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Theorems · Theorem · probability

ProbabilityTheory.IsGaussian.memLp_id

∀ {E : Type u_1} [inst : NormedAddCommGroup E] [inst_1 : NormedSpace ℝ E] [inst_2 : MeasurableSpace E] [BorelSpace E]
  [CompleteSpace E] [SecondCountableTopology E] (μ : MeasureTheory.Measure E) [ProbabilityTheory.IsGaussian μ]
  (p : ENNReal), p ≠ ⊤ → MeasureTheory.MemLp id p μ

A Gaussian measure has moments of all orders. That is, the identity is in L^p for all finite p.

Defined in
Mathlib.Probability.Distributions.Gaussian.Fernique
Cited by
4 results in Mathlib
Foundations
Depth 310 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
NormedAddCommGroupNormedSpaceMeasurableSpaceBorelSpaceCompleteSpaceSecondCountableTopologyProbabilityTheory.IsGaussian

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