OAI/Probability/InvariantIsing/Arrays/NSpinVariance.lean
3 declarations, 0 contain sorry, 0 declared as axioms
The Haar contribution to the enriched pressure variance.
- lemma
OAI.InvariantIsing.integral_sq_sub_le_of_gaussian_tailline 17Source documentation
Integrating the Gaussian tail of a deviation gives its second moment. The proof applies layer cake to the squared deviation, so only the elementary exponential integral on the positive half-line is needed.
lemma integral_sq_sub_le_of_gaussian_tail {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (f : Ω → ℝ) (hf : Measurable f) (m C a : ℝ) (hC : 0 ≤ C) (ha : 0 < a) (htail : ∀ r : ℝ, 0 < r → μ.real {ω | r ≤ |f ω - m|} ≤ C * Real.exp (-a * r ^ 2)) : Integrable (fun ω => (f ω - m) ^ 2) μ ∧ (∫ ω, (f ω - m) ^ 2 ∂μ) ≤ C / a := by … - lemma
OAI.InvariantIsing.variance_le_of_gaussian_median_tailline 57 - theorem
OAI.InvariantIsing.haar_enrichedPressure_varianceline 69Source documentation
Haar variance of the actual enriched pressure is at most a universal constant times the squared spectral bound divided by dimension.
theorem haar_enrichedPressure_variance (hpub : HaarConcentrationInput) : ∃ C : ℝ, 0 < C ∧ ∀ N : ℕ, 3 ≤ N → ∀ μ : Measure (SpecialOrthogonal N), IsProbabilityMeasure μ → μ.IsMulLeftInvariant → ∀ n : ℕ, ∀ b : ℕ → ℝ, ∀ v : ℕ → ℝ≥0, ∀ root : ℝ≥0, IsingPerceptron.CascadeExponents n b → ∀ eig c : Fin N → ℝ, ∀ K : ℝ, 0 < K → (∀ i, |eig i| ≤ K) → variance (fun U : SpecialOrthogonal N => rotatedEnrichedPressure n b v root eig (specialRotation U) c) μ ≤ C * K ^ 2 / N := by …Mentions: OAI.InvariantIsing.HaarConcentrationInput, OAI.InvariantIsing.SpecialOrthogonal, OAI.IsingPerceptron.CascadeExponents, OAI.InvariantIsing.rotatedEnrichedPressure, OAI.InvariantIsing.specialRotation