probability.martingale.centering | Mathlib porting status

Changes since the initial port

The following section lists changes to this file in mathlib3 and mathlib4 that occured after the initial port. Most recent changes are shown first. Hovering over a commit will show all commits associated with the same mathlib3 commit.

Changes in mathlib3

bea6c853

(last sync)

Changes in mathlib3port

mathlib3

mathlib3port

f2ad3645

bump to nightly-2024-03-17-08

mathlib commit https://github.com/leanprover-community/mathlib/commit/65a1391a0106c9204fe45bc73a039f056558cb83

22f01ce4

Diff

@@ -190,7 +190,7 @@ theorem martingalePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ → 
         (hf.integrable n).add <| hgint n)
   refine' (eventually_eq_iff_sub.2 _).symm
   filter_upwards [hhmgle.eq_zero_of_predictable hhpred n] with ω hω
-  rw [hhdef, Pi.sub_apply] at hω 
+  rw [hhdef, Pi.sub_apply] at hω
   rw [hω, Pi.sub_apply, martingale_part]
   simp [hg0]
 #align measure_theory.martingale_part_add_ae_eq MeasureTheory.martingalePart_add_ae_eq

f2ad3645

bump to nightly-2023-09-24-06

mathlib commit https://github.com/leanprover-community/mathlib/commit/ce64cd319bb6b3e82f31c2d38e79080d377be451

5655435f

Diff

@@ -3,7 +3,7 @@ Copyright (c) 2022 Rémy Degenne. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Rémy Degenne
 -/
-import Mathbin.Probability.Martingale.Basic
+import Probability.Martingale.Basic
 
 #align_import probability.martingale.centering from "leanprover-community/mathlib"@"f2ad3645af9effcdb587637dc28a6074edc813f9"

f2ad3645

bump to nightly-2023-07-20-09

mathlib commit https://github.com/leanprover-community/mathlib/commit/8ea5598db6caeddde6cb734aa179cc2408dbd345

9c56d0dd

Diff

@@ -2,14 +2,11 @@
 Copyright (c) 2022 Rémy Degenne. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Rémy Degenne
-
-! This file was ported from Lean 3 source module probability.martingale.centering
-! leanprover-community/mathlib commit f2ad3645af9effcdb587637dc28a6074edc813f9
-! Please do not edit these lines, except to modify the commit id
-! if you have ported upstream changes.
 -/
 import Mathbin.Probability.Martingale.Basic
 
+#align_import probability.martingale.centering from "leanprover-community/mathlib"@"f2ad3645af9effcdb587637dc28a6074edc813f9"
+
 /-!
 # Centering lemma for stochastic processes

f2ad3645

bump to nightly-2023-06-21-03

mathlib commit https://github.com/leanprover-community/mathlib/commit/f2ad3645af9effcdb587637dc28a6074edc813f9

78c41114

Diff

@@ -4,7 +4,7 @@ Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Rémy Degenne
 
 ! This file was ported from Lean 3 source module probability.martingale.centering
-! leanprover-community/mathlib commit bea6c853b6edbd15e9d0941825abd04d77933ed0
+! leanprover-community/mathlib commit f2ad3645af9effcdb587637dc28a6074edc813f9
 ! Please do not edit these lines, except to modify the commit id
 ! if you have ported upstream changes.
 -/
@@ -13,6 +13,9 @@ import Mathbin.Probability.Martingale.Basic
 /-!
 # Centering lemma for stochastic processes
 
+> THIS FILE IS SYNCHRONIZED WITH MATHLIB4.
+> Any changes to this file require a corresponding PR to mathlib4.
+
 Any `ℕ`-indexed stochastic process which is adapted and integrable can be written as the sum of a
 martingale and a predictable process. This result is also known as **Doob's decomposition theorem**.
 From a process `f`, a filtration `ℱ` and a measure `μ`, we define two processes

bea6c853

bump to nightly-2023-06-19-13

mathlib commit https://github.com/leanprover-community/mathlib/commit/2a0ce625dbb0ffbc7d1316597de0b25c1ec75303

37fc5fcb

Diff

@@ -43,40 +43,53 @@ namespace MeasureTheory
 variable {Ω E : Type _} {m0 : MeasurableSpace Ω} {μ : Measure Ω} [NormedAddCommGroup E]
   [NormedSpace ℝ E] [CompleteSpace E] {f : ℕ → Ω → E} {ℱ : Filtration ℕ m0} {n : ℕ}
 
+#print MeasureTheory.predictablePart /-
 /-- Any `ℕ`-indexed stochastic process can be written as the sum of a martingale and a predictable
 process. This is the predictable process. See `martingale_part` for the martingale. -/
 noncomputable def predictablePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
     (μ : Measure Ω := by exact MeasureTheory.MeasureSpace.volume) : ℕ → Ω → E := fun n =>
   ∑ i in Finset.range n, μ[f (i + 1) - f i|ℱ i]
 #align measure_theory.predictable_part MeasureTheory.predictablePart
+-/
 
+#print MeasureTheory.predictablePart_zero /-
 @[simp]
 theorem predictablePart_zero : predictablePart f ℱ μ 0 = 0 := by
   simp_rw [predictable_part, Finset.range_zero, Finset.sum_empty]
 #align measure_theory.predictable_part_zero MeasureTheory.predictablePart_zero
+-/
 
+#print MeasureTheory.adapted_predictablePart /-
 theorem adapted_predictablePart : Adapted ℱ fun n => predictablePart f ℱ μ (n + 1) := fun n =>
   Finset.stronglyMeasurable_sum' _ fun i hin =>
     stronglyMeasurable_condexp.mono (ℱ.mono (Finset.mem_range_succ_iff.mp hin))
 #align measure_theory.adapted_predictable_part MeasureTheory.adapted_predictablePart
+-/
 
-theorem adapted_predictable_part' : Adapted ℱ fun n => predictablePart f ℱ μ n := fun n =>
+#print MeasureTheory.adapted_predictablePart' /-
+theorem adapted_predictablePart' : Adapted ℱ fun n => predictablePart f ℱ μ n := fun n =>
   Finset.stronglyMeasurable_sum' _ fun i hin =>
     stronglyMeasurable_condexp.mono (ℱ.mono (Finset.mem_range_le hin))
-#align measure_theory.adapted_predictable_part' MeasureTheory.adapted_predictable_part'
+#align measure_theory.adapted_predictable_part' MeasureTheory.adapted_predictablePart'
+-/
 
+#print MeasureTheory.martingalePart /-
 /-- Any `ℕ`-indexed stochastic process can be written as the sum of a martingale and a predictable
 process. This is the martingale. See `predictable_part` for the predictable process. -/
 noncomputable def martingalePart {m0 : MeasurableSpace Ω} (f : ℕ → Ω → E) (ℱ : Filtration ℕ m0)
     (μ : Measure Ω := by exact MeasureTheory.MeasureSpace.volume) : ℕ → Ω → E := fun n =>
   f n - predictablePart f ℱ μ n
 #align measure_theory.martingale_part MeasureTheory.martingalePart
+-/
 
+#print MeasureTheory.martingalePart_add_predictablePart /-
 theorem martingalePart_add_predictablePart (ℱ : Filtration ℕ m0) (μ : Measure Ω) (f : ℕ → Ω → E) :
     martingalePart f ℱ μ + predictablePart f ℱ μ = f :=
   sub_add_cancel _ _
 #align measure_theory.martingale_part_add_predictable_part MeasureTheory.martingalePart_add_predictablePart
+-/
 
+#print MeasureTheory.martingalePart_eq_sum /-
 theorem martingalePart_eq_sum :
     martingalePart f ℱ μ = fun n =>
       f 0 + ∑ i in Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i|ℱ i]) :=
@@ -85,11 +98,15 @@ theorem martingalePart_eq_sum :
   ext1 n
   rw [Finset.eq_sum_range_sub f n, ← add_sub, ← Finset.sum_sub_distrib]
 #align measure_theory.martingale_part_eq_sum MeasureTheory.martingalePart_eq_sum
+-/
 
+#print MeasureTheory.adapted_martingalePart /-
 theorem adapted_martingalePart (hf : Adapted ℱ f) : Adapted ℱ (martingalePart f ℱ μ) :=
-  Adapted.sub hf adapted_predictable_part'
+  Adapted.sub hf adapted_predictablePart'
 #align measure_theory.adapted_martingale_part MeasureTheory.adapted_martingalePart
+-/
 
+#print MeasureTheory.integrable_martingalePart /-
 theorem integrable_martingalePart (hf_int : ∀ n, Integrable (f n) μ) (n : ℕ) :
     Integrable (martingalePart f ℱ μ n) μ :=
   by
@@ -98,7 +115,9 @@ theorem integrable_martingalePart (hf_int : ∀ n, Integrable (f n) μ) (n : ℕ
     (hf_int 0).add
       (integrable_finset_sum' _ fun i hi => ((hf_int _).sub (hf_int _)).sub integrable_condexp)
 #align measure_theory.integrable_martingale_part MeasureTheory.integrable_martingalePart
+-/
 
+#print MeasureTheory.martingale_martingalePart /-
 theorem martingale_martingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrable (f n) μ)
     [SigmaFiniteFiltration μ ℱ] : Martingale (martingalePart f ℱ μ) ℱ μ :=
   by
@@ -148,7 +167,9 @@ theorem martingale_martingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrab
   simp only [Finset.sum_const_zero, Pi.zero_apply]
   rfl
 #align measure_theory.martingale_martingale_part MeasureTheory.martingale_martingalePart
+-/
 
+#print MeasureTheory.martingalePart_add_ae_eq /-
 -- The following two lemmas demonstrate the essential uniqueness of the decomposition
 theorem martingalePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ → Ω → E}
     (hf : Martingale f ℱ μ) (hg : Adapted ℱ fun n => g (n + 1)) (hg0 : g 0 = 0)
@@ -173,7 +194,9 @@ theorem martingalePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ → 
   rw [hω, Pi.sub_apply, martingale_part]
   simp [hg0]
 #align measure_theory.martingale_part_add_ae_eq MeasureTheory.martingalePart_add_ae_eq
+-/
 
+#print MeasureTheory.predictablePart_add_ae_eq /-
 theorem predictablePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ → Ω → E}
     (hf : Martingale f ℱ μ) (hg : Adapted ℱ fun n => g (n + 1)) (hg0 : g 0 = 0)
     (hgint : ∀ n, Integrable (g n) μ) (n : ℕ) : predictablePart (f + g) ℱ μ n =ᵐ[μ] g n :=
@@ -184,9 +207,11 @@ theorem predictablePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ →
     rw [← Pi.add_apply, ← Pi.add_apply, ← martingale_part_add_predictable_part ℱ μ (f + g)]
   rw [Pi.add_apply, Pi.add_apply, hω]
 #align measure_theory.predictable_part_add_ae_eq MeasureTheory.predictablePart_add_ae_eq
+-/
 
 section Difference
 
+#print MeasureTheory.predictablePart_bdd_difference /-
 theorem predictablePart_bdd_difference {R : ℝ≥0} {f : ℕ → Ω → ℝ} (ℱ : Filtration ℕ m0)
     (hbdd : ∀ᵐ ω ∂μ, ∀ i, |f (i + 1) ω - f i ω| ≤ R) :
     ∀ᵐ ω ∂μ, ∀ i, |predictablePart f ℱ μ (i + 1) ω - predictablePart f ℱ μ i ω| ≤ R :=
@@ -194,7 +219,9 @@ theorem predictablePart_bdd_difference {R : ℝ≥0} {f : ℕ → Ω → ℝ} (
   simp_rw [predictable_part, Finset.sum_apply, Finset.sum_range_succ_sub_sum]
   exact ae_all_iff.2 fun i => ae_bdd_condexp_of_ae_bdd <| ae_all_iff.1 hbdd i
 #align measure_theory.predictable_part_bdd_difference MeasureTheory.predictablePart_bdd_difference
+-/
 
+#print MeasureTheory.martingalePart_bdd_difference /-
 theorem martingalePart_bdd_difference {R : ℝ≥0} {f : ℕ → Ω → ℝ} (ℱ : Filtration ℕ m0)
     (hbdd : ∀ᵐ ω ∂μ, ∀ i, |f (i + 1) ω - f i ω| ≤ R) :
     ∀ᵐ ω ∂μ, ∀ i, |martingalePart f ℱ μ (i + 1) ω - martingalePart f ℱ μ i ω| ≤ ↑(2 * R) :=
@@ -209,6 +236,7 @@ theorem martingalePart_bdd_difference {R : ℝ≥0} {f : ℕ → Ω → ℝ} (
   rw [this]
   exact (abs_sub _ _).trans (add_le_add (hω₁ i) (hω₂ i))
 #align measure_theory.martingale_part_bdd_difference MeasureTheory.martingalePart_bdd_difference
+-/
 
 end Difference

bea6c853

bump to nightly-2023-06-10-07

mathlib commit https://github.com/leanprover-community/mathlib/commit/a3e83f0fa4391c8740f7d773a7a9b74e311ae2a3

3fdc57bc

Diff

@@ -79,7 +79,7 @@ theorem martingalePart_add_predictablePart (ℱ : Filtration ℕ m0) (μ : Measu
 
 theorem martingalePart_eq_sum :
     martingalePart f ℱ μ = fun n =>
-      f 0 + ∑ i in Finset.range n, f (i + 1) - f i - μ[f (i + 1) - f i|ℱ i] :=
+      f 0 + ∑ i in Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i|ℱ i]) :=
   by
   rw [martingale_part, predictable_part]
   ext1 n
@@ -106,7 +106,7 @@ theorem martingale_martingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrab
   -- ⊢ μ[martingale_part f ℱ μ j | ℱ i] =ᵐ[μ] martingale_part f ℱ μ i
   have h_eq_sum :
     μ[martingale_part f ℱ μ j|ℱ i] =ᵐ[μ]
-      f 0 + ∑ k in Finset.range j, μ[f (k + 1) - f k|ℱ i] - μ[μ[f (k + 1) - f k|ℱ k]|ℱ i] :=
+      f 0 + ∑ k in Finset.range j, (μ[f (k + 1) - f k|ℱ i] - μ[μ[f (k + 1) - f k|ℱ k]|ℱ i]) :=
     by
     rw [martingale_part_eq_sum]
     refine' (condexp_add (hf_int 0) _).trans _
@@ -142,7 +142,7 @@ theorem martingale_martingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrab
   rw [martingale_part_eq_sum]
   refine' eventually_eq.add eventually_eq.rfl _
   rw [← Finset.sum_range_add_sum_Ico _ hij, ←
-    add_zero (∑ i in Finset.range i, f (i + 1) - f i - μ[f (i + 1) - f i|ℱ i])]
+    add_zero (∑ i in Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i|ℱ i]))]
   refine' (eventuallyEq_sum fun k hk => h_lt k (finset.mem_range.mp hk)).add _
   refine' (eventuallyEq_sum fun k hk => h_ge k (finset.mem_Ico.mp hk).1).trans _
   simp only [Finset.sum_const_zero, Pi.zero_apply]

bea6c853

bump to nightly-2023-06-04-18

mathlib commit https://github.com/leanprover-community/mathlib/commit/5f25c089cb34db4db112556f23c50d12da81b297

3fb4268b

Diff

@@ -124,7 +124,7 @@ theorem martingale_martingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrab
     intro k hk
     have : μ[μ[f (k + 1) - f k|ℱ k]|ℱ i] =ᵐ[μ] μ[f (k + 1) - f k|ℱ i] :=
       condexp_condexp_of_le (ℱ.mono hk) (ℱ.le k)
-    filter_upwards [this]with x hx
+    filter_upwards [this] with x hx
     rw [Pi.sub_apply, Pi.zero_apply, hx, sub_self]
   have h_lt :
     ∀ k,
@@ -168,7 +168,7 @@ theorem martingalePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ → 
         (hf.adapted.add <| predictable.adapted hg <| hg0.symm ▸ strongly_measurable_zero) fun n =>
         (hf.integrable n).add <| hgint n)
   refine' (eventually_eq_iff_sub.2 _).symm
-  filter_upwards [hhmgle.eq_zero_of_predictable hhpred n]with ω hω
+  filter_upwards [hhmgle.eq_zero_of_predictable hhpred n] with ω hω
   rw [hhdef, Pi.sub_apply] at hω 
   rw [hω, Pi.sub_apply, martingale_part]
   simp [hg0]
@@ -178,7 +178,7 @@ theorem predictablePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ →
     (hf : Martingale f ℱ μ) (hg : Adapted ℱ fun n => g (n + 1)) (hg0 : g 0 = 0)
     (hgint : ∀ n, Integrable (g n) μ) (n : ℕ) : predictablePart (f + g) ℱ μ n =ᵐ[μ] g n :=
   by
-  filter_upwards [martingale_part_add_ae_eq hf hg hg0 hgint n]with ω hω
+  filter_upwards [martingale_part_add_ae_eq hf hg hg0 hgint n] with ω hω
   rw [← add_right_inj (f n ω)]
   conv_rhs =>
     rw [← Pi.add_apply, ← Pi.add_apply, ← martingale_part_add_predictable_part ℱ μ (f + g)]
@@ -199,7 +199,7 @@ theorem martingalePart_bdd_difference {R : ℝ≥0} {f : ℕ → Ω → ℝ} (
     (hbdd : ∀ᵐ ω ∂μ, ∀ i, |f (i + 1) ω - f i ω| ≤ R) :
     ∀ᵐ ω ∂μ, ∀ i, |martingalePart f ℱ μ (i + 1) ω - martingalePart f ℱ μ i ω| ≤ ↑(2 * R) :=
   by
-  filter_upwards [hbdd, predictable_part_bdd_difference ℱ hbdd]with ω hω₁ hω₂ i
+  filter_upwards [hbdd, predictable_part_bdd_difference ℱ hbdd] with ω hω₁ hω₂ i
   simp only [two_mul, martingale_part, Pi.sub_apply]
   have :
     |f (i + 1) ω - predictable_part f ℱ μ (i + 1) ω - (f i ω - predictable_part f ℱ μ i ω)| =

bea6c853

bump to nightly-2023-06-01-16

mathlib commit https://github.com/leanprover-community/mathlib/commit/cca40788df1b8755d5baf17ab2f27dacc2e17acb

b9c87c70

Diff

@@ -169,7 +169,7 @@ theorem martingalePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ → 
         (hf.integrable n).add <| hgint n)
   refine' (eventually_eq_iff_sub.2 _).symm
   filter_upwards [hhmgle.eq_zero_of_predictable hhpred n]with ω hω
-  rw [hhdef, Pi.sub_apply] at hω
+  rw [hhdef, Pi.sub_apply] at hω 
   rw [hω, Pi.sub_apply, martingale_part]
   simp [hg0]
 #align measure_theory.martingale_part_add_ae_eq MeasureTheory.martingalePart_add_ae_eq

bea6c853

bump to nightly-2023-05-28-18

mathlib commit https://github.com/leanprover-community/mathlib/commit/917c3c072e487b3cccdbfeff17e75b40e45f66cb

8d353152

Diff

@@ -36,7 +36,7 @@ From a process `f`, a filtration `ℱ` and a measure `μ`, we define two process
 
 open TopologicalSpace Filter
 
-open NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators
+open scoped NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators
 
 namespace MeasureTheory

bea6c853

bump to nightly-2023-05-04-10

mathlib commit https://github.com/leanprover-community/mathlib/commit/92c69b77c5a7dc0f7eeddb552508633305157caa

3d8894bd

Diff

@@ -90,16 +90,16 @@ theorem adapted_martingalePart (hf : Adapted ℱ f) : Adapted ℱ (martingalePar
   Adapted.sub hf adapted_predictable_part'
 #align measure_theory.adapted_martingale_part MeasureTheory.adapted_martingalePart
 
-theorem integrableMartingalePart (hf_int : ∀ n, Integrable (f n) μ) (n : ℕ) :
+theorem integrable_martingalePart (hf_int : ∀ n, Integrable (f n) μ) (n : ℕ) :
     Integrable (martingalePart f ℱ μ n) μ :=
   by
   rw [martingale_part_eq_sum]
   exact
     (hf_int 0).add
       (integrable_finset_sum' _ fun i hi => ((hf_int _).sub (hf_int _)).sub integrable_condexp)
-#align measure_theory.integrable_martingale_part MeasureTheory.integrableMartingalePart
+#align measure_theory.integrable_martingale_part MeasureTheory.integrable_martingalePart
 
-theorem martingaleMartingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrable (f n) μ)
+theorem martingale_martingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrable (f n) μ)
     [SigmaFiniteFiltration μ ℱ] : Martingale (martingalePart f ℱ μ) ℱ μ :=
   by
   refine' ⟨adapted_martingale_part hf, fun i j hij => _⟩
@@ -147,7 +147,7 @@ theorem martingaleMartingalePart (hf : Adapted ℱ f) (hf_int : ∀ n, Integrabl
   refine' (eventuallyEq_sum fun k hk => h_ge k (finset.mem_Ico.mp hk).1).trans _
   simp only [Finset.sum_const_zero, Pi.zero_apply]
   rfl
-#align measure_theory.martingale_martingale_part MeasureTheory.martingaleMartingalePart
+#align measure_theory.martingale_martingale_part MeasureTheory.martingale_martingalePart
 
 -- The following two lemmas demonstrate the essential uniqueness of the decomposition
 theorem martingalePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ → Ω → E}

bea6c853

bump to nightly-2023-02-27-10

mathlib commit https://github.com/leanprover-community/mathlib/commit/eb0cb4511aaef0da2462207b67358a0e1fe1e2ee

49ff026a

Diff

@@ -36,7 +36,7 @@ From a process `f`, a filtration `ℱ` and a measure `μ`, we define two process
 
 open TopologicalSpace Filter
 
-open NNReal Ennreal MeasureTheory ProbabilityTheory BigOperators
+open NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators
 
 namespace MeasureTheory

bea6c853

bump to nightly-2023-02-21-16

mathlib commit https://github.com/leanprover-community/mathlib/commit/bd9851ca476957ea4549eb19b40e7b5ade9428cc

1107b979

Changes in mathlib4

mathlib3

mathlib4

bea6c853

fix: don't zeta-expand in filter_upwards (#7213)

19376125

Diff

@@ -147,6 +147,7 @@ theorem martingalePart_add_ae_eq [SigmaFiniteFiltration μ ℱ] {f g : ℕ → 
     (hf.integrable n).add <| hgint n)
   refine' (eventuallyEq_iff_sub.2 _).symm
   filter_upwards [hhmgle.eq_zero_of_predictable hhpred n] with ω hω
+  unfold_let h at hω
   rw [Pi.sub_apply] at hω
   rw [hω, Pi.sub_apply, martingalePart]
   simp [hg0]

bea6c853

chore: banish Type _ and Sort _ (#6499)

We remove all possible occurences of Type _ and Sort _ in favor of Type* and Sort*.

This has nice performance benefits.

32de3f67

Diff

@@ -37,7 +37,7 @@ open scoped NNReal ENNReal MeasureTheory ProbabilityTheory BigOperators
 
 namespace MeasureTheory
 
-variable {Ω E : Type _} {m0 : MeasurableSpace Ω} {μ : Measure Ω} [NormedAddCommGroup E]
+variable {Ω E : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} [NormedAddCommGroup E]
   [NormedSpace ℝ E] [CompleteSpace E] {f : ℕ → Ω → E} {ℱ : Filtration ℕ m0} {n : ℕ}
 
 /-- Any `ℕ`-indexed stochastic process can be written as the sum of a martingale and a predictable

bea6c853

chore: script to replace headers with #align_import statements (#5979)

depends on: #5966

Co-authored-by: Eric Wieser <wieser.eric@gmail.com> Co-authored-by: Scott Morrison <scott.morrison@gmail.com>

89aa3a3b

Diff

@@ -2,14 +2,11 @@
 Copyright (c) 2022 Rémy Degenne. All rights reserved.
 Released under Apache 2.0 license as described in the file LICENSE.
 Authors: Rémy Degenne
-
-! This file was ported from Lean 3 source module probability.martingale.centering
-! leanprover-community/mathlib commit bea6c853b6edbd15e9d0941825abd04d77933ed0
-! Please do not edit these lines, except to modify the commit id
-! if you have ported upstream changes.
 -/
 import Mathlib.Probability.Martingale.Basic
 
+#align_import probability.martingale.centering from "leanprover-community/mathlib"@"bea6c853b6edbd15e9d0941825abd04d77933ed0"
+
 /-!
 # Centering lemma for stochastic processes

bea6c853

feat: port Probability.Martingale.Centering (#5252)

9e48670a

`probability.martingale.centering` ⟷ `Mathlib.Probability.Martingale.Centering`

Changes since the initial port

Changes in mathlib3

Changes in mathlib3port

Changes in mathlib4

Dependencies 12 + 1006

probability.martingale.centering ⟷ Mathlib.Probability.Martingale.Centering

Changes since the initial port

Changes in mathlib3

Changes in mathlib3port

Changes in mathlib4

Dependencies 12 + 1006

`probability.martingale.centering` ⟷ `Mathlib.Probability.Martingale.Centering`