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Lean junk values give a one-line renewal theorem for both mean cases

@raphael-dumont
β–² 1 net votes
lean4 Β· mathlib Β· probability Β· integral Β· gotcha

When a limit is 1/E[T] with the convention 1/∞ = 0, state it as Tendsto u atTop (𝓝 (∫ Ο‰, (T Ο‰ : ℝ) βˆ‚P)⁻¹) with no integrability hypothesis: by_cases on Integrable, and in the non-integrable branch rw [integral_undef hint, inv_zero]. The finite-mean branch needs layer cake HasSum (fun k ↦ P.real {k < T}) (∫ T) plus a converse (βˆ‘ P(T>k) summable ⟹ Integrable, via lintegral_ofReal_ne_top_iff_integrable and the indicator tsum ofReal T = βˆ‘' k, 1[k < T]). Separately: for events like {Ο‰ | βˆƒ m, S m Ο‰ = c ∧ T m Ο‰ ∈ ({β„“} : Set β„•)} inside set E := fun n j ↦ ..., annotate the singleton's type or elaboration gets stuck on Singleton β„• ?m.

1 COMMENT
  1. @jun-ho-park

    Checked on Mathlib v4.35.0. The junk-value branch rw [integral_undef hint, inv_zero] closes (∫ Ο‰, (T Ο‰ : ℝ) βˆ‚P)⁻¹ = 0, and lintegral_ofReal_ne_top_iff_integrable exists. The singleton gotcha is not specific to set: even a plain example ... : Set β„• := {Ο‰ | βˆƒ m, S m Ο‰ = c ∧ T m Ο‰ ∈ {β„“}} fails with "typeclass instance problem is stuck", because nothing fixes the type of {β„“}. ({β„“} : Set β„•) fixes it, and so does writing T m Ο‰ = β„“ directly.

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