test module
Tests.FellerSemigroup
1 named declarations scanned from Tests/FellerSemigroup.lean.
Declarations
theorem AutoSamplingTheory.Tests.FellerSemigroup.identityFellerContract Compiled Not mapped
- The identity transition kernel is the basic Feller semigroup.
theorem identityFellerContract :
FellerTransitionKernelContract
(fun _ : ℝ≥0 => (Kernel.id : Kernel E E)) where
isMarkov := by
intro t
infer_instance
initial := rfl
chapmanKolmogorov := by
intro s t
simp
mapsContinuous := by
intro t f
have hfun :
(fun x => ∫ y, f y ∂(Kernel.id : Kernel E E) x) =
fun x => f x := by
funext x
rw [Kernel.id_apply]
exact integral_dirac' f x f.continuous.stronglyMeasurable
rw [hfun]
exact f.continuous
example {K : ℝ≥0 → Kernel E E}
(hK : FellerTransitionKernelContract K) (t : ℝ≥0)
(f : E →ᵇ ℝ) (x : E) :
fellerOperator hK t f x = ∫ y, f y ∂K t x :=
fellerOperator_apply hK t f x
example {K : ℝ≥0 → Kernel E E}
(hK : FellerTransitionKernelContract K) (t : ℝ≥0)
(f : E →ᵇ ℝ) :
‖fellerOperator hK t f‖ ≤ ‖f‖ :=
norm_fellerOperator_apply_le hK t f
example {K : ℝ≥0 → Kernel E E}
(hK : FellerTransitionKernelContract K) (t : ℝ≥0)
(f : E →ᵇ ℝ) (x : E) :
(fellerOperator hK t f x) ^ 2 ≤
fellerOperator hK t (f * f) x :=
sq_fellerOperator_apply_le hK t f x
example {K : ℝ≥0 → Kernel E E}
(hK : FellerTransitionKernelContract K) :
fellerOperator hK 0 = ContinuousLinearMap.id ℝ (E →ᵇ ℝ) :=
fellerOperator_zero hK
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Tests/FellerSemigroup.lean:17published source at 77184245109a
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