Inner Product of Centered Functions
ProvedFunctionalInequalities.L2.inner_center_center_readablefunctional-inequalitieskls-conjecturekls-modularkls-readablelog-concave
This statement gives the inner-product identity for centered functions on a probability space.
Let be a probability measure on a measurable space and let . With center defined by subtracting the respective means,
This elementary identity is reusable for variance, orthogonality, and centered-gradient calculations.
Original Lean declaration header
Within namespace FunctionalInequalities.L2. Shown in its original module context. Proof omitted.
theorem inner_center_center (μ : ProbabilityMeasure α)
(f g : Lp ℝ 2 (μ : Measure α)) :
inner ℝ (center μ f) (center μ g) =
inner ℝ f g - mean μ f * mean μ g
Module navigation
Module: L2/MeanVariance.
Next: tendsto_variance_finite_linear_combination.
Source excerpt, lines 188–191 · Frozen source 408915f.
Preamble
import Definitions.Def_KLSModular_FunctionalInequalities_L2_MeanVariance
open MeasureTheory
variable {α : Type*} [MeasurableSpace α]
Formal statement
theorem FunctionalInequalities.L2.inner_center_center_readable (μ : ProbabilityMeasure α)
(f g : Lp ℝ 2 (μ : Measure α)) :
inner ℝ (center μ f) (center μ g) =
inner ℝ f g - mean μ f * mean μ g := by sorry
Source
Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/L2/MeanVariance.lean#L187-L203 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.L2.MeanVariance`, declaration `FunctionalInequalities.L2.inner_center_center`; the repository is private at upload time).