Integrated Energy Bound from a Generator Inequality
ProvedFunctionalInequalities.KLS.BKL.Localization.energy_integral_le_of_generator_ge_readableThis formalizes the integrated drift estimate associated with Lemma 5.2 of Bizeul–Klartag–Lehec (arXiv:2610.05474v1).
Let be compactly supported, isotropic, and log-concave on , with support contained in for . Let be a probability measure on a measurable space , let and satisfy the Brownian-filtration assumptions, let be a cutoff, and let be an Eldan cutoff process. Assume:
- The filtration is nondecreasing from time toward nonpositive times and null measurable sets satisfy the stated measurability condition.
- The order satisfies .
- The coefficient sequence is nonnegative.
- The pointwise generator lower bound
h51and lower-drift boundhLhold for every symmetric positive semidefinite posterior parameter.
Then, for every and , the initial energy plus half the weighted energy integral is bounded by the terminal expected energy, the order-dependent weighted energy term, and the lower-order cross terms:
Here the Lean statement uses the explicitly defined cumulantEnergy, weightedEnergyIntegral, generator, posterior lowerDrift, and the exact finite sums and indices displayed in its type. The result is an integrated localization inequality, not a standalone universal cumulant bound.
Original Lean conclusion excerpt
Within namespace FunctionalInequalities.KLS.BKL.Localization. Shown in its original module context. Earlier hypotheses and the proof are omitted from this excerpt; the complete verified statement remains below.
{T : ℝ} (hT : 0 ≤ T) :
cumulantEnergy (μ : Measure (EuclideanSpace ℝ (Fin n))) r u +
(1 / 2 : ℝ) * weightedEnergyIntegral μ hc P γ p (r + 1) u T ≤
(∫ w, cumulantEnergy (compactPosterior μ hc (p T w).1 (p T w).2 :
Measure (EuclideanSpace ℝ (Fin n))) r u ∂P) +
17 * ((r : ℝ) + 1) ^ 2 *
weightedEnergyIntegral μ hc P γ p r u T +
2 * ∑ a ∈ Finset.Icc 2 (r + 1 - 2),
((r + 1 - 1).choose (a - 1) : ℝ) *
Real.sqrt (b (r + 1 - a + 1)) *
(Real.sqrt (weightedEnergyIntegral μ hc P γ p r u T) *
Real.sqrt (weightedEnergyIntegral μ hc P γ p a u T))
Module navigation
Module: KLS/BKL/Localization/Energy/Integral.
Definition modules: KLS/BKL/CumulantEnergy/Basic, KLS/BKL/Localization/Coefficients, Probability/LogConcave, LevyStochCalc/Brownian/Multidim, Analysis/BakryEmery/Cumulant/Basic, KLS/BKL/Localization/Process/Basic, LevyStochCalc/Brownian/Filtered, KLS/Isotropic, Analysis/Operator/InverseSqrt, Probability/Posterior/CompactDomain, KLS/BKL/Localization/CutoffEnergy/Basic.
Selected supporting theorems: IsEldanCutoff.ae_Q_posSemidef, IsEldanCutoff.dynkin, IsEldanCutoff.measurable_uncurry_path, ae_prod_restrict_Ioc_of_ae, contDiff_cumulantEnergy_posterior.
Source excerpt, lines 71–82 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_BKL_Localization_Energy_Integral
open MeasureTheory ProbabilityTheory Filter Topology
open scoped NNReal ENNReal RealInnerProductSpace ContDiff
open FunctionalInequalities.Probability.Posterior FunctionalInequalities.Analysis
FunctionalInequalities.Analysis.BakryEmery FunctionalInequalities.Probability.Diffusion
variable {n : ℕ} (μ : MeasureTheory.ProbabilityMeasure (EuclideanSpace ℝ (Fin n)))
(hc : IsCompact (μ : MeasureTheory.Measure (EuclideanSpace ℝ (Fin n))).support)
variable {μ hc} {Ω : Type*} [MeasurableSpace Ω] {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P]
{W : LevyStochCalc.Brownian.Multidim.MultidimBrownianMotion P n} {ℱ : MeasureTheory.Filtration ℝ ‹MeasurableSpace Ω›}
{hW : ∀ k, LevyStochCalc.Brownian.IsBrownianFiltration (W.W k) ℱ} {γ : FunctionalInequalities.KLS.BKL.Localization.Param n → ℝ} {p : ℝ → Ω → FunctionalInequalities.KLS.BKL.Localization.Param n}
set_option maxHeartbeats 1000000
theorem FunctionalInequalities.KLS.BKL.Localization.energy_integral_le_of_generator_ge_readable (hiso : KLS.Isotropic μ) (hLC : KLS.LogConcave μ)
{ρ : ℝ} (hρ : 0 ≤ ρ)
(hsupp : (μ : Measure (EuclideanSpace ℝ (Fin n))).support ⊆ Metric.closedBall 0 ρ)
(hγ : IsCutoff γ) (hℱ0 : ∀ t : ℝ, t ≤ 0 → ℱ 0 ≤ ℱ t)
(hnull : ∀ s : Set Ω, MeasurableSet s → P s = 0 → MeasurableSet[ℱ 0] s)
(h : IsEldanCutoff μ hc W ℱ hW γ p) {r : ℕ} (hr : 2 ≤ r)
(u : EuclideanSpace ℝ (Fin n)) (b : ℕ → ℝ) (hb : ∀ j, 0 ≤ b j)
(h51 : ∀ q : Param n, IsSelfAdjoint q.2 → (∀ x, 0 ≤ ⟪q.2 x, x⟫) →
(1 / 2 : ℝ) * cumulantEnergy (compactPosterior μ hc q.1 q.2 :
Measure (EuclideanSpace ℝ (Fin n))) (r + 1) u -
17 * ((r : ℝ) + 1) ^ 2 * cumulantEnergy
(compactPosterior μ hc q.1 q.2 :
Measure (EuclideanSpace ℝ (Fin n))) r u -
2 * ∑ K : Fin r → Fin n,
cumulant (compactPosterior μ hc q.1 q.2 :
Measure (EuclideanSpace ℝ (Fin n))) (r + 1)
(Fin.cons u fun s => inverseSqrt (cov μ hc q)
(EuclideanSpace.basisFun (Fin n) ℝ (K s))) *
lowerDrift (compactPosterior μ hc q.1 q.2 :
Measure (EuclideanSpace ℝ (Fin n)))
(Fin.cons u fun s => inverseSqrt (cov μ hc q)
(EuclideanSpace.basisFun (Fin n) ℝ (K s))) 0 ≤
generator μ hc
(fun q' : Param n => cumulantEnergy
(compactPosterior μ hc q'.1 q'.2 :
Measure (EuclideanSpace ℝ (Fin n))) r u) q)
(hL : ∀ q : Param n, IsSelfAdjoint q.2 → (∀ x, 0 ≤ ⟪q.2 x, x⟫) →
Real.sqrt (∑ K : Fin r → Fin n,
lowerDrift (compactPosterior μ hc q.1 q.2 :
Measure (EuclideanSpace ℝ (Fin n)))
(Fin.cons u fun s => inverseSqrt (cov μ hc q)
(EuclideanSpace.basisFun (Fin n) ℝ (K s))) 0 ^ 2) ≤
∑ a ∈ Finset.Icc 2 (r + 1 - 2), ((r + 1 - 1).choose (a - 1) : ℝ) *
Real.sqrt (b (r + 1 - a + 1) * cumulantEnergy
(compactPosterior μ hc q.1 q.2 :
Measure (EuclideanSpace ℝ (Fin n))) a u))
{T : ℝ} (hT : 0 ≤ T) :
cumulantEnergy (μ : Measure (EuclideanSpace ℝ (Fin n))) r u +
(1 / 2 : ℝ) * weightedEnergyIntegral μ hc P γ p (r + 1) u T ≤
(∫ w, cumulantEnergy (compactPosterior μ hc (p T w).1 (p T w).2 :
Measure (EuclideanSpace ℝ (Fin n))) r u ∂P) +
17 * ((r : ℝ) + 1) ^ 2 *
weightedEnergyIntegral μ hc P γ p r u T +
2 * ∑ a ∈ Finset.Icc 2 (r + 1 - 2),
((r + 1 - 1).choose (a - 1) : ℝ) *
Real.sqrt (b (r + 1 - a + 1)) *
(Real.sqrt (weightedEnergyIntegral μ hc P γ p r u T) *
Real.sqrt (weightedEnergyIntegral μ hc P γ p a u T)) := by sorry