Average over a finset #
This file defines Finset.expect, the average (aka expectation) of a function over a finset.
Notation #
𝔼 i ∈ s, f iis notation forFinset.expect s f. It is the expectation off iwhereiranges over the finite sets(either aFinsetor aSetwith aFintypeinstance).𝔼 x, f xis notation forFinset.expect Finset.univ f. It is the expectation off iwhereiranges over the finite domain off.𝔼 i ∈ s with p i, f iis notation forFinset.expect (Finset.filter p s) f. This is referred to asexpectWithin lemma names.𝔼 (i ∈ s) (j ∈ t), f i jis notation forFinset.expect (s ×ˢ t) (fun ⟨i, j⟩ ↦ f i j).
Equations
- «term_/ℚ_» = Lean.ParserDescr.trailingNode `term_/ℚ_ 1022 0 (Lean.ParserDescr.binary `andthen (Lean.ParserDescr.symbol " /ℚ ") (Lean.ParserDescr.cat `term 0))
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Average of a function over a finset. If the finset is empty, this is equal to zero.
Equations
- Finset.expect s f = (↑s.card)⁻¹ • Finset.sum s f
Instances For
𝔼 i ∈ s, f iis notation forFinset.expect s f. It is the expectation off iwhereiranges over the finite sets(either aFinsetor aSetwith aFintypeinstance).𝔼 x, f xis notation forFinset.expect Finset.univ f. It is the expectation off iwhereiranges over the finite domain off.𝔼 i ∈ s with p i, f iis notation forFinset.expect (Finset.filter p s) f.𝔼 (i ∈ s) (j ∈ t), f i jis notation forFinset.expect (s ×ˢ t) (fun ⟨i, j⟩ ↦ f i j).
These support destructuring, for example 𝔼 ⟨i, j⟩ ∈ s ×ˢ t, f i j.
Notation: "𝔼" bigOpBinders* ("with" term)? "," term
Equations
- One or more equations did not get rendered due to their size.
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Delaborator for Finset.expect. The pp.piBinderTypes option controls whether
to show the domain type when the expect is over Finset.univ.
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- One or more equations did not get rendered due to their size.
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See also Finset.expect_boole.
Finset.expect_equiv is a specialization of Finset.expect_bij that automatically fills in
most arguments.
Equations
- Finset.balance f = f - Function.const ι (Finset.expect Finset.univ fun (y : ι) => f y)
Instances For
Order #
This is a (beta-reduced) version of the standard lemma Finset.expect_le_expect,
convenient for the gcongr tactic.
If m is a subadditive function (m (x + y) ≤ m x + m y, f 1 = 1), and f i,
i ∈ s, is a finite family of elements, then m (𝔼 i in s, f i) ≤ 𝔼 i in s, m (f i).
Fintype.expect_bijective is a variant of Finset.expect_bij that accepts
Function.Bijective.
See Function.Bijective.expect_comp for a version without h.
Fintype.expect_equiv is a specialization of Finset.expect_bij that automatically fills in
most arguments.
See Equiv.expect_comp for a version without h.
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯