BanditRLlib
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Lean module · Probability layer

BanditRLProof.ConcentrationTailIntegration

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BanditRLProof.Algorithms.MOSSOptimism

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theorem BanditRLProof.Concentration.integral_positive_tail_le_two_sqrt Compiled

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Used in these reading views: Bandit Book · Reinforcement Learning Book · Online Learning Book

2. Probability, kernels, filtrations, and concentration

Canonical node identitydeclaration:BanditRLProof.Concentration.integral_positive_tail_le_two_sqrt

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theorem integral_positive_tail_le_two_sqrt (f : ℝ → ℝ) (hf : Measurable f) (hn : ∀ t, 0 ≤ f t) (h1 : ∀ t, f t ≤ 1) (c : ℝ) (hc : 0 < c) (ht : ∀ t, 0 < t → f t ≤ c/t^2) : ∫ t in Ioi 0, f t ≤ 2*sqrt c