Integrability of Shifted Hessian Increment Energy
ProvedFunctionalInequalities.Analysis.integrable_hessian_increment_energy_readableThis is an integrability component related to Theorem 2.5 of Letwin (arXiv:2607.24164v1).
Let be continuous with Lipschitz gradient, let be continuous and compactly supported, and let be any vector in . Then the function
where , is integrable with respect to volume.
This statement provides genuine control for the compactly weighted squared Hessian increments. It does not assert the main integrated Hessian bound.
Original Lean declaration header
Within namespace FunctionalInequalities.Analysis. Shown in its original module context. Proof omitted.
theorem integrable_hessian_increment_energy {n : ℕ}
{u η : EuclideanSpace ℝ (Fin n) → ℝ}
(hu : Continuous u) {G : NNReal} (hG : LipschitzWith G (gradient u))
(hη : Continuous η) (hηc : HasCompactSupport η)
(h : EuclideanSpace ℝ (Fin n)) :
Integrable (fun x => η x *
((∑ i, ∑ j, (hessianMatrix u (x + h) - hessianMatrix u x) i j ^ 2) +
∑ i, ∑ j, (hessianMatrix u (x - h) - hessianMatrix u x) i j ^ 2) *
Real.exp (-u x)) (volume : Measure (EuclideanSpace ℝ (Fin n)))
Module navigation
Module: Analysis/Convex/HessianIncrement.
Definition modules: Analysis/BakryEmery/HessianOperator, Analysis/Operator/Coordinates.
Supporting theorems: norm_hessianMatrix_entry_le_of_lipschitz_gradient.
Next: integral_mul_hessian_increment_le.
Source excerpt, lines 36–44 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_Convex_HessianIncrement open MeasureTheory Set Filter open FunctionalInequalities.Probability.Stein
theorem FunctionalInequalities.Analysis.integrable_hessian_increment_energy_readable {n : ℕ}
{u η : EuclideanSpace ℝ (Fin n) → ℝ}
(hu : Continuous u) {G : NNReal} (hG : LipschitzWith G (gradient u))
(hη : Continuous η) (hηc : HasCompactSupport η)
(h : EuclideanSpace ℝ (Fin n)) :
Integrable (fun x => η x *
((∑ i, ∑ j, (hessianMatrix u (x + h) - hessianMatrix u x) i j ^ 2) +
∑ i, ∑ j, (hessianMatrix u (x - h) - hessianMatrix u x) i j ^ 2) *
Real.exp (-u x)) (volume : Measure (EuclideanSpace ℝ (Fin n))) := by sorry