Monotone couplings and stochastic domination
Stat Mech
DefinitionSet of coordinatewise ordered configuration pairs#✓fully proved
The set of ordered pairs (ω, ω') of configurations with ω ≤ ω' coordinatewise.
def orderSet (E : Type*) : Set (ConfigSpace E × ConfigSpace E) := {p | p.1 ≤ p.2}
abbrev ConfigSpace (E : Type*) : Type _ := E → Bool
MathlibExt/Probability/Configuration/ConfigSpace.lean:40
Uses 1 · Used by 6
StructureMonotone coupling of two measures#✓fully proved
κ is a monotone coupling of μ and ν: a measure on pairs of configurations with first
marginal μ, second marginal ν, and no mass off the ordered pairs ω ≤ ω'.
structure MonotoneCoupling (μ ν : Measure (ConfigSpace E))
(κ : Measure (ConfigSpace E × ConfigSpace E)) : Prop where
/-- The first marginal of `κ` is `μ`. -/
fst_eq : κ.fst = μ
/-- The second marginal of `κ` is `ν`. -/
snd_eq : κ.snd = ν
/-- `κ` is concentrated on the ordered pairs. -/
supported : κ (orderSet E)ᶜ = 0
abbrev ConfigSpace (E : Type*) : Type _ := E → Bool
MathlibExt/Probability/Configuration/ConfigSpace.lean:40
def orderSet (E : Type*) : Set (ConfigSpace E × ConfigSpace E) := {p | p.1 ≤ p.2}
MathlibExt/Probability/StochasticOrder/Strassen.lean:46
Uses 2 · Used by 8
Monotone Coupling
TheoremMarginals of a coupling have equal total mass#✓fully proved
The two marginals of a coupling have the same total mass.
theorem total_mass_eq (h : MonotoneCoupling μ ν κ) : μ Set.univ = ν Set.univ
structure MonotoneCoupling (μ ν : Measure (ConfigSpace E))
(κ : Measure (ConfigSpace E × ConfigSpace E)) : Prop where
/-- The first marginal of `κ` is `μ`. -/
fst_eq : κ.fst = μ
/-- The second marginal of `κ` is `ν`. -/
snd_eq : κ.snd = ν
/-- `κ` is concentrated on the ordered pairs. -/
supported : κ (orderSet E)ᶜ = 0
MathlibExt/Probability/StochasticOrder/Strassen.lean:50
Uses 2
TheoremStrassen's theorem, easy direction#✓fully proved
A finite monotone coupling of μ and ν shows μ ≼ ν: the easy direction of Strassen's
theorem.
theorem stochasticallyDominated (h : MonotoneCoupling μ ν κ)
[IsFiniteMeasure κ] : μ ≼ ν
structure MonotoneCoupling (μ ν : Measure (ConfigSpace E))
(κ : Measure (ConfigSpace E × ConfigSpace E)) : Prop where
/-- The first marginal of `κ` is `μ`. -/
fst_eq : κ.fst = μ
/-- The second marginal of `κ` is `ν`. -/
snd_eq : κ.snd = ν
/-- `κ` is concentrated on the ordered pairs. -/
supported : κ (orderSet E)ᶜ = 0
MathlibExt/Probability/StochasticOrder/Strassen.lean:50
Uses 5 · Used by 1
Stat Mech
TheoremExistence of a monotone coupling implies stochastic domination#✓fully proved
If a finite monotone coupling of μ and ν exists, then μ ≼ ν.
theorem stochasticallyDominated_of_exists_monotoneCoupling
{μ ν : Measure (ConfigSpace E)}
(h : ∃ κ : Measure (ConfigSpace E × ConfigSpace E),
IsFiniteMeasure κ ∧ MonotoneCoupling μ ν κ) :
μ ≼ ν
abbrev ConfigSpace (E : Type*) : Type _ := E → Bool
MathlibExt/Probability/Configuration/ConfigSpace.lean:40
structure MonotoneCoupling (μ ν : Measure (ConfigSpace E))
(κ : Measure (ConfigSpace E × ConfigSpace E)) : Prop where
/-- The first marginal of `κ` is `μ`. -/
fst_eq : κ.fst = μ
/-- The second marginal of `κ` is `ν`. -/
snd_eq : κ.snd = ν
/-- `κ` is concentrated on the ordered pairs. -/
supported : κ (orderSet E)ᶜ = 0
MathlibExt/Probability/StochasticOrder/Strassen.lean:50
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