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We prove that two stochastic processes $(X_s)_{s \in S}$ and $(Y_t)_{t \in T}$ are independent if for all $s_1, ..., s_p \in S$ and $t_1, ..., t_q \in T$ the two families $(X_{s_1}, ..., X_{s_p})$ and $(Y_{t_1}, ..., Y_{t_q})$ are independent. We prove an analogous condition for a family of stochastic processes.


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@EtienneC30 EtienneC30 added the t-measure-probability Measure theory / Probability theory label Oct 25, 2025
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github-actions bot commented Oct 25, 2025

PR summary dc82ad56b5

Import changes for modified files

No significant changes to the import graph

Import changes for all files
Files Import difference
Mathlib.Probability.Independence.Process (new file) 1665

Declarations diff

++ IndepFun.indepFun_process
++ iIndepFun.iIndepFun_process

You can run this locally as follows
## summary with just the declaration names:
./scripts/declarations_diff.sh <optional_commit>

## more verbose report:
./scripts/declarations_diff.sh long <optional_commit>

The doc-module for script/declarations_diff.sh contains some details about this script.


No changes to technical debt.

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./scripts/technical-debt-metrics.sh pr_summary
  • The relative value is the weighted sum of the differences with weight given by the inverse of the current value of the statistic.
  • The absolute value is the relative value divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).

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I would replace processes by process in every lemma name and in the file name, since we most often use singular for names (and it's shorter). Apart from that name change, it looks good to me!
bors d+

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mathlib-bors bot commented Oct 26, 2025

✌️ EtienneC30 can now approve this pull request. To approve and merge a pull request, simply reply with bors r+. More detailed instructions are available here.

@leanprover-community-mathlib4-bot leanprover-community-mathlib4-bot added the delegated This pull request has been delegated to the PR author (or occasionally another non-maintainer). label Oct 26, 2025
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Thanks!
bors merge

mathlib-bors bot pushed a commit that referenced this pull request Oct 26, 2025
…nt (#30878)

We prove that two stochastic processes $(X\_s)\_{s \in S}$ and $(Y\_t)\_{t \in T}$ are independent if for all $s_1, ..., s_p \in S$ and $t_1, ..., t_q \in T$ the two families $(X_{s_1}, ..., X_{s_p})$ and $(Y_{t_1}, ..., Y_{t_q})$ are independent. We prove an analogous condition for a family of stochastic processes.
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mathlib-bors bot commented Oct 26, 2025

Pull request successfully merged into master.

Build succeeded:

@mathlib-bors mathlib-bors bot changed the title feat: a sufficient condition for stochastic processes to be independent [Merged by Bors] - feat: a sufficient condition for stochastic processes to be independent Oct 26, 2025
@mathlib-bors mathlib-bors bot closed this Oct 26, 2025
BeibeiX0 pushed a commit to BeibeiX0/mathlib4 that referenced this pull request Nov 7, 2025
…nt (leanprover-community#30878)

We prove that two stochastic processes $(X\_s)\_{s \in S}$ and $(Y\_t)\_{t \in T}$ are independent if for all $s_1, ..., s_p \in S$ and $t_1, ..., t_q \in T$ the two families $(X_{s_1}, ..., X_{s_p})$ and $(Y_{t_1}, ..., Y_{t_q})$ are independent. We prove an analogous condition for a family of stochastic processes.
FormulaRabbit81 pushed a commit to FormulaRabbit81/mathlib4 that referenced this pull request Nov 8, 2025
…nt (leanprover-community#30878)

We prove that two stochastic processes $(X\_s)\_{s \in S}$ and $(Y\_t)\_{t \in T}$ are independent if for all $s_1, ..., s_p \in S$ and $t_1, ..., t_q \in T$ the two families $(X_{s_1}, ..., X_{s_p})$ and $(Y_{t_1}, ..., Y_{t_q})$ are independent. We prove an analogous condition for a family of stochastic processes.
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