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Finite independent sampling and vertex exception tails

Lax342547.FiniteSampling · concepts/Lax342547/FiniteSampling.lean · lax-342547

proven

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    Natural Language Statement

    Lemma

    Finite product weights form a probability law. Cylinder events factor over sample positions, and a subset union bound gives the binomial estimate for too many positions in a raw vertex exception.

    Concept map
    13 concepts
    100%
    Proven claimDefinitionThis conceptRelated conceptA → B: B builds on ADescendants are omitted for concepts with more than 10 descendants.
    Evidence

    This concept declares 6 statements. Each proof establishes one of them relative to its assumptions.

    5 exceptional_positions_bound proven

    Lean source view on GitHub

    1import Lax342547.ContainerLaws
    2import Mathlib.Algebra.BigOperators.Ring.Finset
    3
    4/-!
    5---
    6title: Finite independent sampling and vertex exception tails
    7type: lemma
    8---
    9Finite product weights form a probability law. Cylinder events factor over sample positions, and a subset union bound gives the binomial estimate for too many positions in a raw vertex exception.
    10-/
    11
    12namespace Lax342547.FiniteSampling
    13
    14open Lax342547.RelativeEntropy Lax342547.RetainedImages
    15open scoped BigOperators
    16
    17noncomputable def productLaw {ι Ω : Type} [Fintype ι] (μ : ι → Ω → ℝ) (sample : ι → Ω) : ℝ :=
    18 ∏ i, μ i (sample i)
    19
    20axiom product_probability {ι Ω : Type} [Fintype ι] [Fintype Ω] [DecidableEq ι]
    21 (μ : ι → Ω → ℝ) (hμ : ∀ i, Probability (μ i)) : Probability (productLaw μ)
    22
    23axiom cylinder_probability {ι Ω : Type} [Fintype ι] [Fintype Ω] [DecidableEq ι]
    24 (μ : ι → Ω → ℝ) (A : ι → Ω → Prop) :
    25 cellMass (productLaw μ) (fun sample => ∀ i, A i (sample i)) = ∏ i, cellMass (μ i) (A i)
    26
    27axiom coordinate_set_probability {ι Ω : Type} [Fintype ι] [Fintype Ω] [DecidableEq ι]
    28 (μ : Ω → ℝ) (T : Finset ι) (S : Ω → Prop) (hμ : Probability μ) :
    29 cellMass (productLaw (fun _ : ι => μ)) (fun sample => ∀ i ∈ T, S (sample i)) =
    30 (cellMass μ S)^T.card
    31
    32axiom cell_mass_mono {Ω : Type} [Fintype Ω]
    33 (ρ : Ω → ℝ) (S T : Ω → Prop) (hρ : ∀ x, 0 ≤ ρ x) (hST : ∀ x, S x → T x) :
    34 cellMass ρ S ≤ cellMass ρ T
    35
    36axiom cell_mass_union_bound {Ω J : Type} [Fintype Ω]
    37 (ρ : Ω → ℝ) (A : J → Ω → Prop) (T : Finset J) (hρ : ∀ x, 0 ≤ ρ x) :
    38 cellMass ρ (fun x => ∃ j ∈ T, A j x) ≤ ∑ j ∈ T, cellMass ρ (A j)
    39
    40axiom exceptional_positions_bound {ι Ω : Type} [Fintype ι] [Fintype Ω] [DecidableEq ι]
    41 (μ : Ω → ℝ) (S : Ω → Prop) (k : ℕ) (hμ : Probability μ) : by
    42 classical
    43 exact cellMass (productLaw (fun _ : ι => μ))
    44 (fun sample => k ≤ (Finset.univ.filter (fun i => S (sample i))).card) ≤
    45 (Fintype.card ι).choose k*(cellMass μ S)^k
    46
    47end Lax342547.FiniteSampling
    48
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