Specialized Cauchy-Schwarz for expectations #790
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Note that PR #516 has changed a bit and that it may be worth rebasing. |
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Rebased, let's discuss the use of Lspaces |
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Co-authored-by: Takafumi Saikawa <[email protected]> Co-authored-by: Alessandro Bruni <[email protected]>
- markov, chebyshev
Co-authored-by: Pierre Roux <[email protected]>
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Co-authored-by: Takafumi Saikawa <[email protected]>
work on Hoelder's inequality expeS, fin_numX (math-comp#829) \bar R canonicals for tblattice Co-authored-by: Quentin Vermande <[email protected]> Co-authored-by: Alessandro Bruni <[email protected]> Co-authored-by: Takafumi Saikawa <[email protected]> Co-authored-by: Reynald Affeldt <[email protected]> add lemma power12_sqrt fix and strengthen eq_bigmax and eq_bigmin (math-comp#863) Itv (math-comp#869) * Add itv.v Taking inspiration on signed.v, replacing sign by intervals. * Add interval multiplication * Add hints to automatically solve _ <= 1 goals * Test to see if usable as a replacement for prob * use notation from mathcomp_extra.v * changelog and rm redundant code * prefix duplicated identifiers --------- Co-authored-by: Reynald Affeldt <[email protected]> complete changelog fubini for s-finite measures (math-comp#877) fixes, cleaning powere_pos lemmas fixed `powere_pos` definition more lemmas for `powere_pos` progress in fixing hoelder wip powere_pos lemmas cleanup up wip wip
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Motivation for this change
Define covariance and present cauchy_schwarz
mul_RV and related lemmas are required but part of a separate pull request.
Things done/to do
Automatic note to reviewers
Read this Checklist and put a milestone if possible.