Distinct-prime higher-tail covariance perturbation
ProvedErdos390.Full.PaperBridgeFit.BridgeData.abs_covJJ_sub_le_of_divisor_covariance_difference_of_neanalytic-number-theoryerdos-390erdos390-source-construction
Let be bounded-valuation laws with the same physical bound, and let be primes. Suppose and every positive divisor pair satisfies
Writing ,
This provides the double-high component of the physical residual-tilt comparison.
Preamble
import Mathlib import Definitions.Def_erdos390_source_bank_interface import Definitions.Def_erdos390_dickman_step_function import Theorems.Thm_MediumPNT import Definitions.Def_erdos390_analytic_foundations_001 import Theorems.Thm_Erdos390_Full_DickmanBasic_kernel_product_bound import Theorems.Thm_Erdos390_Full_DickmanBasic_rho_pos_on_zero_five import Theorems.Thm_Erdos390_Full_DickmanBasic_kernel_secondDerivative_first_bound import Definitions.Def_erdos390_analytic_foundations_002 universe u_3 u_4
Formal statement
theorem Erdos390.Full.PaperBridgeFit.BridgeData.abs_covJJ_sub_le_of_divisor_covariance_difference_of_ne :
∀ {Omega : Type u_3} {Theta : Type u_4} [inst : Fintype.{u_3} Omega] [inst_1 : Fintype.{u_4} Theta] {M p q : Nat}
(nu : Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.{u_3} Omega M)
(mu : Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.{u_4} Theta M),
Nat.Prime p →
Nat.Prime q →
Ne.{1} p q →
∀ {e G : Real},
LE.le.{0} (0 : Real) e →
LE.le.{0} (0 : Real) G →
(∀ (D E : Nat),
LT.lt.{0} (0 : Nat) D →
LT.lt.{0} (0 : Nat) E →
LE.le.{0}
(abs.{0}
(HSub.hSub.{0, 0, 0}
(Erdos390.Full.FiniteProbability.covariance.{u_3}
(Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.probability.{u_3} nu)
(fun x =>
Erdos390.Full.ArithmeticModel.divInd D
(Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.value.{u_3} nu x))
fun x =>
Erdos390.Full.ArithmeticModel.divInd E
(Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.value.{u_3} nu x))
(Erdos390.Full.FiniteProbability.covariance.{u_4}
(Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.probability.{u_4} mu)
(fun x =>
Erdos390.Full.ArithmeticModel.divInd D
(Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.value.{u_4} mu x))
fun x =>
Erdos390.Full.ArithmeticModel.divInd E
(Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.value.{u_4} mu x))))
(HMul.hMul.{0, 0, 0} e
(HAdd.hAdd.{0, 0, 0} (HMul.hMul.{0, 0, 0} G (HDiv.hDiv.{0, 0, 0} (1 : Real) ↑(Nat.lcm D E)))
(HMul.hMul.{0, 0, 0}
(HMul.hMul.{0, 0, 0} (3 : Real)
(HMul.hMul.{0, 0, 0} G (HDiv.hDiv.{0, 0, 0} (1 : Real) ↑D)))
(HMul.hMul.{0, 0, 0} G (HDiv.hDiv.{0, 0, 0} (1 : Real) ↑E)))))) →
LE.le.{0}
(abs.{0}
(HSub.hSub.{0, 0, 0} (Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.covJJ.{u_3} nu p q)
(Erdos390.Full.PrimePowerCovariance.BoundedValuationLaw.covJJ.{u_4} mu p q)))
(HMul.hMul.{0, 0, 0}
(HMul.hMul.{0, 0, 0}
(HMul.hMul.{0, 0, 0} e
(HAdd.hAdd.{0, 0, 0} (HMul.hMul.{0, 0, 0} (4 : Real) G)
(HMul.hMul.{0, 0, 0} (12 : Real) (HPow.hPow.{0, 0, 0} G (2 : Nat)))))
(HPow.hPow.{0, 0, 0} (HDiv.hDiv.{0, 0, 0} (1 : Real) ↑p) (2 : Nat)))
(HPow.hPow.{0, 0, 0} (HDiv.hDiv.{0, 0, 0} (1 : Real) ↑q) (2 : Nat))) := by sorry
Source