Strassen's theorem for configurations on a finite set
Transport
DefinitionDown-set of a partial order#✓fully proved
D is a down-set of P: x ≤ y and y ∈ D imply x ∈ D.
def IsDown (D : Finset P) : Prop := ∀ x y, x ≤ y → y ∈ D → x ∈ D
Used by 2
AbbreviationOrdered pairs of a partial order#✓fully proved
The ordered pairs (x, y) with x ≤ y; couplings supported on the order are vectors indexed
by OrderPairs P.
abbrev OrderPairs (P : Type*) [PartialOrder P] := {p : P × P // p.1 ≤ p.2}
Used by 2
TheoremStrassen's theorem#✓fully proved
Strassen's theorem on a finite poset P, for nonnegative vectors: if μ and ν have
equal total mass and ν(D) ≤ μ(D) for every down-set D, there is a nonnegative c on the
ordered pairs x ≤ y with first marginal μ and second marginal ν. This is the ordered-pair
vector form of
MathlibExt.Probability.StrassenCouplingWanted.forall_isUpperSet_sum_le_iff_exists_coupling.
theorem exists_coupling_vec (μ ν : P → ℝ)
(hμpos : ∀ x, 0 ≤ μ x) (hνpos : ∀ x, 0 ≤ ν x)
(hTOT : ∑ x, μ x = ∑ x, ν x)
(hDOM : ∀ D : Finset P, IsDown D → ∑ x ∈ D, ν x ≤ ∑ x ∈ D, μ x) :
∃ c : OrderPairs P → ℝ, (∀ q, 0 ≤ c q) ∧
(∀ x, (∑ q : OrderPairs P, if (q : P × P).1 = x then c q else 0) = μ x) ∧
(∀ y, (∑ q : OrderPairs P, if (q : P × P).2 = y then c q else 0) = ν y)
def IsDown (D : Finset P) : Prop := ∀ x y, x ≤ y → y ∈ D → x ∈ D
MathlibExt/Probability/StochasticOrder/StrassenFinite.lean:59
abbrev OrderPairs (P : Type*) [PartialOrder P] := {p : P × P // p.1 ≤ p.2}
MathlibExt/Probability/StochasticOrder/StrassenFinite.lean:63
Uses 4 · Used by 1
Stat Mech
DefinitionMeasure on ordered pairs from a mass vector#✓fully proved
The measure on pairs of configurations that puts mass c q on each ordered pair q.
noncomputable def kappaOfVec
(c : {p : ConfigSpace E × ConfigSpace E // p.1 ≤ p.2} → ℝ) :
Measure (ConfigSpace E × ConfigSpace E) :=
∑ q : {p : ConfigSpace E × ConfigSpace E // p.1 ≤ p.2},
(ENNReal.ofReal (c q)) • Measure.dirac (q : ConfigSpace E × ConfigSpace E)
abbrev ConfigSpace (E : Type*) : Type _ := E → Bool
MathlibExt/Probability/Configuration/ConfigSpace.lean:40
Uses 1 · Used by 1
TheoremStrassen's theorem#✓fully proved
Strassen's theorem for configurations on a finite set: if μ ≼ ν are probability
measures on ConfigSpace E, there is a finite monotone coupling of μ and ν
(V. Strassen, The existence of probability measures with given marginals, 1965). The converse
is StatMech.MonotoneCoupling.stochasticallyDominated.
theorem exists_monotoneCoupling_of_stochasticallyDominated
[Finite E] (μ ν : Measure (ConfigSpace E)) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν]
(hdom : μ ≼ ν) :
∃ κ : Measure (ConfigSpace E × ConfigSpace E),
IsFiniteMeasure κ ∧ MonotoneCoupling μ ν κ
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
Uses 10 · Used by 4
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