Documentation

MIPRE.Background.Repetition.CommutingRepetition.Prelim.FiniteProb

structure CommutingRepetition.FiniteEventLaw (Ω : Type u_1) [Fintype Ω] :
Type u_1
  • weight : Ω
  • weight_nonneg (ω : Ω) : 0 self.weight ω
  • weight_sum : ω : Ω, self.weight ω = 1
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      theorem CommutingRepetition.FiniteEventLaw.eventMass_mono {Ω : Type u_1} [Fintype Ω] (law : FiniteEventLaw Ω) {s t : Finset Ω} (h : st) :
      law.eventMass s law.eventMass t
      def CommutingRepetition.FiniteEventLaw.winEvent {Ω : Type u_1} {ι : Type u_2} [Fintype Ω] [Fintype ι] (wins : ιΩBool) (D : Finset ι) :
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        theorem CommutingRepetition.FiniteEventLaw.winEvent_empty {Ω : Type u_1} {ι : Type u_2} [Fintype Ω] [Fintype ι] (wins : ιΩBool) :
        theorem CommutingRepetition.FiniteEventLaw.winEvent_antitone {Ω : Type u_1} {ι : Type u_2} [Fintype Ω] [Fintype ι] (wins : ιΩBool) {D E : Finset ι} (h : DE) :
        winEvent wins EwinEvent wins D
        theorem CommutingRepetition.FiniteEventLaw.allWinMass_le_partial {Ω : Type u_1} {ι : Type u_2} [Fintype Ω] [Fintype ι] (law : FiniteEventLaw Ω) (wins : ιΩBool) (D : Finset ι) :
        def CommutingRepetition.FiniteEventLaw.failureMass {Ω : Type u_1} {ι : Type u_2} [Fintype Ω] [Fintype ι] [DecidableEq ι] (law : FiniteEventLaw Ω) (wins : ιΩBool) (D : Finset ι) (i : ι) :
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          theorem CommutingRepetition.FiniteEventLaw.exists_greedy_stopping {ι : Type u_2} [Fintype ι] [DecidableEq ι] (mass : Finset ι) {θ η : } {T : } (_hθ : 0 < θ) (_hη : 0 < η) (hη_one : η 1) (hT : T Fintype.card ι) (hempty : mass = 1) (hfloor : ∀ (D : Finset ι), θ mass D) (h_terminal : (1 - η) ^ T < θ) :
          ∃ (D : Finset ι), D.card < T θ mass D iFinset.univ \ D, (mass D - mass (insert i D)) < (Finset.univ \ D).card * (η * mass D)
          theorem CommutingRepetition.FiniteEventLaw.exists_conditioned_win_set {Ω : Type u_1} {ι : Type u_2} [Fintype Ω] [Fintype ι] [DecidableEq ι] (law : FiniteEventLaw Ω) (wins : ιΩBool) {θ η : } {T : } ( : 0 < θ) ( : 0 < η) (hη_one : η 1) (hT : T Fintype.card ι) (hwin : θ law.eventMass (winEvent wins Finset.univ)) (h_terminal : (1 - η) ^ T < θ) :
          ∃ (D : Finset ι), D.card < T θ law.eventMass (winEvent wins D) iFinset.univ \ D, law.failureMass wins D i < (Finset.univ \ D).card * (η * law.eventMass (winEvent wins D))