Covariance Operator Eigenfunction Identity
ProvedFunctionalInequalities.KLS.BKL.Localization.generator_inner_cov_readableThis formalizes the generator identity corresponding to BKL (69).
Let , let be an isotropic compactly supported probability measure on EuclideanSpace ℝ (Fin n), and let be a posterior parameter. For all , the generator applied to the scalar covariance-operator coefficient satisfies
Here cov μ hc q is the posterior covariance operator and Localization.generator is the uncut posterior generator. This identity is the operator-valued decay relation used in the covariance-generator analysis.
Original Lean declaration header
Within namespace FunctionalInequalities.KLS.BKL.Localization. Shown in its original module context. Proof omitted.
theorem generator_inner_cov (hiso : KLS.Isotropic μ) (p : Param n) (x y : EuclideanSpace ℝ (Fin n)) :
generator μ hc (fun q : Param n => ⟪cov μ hc q x, y⟫) p = -⟪cov μ hc p x, y⟫
Module navigation
Module: KLS/BKL/Localization/CovarianceGenerator.
Definition modules: KLS/BKL/Localization/Coefficients, KLS/Isotropic.
Selected supporting theorems: inner_self_pos_of_comp_eq_id, inner_self_pos_of_isPositive_of_isUnit, Covariance.inner_operator_self_pos_of_affineSupport_eq_top, generator_posteriorExpectation, diffusionGenerator_mul.
Previous: generator_posteriorExpectation.
Source excerpt, lines 78–79 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_BKL_Localization_CovarianceGenerator
open scoped RealInnerProductSpace ContDiff
variable {n : ℕ} (μ : MeasureTheory.ProbabilityMeasure (EuclideanSpace ℝ (Fin n)))
(hc : IsCompact (μ : MeasureTheory.Measure (EuclideanSpace ℝ (Fin n))).support)
theorem FunctionalInequalities.KLS.BKL.Localization.generator_inner_cov_readable (hiso : KLS.Isotropic μ) (p : Param n) (x y : EuclideanSpace ℝ (Fin n)) :
generator μ hc (fun q : Param n => ⟪cov μ hc q x, y⟫) p = -⟪cov μ hc p x, y⟫ := by sorry