From d2c58d15a007c71b864bded6e9b3577ecef7b418 Mon Sep 17 00:00:00 2001 From: Komyyy Date: Sun, 11 Jan 2026 21:33:36 +0900 Subject: [PATCH 1/2] feat: prove theorem 6.7 --- Clt/Inversion.lean | 32 ++++++++++++++++++++++++++++---- blueprint/lean_decls | 1 + blueprint/src/chapter/clt.tex | 2 ++ 3 files changed, 31 insertions(+), 4 deletions(-) diff --git a/Clt/Inversion.lean b/Clt/Inversion.lean index da7344d..e148181 100644 --- a/Clt/Inversion.lean +++ b/Clt/Inversion.lean @@ -1,7 +1,7 @@ /- Copyright (c) 2024 Thomas Zhu. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. -Authors: Thomas Zhu, Rémy Degenne +Authors: Thomas Zhu, Rémy Degenne, Miyahara Kō -/ import Clt.MomentGenerating import Clt.Prokhorov @@ -14,9 +14,22 @@ Inverting the characteristic function noncomputable section -open Filter MeasureTheory ProbabilityTheory BoundedContinuousFunction Real RCLike +open Function Filter MeasureTheory ProbabilityMeasure ProbabilityTheory BoundedContinuousFunction + Real RCLike open scoped Topology RealInnerProductSpace +section ForMathlib + +lemma MeasureTheory.charFun_map_inner_right + {E : Type*} {mE : MeasurableSpace E} {μ : Measure E} + [SeminormedAddCommGroup E] [InnerProductSpace ℝ E] [OpensMeasurableSpace E] + (r : ℝ) (t : E) : + charFun (μ.map (fun (x : E) => ⟪x, t⟫)) r = charFun μ (r • t) := by + rw [charFun_apply_real, charFun_apply, integral_map (by fun_prop) (by fun_prop)] + simp [real_inner_smul_right] + +end ForMathlib + variable (𝕜 : Type*) [RCLike 𝕜] lemma MeasureTheory.ProbabilityMeasure.tendsto_of_tight_of_separatesPoints @@ -42,7 +55,7 @@ lemma MeasureTheory.ProbabilityMeasure.tendsto_of_tight_of_separatesPoints specialize heq g hg suffices Tendsto (fun n ↦ ∫ x, g x ∂(μ (ns (φ n)))) atTop (𝓝 (∫ x, g x ∂μ')) from tendsto_nhds_unique this <| heq.comp (hns.comp hφ_mono.tendsto_atTop) - rw [ProbabilityMeasure.tendsto_iff_forall_integral_rclike_tendsto 𝕜] at hφ_tendsto + rw [tendsto_iff_forall_integral_rclike_tendsto 𝕜] at hφ_tendsto exact hφ_tendsto g variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] @@ -102,6 +115,17 @@ theorem MeasureTheory.ProbabilityMeasure.tendsto_iff_tendsto_charFun Tendsto μ atTop (𝓝 μ₀) ↔ ∀ t : E, Tendsto (fun n ↦ charFun (μ n) t) atTop (𝓝 (charFun μ₀ t)) := by refine ⟨fun h t ↦ ?_, tendsto_of_tendsto_charFun⟩ - rw [ProbabilityMeasure.tendsto_iff_forall_integral_rclike_tendsto ℂ] at h + rw [tendsto_iff_forall_integral_rclike_tendsto ℂ] at h simp_rw [charFun_eq_integral_innerProbChar] exact h (innerProbChar t) + +lemma ProbabilityTheory.tendsto_iff_forall_tendto_inner_right + {E : Type*} {mE : MeasurableSpace E} + [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [BorelSpace E] + {P : ℕ → ProbabilityMeasure E} {P₀ : ProbabilityMeasure E} : + Tendsto P atTop (𝓝 P₀) ↔ + ∀ a, Tendsto (fun n => (P n).map (f := fun x => ⟪x, a⟫) (by fun_prop)) + atTop (𝓝 (P₀.map (f := fun x => ⟪x, a⟫) (by fun_prop))) := by + simp_rw [tendsto_iff_tendsto_charFun, toMeasure_map, charFun_map_inner_right] + rw [forall_comm, ← Prod.forall', + (show Surjective (fun p : ℝ × E => p.1 • p.2) by intro a; use (1, a); simp).forall] diff --git a/blueprint/lean_decls b/blueprint/lean_decls index 4fb071d..751115b 100644 --- a/blueprint/lean_decls +++ b/blueprint/lean_decls @@ -42,4 +42,5 @@ taylor_isLittleO ProbabilityTheory.iIndepFun_iff_map_fun_eq_pi_map taylor_charFun tendsto_pow_exp_of_isLittleO +ProbabilityTheory.tendsto_iff_forall_tendto_inner_right ProbabilityTheory.central_limit \ No newline at end of file diff --git a/blueprint/src/chapter/clt.tex b/blueprint/src/chapter/clt.tex index b6ea7f3..add3d7d 100644 --- a/blueprint/src/chapter/clt.tex +++ b/blueprint/src/chapter/clt.tex @@ -87,6 +87,8 @@ \section{The central limit theorem for random variables in $\mathbb{R}^d$} \begin{theorem}[Cramér-Wold]\label{thm:cramer_wold} \uses{def:cvg_distribution} + \leanok + \lean{ProbabilityTheory.tendsto_iff_forall_tendto_inner_right} Let $X, X_1, X_2, \ldots$ be random variables in $\mathbb{R}^d$. Then $X_n \xrightarrow{d} X$ iff for every $a \in \mathbb{R}^d$, $\langle a, X_n \rangle \xrightarrow{d} \langle a, X \rangle$. \end{theorem} From f769fb26214cb967a1c2936876b5cf6cd2ec42a2 Mon Sep 17 00:00:00 2001 From: Komyyy Date: Sun, 11 Jan 2026 23:26:59 +0900 Subject: [PATCH 2/2] chore: sort `lean_decls --- blueprint/lean_decls | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/blueprint/lean_decls b/blueprint/lean_decls index 751115b..d45b33b 100644 --- a/blueprint/lean_decls +++ b/blueprint/lean_decls @@ -42,5 +42,5 @@ taylor_isLittleO ProbabilityTheory.iIndepFun_iff_map_fun_eq_pi_map taylor_charFun tendsto_pow_exp_of_isLittleO -ProbabilityTheory.tendsto_iff_forall_tendto_inner_right -ProbabilityTheory.central_limit \ No newline at end of file +ProbabilityTheory.central_limit +ProbabilityTheory.tendsto_iff_forall_tendto_inner_right \ No newline at end of file