Poisson piece laws and independent superposition space
DefinitionKLSModular_LevyStochCalc_Poisson_PoissonSuperpositionVendored from the LevyStochCalc library (https://github.com/cgarryZA/LevyStochCalc), commit 984dbf0b790031eac05d56fe5a84b65e15e1e932. PieceSpace ๐ง is ULift โ ร (โ โ ๐ง), containing a Poisson count and a sequence of marks. pieceLaw r ฯ is the product of the pushforward of Poisson(r) to ULift โ and the infinite product of the mark measure ; if is a probability measure, this is a probability measure. For a countable index type , superLaw r ฯ is the infinite product of these independent piece laws, and is again a probability measure when every is.
Original module imports
import LevyStochCalc.Poisson.PoissonSplitting
import LevyStochCalc.Probability.IndepGrouping
import Mathlib.Probability.Independence.CharacteristicFunction
Original declaration excerpt
Shown in the original module context.
abbrev PieceSpace (๐ง : Type u) : Type u := ULift.{u} โ ร (โ โ ๐ง)
Module navigation
Direct project imports: LevyStochCalc/Poisson/PoissonSplitting, LevyStochCalc/Probability/IndepGrouping.
Project result: The KLS conjecture.
Original module ยท LevyStochCalc.Poisson.PoissonSuperposition ยท Frozen source 408915f.
import Definitions.Def_KLSModular_LevyStochCalc_Poisson_PoissonSplitting
import Definitions.Def_KLSModular_LevyStochCalc_Probability_IndepGrouping
import Mathlib.Probability.Independence.CharacteristicFunction
/-
Copyright (c) 2026 Christian Garry. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Christian Garry
-/
-- Vendored from https://github.com/cgarryZA/LevyStochCalc at commit 984dbf0b790031eac05d56fe5a84b65e15e1e932 (upstream path LevyStochCalc/Poisson/PoissonSuperposition.lean; Apache-2.0; provenance in formalization/vendor/vendor-lock.json of the KLS repository)
open MeasureTheory ProbabilityTheory Complex Filter Function Topology
open scoped NNReal ENNReal
namespace LevyStochCalc
namespace Poisson
universe u
section Piece
variable {๐ง : Type u} [MeasurableSpace ๐ง]
/-- The coordinates of one Poisson piece: a count and a sequence of marks. -/
abbrev PieceSpace (๐ง : Type u) : Type u := ULift.{u} โ ร (โ โ ๐ง)
/-- The law of one piece: a Poisson count independent of a sequence of iid marks. -/
noncomputable def pieceLaw (r : โโฅ0) (ฯ : Measure ๐ง) : Measure (PieceSpace ๐ง) :=
(Po(r).map ULift.up).prod (Measure.infinitePi fun _ : โ => ฯ)
instance (r : โโฅ0) (ฯ : Measure ๐ง) [IsProbabilityMeasure ฯ] :
IsProbabilityMeasure (pieceLaw r ฯ) := by
haveI : IsProbabilityMeasure (Po(r).map ULift.up) :=
Measure.isProbabilityMeasure_map measurable_up.aemeasurable
unfold pieceLaw
infer_instance
variable {ฮน : Type*} (r : ฮน โ โโฅ0) (ฯ : ฮน โ Measure ๐ง) [โ p, IsProbabilityMeasure (ฯ p)]
/-- The law of the superposition sample space: independent pieces. -/
noncomputable def superLaw : Measure (ฮน โ PieceSpace ๐ง) :=
Measure.infinitePi fun p => pieceLaw (r p) (ฯ p)
instance : IsProbabilityMeasure (superLaw r ฯ) := by
unfold superLaw
infer_instance
variable {r ฯ}
variable (r ฯ)
variable {r ฯ}
variable (r ฯ)
variable [Countable ฮน]
end Piece
end Poisson
end LevyStochCalc