Cumulant Transformation Under Affine Maps
ProvedFunctionalInequalities.Analysis.BakryEmery.cumulant_map_affine_readableThis formalizes the affine transformation rule for cumulants, corresponding to Bizeul–Klartag–Lehec, Equation (77), p. 19.
Let and be complete finite-dimensional real inner-product spaces with Borel structures. Let be a continuous linear equivalence, let , and let be a finite nonzero measure on . Assume all exponential norm moments of are finite. For and directions ,
The pushforward is Measure.map (fun x => T (x - a)) μ, and is represented by ContinuousLinearMap.adjoint. The translation does not affect cumulants of order at least two.
Original Lean declaration header
Within namespace FunctionalInequalities.Analysis.BakryEmery. Shown in its original module context. Proof omitted.
theorem cumulant_map_affine [CompleteSpace E] [FiniteDimensional ℝ E] [MeasurableSpace E]
[BorelSpace E] [NormedAddCommGroup F] [InnerProductSpace ℝ F] [CompleteSpace F]
[FiniteDimensional ℝ F] [MeasurableSpace F] [BorelSpace F]
(T : E ≃L[ℝ] F) (a : E) (μ : Measure E) [IsFiniteMeasure μ] [NeZero μ]
(hexp : ∀ r : ℝ, Integrable (fun x => Real.exp (r * ‖x‖)) μ)
{k : ℕ} (hk : 2 ≤ k) (u : Fin k → F) :
cumulant (μ.map (fun x => T (x - a))) k u =
cumulant μ k (fun i => ContinuousLinearMap.adjoint (T : E →L[ℝ] F) (u i))
Module navigation
Module: Analysis/BakryEmery/Cumulant/Basic.
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Source excerpt, lines 888–895 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_Cumulant_Basic
open MeasureTheory
universe u
variable {E F : Type*}
variable [NormedAddCommGroup E] [InnerProductSpace ℝ E]
theorem FunctionalInequalities.Analysis.BakryEmery.cumulant_map_affine_readable [CompleteSpace E] [FiniteDimensional ℝ E] [MeasurableSpace E]
[BorelSpace E] [NormedAddCommGroup F] [InnerProductSpace ℝ F] [CompleteSpace F]
[FiniteDimensional ℝ F] [MeasurableSpace F] [BorelSpace F]
(T : E ≃L[ℝ] F) (a : E) (μ : Measure E) [IsFiniteMeasure μ] [NeZero μ]
(hexp : ∀ r : ℝ, Integrable (fun x => Real.exp (r * ‖x‖)) μ)
{k : ℕ} (hk : 2 ≤ k) (u : Fin k → F) :
cumulant (μ.map (fun x => T (x - a))) k u =
cumulant μ k (fun i => ContinuousLinearMap.adjoint (T : E →L[ℝ] F) (u i)) := by sorry