2 papers
cs.DL2026
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.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…