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Specialized Cauchy-Schwarz for expectations #790

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hoheinzollern
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Motivation for this change

Define covariance and present cauchy_schwarz

mul_RV and related lemmas are required but part of a separate pull request.

Things done/to do
  • complete cauchy_schwarz definitions and lemmas
Automatic note to reviewers

Read this Checklist and put a milestone if possible.

@affeldt-aist affeldt-aist marked this pull request as draft November 22, 2022 12:22
@affeldt-aist affeldt-aist force-pushed the probability branch 3 times, most recently from 24c7df5 to fe8ea73 Compare January 16, 2023 22:31
@affeldt-aist affeldt-aist force-pushed the probability branch 4 times, most recently from f1471c2 to 5479f28 Compare January 26, 2023 17:54
@affeldt-aist
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Note that PR #516 has changed a bit and that it may be worth rebasing.

@hoheinzollern
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Rebased, let's discuss the use of Lspaces

@hoheinzollern hoheinzollern mentioned this pull request Feb 9, 2023
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This was referenced Mar 10, 2023
@hoheinzollern hoheinzollern force-pushed the cauchy_schwarz branch 2 times, most recently from 62e7c86 to 7cf84a4 Compare March 17, 2023 01:05
@hoheinzollern hoheinzollern mentioned this pull request Mar 17, 2023
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@hoheinzollern hoheinzollern changed the title Cauchy schwarz Specialized Cauchy-Schwarz for expectations Mar 22, 2023
@hoheinzollern hoheinzollern force-pushed the cauchy_schwarz branch 3 times, most recently from ec59785 to 3e1d155 Compare March 25, 2023 21:07
@affeldt-aist affeldt-aist mentioned this pull request Mar 28, 2023
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Co-authored-by: Takafumi Saikawa <[email protected]>
Co-authored-by: Alessandro Bruni <[email protected]>
affeldt-aist and others added 8 commits April 13, 2023 12:07
Co-authored-by: Takafumi Saikawa <[email protected]>
work on Hoelder's inequality

expeS, fin_numX (math-comp#829)
\bar R canonicals for tblattice

Co-authored-by: Quentin Vermande <[email protected]>

Co-authored-by: Alessandro Bruni <[email protected]>
Co-authored-by: Takafumi Saikawa <[email protected]>
Co-authored-by: Reynald Affeldt <[email protected]>

add lemma power12_sqrt

fix and strengthen eq_bigmax and eq_bigmin (math-comp#863)

Itv (math-comp#869)

* Add itv.v

Taking inspiration on signed.v, replacing sign by intervals.

* Add interval multiplication

* Add hints to automatically solve _ <= 1 goals

* Test to see if usable as a replacement for prob

* use notation from mathcomp_extra.v

* changelog and rm redundant code

* prefix duplicated identifiers

---------

Co-authored-by: Reynald Affeldt <[email protected]>

complete changelog

fubini for s-finite measures (math-comp#877)

fixes, cleaning

powere_pos lemmas

fixed `powere_pos` definition
more lemmas for `powere_pos`
progress in fixing hoelder

wip

powere_pos lemmas

cleanup

up

wip

wip
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2 participants