Commit 2024-02-26 08:00 fc8f4175
View on Github →feat: measurable parametric Stieltjes functions (#10952)
We provide tools to build a measurable function α → StieltjesFunction
with limits 0 at -∞ and 1 at +∞ for all a : α
from a measurable function f : α → ℚ → ℝ
. These measurable parametric Stieltjes functions are cumulative distribution functions (CDF) of Markov kernels.
The reason for going through ℚ
instead of defining directly a Stieltjes function is that since ℚ
is countable, building a measurable function is easier and we can obtain properties of the form ∀ᵐ (a : α) ∂μ, ∀ (q : ℚ), ...
(for some measure μ
on α
) by proving the weaker ∀ (q : ℚ), ∀ᵐ (a : α) ∂μ, ...
.
TODO: I will later refactor the CondCdf file to use this file. This will also be used in another new file to build CDFs of kernels, towards proving disintegration of kernels.