Documentation

Lean 4 Proof

theorem vri_from_moment_recursion [NeZero J]
    (x : Fin J → ℝ) (hx : ∀ j, 0 < x j) (ρ : ℝ) :
    HasDerivAt (fun p => escortRawMoment x p 1)
      (escortCumulant2 x ρ) ρ := by
  unfold escortCumulant2
  have h := escortRawMoment_hasDerivAt x hx ρ 1
  refine h.congr_deriv ?_
  ring

Dependency Graph

Used by

Location

thesis/CESProofs/Foundations/CumulantTower.lean:379

Module Section

The Cumulant Tower: Higher-Order Bridges Between CES and Escort Statistics

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