diff --git a/probability/cdf.v b/probability/cdf.v index 0a42eb39595fd1fb84a3a16676dd64b567beb23a..c922f3ecd30a0de3d46ba39d87bec10e4416e9e4 100644 --- a/probability/cdf.v +++ b/probability/cdf.v @@ -10,6 +10,8 @@ Local Open Scope nat_scope. Definition cdf {Ω} {μ : measure Ω} (X : nrvar μ) (x : nat) := â„™<μ>{[ X ⟨<=⟩ x ]}. Notation "'ð”½<' μ '>{[' X ']}(' x ')'" := (@cdf _ μ X x) (at level 10, format "ð”½< μ >{[ X ]}( x )") : probability_scope. +Notation "'ð”½<' μ '>{[' X ']}'" := (@cdf _ μ X ) + (at level 10, format "ð”½< μ >{[ X ]}") : probability_scope. (* --------------------------------- Lemmas --------------------------------- *) Lemma cdf_nonnegative : diff --git a/probability/dominance_relation.v b/probability/dominance_relation.v index 0586b2bbeca2373e40b36ab950e8621605f8fe72..24391b46f3405fd38c0ffb86953cf235b218c481 100644 --- a/probability/dominance_relation.v +++ b/probability/dominance_relation.v @@ -13,12 +13,35 @@ Notation "X ⪯ Y" := (dominates X Y) (at level 55) : probability_scope. (* -------------------------------- Instances -------------------------------- *) (** * Instances *) + +(** ** [nat -> R] vs [nat -> R] *) +(** Given two functions [f] and [g], we say that [f ⪯ g] iff the graph + of [f] is always _above_ the [g]'s graph. That is, [∀ x, f(x) ≥ + g(x)]. *) +Definition le_func (f g : nat -> R) := + forall n, f n >= g n. + +Instance dominance_func : DominanceRelation (nat -> R) (nat -> R) := + { dominates := le_func }. + +Lemma func_dom_refl : + forall (f : nat -> R), f ⪯ f. +Proof. by intros * ?; apply Rge_refl. Qed. + +Lemma func_dom_trans : + forall (f g h : nat -> R), + f ⪯ g -> g ⪯ h -> f ⪯ h. +Proof. + by intros * LE1 LE2 n; eapply Rge_trans with (r2 := g n). +Qed. + + (** ** [nrvar] vs [nrvar] *) (** Given two random variables [X] and [Y], we say that [X ⪯ Y] iff [X]'s CDF is always _above_ [Y]'s CDF. That is, [∀ n, ð”½[X](n) ≥ ð”½[Y](n)]. *) Definition le_nrvar {XΩ YΩ} {μX : measure XΩ} {μY : measure YΩ} (X : nrvar μX) (Y : nrvar μY) := - forall n, ð”½<μX>{[ X ]}(n) >= ð”½<μY>{[ Y ]}(n). + ð”½<μX>{[ X ]} ⪯ ð”½<μY>{[ Y ]}. Instance dominance_nrvar : forall {ΩX ΩY} {μX : measure ΩX} {μY : measure ΩY}, @@ -45,7 +68,7 @@ Qed. [f : ℠→ [0,1]], we say that [X ⪯ f] iff [X]'s CDF is always _above_ [f]. That is, [∀ x, ð”½[X](x) ≥ f x]. *) Definition le_nrvar_func {Ω} {μ : measure Ω} (X : nrvar μ) (f : nat -> R) := - forall x, ð”½<μ>{[ X ]}(x) >= f x. + ð”½<μ>{[ X ]} ⪯ f. Instance dominance_nrvar_funct : forall {Ω} {μ : measure Ω}, DominanceRelation (nrvar μ) (nat -> R) := @@ -57,10 +80,14 @@ Instance nat_etimervar_pred_ltop : forall {Ω} {μ : measure Ω}, LtOp nat (rvar μ [eqType of etime]) (pred Ω) := { lt_op t X := fun ω => exceeds (X ω) t }. +Definition le_etime_rvar {XΩ YΩ} {μX : measure XΩ} {μY : measure YΩ} + (X : rvar μX [eqType of etime]) (Y : rvar μY [eqType of etime]) := + forall (t : nat), â„™<μX>{[ t ⟨<⟩ X ]} <= â„™<μY>{[ t ⟨<⟩ Y ]}. + Instance dominance_etime_rvar : forall {ΩX ΩY} {μX : measure ΩX} {μY : measure ΩY}, DominanceRelation (rvar μX [eqType of etime]) (rvar μY [eqType of etime]) := - { dominates X Y := forall (t : nat), â„™<μX>{[ t ⟨<⟩ X ]} <= â„™<μY>{[ t ⟨<⟩ Y ]} }. + { dominates := le_etime_rvar }. Lemma etime_dom_refl : ∀ {Ω} {μ : measure Ω} (X : rvar μ [eqType of etime]), @@ -73,25 +100,3 @@ Lemma etime_dom_trans : forall {ZΩ} {μZ : measure ZΩ} (Z : rvar μZ [eqType of etime]), X ⪯ Y → Y ⪯ Z → X ⪯ Z. Proof. by intros * NEQ1 NEQ2 t; specialize (NEQ1 t); specialize (NEQ2 t); nra. Qed. - - -(** ** [nat -> R] vs [nat -> R] *) -(** Given two functions [f] and [g], we say that [f ⪯ g] iff the graph - of [f] is always _above_ the [g]'s graph. That is, [∀ x, f(x) ≥ - g(x)]. *) -Definition le_n2r (f g : nat -> R) := - forall x, f x >= g x. - -Instance dominance_n2r : DominanceRelation (nat -> R) (nat -> R) := - { dominates := le_n2r }. - -Lemma n2r_dom_refl : - forall (f : nat -> R), f ⪯ f. -Proof. by intros * ?; apply Rge_refl. Qed. - -Lemma n2r_dom_trans : - forall (f g h : nat -> R), - f ⪯ g -> g ⪯ h -> f ⪯ h. -Proof. - by intros * LE1 LE2 x; eapply Rge_trans with (r2 := g(x)). -Qed.