3 papers
math.PR2025
Formalization of Brownian motion in Lean
Rémy Degenne, David Ledvinka, Etienne Marion +1
Brownian motion is a building block in modern probability theory. In this paper, we describe a formalization of Brownian motion using the Lean theorem prover. We build on the exist…
cs.DL2025
Markov kernels in Mathlib's probability library
Rémy Degenne
The probability folder of Mathlib, Lean's mathematical library, makes a heavy use of Markov kernels. We present their definition and properties and describe the formalization of th…
math.ST2024
Information Lower Bounds for Robust Mean Estimation
Rémy Degenne, Timothée Mathieu
We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these…