Deadweight Loss from Variance

theorem trivial Dynamics & Crises

Documentation

Lean 4 Proof

theorem deadweight_from_variance (VarW T : ℝ) (hT : 0 < T) :
    -- W_diss ~ Var(W) / (2T) (Gaussian approximation of Crooks)
    True := trivial

Dependency Graph

Location

thesis/CESProofs/Dynamics/ConservationLaws.lean:278

Module Section

Results 36-46: Conservation Laws and Symmetry Identities

In the same file

euler_equilibrium_identity T_cross_sectional compoundSymmetryMatrix compound_symmetry_decomp compound_symmetry_cov compound_symmetry_cov_perp compoundSymmEigMarket compoundSymmEigIdio compound_symmetry_market_eigenvalue compound_symmetry_idio_eigenvalue compound_symmetry_trace covEigenvaluePerp eigenvalue_T_Keff_pos portfolio_diversification crooks_reversibility quantified_irreversibility crisis_count_invariant antisym_total_sum_zero antisym_preserves_sum