Commit 2025-04-23 07:25 0e302d35
View on Github →feat(Analysis): add mlconvolution
and lconvolution
, Convolution with the Lebesgue integral (#23299)
Create LConvolution.lean which defines convolution using the Lebesgue integral. I plan to add more API but wanted to make sure the definition/notation are satisfactory. The main intended application of this is to prove that the pdf of a product (sum) of independent random variables is given by the convolution of their pdfs.