History log of /seL4-l4v-master/l4v/isabelle/src/HOL/Probability/Probability_Measure.thy
Revision Date Author Comments
# ed7a971e 05-Jan-2019 wenzelm <none@none>

isabelle update -u control_cartouches;


# a7ccdf43 10-Jan-2018 nipkow <none@none>

ran isabelle update_op on all sources


# 17bc899d 18-Aug-2017 wenzelm <none@none>

session-qualified theory imports: isabelle imports -U -i -d '~~/src/Benchmarks' -a;


# 593ff4b4 17-Oct-2016 nipkow <none@none>

setprod -> prod


# 351cc2e6 17-Oct-2016 nipkow <none@none>

setsum -> sum


# fad39d02 30-Sep-2016 hoelzl <none@none>

HOL-Probability: more about probability, prepare for Markov processes in the AFP

--HG--
extra : rebase_source : f90e6cf5c47f7a2604d0eeacaf0181f3cfe64a14


# 78a9e4a8 16-Sep-2016 hoelzl <none@none>

move Henstock-Kurzweil integration after Lebesgue_Measure; replace content by abbreviation measure lborel

--HG--
extra : rebase_source : 0321297c249a436ca0371010a76a1a026dd33222


# 53d65c13 08-Aug-2016 hoelzl <none@none>

rename HOL-Multivariate_Analysis to HOL-Analysis.

--HG--
rename : src/HOL/Multivariate_Analysis/Multivariate_Analysis.thy => src/HOL/Analysis/Analysis.thy
rename : src/HOL/Multivariate_Analysis/Binary_Product_Measure.thy => src/HOL/Analysis/Binary_Product_Measure.thy
rename : src/HOL/Multivariate_Analysis/Bochner_Integration.thy => src/HOL/Analysis/Bochner_Integration.thy
rename : src/HOL/Multivariate_Analysis/Borel_Space.thy => src/HOL/Analysis/Borel_Space.thy
rename : src/HOL/Multivariate_Analysis/Bounded_Continuous_Function.thy => src/HOL/Analysis/Bounded_Continuous_Function.thy
rename : src/HOL/Multivariate_Analysis/Bounded_Linear_Function.thy => src/HOL/Analysis/Bounded_Linear_Function.thy
rename : src/HOL/Multivariate_Analysis/Brouwer_Fixpoint.thy => src/HOL/Analysis/Brouwer_Fixpoint.thy
rename : src/HOL/Multivariate_Analysis/Caratheodory.thy => src/HOL/Analysis/Caratheodory.thy
rename : src/HOL/Multivariate_Analysis/Cartesian_Euclidean_Space.thy => src/HOL/Analysis/Cartesian_Euclidean_Space.thy
rename : src/HOL/Multivariate_Analysis/Cauchy_Integral_Theorem.thy => src/HOL/Analysis/Cauchy_Integral_Theorem.thy
rename : src/HOL/Multivariate_Analysis/Complete_Measure.thy => src/HOL/Analysis/Complete_Measure.thy
rename : src/HOL/Multivariate_Analysis/Complex_Analysis_Basics.thy => src/HOL/Analysis/Complex_Analysis_Basics.thy
rename : src/HOL/Multivariate_Analysis/Complex_Transcendental.thy => src/HOL/Analysis/Complex_Transcendental.thy
rename : src/HOL/Multivariate_Analysis/Conformal_Mappings.thy => src/HOL/Analysis/Conformal_Mappings.thy
rename : src/HOL/Multivariate_Analysis/Continuous_Extension.thy => src/HOL/Analysis/Continuous_Extension.thy
rename : src/HOL/Multivariate_Analysis/Convex_Euclidean_Space.thy => src/HOL/Analysis/Convex_Euclidean_Space.thy
rename : src/HOL/Multivariate_Analysis/Derivative.thy => src/HOL/Analysis/Derivative.thy
rename : src/HOL/Multivariate_Analysis/Determinants.thy => src/HOL/Analysis/Determinants.thy
rename : src/HOL/Multivariate_Analysis/Embed_Measure.thy => src/HOL/Analysis/Embed_Measure.thy
rename : src/HOL/Multivariate_Analysis/Euclidean_Space.thy => src/HOL/Analysis/Euclidean_Space.thy
rename : src/HOL/Multivariate_Analysis/Extended_Real_Limits.thy => src/HOL/Analysis/Extended_Real_Limits.thy
rename : src/HOL/Multivariate_Analysis/Fashoda_Theorem.thy => src/HOL/Analysis/Fashoda_Theorem.thy
rename : src/HOL/Multivariate_Analysis/Finite_Cartesian_Product.thy => src/HOL/Analysis/Finite_Cartesian_Product.thy
rename : src/HOL/Multivariate_Analysis/Finite_Product_Measure.thy => src/HOL/Analysis/Finite_Product_Measure.thy
rename : src/HOL/Multivariate_Analysis/Gamma_Function.thy => src/HOL/Analysis/Gamma_Function.thy
rename : src/HOL/Multivariate_Analysis/Generalised_Binomial_Theorem.thy => src/HOL/Analysis/Generalised_Binomial_Theorem.thy
rename : src/HOL/Multivariate_Analysis/Harmonic_Numbers.thy => src/HOL/Analysis/Harmonic_Numbers.thy
rename : src/HOL/Multivariate_Analysis/Henstock_Kurzweil_Integration.thy => src/HOL/Analysis/Henstock_Kurzweil_Integration.thy
rename : src/HOL/Multivariate_Analysis/Homeomorphism.thy => src/HOL/Analysis/Homeomorphism.thy
rename : src/HOL/Multivariate_Analysis/Integral_Test.thy => src/HOL/Analysis/Integral_Test.thy
rename : src/HOL/Multivariate_Analysis/Interval_Integral.thy => src/HOL/Analysis/Interval_Integral.thy
rename : src/HOL/Multivariate_Analysis/L2_Norm.thy => src/HOL/Analysis/L2_Norm.thy
rename : src/HOL/Multivariate_Analysis/Lebesgue_Integral_Substitution.thy => src/HOL/Analysis/Lebesgue_Integral_Substitution.thy
rename : src/HOL/Multivariate_Analysis/Lebesgue_Measure.thy => src/HOL/Analysis/Lebesgue_Measure.thy
rename : src/HOL/Multivariate_Analysis/Linear_Algebra.thy => src/HOL/Analysis/Linear_Algebra.thy
rename : src/HOL/Multivariate_Analysis/Measurable.thy => src/HOL/Analysis/Measurable.thy
rename : src/HOL/Multivariate_Analysis/Measure_Space.thy => src/HOL/Analysis/Measure_Space.thy
rename : src/HOL/Multivariate_Analysis/Nonnegative_Lebesgue_Integration.thy => src/HOL/Analysis/Nonnegative_Lebesgue_Integration.thy
rename : src/HOL/Multivariate_Analysis/Norm_Arith.thy => src/HOL/Analysis/Norm_Arith.thy
rename : src/HOL/Multivariate_Analysis/Operator_Norm.thy => src/HOL/Analysis/Operator_Norm.thy
rename : src/HOL/Multivariate_Analysis/Ordered_Euclidean_Space.thy => src/HOL/Analysis/Ordered_Euclidean_Space.thy
rename : src/HOL/Multivariate_Analysis/Path_Connected.thy => src/HOL/Analysis/Path_Connected.thy
rename : src/HOL/Multivariate_Analysis/Poly_Roots.thy => src/HOL/Analysis/Poly_Roots.thy
rename : src/HOL/Multivariate_Analysis/Polytope.thy => src/HOL/Analysis/Polytope.thy
rename : src/HOL/Multivariate_Analysis/Radon_Nikodym.thy => src/HOL/Analysis/Radon_Nikodym.thy
rename : src/HOL/Multivariate_Analysis/Regularity.thy => src/HOL/Analysis/Regularity.thy
rename : src/HOL/Multivariate_Analysis/Set_Integral.thy => src/HOL/Analysis/Set_Integral.thy
rename : src/HOL/Multivariate_Analysis/Sigma_Algebra.thy => src/HOL/Analysis/Sigma_Algebra.thy
rename : src/HOL/Multivariate_Analysis/Summation_Tests.thy => src/HOL/Analysis/Summation_Tests.thy
rename : src/HOL/Multivariate_Analysis/Topology_Euclidean_Space.thy => src/HOL/Analysis/Topology_Euclidean_Space.thy
rename : src/HOL/Multivariate_Analysis/Uniform_Limit.thy => src/HOL/Analysis/Uniform_Limit.thy
rename : src/HOL/Multivariate_Analysis/Weierstrass_Theorems.thy => src/HOL/Analysis/Weierstrass_Theorems.thy
rename : src/HOL/Multivariate_Analysis/document/root.tex => src/HOL/Analysis/document/root.tex
rename : src/HOL/Multivariate_Analysis/ex/Approximations.thy => src/HOL/Analysis/ex/Approximations.thy
rename : src/HOL/Multivariate_Analysis/measurable.ML => src/HOL/Analysis/measurable.ML
rename : src/HOL/Multivariate_Analysis/normarith.ML => src/HOL/Analysis/normarith.ML


# 9e5f909f 05-Aug-2016 hoelzl <none@none>

move measure theory from HOL-Probability to HOL-Multivariate_Analysis

--HG--
rename : src/HOL/Probability/Binary_Product_Measure.thy => src/HOL/Multivariate_Analysis/Binary_Product_Measure.thy
rename : src/HOL/Probability/Bochner_Integration.thy => src/HOL/Multivariate_Analysis/Bochner_Integration.thy
rename : src/HOL/Probability/Borel_Space.thy => src/HOL/Multivariate_Analysis/Borel_Space.thy
rename : src/HOL/Probability/Caratheodory.thy => src/HOL/Multivariate_Analysis/Caratheodory.thy
rename : src/HOL/Probability/Complete_Measure.thy => src/HOL/Multivariate_Analysis/Complete_Measure.thy
rename : src/HOL/Probability/Embed_Measure.thy => src/HOL/Multivariate_Analysis/Embed_Measure.thy
rename : src/HOL/Probability/Finite_Product_Measure.thy => src/HOL/Multivariate_Analysis/Finite_Product_Measure.thy
rename : src/HOL/Probability/Interval_Integral.thy => src/HOL/Multivariate_Analysis/Interval_Integral.thy
rename : src/HOL/Probability/Lebesgue_Integral_Substitution.thy => src/HOL/Multivariate_Analysis/Lebesgue_Integral_Substitution.thy
rename : src/HOL/Probability/Lebesgue_Measure.thy => src/HOL/Multivariate_Analysis/Lebesgue_Measure.thy
rename : src/HOL/Probability/Measurable.thy => src/HOL/Multivariate_Analysis/Measurable.thy
rename : src/HOL/Probability/Measure_Space.thy => src/HOL/Multivariate_Analysis/Measure_Space.thy
rename : src/HOL/Probability/Nonnegative_Lebesgue_Integration.thy => src/HOL/Multivariate_Analysis/Nonnegative_Lebesgue_Integration.thy
rename : src/HOL/Probability/Radon_Nikodym.thy => src/HOL/Multivariate_Analysis/Radon_Nikodym.thy
rename : src/HOL/Probability/Regularity.thy => src/HOL/Multivariate_Analysis/Regularity.thy
rename : src/HOL/Probability/Set_Integral.thy => src/HOL/Multivariate_Analysis/Set_Integral.thy
rename : src/HOL/Probability/Sigma_Algebra.thy => src/HOL/Multivariate_Analysis/Sigma_Algebra.thy
rename : src/HOL/Probability/measurable.ML => src/HOL/Multivariate_Analysis/measurable.ML
extra : rebase_source : 30ab39c42165c1c5622833cf256065cbfff030f9


# 94ba250a 17-May-2016 eberlm <none@none>

Moved material from AFP/Randomised_Social_Choice to distribution


# a2bc0021 25-Apr-2016 wenzelm <none@none>

eliminated old 'def';
tuned comments;


# 79d3be54 14-Apr-2016 hoelzl <none@none>

Probability: move emeasure and nn_integral from ereal to ennreal

--HG--
extra : rebase_source : 5f2ac8a84abb43927a58086db8bbe10e190b2e77


# 35f7dccd 23-Feb-2016 nipkow <none@none>

more canonical names


# 6688eecc 17-Feb-2016 haftmann <none@none>

prefer abbreviations for compound operators INFIMUM and SUPREMUM


# 5ad25152 05-Jan-2016 hoelzl <none@none>

add the proof of the central limit theorem

--HG--
extra : rebase_source : 493d99e28392771c51f4102a11b90533880e289f
extra : amend_source : 3fb7b7c607104e57a2c3ba7f733dd570eb42fa3b


# 474064bd 09-Dec-2015 paulson <lp15@cam.ac.uk>

sorted out eventually_mono


# 8e83c9d2 07-Dec-2015 wenzelm <none@none>

isabelle update_cartouches -c -t;


# be9ace2b 09-Nov-2015 wenzelm <none@none>

qualifier is mandatory by default;


# 7fd06540 04-Nov-2015 ballarin <none@none>

Qualifiers in locale expressions default to mandatory regardless of the command.


# 18551fee 13-Oct-2015 haftmann <none@none>

prod_case as canonical name for product type eliminator


# 23d5df30 07-Oct-2015 hoelzl <none@none>

cleanup projective limit of probability distributions; proved Ionescu-Tulcea; used it to prove infinite prob. distribution

--HG--
extra : rebase_source : cffce7b3e322f3c274d9117a0dfdd311d4ba66a1


# 5012105f 13-Sep-2015 wenzelm <none@none>

tuned proofs -- less legacy;


# 4930226f 06-Sep-2015 haftmann <none@none>

prefer "uncurry" as canonical name for case distinction on products in combinatorial view


# 0ed8f303 22-Jan-2015 Andreas Lochbihler <none@none>

generalise lemma


# 6c7ab2bf 22-Jan-2015 hoelzl <none@none>

import general thms from Density_Compiler

--HG--
extra : rebase_source : 48a3b47f755d8099564008b93076eae81453a674


# 071e4dc0 14-Jan-2015 Andreas Lochbihler <none@none>

allow line breaks in probability syntax


# fa19e9d0 13-Jan-2015 hoelzl <none@none>

measurability prover: removed app splitting, replaced by more powerful destruction rules


# ff53cb2b 13-Nov-2014 hoelzl <none@none>

import general theorems from AFP/Markov_Models


# f8e9ab7b 02-Nov-2014 wenzelm <none@none>

modernized header;


# eef0bf84 22-Oct-2014 Andreas Lochbihler <none@none>

add print translation for probability notation \<P>


# 6c0336e5 30-Jun-2014 hoelzl <none@none>

import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure

--HG--
extra : rebase_source : 03b2468f7b324b9d8add229ae59776b447283141


# bf4e83d3 28-Jun-2014 haftmann <none@none>

fact consolidation


# 58c27ade 17-Jun-2014 hoelzl <none@none>

moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin

--HG--
extra : rebase_source : cd4a9d91f2d415deaa6fd3411b5402ef770d74d2


# 33db321f 12-Jun-2014 hoelzl <none@none>

properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)

--HG--
extra : rebase_source : b821e7a52658fa32f598433901729ddc5fc949dd


# 18c12fa6 20-May-2014 hoelzl <none@none>

add various lemmas


# f281533d 19-May-2014 hoelzl <none@none>

renamed positive_integral to nn_integral

--HG--
extra : rebase_source : e7a432bee0942b6330cadfd1eb5da8e326238e06


# ab027a86 19-May-2014 hoelzl <none@none>

fixed document generation for HOL-Probability


# 1a8832ef 18-May-2014 hoelzl <none@none>

introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces

--HG--
rename : src/HOL/Probability/Lebesgue_Integration.thy => src/HOL/Probability/Nonnegative_Lebesgue_Integration.thy


# 4f5ebd94 16-Mar-2014 haftmann <none@none>

normalising simp rules for compound operators


# e808a13b 12-Nov-2013 hoelzl <none@none>

measure of a countable union


# 06329277 13-Aug-2013 wenzelm <none@none>

standardized symbols via "isabelle update_sub_sup", excluding src/Pure and src/Tools/WWW_Find;


# 619117b4 10-Apr-2013 hoelzl <none@none>

generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector


# f983e67a 22-Mar-2013 hoelzl <none@none>

introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it


# 1cbdc003 07-Dec-2012 hoelzl <none@none>

add exponential and uniform distributions


# ba5f9f86 27-Nov-2012 immler <none@none>

qualified interpretation of sigma_algebra, to avoid name clashes

--HG--
extra : rebase_source : aaeab4e40463c23ef5a5a07ee360db0335376105


# 22db1436 16-Nov-2012 hoelzl <none@none>

move theorems to be more generally useable

--HG--
extra : rebase_source : c1c0d1f5576f4d469d1b4618663774e2f297a214


# 4adc9523 16-Nov-2012 hoelzl <none@none>

rules for AE and prob


# fde36cfd 02-Nov-2012 hoelzl <none@none>

use measurability prover


# e7b50b43 02-Nov-2012 hoelzl <none@none>

add measurability prover; add support for Borel sets


# 8e603759 02-Nov-2012 hoelzl <none@none>

add syntax and a.e.-rules for (conditional) probability on predicates


# bc86b8cc 09-Oct-2012 hoelzl <none@none>

joint distribution of independent variables


# 2cfd7071 09-Oct-2012 hoelzl <none@none>

show and use distributed_swap and distributed_jointI


# 78bc643f 09-Oct-2012 hoelzl <none@none>

continuous version of entropy_le


# 60c88875 09-Oct-2012 hoelzl <none@none>

generalize from prob_space to finite_measure


# 73a18021 09-Oct-2012 hoelzl <none@none>

tuned product measurability


# 11c87ed0 22-Apr-2012 hoelzl <none@none>

reworked Probability theory

--HG--
extra : rebase_source : 04bef352ab6c7feafcf64ecca49fecffac43bb41


# 95291102 13-Mar-2012 wenzelm <none@none>

prefer abs_def over def_raw;


# a3193ed0 13-Mar-2012 wenzelm <none@none>

tuned proofs -- eliminated pointless chaining of facts after 'interpret';


# 33cd0191 28-Feb-2012 wenzelm <none@none>

avoid undeclared variables in let bindings;
tuned proofs;


# efc317e6 20-Dec-2011 noschinl <none@none>

add simp rules for enat and ereal


# f083f9a4 07-Dec-2011 hoelzl <none@none>

remove unnecessary sublocale instantiations in HOL-Probability (for clarity and speedup); remove Infinite_Product_Measure.product_prob_space which was a duplicate of Probability_Measure.product_prob_space


# d5c9d81f 01-Dec-2011 hoelzl <none@none>

moved theorems about distribution to the definition; removed oopsed-lemma


# 4150e14d 01-Dec-2011 hoelzl <none@none>

rename finite_prob_space.setsum_distribution, it collides with prob_space.setsum_distribution


# ad9e459c 11-Sep-2011 nipkow <none@none>

new fastforce replacing fastsimp - less confusing name


# 7f546ab9 19-Jul-2011 hoelzl <none@none>

Rename extreal => ereal

--HG--
rename : src/HOL/Library/Extended_Reals.thy => src/HOL/Library/Extended_Real.thy


# 1fdf7774 04-Jul-2011 hoelzl <none@none>

the borel probability measure is easier to handle with {0 ..< 1} (coverable by disjoint intervals {_ ..< _})


# 78fb9bbf 27-Jun-2011 hoelzl <none@none>

move conditional expectation to its own theory file


# 04d61436 09-Jun-2011 hoelzl <none@none>

lemma: independence is equal to mutual information = 0


# 33bd0504 09-Jun-2011 hoelzl <none@none>

jensens inequality


# 2e23b219 26-May-2011 hoelzl <none@none>

integral strong monotone; finite subadditivity for measure


# 3b282378 26-May-2011 hoelzl <none@none>

add lemma indep_distribution_eq_measure


# 1efdcfb6 26-May-2011 hoelzl <none@none>

add lemma indep_sets_collect_sigma


# e7dc5e83 23-May-2011 hoelzl <none@none>

move lemmas to Extended_Reals and Extended_Real_Limits


# 1134420c 20-May-2011 hoelzl <none@none>

Add restricted borel measure to {0 .. 1}


# 295e9a5e 20-May-2011 hoelzl <none@none>

add lemma prob_finite_product


# 9eaed9c4 19-May-2011 hoelzl <none@none>

add Bernoulli space


# 45663afe 19-May-2011 hoelzl <none@none>

add product of probability spaces with finite cardinality


# 120e9718 19-May-2011 hoelzl <none@none>

remove double sum_over_space_real_distribution


# 41efd578 01-Apr-2011 hoelzl <none@none>

remove unnecessary prob_preserving


# 9e0c4c87 01-Apr-2011 hoelzl <none@none>

add prob_space_vimage


# de7c70f0 29-Mar-2011 hoelzl <none@none>

rename Probability_Space to Probability_Measure

--HG--
rename : src/HOL/Probability/Probability_Space.thy => src/HOL/Probability/Probability_Measure.thy