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Formalization of Normal Random Variables in HOL

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Intelligent Computer Mathematics (CICM 2016)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 9791))

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Abstract

Many components of engineering systems exhibit random and uncertain behaviors that are normally distributed. In order to conduct the analysis of such systems within the trusted kernel of a higher-order-logic theorem prover, in this paper, we provide a higher-order-logic formalization of Lebesgue measure and Normal random variables along with the proof of their classical properties. To illustrate the usefulness of our formalization, we present a formal analysis of the probabilistic clock synchronization in wireless sensor networks.

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Acknowledgement

This publication was made possible by NPRP grant # [5 - 813 - 1 134] from the Qatar National Research Fund (a member of Qatar Foundation). The statements made herein are solely the responsibility of the author[s].

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Correspondence to Muhammad Qasim .

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Qasim, M., Hasan, O., Elleuch, M., Tahar, S. (2016). Formalization of Normal Random Variables in HOL. In: Kohlhase, M., Johansson, M., Miller, B., de Moura, L., Tompa, F. (eds) Intelligent Computer Mathematics. CICM 2016. Lecture Notes in Computer Science(), vol 9791. Springer, Cham. https://doi.org/10.1007/978-3-319-42547-4_4

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  • DOI: https://doi.org/10.1007/978-3-319-42547-4_4

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