Isotropic probability law
DefinitionKLSModular_FunctionalInequalities_KLS_IsotropicFunctionalInequalities.KLS.Isotropic μ is a proposition for a probability measure on a complete real inner-product space requiring three fields: memLp_two says that the identity map has finite second moment, mean_zero says , and covariance_identity says the centered covariance operator Covariance.operator is the identity continuous linear map. The structure is only a definition of isotropy and includes no whitening or equivalence theorem.
Original module imports
import FunctionalInequalities.Probability.Covariance.Basic
import FunctionalInequalities.Probability.Basic
import Mathlib.MeasureTheory.Function.LpSpace.Basic
import Mathlib.Analysis.Calculus.Gradient.Basic
import FunctionalInequalities.Analysis.BakryEmery.IntegrationByParts.Basic
import FunctionalInequalities.Analysis.BakryEmery.IntegrationByParts.ConvexHessian
import FunctionalInequalities.Analysis.Matrix.Sign
import Mathlib.Probability.Moments.CovarianceBilin
import Mathlib.Analysis.CStarAlgebra.Matrix
Original declaration excerpt
Shown in the original module context.
structure Isotropic (μ : ProbabilityMeasure E) : Prop where
memLp_two : MemLp id 2 (μ : Measure E)
mean_zero : ∫ x, x ∂(μ : Measure E) = 0
covariance_identity : Covariance.operator (μ : Measure E) = ContinuousLinearMap.id ℝ E
Module navigation
Direct project imports: Probability/Covariance/Basic, Probability/Basic, Analysis/BakryEmery/IntegrationByParts/Basic, Analysis/BakryEmery/IntegrationByParts/ConvexHessian, Analysis/Matrix/Sign.
Theorems in source order:
Isotropic.map_linearIsometryEquivintegral_fderiv_mul_fderiv_eq_inner_of_isotropic_mapIsotropic.integral_norm_sq
Project result: The KLS conjecture.
Original module · FunctionalInequalities.KLS.Isotropic · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Probability_Covariance_Basic
import Definitions.Def_KLSModular_FunctionalInequalities_Probability_Basic
import Mathlib.MeasureTheory.Function.LpSpace.Basic
import Mathlib.Analysis.Calculus.Gradient.Basic
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_IntegrationByParts_Basic
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_IntegrationByParts_ConvexHessian
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_Matrix_Sign
import Mathlib.Probability.Moments.CovarianceBilin
import Mathlib.Analysis.CStarAlgebra.Matrix
noncomputable section
open MeasureTheory
open scoped RealInnerProductSpace
namespace FunctionalInequalities
namespace KLS
variable {E : Type*}
variable [NormedAddCommGroup E] [InnerProductSpace ℝ E] [CompleteSpace E]
variable [MeasurableSpace E] [BorelSpace E]
/-- A probability law with finite second moment, mean zero, and identity centered covariance.
The moment field prevents the totalized integral/covariance from encoding integrability. -/
structure Isotropic (μ : ProbabilityMeasure E) : Prop where
memLp_two : MemLp id 2 (μ : Measure E)
mean_zero : ∫ x, x ∂(μ : Measure E) = 0
covariance_identity : Covariance.operator (μ : Measure E) = ContinuousLinearMap.id ℝ E
end KLS
end FunctionalInequalities