OAI/Analysis/Brenier/MomentAlgebra.lean
26 declarations, 0 contain sorry, 0 declared as axioms
- theorem
OAI.Problem358.midpoint_energy_absorptionline 12Source documentation
The energy absorption step in the stationary-site moment estimate.
theorem midpoint_energy_absorption {A B R : ℝ} (hA : 0 ≤ A) (hB : 0 ≤ B) (h : A / 4 ≤ R ^ 2 * B / 8 + R / 2 * Real.sqrt (A * B)) : A ≤ 5 * R ^ 2 * B := by … - theorem
OAI.Problem358.nearby_mass_square_boundline 24Source documentation
Uniform comparisons of nearby cell masses, in the normalization used in the finite-difference estimate.
theorem nearby_mass_square_bound {M α γ : ℝ} (hM : 0 < M) (hα : 0 ≤ α) (hαM : α ≤ 2 * M) (hγM : M / 2 ≤ γ) : α ^ 2 / M ≤ 8 * γ := by … - theorem
OAI.Problem358.nearby_mass_reciprocal_boundline 32Source documentation
The reciprocal comparison for nearby cell masses.
theorem nearby_mass_reciprocal_bound {M γ δ : ℝ} (hM : 0 < M) (hγM : M / 2 ≤ γ) : δ ^ 2 / γ ≤ 2 * (δ ^ 2 / M) := by … - theorem
OAI.Problem358.stationary_moment_finite_differenceline 46Source documentation
A finite-difference moment estimate with a constant independent of the number of cells or the smallest cell mass. The geometric input is the midpoint energy estimate and the elementary bound on each moment change.
theorem stationary_moment_finite_difference {ι V : Type*} [Fintype ι] [SeminormedAddCommGroup V] (M α γ δ D : ι → ℝ) (Δ : ι → V) (R : ℝ) (hM : ∀ i, 0 < M i) (hα : ∀ i, 0 ≤ α i) (hαM : ∀ i, α i ≤ 2 * M i) (hγM : ∀ i, M i / 2 ≤ γ i) (hD : ∀ i, 0 ≤ D i) (hR : 0 ≤ R) (hΔ : ∀ i, ‖Δ i‖ ≤ R * |δ i| + α i * Real.sqrt (D i)) (henergy : (∑ i, γ i * D i) ≤ 5 * R ^ 2 * (∑ i, δ i ^ 2 / γ i)) : (∑ i, ‖Δ i‖ ^ 2 / M i) ≤ 162 * R ^ 2 * (∑ i, δ i ^ 2 / M i) := by … - theorem
OAI.Problem358.eventually_nearby_mass_boundsline 101Source documentation
Positive limiting cell masses give all nearby-mass comparisons simultaneously, with no uniform lower bound on the finite configuration.
theorem eventually_nearby_mass_bounds {ι A : Type*} [Finite ι] {l : Filter A} (M : ι → ℝ) (α β : A → ι → ℝ) (hM : ∀ i, 0 < M i) (hα : ∀ i, Filter.Tendsto (fun a => α a i) l (nhds (M i))) (hβ : ∀ i, Filter.Tendsto (fun a => β a i) l (nhds (M i))) : ∀ᶠ a in l, ∀ i, 0 < α a i ∧ 0 < β a i ∧ α a i ≤ 2 * M i ∧ M i / 2 ≤ Real.sqrt (α a i * β a i) := by … - theorem
OAI.Problem358.eventually_stationary_moment_finite_differenceline 123Source documentation
The raw geometric moment inputs imply the uniform finite-difference estimate eventually, using continuity of the actual two endpoint masses.
theorem eventually_stationary_moment_finite_difference {ι V A : Type*} [Fintype ι] [SeminormedAddCommGroup V] {l : Filter A} (M : ι → ℝ) (α β δ D : A → ι → ℝ) (Δ : A → ι → V) (R : ℝ) (hM : ∀ i, 0 < M i) (hR : 0 ≤ R) (hα : ∀ i, Filter.Tendsto (fun a => α a i) l (nhds (M i))) (hβ : ∀ i, Filter.Tendsto (fun a => β a i) l (nhds (M i))) (hD : ∀ᶠ a in l, ∀ i, 0 ≤ D a i) (hΔ : ∀ᶠ a in l, ∀ i, ‖Δ a i‖ ≤ R * |δ a i| + α a i * Real.sqrt (D a i)) (henergy : ∀ᶠ a in l, (∑ i, Real.sqrt (α a i * β a i) * D a i) ≤ 5 * R ^ 2 * (∑ i, δ a i ^ 2 / Real.sqrt (α a i * β a i))) : … - theorem
OAI.Problem358.weighted_moment_energy_smulline 145Source documentation
Weighted squared norm energies scale quadratically.
theorem weighted_moment_energy_smul {ι V : Type*} [Fintype ι] [SeminormedAddCommGroup V] [NormedSpace ℝ V] (M : ι → ℝ) (B : ι → V) (c : ℝ) : (∑ i, ‖c • B i‖ ^ 2 / M i) = c ^ 2 * (∑ i, ‖B i‖ ^ 2 / M i) := by … - theorem
OAI.Problem358.stationary_moment_limitline 155Source documentation
The finite moment inequality passes to derivative limits. The arbitrary scale
cis typically(2*s)⁻¹; stating the argument for any filter also permits one-sided finite differences and sequences.theorem stationary_moment_limit {ι V A : Type*} [Fintype ι] [SeminormedAddCommGroup V] [NormedSpace ℝ V] {l : Filter A} [l.NeBot] (M : ι → ℝ) (B : A → ι → V) (m : A → ι → ℝ) (c : A → ℝ) (dB : ι → V) (dm : ι → ℝ) (C : ℝ) (hB : ∀ i, Filter.Tendsto (fun a => c a • B a i) l (nhds (dB i))) (hm : ∀ i, Filter.Tendsto (fun a => c a * m a i) l (nhds (dm i))) (hbound : ∀ᶠ a in l, (∑ i, ‖B a i‖ ^ 2 / M i) ≤ C * (∑ i, m a i ^ 2 / M i)) : (∑ i, ‖dB i‖ ^ 2 / M i) ≤ C * (∑ i, dm i ^ 2 / M i) := by … - theorem
OAI.Problem358.stationary_moment_limit_of_continuous_massesline 185Source documentation
The stationary-site derivative estimate from continuous endpoint masses, the geometric energy input, and genuine limits of the scaled differences.
theorem stationary_moment_limit_of_continuous_masses {ι V A : Type*} [Fintype ι] [SeminormedAddCommGroup V] [NormedSpace ℝ V] {l : Filter A} [l.NeBot] (M : ι → ℝ) (α β δ D : A → ι → ℝ) (Δ : A → ι → V) (R : ℝ) (c : A → ℝ) (dB : ι → V) (dm : ι → ℝ) (hM : ∀ i, 0 < M i) (hR : 0 ≤ R) (hα : ∀ i, Filter.Tendsto (fun a => α a i) l (nhds (M i))) (hβ : ∀ i, Filter.Tendsto (fun a => β a i) l (nhds (M i))) (hD : ∀ᶠ a in l, ∀ i, 0 ≤ D a i) (hΔ : ∀ᶠ a in l, ∀ i, ‖Δ a i‖ ≤ R * |δ a i| + α a i * Real.sqrt (D a i)) (henergy : ∀ᶠ a in l, … - theorem
OAI.Problem358.mass_geometric_mean_gapline 218Source documentation
Quantitative arithmetic--geometric mean gap for two positive cell masses.
theorem mass_geometric_mean_gap {a b : ℝ} (ha : 0 < a) (hb : 0 < b) : (a + b) / 2 - Real.sqrt (a * b) ≤ (a - b) ^ 2 / (8 * Real.sqrt (a * b)) := by … - theorem
OAI.Problem358.moment_weighted_cauchyline 227Source documentation
Weighted Cauchy--Schwarz in precisely the variables used by the cell argument.
theorem moment_weighted_cauchy {ι : Type*} [Fintype ι] {δ γ D : ι → ℝ} (hγ : ∀ i, 0 < γ i) (hD : ∀ i, 0 ≤ D i) : (∑ i, |δ i| * Real.sqrt (D i)) ≤ Real.sqrt ((∑ i, γ i * D i) * (∑ i, δ i ^ 2 / γ i)) := by … - theorem
OAI.Problem358.tendsto_symmetric_moment_quotientline 250Source documentation
Symmetric moment differences converge to the negative derivative.
theorem tendsto_symmetric_moment_quotient {V : Type*} [NormedAddCommGroup V] [NormedSpace ℝ V] {f : ℝ → V} {v : V} (hf : HasDerivAt f v 0) : Filter.Tendsto (fun s : ℝ => (2 * s)⁻¹ • (f (-s) - f s)) (𝓝[>] 0) (𝓝 (-v)) := by … - theorem
OAI.Problem358.moment_derivative_boundline 271Source documentation
Passing a uniform symmetric finite-difference estimate to cell derivatives. The geometric construction supplies
hfinite; this lemma performs the limit step.theorem moment_derivative_bound {ι V : Type*} [Fintype ι] [NormedAddCommGroup V] [NormedSpace ℝ V] {B : ι → ℝ → V} {m : ι → ℝ → ℝ} {dB : ι → V} {dm M : ι → ℝ} {C : ℝ} (hB : ∀ i, HasDerivAt (B i) (dB i) 0) (hm : ∀ i, HasDerivAt (m i) (dm i) 0) (hfinite : ∀ᶠ s : ℝ in 𝓝[>] 0, (∑ i, ‖B i (-s) - B i s‖ ^ 2 / M i) ≤ C * ∑ i, (m i (-s) - m i s) ^ 2 / M i) : (∑ i, ‖dB i‖ ^ 2 / M i) ≤ C * ∑ i, dm i ^ 2 / M i := by … - theorem
OAI.Problem358.MomentCouplingBounds.integral_norm_le_sqrt_integral_sq_normline 315Source documentation
The elementary probability-space L1/L2 comparison for a norm.
theorem integral_norm_le_sqrt_integral_sq_norm {f : A → F} (hf : MemLp f 2 μ) : (∫ x, ‖f x‖ ∂μ) ≤ Real.sqrt (∫ x, ‖f x‖ ^ 2 ∂μ) := by … - theorem
OAI.Problem358.MomentCouplingBounds.norm_integral_sub_le_sqrtline 323Source documentation
A coupling's quadratic displacement bounds the displacement of its barycentres.
theorem norm_integral_sub_le_sqrt [NormedSpace ℝ F] {X Z : A → F} (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ) : ‖(∫ x, X x ∂μ) - ∫ x, Z x ∂μ‖ ≤ Real.sqrt (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) := by … - theorem
OAI.Problem358.MomentCouplingBounds.abs_sq_norm_sub_leline 332Source documentation
Squared norms are
2R-Lipschitz on a ball of radiusR.theorem abs_sq_norm_sub_le {R : ℝ} {x z : F} (hx : ‖x‖ ≤ R) (hz : ‖z‖ ≤ R) : |‖x‖ ^ 2 - ‖z‖ ^ 2| ≤ 2 * R * ‖x - z‖ := by … - theorem
OAI.Problem358.MomentCouplingBounds.quadratic_potential_expectation_sub_leline 345Source documentation
The quadratic concave potential used in the midpoint argument has controlled expectation difference under a bounded coupling.
theorem quadratic_potential_expectation_sub_le {R : ℝ} (hR : 0 ≤ R) {X Z : A → F} (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ) (hXR : ∀ᵐ x ∂μ, ‖X x‖ ≤ R) (hZR : ∀ᵐ x ∂μ, ‖Z x‖ ≤ R) : |(∫ x, R ^ 2 - ‖X x‖ ^ 2 ∂μ) - (∫ x, R ^ 2 - ‖Z x‖ ^ 2 ∂μ)| ≤ 2 * R * Real.sqrt (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) := by … - theorem
OAI.Problem358.MomentCouplingBounds.norm_integral_le_of_ae_norm_leline 377Source documentation
The expectation of a bounded random vector lies in the same norm ball.
theorem norm_integral_le_of_ae_norm_le [NormedSpace ℝ F] {X : A → F} {R : ℝ} (hX : Integrable X μ) (hXR : ∀ᵐ x ∂μ, ‖X x‖ ≤ R) : ‖∫ x, X x ∂μ‖ ≤ R := by … - theorem
OAI.Problem358.MomentCouplingBounds.weighted_barycentre_sub_leline 386Source documentation
The unnormalized cell-moment difference estimate in the stationary-site proof.
theorem weighted_barycentre_sub_le [NormedSpace ℝ F] {X Z : A → F} (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ) {R α β : ℝ} (hα : 0 ≤ α) (hZR : ∀ᵐ x ∂μ, ‖Z x‖ ≤ R) : ‖α • (∫ x, X x ∂μ) - β • (∫ x, Z x ∂μ)‖ ≤ R * |α - β| + α * Real.sqrt (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) := by … - def
OAI.Problem358.MidpointEnergy.quadraticPotentialline 413Source documentation
The concave quadratic used in the midpoint argument.
def quadraticPotential (R : ℝ) (x : F) : ℝ := R ^ 2 - ‖x‖ ^ 2
- lemma
OAI.Problem358.MidpointEnergy.quadraticPotential_midpointline 415 - lemma
OAI.Problem358.MidpointEnergy.quadraticPotential_nonnegline 424 - lemma
OAI.Problem358.MidpointEnergy.quadraticPotential_leline 429 - theorem
OAI.Problem358.MidpointEnergy.integral_quadraticPotential_midpointline 435Source documentation
The integrated parallelogram identity gives the exact midpoint energy gain.
theorem integral_quadraticPotential_midpoint (R : ℝ) {X Z : A → F} (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ) : (∫ x, quadraticPotential R ((1 / 2 : ℝ) • (X x + Z x)) ∂μ) = ((∫ x, quadraticPotential R (X x) ∂μ) + (∫ x, quadraticPotential R (Z x) ∂μ)) / 2 + (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) / 4 := by … - theorem
OAI.Problem358.MidpointEnergy.integrable_quadraticPotential_of_ae_boundline 458Source documentation
A bounded-support measure integrates the nonnegative quadratic potential.
theorem integrable_quadraticPotential_of_ae_bound {ρ : Measure F} [IsFiniteMeasure ρ] {R : ℝ} (hρ : ∀ᵐ x ∂ρ, ‖x‖ ≤ R) : Integrable (quadraticPotential R) ρ := by … - theorem
OAI.Problem358.MidpointEnergy.scaled_midpoint_energy_leline 468Source documentation
Cellwise measure domination gives the midpoint energy inequality. The geometric existence of the dominated coupling is an explicit hypothesis.
theorem scaled_midpoint_energy_le {ρ : Measure F} [IsFiniteMeasure ρ] {R γ : ℝ} (hγ : 0 ≤ γ) {X Z : A → F} (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ) (hρ : ∀ᵐ x ∂ρ, ‖x‖ ≤ R) (hdom : ENNReal.ofReal γ • Measure.map (fun x => (1 / 2 : ℝ) • (X x + Z x)) μ ≤ ρ) : γ * (((∫ x, quadraticPotential R (X x) ∂μ) + (∫ x, quadraticPotential R (Z x) ∂μ)) / 2 + (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) / 4) ≤ ∫ x, quadraticPotential R x ∂ρ := by …