Affine Support Under A Continuous Linear Equivalence
ProvedFunctionalInequalities.Probability.affineSupport_mapContinuousLinearEquiv_readableThis theorem describes the affine support of a pushforward probability law.
Let and be normed real inner-product spaces with measurable Borel structures, let be a probability measure on , and let be a continuous linear equivalence. Assume the second-countable and finite-dimensional hypotheses stated in the type. Then
where the image on the right is the affine-subspace map induced by the linear equivalence. In Lean, the pushforward is mapContinuousLinearEquiv and the affine-subspace image is formed with AffineSubspace.map. This is a transport lemma for affine support and does not assert anything about covariance or moments.
Original Lean declaration header
Within namespace FunctionalInequalities. Shown in its original module context. Proof omitted.
theorem Probability.affineSupport_mapContinuousLinearEquiv :
affineSupport (mapContinuousLinearEquiv ν T) = (affineSupport ν).map (T : V₁ →ₗ[ℝ] V₂).toAffineMap
Module navigation
Module: Probability/Transport.
Definition modules: Probability/AffineSupport.
Previous: Covariance.operator_map_continuousLinearEquiv.
Source excerpt, lines 378–379 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Probability_Transport
universe u v
variable {V₁ : Type u} [NormedAddCommGroup V₁] [InnerProductSpace ℝ V₁]
[MeasurableSpace V₁] [BorelSpace V₁]
variable {V₂ : Type v} [NormedAddCommGroup V₂] [InnerProductSpace ℝ V₂]
[MeasurableSpace V₂] [BorelSpace V₂]
variable (ν : MeasureTheory.ProbabilityMeasure V₁) (T : V₁ ≃L[ℝ] V₂)
variable [CompleteSpace V₁] [SecondCountableTopology V₁] [CompleteSpace V₂] [SecondCountableTopology V₂]
variable [FiniteDimensional ℝ V₁] [FiniteDimensional ℝ V₂]
omit [CompleteSpace V₁] [CompleteSpace V₂] [FiniteDimensional ℝ V₁]
theorem FunctionalInequalities.Probability.affineSupport_mapContinuousLinearEquiv_readable :
affineSupport (mapContinuousLinearEquiv ν T) = (affineSupport ν).map (T : V₁ →ₗ[ℝ] V₂).toAffineMap := by sorry