Log-Concavity of a Normalized Convex Potential Weight
ProvedFunctionalInequalities.KLS.LogConcave.rpow_mul_rpow_le_of_convexOn_readablefunctional-inequalitieskls-conjecturekls-modularkls-readablelog-concave
This proves the pointwise log-concavity inequality for a normalized exponential weight.
Let be a real inner-product space, let be convex on all of , and let . For and ,
The powers are real powers Real.rpow, and the positivity assumption on is explicit. This is the density-level inequality used to show that exponential tilts by convex potentials are log-concave.
Original Lean declaration header
Within namespace FunctionalInequalities.KLS.LogConcave. Shown in its original module context. Proof omitted.
theorem rpow_mul_rpow_le_of_convexOn {W : V → ℝ} (hconv : ConvexOn ℝ Set.univ W) {Z : ℝ}
(hZ : 0 < Z) (x y : V) {t : ℝ} (ht0 : 0 < t) (ht1 : t < 1) :
(Real.exp (-W x) / Z) ^ t * (Real.exp (-W y) / Z) ^ (1 - t) ≤
Real.exp (-W (t • x + (1 - t) • y)) / Z
Module navigation
Module: KLS/LogConcave/Density/Tilted.
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Source excerpt, lines 77–80 · Frozen source 408915f.
Preamble
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_LogConcave_Density_Tilted
variable {V : Type*} [NormedAddCommGroup V] [InnerProductSpace ℝ V] [FiniteDimensional ℝ V]
[MeasurableSpace V] [BorelSpace V] {ν : MeasureTheory.ProbabilityMeasure V}
omit [FiniteDimensional ℝ V] [MeasurableSpace V] [BorelSpace V]
Formal statement
theorem FunctionalInequalities.KLS.LogConcave.rpow_mul_rpow_le_of_convexOn_readable {W : V → ℝ} (hconv : ConvexOn ℝ Set.univ W) {Z : ℝ}
(hZ : 0 < Z) (x y : V) {t : ℝ} (ht0 : 0 < t) (ht1 : t < 1) :
(Real.exp (-W x) / Z) ^ t * (Real.exp (-W y) / Z) ^ (1 - t) ≤
Real.exp (-W (t • x + (1 - t) • y)) / Z := by sorry
Source
Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/KLS/LogConcave/Density/Tilted.lean#L74-L117 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.KLS.LogConcave.Density.Tilted`, declaration `FunctionalInequalities.KLS.LogConcave.rpow_mul_rpow_le_of_convexOn`; the repository is private at upload time).