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Theorems · Theorem · probability

ProbabilityTheory.IsGaussian.integral_dual_conv_map_neg_eq_zero

∀ {E : Type u_1} [inst : NormedAddCommGroup E] [inst_1 : NormedSpace ℝ E] [inst_2 : MeasurableSpace E] [BorelSpace E]
  {μ : MeasureTheory.Measure E} [ProbabilityTheory.IsGaussian μ] [SecondCountableTopology E] (L : StrongDual ℝ E),
  ∫ (x : E), L x ∂μ.conv (MeasureTheory.Measure.map (⇑(ContinuousLinearEquiv.neg ℝ)) μ) = 0

The convolution of a Gaussian measure μ and its map by x ↦ -x is centered.

Defined in
Mathlib.Probability.Distributions.Gaussian.Fernique
Cited by
1 results in Mathlib
Foundations
Depth 308 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
NormedAddCommGroupNormedSpaceMeasurableSpaceBorelSpaceProbabilityTheory.IsGaussianSecondCountableTopology

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