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Diff — Central limit theorem

Revision #3341 → #3885 · back to history

modifiedLyapunov CLT02c1d31e2d6f
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noteVerified: no `Lyapunov`-named declaration in Mathlib and no Lyapunov CLT.Verified: loogle finds no `Lyapunov`-named declaration in Mathlib and no Lyapunov CLT.
modifiedLyapunov implies Lindeberg048e79bb5b82
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noteNeither the Lyapunov nor the Lindeberg condition is defined in Mathlib.Neither the Lyapunov nor the Lindeberg condition is defined in Mathlib (loogle finds no such declarations).
modifiedLindeberg condition709fe4ba5121
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noteVerified: no declaration containing `Lindeberg` in Mathlib.Verified: loogle finds no declaration containing `Lindeberg` in Mathlib.
modifiedBerry–Esseen type bound for multivariate CLT4fa6b3b85b61
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noteVerified: no `BerryEsseen`/`Berry_Esseen` declaration in Mathlib.Verified: no `BerryEsseen` declaration in Mathlib.
modifiedCramér–Wold theoremf6162240a4da
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noteVerified: no `CramerWold`/`Cramer_Wold` declaration in Mathlib.Verified: no `CramerWold` declaration in Mathlib.
modifiedLaw of the iterated logarithmb7cf937424f2
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noteVerified: no `IteratedLog` or `iteratedLogarithm` declaration in Mathlib.Verified: no `iteratedLog` declaration in Mathlib.
modifiedMultiplicative CLT (Gibrat's law)223932743036
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noteVerified: no log-normal distribution or multiplicative CLT in Mathlib.Verified: no `logNormal` distribution or multiplicative CLT in Mathlib.
modifiedAlmost sure convergence44a79d66a563
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noteAlmost-sure convergence is `∀ᵐ x ∂μ, Tendsto (fun n => X n x) atTop (𝓝 L)` using the `MeasureTheory.ae μ` filter (module corrected from `MeasurableSpace.Basic`).Almost-sure convergence is `∀ᵐ x ∂μ, Tendsto (fun n => X n x) atTop (𝓝 L)` using the `MeasureTheory.ae μ` filter.
modifiedTotal variation distance of measures7540447518a1
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mathlib.match_kindpartialspecial_case
noteVerified: `SignedMeasure.totalVariation` gives the TV of a signed measure (corrected module path from `SignedHahn`); usable to compare log-concave marginals with the Gaussian.Verified: `SignedMeasure.totalVariation` gives the TV of a signed measure; usable to compare log-concave marginals with the Gaussian.
modifiedHaar measure on the orthogonal groupb3fd5eb76914
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mathlib.match_kindpartialgeneralization
noteMathlib has Haar measure on locally compact groups; the specific normalized Haar measure on O(n,ℝ) is an instance.Mathlib has Haar measure on locally compact groups; the specific normalized Haar measure on O(n,ℝ) is an instance not stated separately.
statusformalizedpartial
addedGlivenko–Cantelli theoremf455b156ad3b
addedCauchy distributionad5e52db1e9c
addedWeak law of large numbers08bb63f4cbc7
addedSample mean72f1136c78ed