Compact Diffusion Pairing Identity
ProvedFunctionalInequalities.KLS.LogConcave.compact_pairing_identity_readableThis theorem gives the integration-by-parts identity for a compactly supported diffusion test.
Let be finite-dimensional with its real inner-product structure, let be an additive Haar measure, let be a probability measure, and let satisfy . Assume and are , while is and compactly supported. Then both functions
are integrable with respect to , and
where weightedLaplacian denotes . The function need not be compactly supported.
Original Lean declaration header
Within namespace FunctionalInequalities.KLS.LogConcave. Shown in its original module context. Proof omitted.
theorem compact_pairing_identity
{ν : ProbabilityMeasure E} (m : Measure E) [m.IsAddHaarMeasure]
{U f u : E → ℝ} (hνU : (ν : Measure E) = m.tilted (-U))
(hU : ContDiff ℝ 1 U) (hf : ContDiff ℝ 1 f)
(hu : ContDiff ℝ ∞ u) (huc : HasCompactSupport u) :
Integrable (fun x => f x * (-weightedLaplacian U u x)) (ν : Measure E) ∧
Integrable (fun x => ⟪gradient f x, gradient u x⟫) (ν : Measure E) ∧
(∫ x, f x * (-weightedLaplacian U u x) ∂(ν : Measure E)) =
∫ x, ⟪gradient f x, gradient u x⟫ ∂(ν : Measure E)
Module navigation
Module: KLS/LogConcave/BrascampLieb.
Definition modules: Analysis/BakryEmery/Laplacian.
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Source excerpt, lines 105–113 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_LogConcave_BrascampLieb
open MeasureTheory Filter Topology Set InnerProductSpace
open FunctionalInequalities.Analysis.BakryEmery
open scoped ContDiff RealInnerProductSpace
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[CompleteSpace E] [FiniteDimensional ℝ E]
[MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E]
theorem FunctionalInequalities.KLS.LogConcave.compact_pairing_identity_readable
{ν : ProbabilityMeasure E} (m : Measure E) [m.IsAddHaarMeasure]
{U f u : E → ℝ} (hνU : (ν : Measure E) = m.tilted (-U))
(hU : ContDiff ℝ 1 U) (hf : ContDiff ℝ 1 f)
(hu : ContDiff ℝ ∞ u) (huc : HasCompactSupport u) :
Integrable (fun x => f x * (-weightedLaplacian U u x)) (ν : Measure E) ∧
Integrable (fun x => ⟪gradient f x, gradient u x⟫) (ν : Measure E) ∧
(∫ x, f x * (-weightedLaplacian U u x) ∂(ν : Measure E)) =
∫ x, ⟪gradient f x, gradient u x⟫ ∂(ν : Measure E) := by sorry