Squared-Integral Contraction of the Affine-Orthogonal Part
ProvedFunctionalInequalities.L2.integral_affineOrthPart_sq_le_readablefunctional-inequalitieskls-conjecturekls-modularkls-readablelog-concave
This lemma states Bessel's inequality for the concrete affine-orthogonal part.
Let and let be a probability measure on (EuclideanSpace ℝ (Fin n)). Assume:
- and .
- for all .
- belongs to .
Using the standard orthonormal basis , let affineOrthPart , namely
Then
This controls the squared size of the affine-orthogonal remainder under centered identity-covariance moment assumptions.
Original Lean declaration header
Within namespace FunctionalInequalities.L2. Shown in its original module context. Proof omitted.
theorem integral_affineOrthPart_sq_le (μ : Measure (EuclideanSpace ℝ (Fin n)))
[IsProbabilityMeasure μ] (hμ2 : MemLp id 2 μ) (hμ0 : ∫ x, x ∂μ = 0)
(hμcov : ∀ u v : EuclideanSpace ℝ (Fin n), ∫ x, ⟪u, x⟫ * ⟪v, x⟫ ∂μ = ⟪u, v⟫)
{g : EuclideanSpace ℝ (Fin n) → ℝ} (hg : MemLp g 2 μ) :
∫ x, affineOrthPart μ g x ^ 2 ∂μ ≤ ∫ x, g x ^ 2 ∂μ
Module navigation
Module: L2/AffineDecomposition.
Supporting theorems: integral_affineOrthPart, integral_inner_mul_affineOrthPart, memLp_affineOrthPart.
Previous: integral_affineOrthPart_mul_sub · Next: integral_affine_sq.
Source excerpt, lines 698–702 · Frozen source 408915f.
Preamble
import Definitions.Def_KLSModular_FunctionalInequalities_L2_AffineDecomposition
open MeasureTheory
open scoped RealInnerProductSpace
variable {n : ℕ}
Formal statement
theorem FunctionalInequalities.L2.integral_affineOrthPart_sq_le_readable (μ : Measure (EuclideanSpace ℝ (Fin n)))
[IsProbabilityMeasure μ] (hμ2 : MemLp id 2 μ) (hμ0 : ∫ x, x ∂μ = 0)
(hμcov : ∀ u v : EuclideanSpace ℝ (Fin n), ∫ x, ⟪u, x⟫ * ⟪v, x⟫ ∂μ = ⟪u, v⟫)
{g : EuclideanSpace ℝ (Fin n) → ℝ} (hg : MemLp g 2 μ) :
∫ x, affineOrthPart μ g x ^ 2 ∂μ ≤ ∫ x, g x ^ 2 ∂μ := by sorry
Source
Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/L2/AffineDecomposition.lean#L697-L864 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.L2.AffineDecomposition`, declaration `FunctionalInequalities.L2.integral_affineOrthPart_sq_le`; the repository is private at upload time).