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Total variation #1118
Total variation #1118
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Here is a tentative to use I haven't yet completely ported the continuity proofs though (and the rest is still dirty but that can give a good idea of the difference). |
The last commit redefines |
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theories/realfun.v
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From mathcomp Require Import path. | ||
Require Import sequences. | ||
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Notation "'nondecreasing_fun' f" := ({homo f : n m / (n <= m)%R >-> (n <= m)%R}) |
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the notation nondecreasing_fun
and nonincreasing_fun
have been introduced in realfun.v
in the meantime
theories/realfun.v
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End total_variation. | ||
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Lemma at_left_at_rightP |
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this lemma is now in normedtype.v
and named cvg_at_leftNP
(I just made a few comments to mark a few lemmas that made their way into master recently.) |
(If the itv_partition/bounded_partition/total_variation looks stable enough, we could maybe make a separated PR to merge it asap?) |
Cleaning up the duplicate lemmas and notations sounds good. Other than the admits, is there anything else required? I can make an attempt on those today/tomorrow. |
I filled in that last admitted. The statement of the admit was incorrect. That is
is false. It needs I've been working in Coq for 4 years now, and I'm still regularly caught of guard by how pedantic it is. Every time I try to use admits in my workflow I make a mistake like this. I'm just glad this one didn't involve any major rework. |
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I made a first pass for minor checks. |
Changed
which is a little bit more obvious. As far as |
@IshiguroYoshihro Since you have been playing around with the definitions in this PR, could you take a quick look to see if there is something we can improve? |
cd4bf11 |
Oh, nice. A bit sad it doesn't clean up the proof, but it should allow for nicer "term-by-term" comparisons in the future, so you should merge those in regardless. |
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* total variation proofs - increasing implies BV - splitting partitions - right/left continuity of TV - define variation with path - adding monotone variation - variation using prev and next --------- Co-authored-by: Reynald Affeldt <[email protected]>
* total variation proofs - increasing implies BV - splitting partitions - right/left continuity of TV - define variation with path - adding monotone variation - variation using prev and next --------- Co-authored-by: Reynald Affeldt <[email protected]>
* total variation proofs - increasing implies BV - splitting partitions - right/left continuity of TV - define variation with path - adding monotone variation - variation using prev and next --------- Co-authored-by: Reynald Affeldt <[email protected]>
Motivation for this change
Bounded variation stuff to build the lebesgue stieljes charge. The end goal being applying radon nikodym for FTC.
This proves that if
f
has bounded variation, it can be decomposed into a positive part and negative part. And that those have sane continuity behaviors.The remaining bit to apply radon nikodym is
That'll give us enough to prove FTC. But to make it useful, we'll also need
which might be best to go through lipschitz, I'm not sure.
Things done/to do
CHANGELOG_UNRELEASED.md
Compatibility with MathComp 2.0
TODO: HB port
to make sure someone ports this PR tothe
hierarchy-builder
branch or I already opened an issue or PR (please cross reference).Automatic note to reviewers
Read this Checklist and put a milestone if possible.