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feat(probability/notations): fix some notations, add a new one (#13828)
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sgouezel committed Apr 30, 2022
1 parent 9141960 commit 1c3ab8c
Showing 1 changed file with 9 additions and 6 deletions.
15 changes: 9 additions & 6 deletions src/probability/notation.lean
Expand Up @@ -21,8 +21,7 @@ We note that the notation `∂P/∂Q` applies to three different cases, namely,
`measure_theory.measure.rn_deriv`, `measure_theory.signed_measure.rn_deriv` and
`measure_theory.complex_measure.rn_deriv`.
TODO: define the notation `ℙ s` for the probability of a set `s`, and decide whether it should be a
value in `ℝ`, `ℝ≥0` or `ℝ≥0∞`.
- `ℙ` is a notation for `volume` on a measured space.
-/

open measure_theory
Expand All @@ -33,16 +32,20 @@ open measure_theory
-- one ensures that `m` stays visible in the goal view: when `hm` is complicated, it gets rendered
-- as `_` and the measurable space would not be visible in `𝔼[f|_]`, but is clear in `𝔼[f|m,_]`.
localized "notation `𝔼[` X `|` hm `]` :=
measure_theory.condexp _ hm measure_theory.measure.volume X" in probability_theory
measure_theory.condexp _ hm measure_theory.measure_space.volume X" in probability_theory
localized "notation `𝔼[` X `|` m `,` hm `]` :=
measure_theory.condexp m hm measure_theory.measure.volume X" in probability_theory
measure_theory.condexp m hm measure_theory.measure_space.volume X" in probability_theory

localized "notation P `[` X `]` := ∫ x, X x ∂P" in probability_theory

localized "notation `𝔼[` X `]` := ∫ a, X a" in probability_theory

localized "notation X `=ₐₛ`:50 Y:50 := X =ᵐ[measure_theory.measure.volume] Y" in probability_theory
localized "notation X `=ₐₛ`:50 Y:50 := X =ᵐ[measure_theory.measure_space.volume] Y"
in probability_theory

localized "notation X `≤ₐₛ`:50 Y:50 := X ≤ᵐ[measure_theory.measure.volume] Y" in probability_theory
localized "notation X `≤ₐₛ`:50 Y:50 := X ≤ᵐ[measure_theory.measure_space.volume] Y"
in probability_theory

localized "notation `∂` P `/∂`:50 Q:50 := P.rn_deriv Q" in probability_theory

localized "notation `ℙ` := measure_theory.measure_space.volume" in probability_theory

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