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Add real-power moments of gamma distributions - #42543

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Add real-power moments of gamma distributions#42543
lluiseriksson wants to merge 1 commit into
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lluiseriksson:agent/gamma-distribution-moments-v431

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This adds the real-power moment formula for the gamma distribution with shape
a and rate r:

∫ x, x ^ q ∂gammaMeasure a r = r ^ (-q) * Gamma (a + q) / Gamma a

The assumptions 0 < a, 0 < r, and 0 < a + q cover positive, zero, and
integrable negative moments in one statement. The proof unfolds the density,
reduces the integral to Ioi 0, and applies the existing gamma-integral lemma.

Testing:

  • kernel-checked with Lean 4.31.0 at the branch base;
  • #print axioms reports only propext, Classical.choice, and Quot.sound;
  • git diff --check passes.

The upstream master toolchain changed to Lean 4.33.0-rc2 after this branch
base. This is deliberately opened as a draft so CI/rebase can expose any API
adjustment required by the new toolchain.

@github-actions github-actions Bot added the new-contributor This PR was made by a contributor with at most 5 merged PRs. Welcome to the community! label Aug 7, 2026
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github-actions Bot commented Aug 7, 2026

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Welcome new contributor!

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@github-actions github-actions Bot added the t-measure-probability Measure theory / Probability theory label Aug 7, 2026
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PR summary 37b4502afb

Import changes for modified files

No significant changes to the import graph

Import changes for all files
Files Import difference

Declarations diff (regex)

+ integral_rpow_gammaMeasure

You can run this locally as follows
## from your `mathlib4` directory:
git clone https://github.com/leanprover-community/mathlib-ci.git ../mathlib-ci

## summary with just the declaration names:
../mathlib-ci/scripts/pr_summary/declarations_diff.sh <optional_commit>

## more verbose report:
../mathlib-ci/scripts/pr_summary/declarations_diff.sh long <optional_commit>

The doc-module for scripts/pr_summary/declarations_diff.sh in the mathlib-ci repository contains some details about this script.

Declarations diff (Lean -- pending)

Computed after the build finishes.


No changes to strong technical debt.

No changes to weak technical debt.

Current commit 37b4502afb
Reference commit fabf563a7c

This script lives in the mathlib-ci repository. To run it locally, from your mathlib4 directory:

git clone https://github.com/leanprover-community/mathlib-ci.git ../mathlib-ci
../mathlib-ci/scripts/reporting/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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