Composition Rule for Exponential Tilts
ProvedFunctionalInequalities.Analysis.BakryEmery.expTilt_tilted_readableThis theorem relates an exponential tilt of a tilted measure to a single tilt with a modified potential.
Let be a real inner-product space, let be a measure on , and let . Assume that is integrable with respect to . For every ,
The definitions expTilt and Measure.tilted are used exactly as stated; no finite-dimensional, completeness, Borel, or Haar-measure assumptions are required by the theorem. This identity is a basic algebraic rule for manipulating exponential tilts.
Original Lean declaration header
Within namespace FunctionalInequalities.Analysis.BakryEmery. Shown in its original module context. Proof omitted.
theorem expTilt_tilted {V : E → ℝ} (hV : Integrable (fun x => Real.exp ((-V) x)) m) (z : E) :
expTilt (m.tilted (-V)) z = m.tilted (-fun y => V y - ⟪z, y⟫)
Module navigation
Module: Analysis/BakryEmery/Tilt/Basic.
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Source excerpt, lines 91–92 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_Tilt_Basic
open MeasureTheory FunctionalInequalities.Analysis.Tensor
open scoped RealInnerProductSpace ContDiff
universe u
variable {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [CompleteSpace E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
variable (m : MeasureTheory.Measure E) [m.IsAddHaarMeasure]
omit [CompleteSpace E] [FiniteDimensional ℝ E] [BorelSpace E] [m.IsAddHaarMeasure]
theorem FunctionalInequalities.Analysis.BakryEmery.expTilt_tilted_readable {V : E → ℝ} (hV : Integrable (fun x => Real.exp ((-V) x)) m) (z : E) :
expTilt (m.tilted (-V)) z = m.tilted (-fun y => V y - ⟪z, y⟫) := by sorry