Square Integrability of the Affine Residual
ProvedFunctionalInequalities.L2.memLp_affineOrthPart_readableThis statement asserts square integrability of the designated affine residual.
Let , EuclideanSpace ℝ (Fin n), and its standard orthonormal basis. Let be a probability measure on with , and let belong to . Define L2.affineOrthPart μ g by
Then
This makes the residual available as an function in subsequent decomposition identities. No centering or identity-covariance assumption is required.
Formalization Note Membership is expressed by MemLp, including almost-everywhere strong measurability. All natural dimensions, including zero, are allowed.
Original Lean declaration header
Within namespace FunctionalInequalities.L2. Shown in its original module context. Proof omitted.
theorem memLp_affineOrthPart (μ : Measure (EuclideanSpace ℝ (Fin n))) [IsProbabilityMeasure μ]
(hμ2 : MemLp id 2 μ) {g : EuclideanSpace ℝ (Fin n) → ℝ} (hg : MemLp g 2 μ) :
MemLp (affineOrthPart μ g) 2 μ
Module navigation
Module: L2/AffineDecomposition.
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Source excerpt, lines 245–247 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_L2_AffineDecomposition
open MeasureTheory
variable {n : ℕ}
theorem FunctionalInequalities.L2.memLp_affineOrthPart_readable (μ : Measure (EuclideanSpace ℝ (Fin n))) [IsProbabilityMeasure μ]
(hμ2 : MemLp id 2 μ) {g : EuclideanSpace ℝ (Fin n) → ℝ} (hg : MemLp g 2 μ) :
MemLp (affineOrthPart μ g) 2 μ := by sorry