Exponential potential measures and variational functional
DefinitionKLSModular_FunctionalInequalities_Probability_MomentMeasure_Basicfunctional-inequalitiesklskls-conjecturekls-modularlog-concavemodule-context
For an extended-real potential , density φ is the -valued density , weightedMeasure dx φ is the measure with density density φ relative to , and mass dx φ is . PotentialIntegrable φ μ requires no value , almost-everywhere finiteness, and integrability of with respect to ; variationalFunctional dx μ φ is using the extended logarithm, with no probability normalization imposed.
Original module imports
import FunctionalInequalities.Analysis.Convex.Legendre
import Mathlib.Analysis.SpecialFunctions.Log.ENNRealLogExp
import Mathlib.MeasureTheory.Measure.WithDensity
import Mathlib.MeasureTheory.Integral.Bochner.Basic
import Mathlib.MeasureTheory.Integral.Lebesgue.Basic
Original declaration excerpt
Shown in the original module context.
def density (φ : E → EReal) (x : E) : ℝ≥0∞ := EReal.exp (-φ x)
Module navigation
Direct project imports: Analysis/Convex/Legendre.
Project result: The KLS conjecture.
Original module · FunctionalInequalities.Probability.MomentMeasure.Basic · Frozen source 408915f.
Definition code
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_Convex_Legendre
import Mathlib.Analysis.SpecialFunctions.Log.ENNRealLogExp
import Mathlib.MeasureTheory.Measure.WithDensity
import Mathlib.MeasureTheory.Integral.Bochner.Basic
import Mathlib.MeasureTheory.Integral.Lebesgue.Basic
noncomputable section
namespace FunctionalInequalities
namespace Probability
namespace MomentMeasure
open MeasureTheory
open scoped ENNReal
open FunctionalInequalities.Analysis
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
/-- The extended exponential handles `+∞` potentials correctly: density zero. -/
def density (φ : E → EReal) (x : E) : ℝ≥0∞ := EReal.exp (-φ x)
section Measurable
variable [MeasurableSpace E]
/-- Integrability in CEK Proposition 12, including a.e. finiteness before using `toReal`. -/
def PotentialIntegrable (φ : E → EReal) (μ : Measure E) : Prop :=
(∀ x, φ x ≠ ⊥) ∧ (∀ᵐ x ∂μ, φ x ≠ ⊤) ∧
Integrable (fun x => (φ x).toReal) μ
section Haar
variable [BorelSpace E] [FiniteDimensional ℝ E]
/-- The measure `exp(-φ(x)) dx`, without implicit probability normalization. -/
def weightedMeasure (dx : Measure E) (φ : E → EReal) : Measure E :=
dx.withDensity (density φ)
/-- `Z(φ)`, retaining both zero and infinite mass rather than totalizing a real logarithm. -/
def mass (dx : Measure E) (φ : E → EReal) : ℝ≥0∞ := ∫⁻ x, density φ x ∂dx
/-- CEK's functional `I_μ(f) = log ∫ exp(-f*) - ∫ f dμ`, with extended logarithm. -/
def variationalFunctional (dx μ : Measure E) (φ : E → EReal) : EReal :=
ENNReal.log (mass dx (legendre φ)) - (∫ x, (φ x).toReal ∂μ : ℝ)
end Haar
end Measurable
end MomentMeasure
end Probability
end FunctionalInequalities
Source
Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/Probability/MomentMeasure/Basic.lean#L33-L58 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.Probability.MomentMeasure.Basic`, definition bundle `KLSModular_FunctionalInequalities_Probability_MomentMeasure_Basic`; the repository is private at upload time).