Probability theory and stochastic processes

The Lean Pool projects whose card's first MSC2020 code is in class 60, Probability theory and stochastic processes: 15 articles, one per card.

LemmaAumann's Agreement Theorem#

Formalizes Aumann's agreement theorem for information partitions and a common-prior setting, together with a p-belief variant bounding posterior disagreement by 2 * (1 - p).

Quoted from the card LeanPool/projects/agree-to-disagree.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 3 main results, each with its informal statement quoted from the card. The scan finds 3 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremBennett--Bernstein, Freedman, and Hoeffding concentration inequalities#

Develops variance-sensitive sub-gamma moment-generating-function estimates, Bennett and Bernstein bounds, a Freedman--Bernstein upper tail for finite adapted sums, conditional and independent-variable Hoeffding inequalities.

Quoted from the card LeanPool/projects/concentration-inequalities.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 4 main results, each with its informal statement quoted from the card. The scan finds 4 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremBurkholder Martingale Transform Inequality#

Formalizes Burkholder's sharp Lp inequality for real-valued martingale transforms: if f is a discrete martingale and w a predictable multiplier bounded by 1, then the Lp norm of the transform w ⋆ₘ f is at most (pStar p - 1) times the Lp norm of f, where pStar p is the maximum of p and its conjugate exponent. The proof builds the Burkholder special function as a majorant of the relevant payoff in each exponent regime (1 < p < 2, p = 2, p > 2).

Quoted from the card LeanPool/projects/burkholder.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 3 main results, each with its informal statement quoted from the card. The scan finds 3 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremThe Cramer-Wold theorem#

Formalizes the finite-dimensional Cramer-Wold theorem for measures on Euclidean spaces, with Banach-space continuous-dual generalizations, Hilbert-space inner-product versions, and random-variable law corollaries for identical distributions and HasLaw.

Quoted from the card LeanPool/projects/cramer-wold.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 6 main results, each with its informal statement quoted from the card. The scan finds 6 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremFeige's sharp unit-slack inequality#

For small-universe probability spaces, proves the sharp fixed-dimensional unit-slack lower bound for sums of independent nonnegative random variables: if each coordinate has mean at most one, then the probability that the sum lies below its mean plus one is at least (n/(n+1))^n, and this constant is optimal. The supporting library formalizes the Vlassis--Thomas exact distribution-free calibration theorem, Grünbaum's centroid-halfspace inequality and sharp simplex example, and the normalized-exponential bridge joining them.

Quoted from the card LeanPool/projects/feige.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 3 main results, each with its informal statement quoted from the card. The scan finds 3 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

Project
  • Authors: Zhengqing Zhou.
  • Source: Sharp Small-Deviation Inequalities for Sums of Independent Nonnegative Random Variables by Weibo Fu, Yanjun Han, Guanyang Wang, Jun Yan, Peng Zhang, Zhengqing Zhou, arXiv:2607.23980.
  • Project repository: pengzhang91/Feige, at commit 98ab466e.
  • Provenance: AI, which in Lean Pool's terms means its Lean proofs were “mostly produced by an AI system”.
  • License: Apache-2.0.
  • MSC2020: 60E15, 52A20.
  • In Lean Pool: LeanPool/Feige, from the card LeanPool/projects/feige.yaml.
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TheoremGaussian Moments Conjecture counterexamples#

Proves explicit complex polynomial counterexamples to the Gaussian Moments Conjecture in every dimension at least three, using genuine expectations under finite products of standard real Gaussian measures. Retains reusable polynomial integrability, Stein identities, complex contractions, coefficient formulas, injective-coordinate marginals, and related moment results.

Quoted from the card LeanPool/projects/gaussian-moments-counterexamples.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 3 main results, each with its informal statement quoted from the card. The scan finds 3 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

Project
  • Authors: Christopher D. Long.
  • Source: arXiv:2607.18186.
  • The card's note on its source: “Imports the completed Gaussian core and related moment infrastructure. The July manuscript predates the September Lean proof release. Five and six term counts refer to the natural complex coordinates; total degrees four and three also hold in the original real coordinates. The separate Jacobian-map and route-arithmetic files are excluded. No general inversion, Jacobian-reduction route, or resolution of the two-dimensional conjecture is claimed. Upstream MIT notice is retained in the project entry module. Upstream Lean authorship is inferred from the public codex/lean-formalization branch; its exact proof-authoring model and extent of human editing are unreported. This port and optimization are Codex-authored.”
  • Project repository: long-mathematics/gaussian-moments-counterexamples, at commit c31bb63a.
  • Provenance: AI, which in Lean Pool's terms means its Lean proofs were “mostly produced by an AI system”.
  • License: MIT, under which the project was published; Lean Pool redistributes it under Apache-2.0.
  • MSC2020: 60E05, 13F20.
  • In Lean Pool: LeanPool/GaussianMomentsCounterexamples, from the card LeanPool/projects/gaussian-moments-counterexamples.yaml.
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TheoremThe Hanson-Wright inequality for sub-Gaussian quadratic forms#

Proves the finite-dimensional Hanson-Wright concentration inequality for quadratic forms of independent mean-zero sub-Gaussian real random variables whose maximum least global-MGF sub-Gaussian scale is positive, for matrices with positive Frobenius and operator norms. The bound uses the fixed universal coefficient 1 / (256 * exp(1)^2). This is the MGF normalization of the usual result; no formal identification with an Orlicz psi-2 norm is claimed. The development derives the required moment-generating-function certificate instead of assuming it, and contributes reusable scalar Bernstein, Chernoff, cumulant, sub-Gaussian-process, and finite-maximum infrastructure.

Quoted from the card LeanPool/projects/hanson-wright.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 3 main results, each with its informal statement quoted from the card. The scan finds 3 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremInflation termination for classical pair-source networks#

For finite binary pair-source networks without isolated vertices, classifies when the inflation hierarchy characterizes compatibility with finite latent alphabets: precisely forests of double stars, where order two suffices. Also proves triangle nontermination for arbitrary measurable latent probability spaces, quantitative obstructions, finite and measurable Finner inequalities, and graph witnesses.

Quoted from the card LeanPool/projects/inflation-termination.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 2 main results, each with its informal statement quoted from the card. The scan finds 2 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremMalliavin calculus and the Clark–Ocone representation#

Constructs the Malliavin derivative, Gaussian integration by parts, closability, Wiener chaos, Brownian Itô integration and martingale representation. The Clark–Ocone endpoint uses a generating pre-Brownian process with continuous linear coordinates on a separable real Gaussian Banach space, its natural filtration, and pairs in the closed Malliavin graph; the conditional-expectation sections agree almost everywhere at positive times.

Quoted from the card LeanPool/projects/lean-malliavin.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists one main result, with its informal statement quoted from the card. The scan finds its declaration in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

  • PalomarClarkOcone.generated_clark_ocone (theorem; a main declaration), declared in LeanPool/Malliavin/ClarkOconeSolution.lean, line 317: “For a generating pre-Brownian process on a separable real Gaussian Banach space whose coordinates are pointwise represented by continuous linear functionals, constructs a time realization of the Malliavin derivative and an Itô isometry for the natural filtration, with martingale representation for every terminal L² variable. For pairs in the closed Malliavin graph, the Clark–Ocone formula identifies the derivative's predictable projection with its conditional-expectation sections for almost every positive time.”
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TheoremMarkovProcess#

A Lean formalization of continuous-path Markov processes associated with conservative Feller transition semigroups on nonempty locally compact Polish spaces. A uniform Kolmogorov displacement-moment bound yields a unique measurable kernel from each starting point to continuous-path space, with the prescribed finite-dimensional distributions. The library also develops strong Markov properties, generators and resolvents, stopping and killing, and Brownian motion as an example.

Quoted from the card LeanPool/projects/markovprocess.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists one main result, with its informal statement quoted from the card. The scan finds its declaration in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremOptimal fully dynamic matching on the line#

Constructs a measurable hierarchical policy for fully dynamic matching of uniformly arriving demand and replenishment on the unit interval. Proves logarithmic-over-inventory bounds for long-run root-mean-square distance from every initial inventory and for initialized finite-horizon expected average cost.

Quoted from the card LeanPool/projects/fd1d-lean.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists one main result, with its informal statement quoted from the card. The scan finds its declaration in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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Sources

ClassQuasi-Borel Spaces#

Formalizes quasi-Borel spaces and quasi-Borel pre-domains, a category for higher-order probability theory.

Quoted from the card LeanPool/projects/quasi-borel-spaces.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 4 main results, each with its informal statement quoted from the card. The scan finds 4 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremRare subtree patterns in conditioned Bienaymé trees#

Proves marked Poisson approximation, root declumping, maximal complete non-fringe r-ary height and maximum leaf-height for critical Bienaymé trees conditioned on their size, under the stated stable-domain, marking, cutoff and non-clustering hypotheses. Periodic offspring laws are included through admissible-size limits. Single-point phase refinements are formulated along phase-separated admissible subsequences. The dependency closure preserves tree coding, Chen–Stein bounds, regular variation, stable densities and lattice local limit estimates, with concrete offspring examples and direct consequences.

Quoted from the card LeanPool/projects/rare-subtree-patterns.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 4 main results, each with its informal statement quoted from the card. The scan finds 4 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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TheoremSuperdiffusion and anomalous regularization in self-similar random flows#

Proves quenched displacement-moment estimates, quantitative generator renormalization and anomalous large-scale elliptic regularity for random incompressible flows satisfying the ABK shell-law assumptions. The shell carrier has continuous second derivatives, a stronger qualitative regularity assumption than the paper's local C^{1,1} assumption. The model hypotheses are explicit; the Gaussian example is not constructed. Preserves the production dependency closure, including sensitivity, diffusivity recursion, concentration and divergence-form process theory. Reuses the pooled homogenization and Markov-process libraries. A public companion theorem proves finiteness of the first and second displacement observables used in the superdiffusivity statement. Additional proofs establish measurable dependence of the transition law and quenched displacement expectations on the environment.

Quoted from the card LeanPool/projects/superdiffusion.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 6 main results, each with its informal statement quoted from the card. The scan finds 6 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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LemmaWigner Semicircle Distribution#

Defines the real Wigner semicircle distribution, its normalized density, affine transformations, and finite-moment integrability.

Quoted from the card LeanPool/projects/semicirclelaw.yaml of LeanPool/lean-pool at commit 2b205bf9, Apache-2.0.

Main results

The card lists 7 main results, each with its informal statement quoted from the card. The scan finds 7 of their declarations in the project's files at commit 2b205bf9. A found declaration links its page in Lean Pool's documentation, which Lean Pool rebuilds daily from its main branch, and its line at this commit.

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Sources

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