mathlib
15d987a3 - feat(probability_theory/notation): add notations for expected value, conditional expectation (#9469)

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4 years ago
feat(probability_theory/notation): add notations for expected value, conditional expectation (#9469) When working in probability theory, the measure on the space is most often implicit. With our current notations for measure spaces, that means writing `volume` in a lot of places. To avoid that and introduce notations closer to the usual practice, this PR defines - `๐”ผ[X]` for the expected value (integral) of a function `X` over the volume measure, - `P[X]` for the expected value over the measure `P`, - `๐”ผ[X | hm]` for the conditional expectation with respect to the volume, - `X =โ‚โ‚› Y` for `X =แต[volume] Y` and similarly for `X โ‰คแต[volume] Y`, - `โˆ‚P/โˆ‚Q` for `P.rn_deriv Q` All notations are localized to the `probability_theory` namespace.
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