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Cumulant Transformation Under Affine Maps

Proved
FunctionalInequalities.Analysis.BakryEmery.cumulant_map_affine_readable

by Lazyfill · Oct 26, 2026 · Mathlib 0df444a (Lean v4.33.1)

bkl2026functional-inequalitieskls-conjecturekls-modularkls-readablelog-concave

This formalizes the affine transformation rule for cumulants, corresponding to Bizeul–Klartag–Lehec, Equation (77), p. 19.

Let EEE and FFF be complete finite-dimensional real inner-product spaces with Borel structures. Let T:E→FT:E\to FT:E→F be a continuous linear equivalence, let a∈Ea\in Ea∈E, and let μ\muμ be a finite nonzero measure on EEE. Assume all exponential norm moments of μ\muμ are finite. For k≥2k\geq2k≥2 and directions ui∈Fu_i\in Fui​∈F,

κk(T(⋅−a))#μ(u1,…,uk)=κkμ(T∗u1,…,T∗uk).\kappa_k^{(T(\cdot-a))_\#\mu}(u_1,\ldots,u_k) = \kappa_k^\mu(T^*u_1,\ldots,T^*u_k).κk(T(⋅−a))#​μ​(u1​,…,uk​)=κkμ​(T∗u1​,…,T∗uk​).

The pushforward is Measure.map (fun x => T (x - a)) μ, and T∗T^*T∗ 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.

Previous: cumulant_map_linearIsometryEquiv · Next: letwinQuadraticBound_of_tendsto_moments.

Source excerpt, lines 888–895 · Frozen source 408915f.

Preamble
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_Cumulant_Basic

open MeasureTheory
universe u
variable {E F : Type*}
variable [NormedAddCommGroup E] [InnerProductSpace ℝ E]
Formal statement

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
Source
Source: Bizeul–Klartag–Lehec, Presenting a proof of the Kannan–Lovász–Simonovits conjecture (arXiv:2610.05474v1), Equation (67), p. 19 (unnumbered display) and the compact stage before it. Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/Analysis/BakryEmery/Cumulant/Basic.lean#L885-L975 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.Analysis.BakryEmery.Cumulant.Basic`, declaration `FunctionalInequalities.Analysis.BakryEmery.cumulant_map_affine`; the repository is private at upload time).

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