Documentation

Lean 4 Proof

def escortCentralMoment (x : Fin J → ℝ) (ρ : ℝ) (n : ℕ) : ℝ :=
  escortExpectation x ρ
    (fun j => (Real.log (x j) -
      escortExpectation x ρ (fun k => Real.log (x k))) ^ n)

Dependency Graph

Used by

Location

thesis/CESProofs/Foundations/CumulantTower.lean:345

Module Section

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

In the same file