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Theorems · Theorem · probability

ProbabilityTheory.covarianceOperator_apply

∀ {E : Type u_1} [inst : NormedAddCommGroup E] [inst_1 : InnerProductSpace ℝ E] [inst_2 : MeasurableSpace E]
  [inst_3 : BorelSpace E] {μ : MeasureTheory.Measure E} [inst_4 : CompleteSpace E],
  MeasureTheory.MemLp id 2 μ → ∀ (x : E), (ProbabilityTheory.covarianceOperator μ) x = ∫ (y : E), inner ℝ x y • y ∂μ
Defined in
Mathlib.Probability.Moments.CovarianceBilin
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Foundations
Depth 271 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
NormedAddCommGroupInnerProductSpaceMeasurableSpaceBorelSpaceCompleteSpace

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