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Imports
Init
Mathlib.MeasureTheory.Constructions.Pi
Mathlib.MeasureTheory.Measure.Prod
Mathlib.Probability.Distributions.Gaussian.Multivariate
Imported by
GaussianStability
.
gaussianSpace
GaussianStability
.
IsRhoCorrelated
GaussianStability
.
rhoCorrelatedGaussian
GaussianStability
.
gaussianNoiseOperator
GaussianStability
.
gaussianNoiseStability
source
noncomputable def
GaussianStability
.
gaussianSpace
(
n
:
ℕ
)
:
MeasureTheory.Measure
(
Fin
n
→
ℝ
)
Instances For
source
structure
GaussianStability
.
IsRhoCorrelated
{
Ω
:
Type
u_1}
[
MeasurableSpace
Ω
]
(
μ
:
MeasureTheory.Measure
Ω
)
(
X
Y
:
Ω
→
ℝ
)
(
ρ
:
ℝ
)
:
Prop
rho_mem :
ρ
∈
Set.Icc
(-
1
)
1
hX_meas :
Measurable
X
hY_meas :
Measurable
Y
hX_dist :
MeasureTheory.Measure.map
X
μ
=
ProbabilityTheory.gaussianReal
0
1
hY_dist :
MeasureTheory.Measure.map
Y
μ
=
ProbabilityTheory.gaussianReal
0
1
hXY_corr :
∫
(
ω
:
Ω
)
,
X
ω
*
Y
ω
∂
μ
=
ρ
Instances For
source
noncomputable def
GaussianStability
.
rhoCorrelatedGaussian
(
ρ
:
ℝ
)
:
MeasureTheory.Measure
(
ℝ
×
ℝ
)
Instances For
source
noncomputable def
GaussianStability
.
gaussianNoiseOperator
{
n
:
ℕ
}
(
ρ
:
ℝ
)
(
f
:
EuclideanSpace
ℝ
(
Fin
n
)
→
ℝ
)
(
z
:
EuclideanSpace
ℝ
(
Fin
n
)
)
:
ℝ
Instances For
source
noncomputable def
GaussianStability
.
gaussianNoiseStability
{
n
:
ℕ
}
(
ρ
:
ℝ
)
(
hρ₀
:
0
≤
ρ
)
(
hρ₁
:
ρ
≤
1
)
(
f
:
EuclideanSpace
ℝ
(
Fin
n
)
→
ℝ
)
:
ℝ
Instances For