OAI/Analysis/LipschitzHilbert/Fourier/FourierAveragingConvolution.lean

GitHub source file

9 declarations, 0 contain sorry, 0 declared as axioms

Convolution and the exact averaging mixture

Convolution preserves the proved Fourier gap. A central mass of the kernel minorizes the uniform law on a smaller interval. The remaining measure is normalized into the probability used in the prediction-mixture argument.

  1. theorem OAI.LipschitzHilbert.fourierMoment_eq_charFun line 25
  2. theorem OAI.LipschitzHilbert.fourierGap_conv_left line 31
  3. theorem OAI.LipschitzHilbert.convolution_apply_as_translations line 37
  4. theorem OAI.LipschitzHilbert.convolution_minorization line 53

    Source documentation

    Only a central part of the convolution law is needed for minorization.

    theorem convolution_minorization (μ ν ω : Measure ℝ) [SFinite μ] [SFinite ν]
        {S : Set ℝ} (hS : MeasurableSet S) {c : ℝ≥0∞}
        (hshift : ∀ y ∈ S, c • ω ≤ μ.map (fun x => x + y)) :
        (ν S * c) • ω ≤ μ ∗ ν := by
    …
  5. def OAI.LipschitzHilbert.intervalProbability line 73

    Source documentation

    The normalized Lebesgue law on a closed interval. Endpoints have zero mass.

    def intervalProbability (a b : ℝ) : Measure ℝ :=
    …
  6. theorem OAI.LipschitzHilbert.intervalProbability_isProbability line 76
  7. theorem OAI.LipschitzHilbert.interval_restrict_le_translated line 84
  8. theorem OAI.LipschitzHilbert.intervalProbability_le_translated line 102

    Source documentation

    Dividing the smaller and larger interval lengths gives the precise minorization constant for each shift in the central kernel window.

    theorem intervalProbability_le_translated {a b pad y : ℝ} (hab : a < b)
        (hpad : 0 ≤ pad) (hy : |y| ≤ pad) :
        (ENNReal.ofReal ((b - a) / (b - a + 2 * pad))) • intervalProbability a b ≤
          (intervalProbability (a - pad) (b + pad)).map (fun x => x + y) := by
    …

    Mentions: OAI.LipschitzHilbert.intervalProbability

  9. theorem OAI.LipschitzHilbert.probability_mixture_of_minorization line 125

    Source documentation

    The averaging law is an exact probability mixture once its uniform part has been minorized. This introduces no new analytic hypothesis.

    theorem probability_mixture_of_minorization (ν ω : Measure ℝ)
        [IsProbabilityMeasure ν] [IsProbabilityMeasure ω] {η : ℝ}
        (hη0 : 0 < η) (hη1 : η < 1)
        (hminor : ENNReal.ofReal (1 - η) • ω ≤ ν) :
        ∃ τ : Measure ℝ, IsProbabilityMeasure τ ∧ predictionMixture ω τ η = ν := by
    …

    Mentions: OAI.LipschitzHilbert.predictionMixture