Theorems · Theorem · probability

MeasureTheory.upperCrossingTime_eq_of_upcrossingsBefore_lt

∀ {Ω : Type u_1} {a b : ℝ} {f : ℕ → Ω → ℝ} {N n : ℕ} {ω : Ω},
  a < b → MeasureTheory.upcrossingsBefore a b f N ω < n → MeasureTheory.upperCrossingTime a b f N n ω = N

Defined in

Mathlib.Probability.Martingale.Upcrossing

Cited by

2 results in Mathlib

Foundations

Depth 113 from the axioms · uses propext, Classical.choice, Quot.sound