCommGroup E] [CompleteSpace E] [InnerProductSpace ℝ E] {mE : MeasurableSpace E} {μ : MeasureTheory.Measure E} (L : StrongDual ℝ E) : MeasureTheory.charFun μ ((InnerProductSpace.toDual ℝ E).symm L) = MeasureTheory.charFunDual μ L - MeasureTheory.continuous_charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E] {μ : MeasureTheory.Measure E} [MeasureTheory.IsFiniteMeasure μ] : Continuous (MeasureTheory.charFun μ) - MeasureTheory.contDiff_charFun' 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E] {μ : MeasureTheory.Measure E} [MeasureTheory.IsFiniteMeasure μ] {n : ℕ∞} (hint : ∀ (k : ℕ), MeasureTheory.MemLp id (↑k) μ) : ContDiff ℝ (↑n) (MeasureTheory.charFun μ) - MeasureTheory.contDiff_charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E] {μ : MeasureTheory.Measure E} [MeasureTheory.IsFiniteMeasure μ] {n : ℕ} (hint : MeasureTheory.MemLp id (↑n) μ) : ContDiff ℝ (↑n) (MeasureTheory.charFun μ) - MeasureTheory.iteratedDeriv_charFun_zero 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{μ : MeasureTheory.Measure ℝ} [MeasureTheory.IsFiniteMeasure μ] {n : ℕ} (hint : MeasureTheory.MemLp id (↑n) μ) : iteratedDeriv n (MeasureTheory.charFun μ) 0 = Complex.I ^ n * ↑(∫ (x : ℝ), x ^ n ∂μ) - MeasureTheory.iteratedDeriv_charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{μ : MeasureTheory.Measure ℝ} [MeasureTheory.IsFiniteMeasure μ] {n : ℕ} {t : ℝ} (hint : MeasureTheory.MemLp id (↑n) μ) : iteratedDeriv n (MeasureTheory.charFun μ) t = Complex.I ^ n * ∫ (x : ℝ), ↑x ^ n * Complex.exp (↑t * ↑x * Complex.I) ∂μ - MeasureTheory.taylorWithinEval_charFun_zero 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{μ : MeasureTheory.Measure ℝ} [MeasureTheory.IsFiniteMeasure μ] {n : ℕ} (hint : MeasureTheory.MemLp id (↑n) μ) (t : ℝ) : taylorWithinEval (MeasureTheory.charFun μ) n Set.univ 0 t = ∑ k ∈ Finset.range (n + 1), (↑k.factorial)⁻¹ * (↑t * Complex.I) ^ k * ↑(∫ (x : ℝ), x ^ k ∂μ) - MeasureTheory.taylorWithinEval_charFun_two_zero' 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P] {X : Ω → ℝ} (hX : AEMeasurable X P) (h0 : ∫ (x : Ω), X x ∂P = 0) (h1 : ∫ (x : Ω), (X ^ 2) x ∂P = 1) (t : ℝ) : taylorWithinEval (MeasureTheory.charFun (MeasureTheory.Measure.map X P)) 2 Set.univ 0 t = 1 - ↑t ^ 2 / 2 - MeasureTheory.taylor_charFun_two 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P] {X : Ω → ℝ} (hX : AEMeasurable X P) (h0 : ∫ (x : Ω), X x ∂P = 0) (h1 : ∫ (x : Ω), (X ^ 2) x ∂P = 1) : (fun t => MeasureTheory.charFun (MeasureTheory.Measure.map X P) t - (1 - ↑t ^ 2 / 2)) =o[nhds 0] fun t => t ^ 2 - MeasureTheory.taylorWithinEval_charFun_two_zero 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P] {X : Ω → ℝ} (hX : AEMeasurable X P) (hint : MeasureTheory.MemLp id 2 (MeasureTheory.Measure.map X P)) (t : ℝ) : taylorWithinEval (MeasureTheory.charFun (MeasureTheory.Measure.map X P)) 2 Set.univ 0 t = 1 + ↑(∫ (x : Ω), X x ∂P) * ↑t * Complex.I - ↑(∫ (x : Ω), (X ^ 2) x ∂P) * ↑t ^ 2 / 2 - MeasureTheory.iteratedFDeriv_charFun 📋 Mathlib.MeasureTheory.Measure.CharacteristicFunction.TaylorExpansion
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E] {μ : MeasureTheory.Measure E} [MeasureTheory.IsFiniteMeasure μ] {n : ℕ} {t : E} (hint : MeasureTheory.MemLp id (↑n) μ) (x : Fin n → E) : (iteratedFDeriv ℝ n (MeasureTheory.charFun μ) t) x = Complex.I ^ n * ∫ (y : E), ↑(∏ i, inner ℝ y (x i)) * Complex.exp (↑(inner ℝ y t) * Complex.I) ∂μ - MeasureTheory.integral_charFun_Icc 📋 Mathlib.MeasureTheory.Measure.IntegralCharFun
{μ : MeasureTheory.Measure ℝ} {r : ℝ} [MeasureTheory.IsFiniteMeasure μ] (hr : 0 < r) : ∫ (t : ℝ) in -r..r, MeasureTheory.charFun μ t = 2 * ↑r * ↑(∫ (x : ℝ), Real.sinc (r * x) ∂μ) - MeasureTheory.measureReal_abs_gt_le_integral_charFun 📋 Mathlib.MeasureTheory.Measure.IntegralCharFun
{μ : MeasureTheory.Measure ℝ} {r : ℝ} [MeasureTheory.IsProbabilityMeasure μ] (hr : 0 < r) : μ.real {x | r < |x|} ≤ 2⁻¹ * r * ‖∫ (t : ℝ) in -2 * r⁻¹..2 * r⁻¹, 1 - MeasureTheory.charFun μ t‖ - MeasureTheory.measureReal_abs_inner_gt_le_integral_charFun 📋 Mathlib.MeasureTheory.Measure.IntegralCharFun
{E : Type u_1} [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] {mE : MeasurableSpace E} [OpensMeasurableSpace E] {μ : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ] {a : E} {r : ℝ} (hr : 0 < r) : μ.real {x | r < |inner ℝ a x|} ≤ 2⁻¹ * r * ‖∫ (t : ℝ) in -2 * r⁻¹..2 * r⁻¹, 1 - MeasureTheory.charFun μ (t • a)‖ - MeasureTheory.ProbabilityMeasure.tendsto_of_tendsto_charFun 📋 Mathlib.MeasureTheory.Measure.LevyConvergence
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] {μ₀ : MeasureTheory.ProbabilityMeasure E} {μ : ℕ → MeasureTheory.ProbabilityMeasure E} (h : ∀ (t : E), Filter.Tendsto (fun n => MeasureTheory.charFun (↑(μ n)) t) Filter.atTop (nhds (MeasureTheory.charFun (↑μ₀) t))) : Filter.Tendsto μ Filter.atTop (nhds μ₀) - MeasureTheory.ProbabilityMeasure.tendsto_iff_tendsto_charFun 📋 Mathlib.MeasureTheory.Measure.LevyConvergence
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] {μ₀ : MeasureTheory.ProbabilityMeasure E} {μ : ℕ → MeasureTheory.ProbabilityMeasure E} : Filter.Tendsto μ Filter.atTop (nhds μ₀) ↔ ∀ (t : E), Filter.Tendsto (fun n => MeasureTheory.charFun (↑(μ n)) t) Filter.atTop (nhds (MeasureTheory.charFun (↑μ₀) t)) - MeasureTheory.isTightMeasureSet_of_tendsto_charFun 📋 Mathlib.MeasureTheory.Measure.LevyConvergence
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] {μ : ℕ → MeasureTheory.Measure E} [∀ (i : ℕ), MeasureTheory.IsProbabilityMeasure (μ i)] {f : E → ℂ} (hf : ContinuousAt f 0) (h : ∀ (t : E), Filter.Tendsto (fun n => MeasureTheory.charFun (μ n) t) Filter.atTop (nhds (f t))) : MeasureTheory.IsTightMeasureSet (Set.range μ) - MeasureTheory.TendstoInDistribution.tendsto_charFun 📋 Mathlib.MeasureTheory.Measure.LevyConvergence
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] {Ω' : Type u_3} {Ω : ℕ → Type u_4} {m : (n : ℕ) → MeasurableSpace (Ω n)} {P : (n : ℕ) → MeasureTheory.Measure (Ω n)} [∀ (n : ℕ), MeasureTheory.IsProbabilityMeasure (P n)] {m' : MeasurableSpace Ω'} {P' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure P'] {X : (n : ℕ) → Ω n → E} {X' : Ω' → E} (h : MeasureTheory.TendstoInDistribution X Filter.atTop X' P P') (t : E) : Filter.Tendsto (fun n => MeasureTheory.charFun (MeasureTheory.Measure.map (X n) (P n)) t) Filter.atTop (nhds (MeasureTheory.charFun (MeasureTheory.Measure.map X' P') t)) - MeasureTheory.TendstoInDistribution.of_tendsto_charFun 📋 Mathlib.MeasureTheory.Measure.LevyConvergence
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] {Ω' : Type u_3} {Ω : ℕ → Type u_4} {m : (n : ℕ) → MeasurableSpace (Ω n)} {P : (n : ℕ) → MeasureTheory.Measure (Ω n)} [∀ (n : ℕ), MeasureTheory.IsProbabilityMeasure (P n)] {m' : MeasurableSpace Ω'} {P' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure P'] {X : (n : ℕ) → Ω n → E} {X' : Ω' → E} (hX : ∀ (n : ℕ), AEMeasurable (X n) (P n)) (hX' : AEMeasurable X' P') (h : ∀ (t : E), Filter.Tendsto (fun n => MeasureTheory.charFun (MeasureTheory.Measure.map (X n) (P n)) t) Filter.atTop (nhds (MeasureTheory.charFun (MeasureTheory.Measure.map X' P') t))) : MeasureTheory.TendstoInDistribution X Filter.atTop X' P P' - MeasureTheory.tendstoInDistribution_iff_tendsto_charFun 📋 Mathlib.MeasureTheory.Measure.LevyConvergence
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] {Ω' : Type u_3} {Ω : ℕ → Type u_4} {m : (n : ℕ) → MeasurableSpace (Ω n)} {P : (n : ℕ) → MeasureTheory.Measure (Ω n)} [∀ (n : ℕ), MeasureTheory.IsProbabilityMeasure (P n)] {m' : MeasurableSpace Ω'} {P' : MeasureTheory.Measure Ω'} [MeasureTheory.IsProbabilityMeasure P'] {X : (n : ℕ) → Ω n → E} {X' : Ω' → E} (hX : ∀ (n : ℕ), AEMeasurable (X n) (P n)) (hX' : AEMeasurable X' P') : MeasureTheory.TendstoInDistribution X Filter.atTop X' P P' ↔ ∀ (t : E), Filter.Tendsto (fun n => MeasureTheory.charFun (MeasureTheory.Measure.map (X n) (P n)) t) Filter.atTop (nhds (MeasureTheory.charFun (MeasureTheory.Measure.map X' P') t)) - MeasureTheory.ProbabilityMeasure.tendsto_charPoly_of_tendsto_charFun 📋 Mathlib.MeasureTheory.Measure.LevyConvergence
{E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] {ι : Type u_2} {𝓕 : Filter ι} {μ₀ : MeasureTheory.ProbabilityMeasure E} {μ : ι → MeasureTheory.ProbabilityMeasure E} (h : ∀ (t : E), Filter.Tendsto (fun n => MeasureTheory.charFun (↑(μ n)) t) 𝓕 (nhds (MeasureTheory.charFun (↑μ₀) t))) {g : BoundedContinuousFunction E ℂ} (hg : g ∈ BoundedContinuousFunction.charPoly Real.continuous_probChar ⋯) : Filter.Tendsto (fun n => ∫ (x : E), g x ∂↑(μ n)) 𝓕 (nhds (∫ (x : E), g x ∂↑μ₀)) - ProbabilityTheory.complexMGF_id_mul_I 📋 Mathlib.Probability.Moments.ComplexMGF
{μ : MeasureTheory.Measure ℝ} (t : ℝ) : ProbabilityTheory.complexMGF id μ (↑t * Complex.I) = MeasureTheory.charFun μ t - ProbabilityTheory.complexMGF_mul_I 📋 Mathlib.Probability.Moments.ComplexMGF
{Ω : Type u_1} {m : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω} (hX : AEMeasurable X μ) (t : ℝ) : ProbabilityTheory.complexMGF X μ (↑t * Complex.I) = MeasureTheory.charFun (MeasureTheory.Measure.map X μ) t - ProbabilityTheory.charFun_gaussianReal 📋 Mathlib.Probability.Distributions.Gaussian.Real
{μ : ℝ} {v : NNReal} (t : ℝ) : MeasureTheory.charFun (ProbabilityTheory.gaussianReal μ v) t = Complex.exp (↑t * ↑μ * Complex.I - ↑↑v * ↑t ^ 2 / 2) - ProbabilityTheory.IsGaussian.charFun_eq 📋 Mathlib.Probability.Distributions.Gaussian.Basic
{E : Type u_3} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] {μ : MeasureTheory.Measure E} [ProbabilityTheory.IsGaussian μ] (t : E) : MeasureTheory.charFun μ t = Complex.exp ((∫ (x : E), ↑((fun x => inner ℝ t x) x) ∂μ) * Complex.I - ↑(ProbabilityTheory.variance (fun x => inner ℝ t x) μ) / 2) - ProbabilityTheory.isGaussian_iff_charFun_eq 📋 Mathlib.Probability.Distributions.Gaussian.Basic
{E : Type u_3} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] {μ : MeasureTheory.Measure E} [CompleteSpace E] [MeasureTheory.IsFiniteMeasure μ] : ProbabilityTheory.IsGaussian μ ↔ ∀ (t : E), MeasureTheory.charFun μ t = Complex.exp ((∫ (x : E), ↑((fun x => inner ℝ t x) x) ∂μ) * Complex.I - ↑(ProbabilityTheory.variance (fun x => inner ℝ t x) μ) / 2) - ProbabilityTheory.IsGaussian.charFun_eq' 📋 Mathlib.Probability.Distributions.Gaussian.CharFun
{E : Type u_1} [NormedAddCommGroup E] [SecondCountableTopology E] [CompleteSpace E] [MeasurableSpace E] [BorelSpace E] {μ : MeasureTheory.Measure E} [InnerProductSpace ℝ E] [ProbabilityTheory.IsGaussian μ] (t : E) : MeasureTheory.charFun μ t = Complex.exp (↑(inner ℝ t (∫ (x : E), id x ∂μ)) * Complex.I - ↑(((ProbabilityTheory.covarianceBilin μ) t) t) / 2) - ProbabilityTheory.gaussian_charFun_congr 📋 Mathlib.Probability.Distributions.Gaussian.CharFun
{E : Type u_1} [NormedAddCommGroup E] [SecondCountableTopology E] [CompleteSpace E] [MeasurableSpace E] [BorelSpace E] {μ : MeasureTheory.Measure E} [InnerProductSpace ℝ E] [MeasureTheory.IsFiniteMeasure μ] (m : E) (f : E →L[ℝ] E →L[ℝ] ℝ) (hf : f.toBilinForm.IsPosSemidef) (h : ∀ (t : E), MeasureTheory.charFun μ t = Complex.exp (↑(inner ℝ t m) * Complex.I - ↑((f t) t) / 2)) : m = ∫ (x : E), x ∂μ ∧ f = ProbabilityTheory.covarianceBilin μ - ProbabilityTheory.isGaussian_iff_gaussian_charFun 📋 Mathlib.Probability.Distributions.Gaussian.CharFun
{E : Type u_1} [NormedAddCommGroup E] [SecondCountableTopology E] [CompleteSpace E] [MeasurableSpace E] [BorelSpace E] {μ : MeasureTheory.Measure E} [InnerProductSpace ℝ E] [MeasureTheory.IsFiniteMeasure μ] : ProbabilityTheory.IsGaussian μ ↔ ∃ m f, f.toBilinForm.IsPosSemidef ∧ ∀ (t : E), MeasureTheory.charFun μ t = Complex.exp (↑(inner ℝ t m) * Complex.I - ↑((f t) t) / 2) - ProbabilityTheory.charFun_stdGaussian 📋 Mathlib.Probability.Distributions.Gaussian.Multivariate
{E : Type u_2} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] (t : E) : MeasureTheory.charFun (ProbabilityTheory.stdGaussian E) t = Complex.exp (-↑‖t‖ ^ 2 / 2) - ProbabilityTheory.charFun_multivariateGaussian 📋 Mathlib.Probability.Distributions.Gaussian.Multivariate
{ι : Type u_1} [Fintype ι] [DecidableEq ι] {μ : EuclideanSpace ℝ ι} {S : Matrix ι ι ℝ} (hS : S.PosSemidef) (x : EuclideanSpace ℝ ι) : MeasureTheory.charFun (ProbabilityTheory.multivariateGaussian μ S) x = Complex.exp (↑(inner ℝ x μ) * Complex.I - ↑(x.ofLp ⬝ᵥ S.mulVec x.ofLp) / 2) - ProbabilityTheory.HasGaussianLaw.charFun_map_eq 📋 Mathlib.Probability.Distributions.Gaussian.HasGaussianLaw.Basic
{Ω : Type u_1} {E : Type u_2} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [MeasurableSpace E] [BorelSpace E] {X : Ω → E} [InnerProductSpace ℝ E] (t : E) (hX : ProbabilityTheory.HasGaussianLaw X P) : MeasureTheory.charFun (MeasureTheory.Measure.map X P) t = Complex.exp (↑(∫ (x : Ω), (fun ω => inner ℝ t (X ω)) x ∂P) * Complex.I - ↑(ProbabilityTheory.variance (fun ω => inner ℝ t (X ω)) P) / 2) - ProbabilityTheory.hasGaussianLaw_iff_charFun_map_eq 📋 Mathlib.Probability.Distributions.Gaussian.HasGaussianLaw.Basic
{Ω : Type u_1} {E : Type u_2} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [MeasurableSpace E] [BorelSpace E] {X : Ω → E} [CompleteSpace E] [InnerProductSpace ℝ E] [MeasureTheory.IsFiniteMeasure P] (hX : AEMeasurable X P) : ProbabilityTheory.HasGaussianLaw X P ↔ ∀ (t : E), MeasureTheory.charFun (MeasureTheory.Measure.map X P) t = Complex.exp (↑(∫ (x : Ω), (fun ω => inner ℝ t (X ω)) x ∂P) * Complex.I - ↑(ProbabilityTheory.variance (fun ω => inner ℝ t (X ω)) P) / 2) - ProbabilityTheory.charFun_map_sum_pi_eq_prod 📋 Mathlib.Probability.Independence.CharacteristicFunction
{ι : Type u_2} {E : Type u_3} [MeasurableSpace E] [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] [Fintype ι] [InnerProductSpace ℝ E] (μ : ι → MeasureTheory.Measure E) [∀ (i : ι), MeasureTheory.IsProbabilityMeasure (μ i)] : MeasureTheory.charFun (MeasureTheory.Measure.map (fun p => ∑ i, p i) (MeasureTheory.Measure.pi μ)) = ∏ i, MeasureTheory.charFun (μ i) - ProbabilityTheory.iIndepFun.charFun_map_fun_sum_eq_prod 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {ι : Type u_2} {E : Type u_3} [MeasurableSpace E] [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {X : ι → Ω → E} [Fintype ι] [InnerProductSpace ℝ E] (mX : ∀ (i : ι), AEMeasurable (X i) P) (hX : ProbabilityTheory.iIndepFun X P) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun ω => ∑ i, X i ω) P) = ∏ i, MeasureTheory.charFun (MeasureTheory.Measure.map (X i) P) - ProbabilityTheory.iIndepFun.charFun_map_sum_eq_prod 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {ι : Type u_2} {E : Type u_3} [MeasurableSpace E] [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {X : ι → Ω → E} [Fintype ι] [InnerProductSpace ℝ E] (mX : ∀ (i : ι), AEMeasurable (X i) P) (hX : ProbabilityTheory.iIndepFun X P) : MeasureTheory.charFun (MeasureTheory.Measure.map (∑ i, X i) P) = ∏ i, MeasureTheory.charFun (MeasureTheory.Measure.map (X i) P) - ProbabilityTheory.charFun_map_add_prod_eq_mul 📋 Mathlib.Probability.Independence.CharacteristicFunction
{E : Type u_2} {mE : MeasurableSpace E} [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] [InnerProductSpace ℝ E] {μ ν : MeasureTheory.Measure E} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure ν] : MeasureTheory.charFun (MeasureTheory.Measure.map (fun p => p.1 + p.2) (μ.prod ν)) = MeasureTheory.charFun μ * MeasureTheory.charFun ν - ProbabilityTheory.IndepFun.charFun_map_fun_add_eq_mul 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure P] {E : Type u_2} {mE : MeasurableSpace E} [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {X : Ω → E} [InnerProductSpace ℝ E] {Y : Ω → E} (mX : AEMeasurable X P) (mY : AEMeasurable Y P) (hXY : ProbabilityTheory.IndepFun X Y P) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun ω => X ω + Y ω) P) = MeasureTheory.charFun (MeasureTheory.Measure.map X P) * MeasureTheory.charFun (MeasureTheory.Measure.map Y P) - ProbabilityTheory.IndepFun.charFun_map_add_eq_mul 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure P] {E : Type u_2} {mE : MeasurableSpace E} [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {X : Ω → E} [InnerProductSpace ℝ E] {Y : Ω → E} (mX : AEMeasurable X P) (mY : AEMeasurable Y P) (hXY : ProbabilityTheory.IndepFun X Y P) : MeasureTheory.charFun (MeasureTheory.Measure.map (X + Y) P) = MeasureTheory.charFun (MeasureTheory.Measure.map X P) * MeasureTheory.charFun (MeasureTheory.Measure.map Y P) - ProbabilityTheory.iIndepFun.charFun_map_fun_finsetSum_eq_prod 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {ι : Type u_2} {s : Finset ι} {E : Type u_3} [MeasurableSpace E] [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {X : ι → Ω → E} [InnerProductSpace ℝ E] (mX : ∀ i ∈ s, AEMeasurable (X i) P) (hX : ProbabilityTheory.iIndepFun (s.restrict X) P) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun ω => ∑ i ∈ s, X i ω) P) = ∏ i ∈ s, MeasureTheory.charFun (MeasureTheory.Measure.map (X i) P) - ProbabilityTheory.iIndepFun.charFun_map_fun_finset_sum_eq_prod 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {ι : Type u_2} {s : Finset ι} {E : Type u_3} [MeasurableSpace E] [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {X : ι → Ω → E} [InnerProductSpace ℝ E] (mX : ∀ i ∈ s, AEMeasurable (X i) P) (hX : ProbabilityTheory.iIndepFun (s.restrict X) P) : MeasureTheory.charFun (MeasureTheory.Measure.map (fun ω => ∑ i ∈ s, X i ω) P) = ∏ i ∈ s, MeasureTheory.charFun (MeasureTheory.Measure.map (X i) P) - ProbabilityTheory.iIndepFun.charFun_map_finsetSum_eq_prod 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {ι : Type u_2} {s : Finset ι} {E : Type u_3} [MeasurableSpace E] [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {X : ι → Ω → E} [InnerProductSpace ℝ E] (mX : ∀ i ∈ s, AEMeasurable (X i) P) (hX : ProbabilityTheory.iIndepFun (s.restrict X) P) : MeasureTheory.charFun (MeasureTheory.Measure.map (∑ i ∈ s, X i) P) = ∏ i ∈ s, MeasureTheory.charFun (MeasureTheory.Measure.map (X i) P) - ProbabilityTheory.iIndepFun.charFun_map_finset_sum_eq_prod 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {ι : Type u_2} {s : Finset ι} {E : Type u_3} [MeasurableSpace E] [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {X : ι → Ω → E} [InnerProductSpace ℝ E] (mX : ∀ i ∈ s, AEMeasurable (X i) P) (hX : ProbabilityTheory.iIndepFun (s.restrict X) P) : MeasureTheory.charFun (MeasureTheory.Measure.map (∑ i ∈ s, X i) P) = ∏ i ∈ s, MeasureTheory.charFun (MeasureTheory.Measure.map (X i) P) - ProbabilityTheory.iIndepFun_iff_charFun_pi 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {ι : Type u_2} [Fintype ι] [MeasureTheory.IsProbabilityMeasure P] {E : ι → Type u_3} {mE : (i : ι) → MeasurableSpace (E i)} [(i : ι) → NormedAddCommGroup (E i)] [∀ (i : ι), CompleteSpace (E i)] [∀ (i : ι), BorelSpace (E i)] [∀ (i : ι), SecondCountableTopology (E i)] {X : (i : ι) → Ω → E i} [(i : ι) → InnerProductSpace ℝ (E i)] (hX : ∀ (i : ι), AEMeasurable (X i) P) : ProbabilityTheory.iIndepFun X P ↔ ∀ (t : WithLp 2 ((x : ι) → E x)), MeasureTheory.charFun (MeasureTheory.Measure.map (fun ω => WithLp.toLp 2 fun x => X x ω) P) t = ∏ i, MeasureTheory.charFun (MeasureTheory.Measure.map (X i) P) (t.ofLp i) - ProbabilityTheory.indepFun_iff_charFun_prod 📋 Mathlib.Probability.Independence.CharacteristicFunction
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure P] {E : Type u_2} {F : Type u_3} {mE : MeasurableSpace E} [NormedAddCommGroup E] [BorelSpace E] [SecondCountableTopology E] {mF : MeasurableSpace F} [NormedAddCommGroup F] [CompleteSpace F] [BorelSpace F] [SecondCountableTopology F] {X : Ω → E} {Y : Ω → F} [InnerProductSpace ℝ E] [InnerProductSpace ℝ F] [CompleteSpace E] (hX : AEMeasurable X P) (hY : AEMeasurable Y P) : ProbabilityTheory.IndepFun X Y P ↔ ∀ (t : WithLp 2 (E × F)), MeasureTheory.charFun (MeasureTheory.Measure.map (fun ω => WithLp.toLp 2 (X ω, Y ω)) P) t = MeasureTheory.charFun (MeasureTheory.Measure.map X P) t.ofLp.1 * MeasureTheory.charFun (MeasureTheory.Measure.map Y P) t.ofLp.2 - ProbabilityTheory.charFun_inv_sqrt_mul_sum 📋 Mathlib.Probability.CentralLimitTheorem
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X : ℕ → Ω → ℝ} (hindep : ProbabilityTheory.iIndepFun X P) (hident : ∀ (i : ℕ), ProbabilityTheory.IdentDistrib (X i) (X 0) P P) {n : ℕ} {t : ℝ} : MeasureTheory.charFun (MeasureTheory.Measure.map (fun ω => (√↑n)⁻¹ * ∑ k ∈ Finset.range n, X k ω) P) t = MeasureTheory.charFun (MeasureTheory.Measure.map (X 0) P) ((√↑n)⁻¹ * t) ^ n - ProbabilityTheory.tendsto_charFun_inv_sqrt_mul_pow 📋 Mathlib.Probability.CentralLimitTheorem
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P] {X : Ω → ℝ} (hX : AEMeasurable X P) (h0 : ∫ (x : Ω), X x ∂P = 0) (h1 : ∫ (x : Ω), (X ^ 2) x ∂P = 1) (t : ℝ) : Filter.Tendsto (fun n => MeasureTheory.charFun (MeasureTheory.Measure.map X P) ((√↑n)⁻¹ * t) ^ n) Filter.atTop (nhds (Complex.exp (-↑t ^ 2 / 2))) - ProbabilityTheory.charFun_map_cast_poissonMeasure 📋 Mathlib.Probability.Distributions.Poisson.Basic
(r : NNReal) (t : ℝ) : MeasureTheory.charFun (MeasureTheory.Measure.map Nat.cast (ProbabilityTheory.poissonMeasure r)) t = Complex.exp (↑↑r * (Complex.exp (↑t * Complex.I) - 1))
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 ce5dd8c