Zero Mean of the Affine Residual Under a Centered Law
ProvedFunctionalInequalities.L2.integral_affineOrthPart_readableThis statement shows that the designated affine residual is centered under a centered probability measure.
Let , represented by EuclideanSpace ℝ (Fin n), and let be its standard orthonormal basis. Assume:
- is a probability measure on , with .
- .
- belongs to .
Define the residual L2.affineOrthPart by
Then
This supplies the centering property of the concrete affine decomposition. Identity covariance is not required for this conclusion, and is included.
Formalization Note The hypotheses are MemLp hypotheses, including almost-everywhere strong measurability.
Original Lean declaration header
Within namespace FunctionalInequalities.L2. Shown in its original module context. Proof omitted.
theorem integral_affineOrthPart (μ : Measure (EuclideanSpace ℝ (Fin n))) [IsProbabilityMeasure μ]
(hμ2 : MemLp id 2 μ) (hμ0 : ∫ x, x ∂μ = 0) {g : EuclideanSpace ℝ (Fin n) → ℝ}
(hg : MemLp g 2 μ) :
∫ x, affineOrthPart μ g x ∂μ = 0
Module navigation
Module: L2/AffineDecomposition.
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Source excerpt, lines 185–188 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_L2_AffineDecomposition
open MeasureTheory
variable {n : ℕ}
theorem FunctionalInequalities.L2.integral_affineOrthPart_readable (μ : Measure (EuclideanSpace ℝ (Fin n))) [IsProbabilityMeasure μ]
(hμ2 : MemLp id 2 μ) (hμ0 : ∫ x, x ∂μ = 0) {g : EuclideanSpace ℝ (Fin n) → ℝ}
(hg : MemLp g 2 μ) :
∫ x, affineOrthPart μ g x ∂μ = 0 := by sorry