11/-
22Copyright (c) 2023 Yaël Dillies, Bhavik Mehta. All rights reserved.
3- Released under Apache 2.0 license as described ∈ the file LICENSE.
3+ Released under Apache 2.0 license as described in the file LICENSE.
44Authors: Yaël Dillies, Bhavik Mehta
55-/
66import Mathlib.Data.Nat.Choose.Multinomial
@@ -28,7 +28,7 @@ can be obtained from this specific one by nesting of Lp norms.
2828-/
2929
3030open Finset Fintype Function Nat MeasureTheory ProbabilityTheory Real
31- open scoped NNReal
31+ open scoped NNReal ENNReal
3232
3333variable {ι Ω E : Type *} {A : Finset ι} {m n : ℕ} [MeasurableSpace Ω] {μ : Measure Ω}
3434 [IsFiniteMeasure μ] [mE : MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E]
@@ -42,16 +42,16 @@ noncomputable def marcinkiewiczZygmundSymmConst (p : ℝ≥0) : ℝ := (p / 2) ^
4242
4343/-- The **Marcinkiewicz-Zygmund inequality** for symmetric random variables, with a slightly better
4444constant than `marcinkiewicz_zygmund`. -/
45- theorem marcinkiewicz_zygmund_symmetric
46- (iIndepFun_X : iIndepFun X μ)
45+ theorem marcinkiewicz_zygmund_symmetric (iIndepFun_X : iIndepFun X μ)
4746 (identDistrib_neg_X : ∀ i, IdentDistrib (X i) (-X i) μ μ)
48- (MemLp_X : ∀ i ∈ A, MemLp (X i) (2 * m) μ) :
47+ (memLp_X : ∀ i ∈ A, MemLp (X i) (2 * m) μ) :
4948 ∫ ω, ‖∑ i ∈ A, X i ω‖ ^ (2 * m) ∂μ ≤
5049 marcinkiewiczZygmundSymmConst (2 * m) * ∫ ω, (∑ i ∈ A, ‖X i ω‖ ^ 2 ) ^ m ∂μ := by
5150 have : DecidableEq ι := Classical.decEq _
5251 -- Turn the `L^p` assumption on the `X i` into various integrability conditions.
5352 have integrable_prod_norm_X I (hI : I ∈ A ×ˢ A ^^ m) :
54- Integrable (fun ω ↦ ∏ k, ‖X (I k).1 ω‖ * ‖X (I k).2 ω‖) μ := sorry
53+ Integrable (fun ω ↦ ∏ k, ‖X (I k).1 ω‖ * ‖X (I k).2 ω‖) μ := by
54+ sorry
5555 have integrable_prod_inner_X I (hI : I ∈ A ×ˢ A ^^ m) :
5656 Integrable (fun ω ↦ ∏ k, inner ℝ (X (I k).1 ω) (X (I k).2 ω)) μ := sorry
5757 -- Call a family of indices `i₁, ..., iₙ, j₁, ..., jₙ` *even* if each `i ∈ A` appears an even
@@ -85,7 +85,7 @@ theorem marcinkiewicz_zygmund_symmetric
8585 · simpa [Y, hji] using .refl (identDistrib_neg_X _).aemeasurable_fst
8686 -- To show that `𝔼 ∏ k, ⟨X iₖ, X jₖ⟩ = 0`, we will show
8787 -- `𝔼 ∏ k, ⟨X iₖ, X jₖ⟩ = 𝔼 ∏ k, ⟨Y iₖ, Y jₖ⟩ = -𝔼 ∏ k, ⟨X iₖ, X jₖ⟩`.
88- rw [← neg_eq_self ℝ , ← integral_neg, eq_comm]
88+ rw [← neg_eq_self, ← integral_neg, eq_comm]
8989 calc
9090 -- `𝔼 ∏ k, ⟨X iₖ, X jₖ⟩ = 𝔼 ∏ k, ⟨Y iₖ, Y jₖ⟩` because `𝔼 ∏ k, ⟨X iₖ, X jₖ⟩` and
9191 -- `∏ k, ⟨Y iₖ, Y jₖ⟩` are identically distributed.
@@ -168,10 +168,9 @@ noncomputable def marcinkiewiczZygmundConst (p : ℝ≥0) : ℝ :=
168168/-- The **Marcinkiewicz-Zygmund inequality** for random variables with zero mean.
169169
170170For symmetric random variables, `marcinkiewicz_zygmund` provides a slightly better constant. -/
171- theorem marcinkiewicz_zygmund
172- (iIndepFun_X : iIndepFun X μ)
171+ theorem marcinkiewicz_zygmund (iIndepFun_X : iIndepFun X μ)
173172 (integral_X : ∀ i, ∫ ω, X i ω ∂μ = 0 )
174- (MemLp_X : ∀ i ∈ A, MemLp (X i) (2 * m) μ) :
173+ (memLp_X : ∀ i ∈ A, MemLp (X i) (2 * m) μ) :
175174 ∫ ω, ‖∑ i ∈ A, X i ω‖ ^ (2 * m) ∂μ ≤
176175 marcinkiewiczZygmundConst (2 * m) * ∫ ω, (∑ i ∈ A, ‖X i ω‖ ^ 2 ) ^ m ∂μ := by
177176 let X₁ i : Ω × Ω → E := X i ∘ Prod.fst
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