@@ -74,20 +74,6 @@ Reserved Notation "\X_ n P" (at level 10, n, P at next level,
7474Lemma norm_expR {R : realType} : normr \o expR = (expR : R -> R).
7575Proof . by apply/funext => x /=; rewrite ger0_norm ?expR_ge0. Qed .
7676
77- Local Open Scope ereal_scope.
78- Lemma abse_prod {R : realDomainType} [I : Type ] (r : seq I) (Q : pred I) (F : I -> \bar R) :
79- `|\prod_(i <- r | Q i) F i| = (\prod_(i <- r | Q i) `|F i|).
80- Proof .
81- elim/big_ind2 : _ => //.
82- by rewrite abse1.
83- move=> x1 x2 ? ? <- <-.
84- by rewrite abseM.
85- Qed .
86- Local Close Scope ereal_scope.
87-
88- (* TODO: put back in probability.v *)
89- Notation "'M_ X t" := (mmt_gen_fun X t).
90-
9177Lemma preimage_set1 T {U : eqType} (X : T -> U) r :
9278 X @^-1` [set r] = [set i | X i == r].
9379Proof . by apply/seteqP; split => [x /eqP H//|x /eqP]. Qed .
@@ -142,34 +128,6 @@ Lemma integral_prod_meas1E {d1} {T1 : measurableType d1}
142128 (\int[m1 \x^ m2]_x f x = \int[(m1 \x m2)%E]_z f z)%E.
143129Proof . by move=> intf; rewrite -fubini1// integral12_prod_meas2. Qed .
144130
145- Section PR_to_hoelder.
146- Context d {T : measurableType d} {R : realType}.
147- Variable mu : {measure set T -> \bar R}.
148- Local Open Scope ereal_scope.
149- Implicit Types (p : \bar R) (f g : T -> \bar R) (r : R).
150-
151- Lemma Lnorm_abse f p : 'N[mu]_p[abse \o f] = 'N[mu]_p[f].
152- Proof .
153- rewrite unlock/=.
154- have -> : (abse \o (abse \o f)) = abse \o f.
155- by apply: funext => x/=; rewrite abse_id.
156- case: p => [r|//|//].
157- by under eq_integral => x _ do rewrite abse_id.
158- Qed .
159-
160- Lemma Lfun_norm (f : T -> R) :
161- f \in Lfun mu 1 -> normr \o f \in Lfun mu 1.
162- Proof .
163- move=> /andP[].
164- rewrite !inE/= => mf finf; apply/andP; split.
165- by rewrite inE/=; exact: measurableT_comp.
166- rewrite inE/=/finite_norm.
167- under [X in 'N[_]__[X]]eq_fun => x do rewrite -abse_EFin.
168- by rewrite Lnorm_abse.
169- Qed .
170-
171- End PR_to_hoelder.
172-
173131Section PR_to_hoelder.
174132Context d (T : measurableType d) (R : realType).
175133Variable mu : {finite_measure set T -> \bar R}.
@@ -637,26 +595,6 @@ Section properties_of_independence.
637595Context d (T : measurableType d) (R : realType) (P : probability T R).
638596Local Open Scope ereal_scope.
639597
640- (* TODO: delete? *)
641- Lemma boundedM U (f g : U -> R) (A : set U) :
642- [bounded f x | x in A] ->
643- [bounded g x | x in A] ->
644- [bounded (f x * g x)%R | x in A].
645- Proof .
646- move=> bF bG.
647- rewrite/bounded_near.
648- case: bF => M1 [M1real M1f].
649- case: bG => M2 [M2real M2g].
650- near=> M.
651- rewrite/globally/= => x xA.
652- rewrite normrM.
653- rewrite (@le_trans _ _ (`|M1 + 1| * `|M2 + 1|)%R)//.
654- rewrite ler_pM//.
655- by rewrite M1f// (lt_le_trans _ (ler_norm _))// ltrDl.
656- by rewrite M2g// (lt_le_trans _ (ler_norm _))// ltrDl.
657- Unshelve. all: by end_near.
658- Qed .
659-
660598Lemma expectation_ipro_prod n (X : n.-tuple {RV P >-> R}) :
661599 [set` X] `<=` Lfun P 1 ->
662600 'E_(\X_n P)[ \prod_(i < n) Tnth X i] = \prod_(i < n) 'E_P[ (tnth X i) ].
@@ -718,10 +656,12 @@ under eq_fun.
718656have /Lfun1_integrable/integrableP/=[mXi iXi] := lfunX _ (mem_tnth ord0 X).
719657have ? : \int[\X_n P]_x0 (\prod_(i < n) tnth X (lift ord0 i) (tnth x0 i))%:E < +oo.
720658 under eq_integral => x _.
721- rewrite [X in X%:E](_ : _ = \prod_(i < n) tnth (behead_tuple X) i (tnth x i))%R; last first.
659+ rewrite [X in X%:E](_ : _ =
660+ \prod_(i < n) tnth (behead_tuple X) i (tnth x i))%R; last first.
722661 by apply: eq_bigr => i _; rewrite (tuple_eta X) tnthS -tuple_eta.
723662 over.
724- rewrite /= -(_ : 'E_(\X_n P)[\prod_(i < n) Tnth (behead_tuple X) i]%R = \int[\X_n P]_x _); last first.
663+ rewrite /= -(_ : 'E_(\X_n P)[\prod_(i < n) Tnth (behead_tuple X) i]%R
664+ = \int[\X_n P]_x _); last first.
725665 rewrite unlock.
726666 apply: eq_integral => /=x _.
727667 by rewrite /Tnth fct_prodE.
@@ -736,7 +676,7 @@ have ? : measurable_fun [set: n.-tuple T]
736676 apply: measurableT_comp => //.
737677 exact: measurable_tnth.
738678rewrite /=.
739- have ? : \int[\X_n P]_x `|\prod_(i < n) tnth X (lift ord0 i) (tnth x i)|%:E < +oo.
679+ have ? : \int[\X_n P]_x `|\prod_(i < n) tnth X (lift ord0 i) (tnth x i)|%:E < +oo.
740680 move: h2 => /Lfun1_integrable/integrableP[?].
741681 apply: le_lt_trans.
742682 rewrite le_eqVlt; apply/orP; left; apply/eqP.
@@ -775,7 +715,8 @@ rewrite /= integralZr//; last exact/Lfun1_integrable/lfunX/mem_tnth.
775715rewrite fineK; last first.
776716 rewrite fin_num_abs. apply/abse_integralP => //.
777717 exact/measurable_EFinP.
778- rewrite [X in _ * X](_ : _ = 'E_(\X_n P)[\prod_(i < n) Tnth (behead X) i])%R; last first.
718+ rewrite [X in _ * X](_ : _ =
719+ 'E_(\X_n P)[\prod_(i < n) Tnth (behead X) i])%R; last first.
779720 rewrite [in RHS]unlock /Tnth.
780721 apply: eq_integral => x _.
781722 rewrite fct_prodE; congr (_%:E).
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