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Komlós Lemma - #399

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RemyDegenne merged 37 commits into
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TBUGTB:master
May 1, 2026
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Komlós Lemma#399
RemyDegenne merged 37 commits into
RemyDegenne:masterfrom
TBUGTB:master

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@TBUGTB TBUGTB commented Mar 26, 2026

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Work on #374. My plan is to focus on formalizing lemma 12.12 in the blueprint which is where most of the difficulty lies. The initial version of this PR is still very much WIP.

Closes #374

@TBUGTB TBUGTB mentioned this pull request Mar 26, 2026
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TBUGTB marked this pull request as draft March 26, 2026 10:52
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TBUGTB marked this pull request as ready for review April 22, 2026 10:58
@TBUGTB TBUGTB changed the title draft: Komlós Lemma Komlós Lemma Apr 22, 2026
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TBUGTB commented Apr 22, 2026

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awaiting-review

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TBUGTB commented Apr 22, 2026

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The PR might still deserve a bit of cleanup, but I think it's far enough along so that initial feedback would be meaningful.

The main lemma komlos_convex_weights still lacks the convex weights properties (summing up to one, nonnegativity), but they should be trivial to add. Before adding all of this detail, I wanted to first make the decision about introducing a bundled definition for convex weights (cf. the Zulip discussion).

AI disclaimer: some of the simple lemmas in ConvexWeights.lean were proven by Aristotle and I still need to golf their proofs.

TBUGTB and others added 22 commits April 24, 2026 13:01
Change \tilde{g}^{k+1} to \tilde{g}^k which allows for a more natural formalisation
* The lemma komlos_step contains the main construction for building the convex weights \lambda^{k,n}_m. The proof still contains sorrys but the main argument is formalised which makes me confident that the approach to formalising convex weights is going to work.
* The file ConvexWeights.lean contains auxiliary constructions related to convex weights, e.g. their (iterated) multiplication
* add documentation
* make some declarations private
Co-authored-by: Copilot <copilot@github.com>
Comment thread blueprint/src/chapters/doob_meyer.tex
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Thanks!

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RemyDegenne merged commit c4e67fa into RemyDegenne:master May 1, 2026
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rohitmanokaran pushed a commit to rohitmanokaran/brownian-motion that referenced this pull request Jun 12, 2026
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Komlos lemma

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