Commit 2023-12-07 21:29 5522fc37
View on Github →feat: exponentially tilted measures (#7676)
Define exponentially tilted measures. The exponential tilting of a measure μ
on α
by a function f : α → ℝ
is the measure with density x ↦ exp (f x) / ∫ y, exp (f y) ∂μ
with respect to μ
.