Documentation

Frourio.Analysis.Gaussian

theorem Frourio.norm_ofReal_exp_neg_mul_sq (a t : ) :
(Real.exp (-(a * t ^ 2))) = Real.exp (-(a * t ^ 2))
theorem Frourio.norm_cexp_neg_mul_sq (a t : ) :
Complex.exp (-(a * t ^ 2)) = Real.exp (-(a * t ^ 2))
theorem Frourio.gaussian_memLp (a : ) (ha : 0 < a) :
theorem Frourio.gaussian_memLpC_cexp (a : ) (ha : 0 < a) :
MeasureTheory.MemLp (fun (t : ) => Complex.exp (-(a * t ^ 2))) 2 MeasureTheory.volume
theorem Frourio.cexp_neg_mul_sq_ofReal (a t : ) :
Complex.exp (-(a * t ^ 2)) = (Real.exp (-(a * t ^ 2)))
theorem Frourio.gaussian_memLpC (a : ) (ha : 0 < a) :
theorem Frourio.gaussian_integral_scaled (δ : ) ( : 0 < δ) :
(t : ), Real.exp (-(2 * Real.pi) * t ^ 2 / δ ^ 2) = δ / 2

補題B: ガウスの L² ノルム計算に用いる積分評価。 ∫ ℝ exp(-2π t² / δ²) dt = δ / √2(δ>0)。

theorem Frourio.gaussian_l2_norm_sq_real (δ : ) ( : 0 < δ) :
(t : ), Real.exp (-Real.pi * t ^ 2 / δ ^ 2) ^ 2 = δ / 2

実ガウス exp(-π t² / δ²) の L² ノルムの二乗は δ/√2(δ>0)。

theorem Frourio.gaussian_l2_norm_sq_complex (δ : ) ( : 0 < δ) :
(t : ), (Real.exp (-Real.pi * t ^ 2 / δ ^ 2)) ^ 2 = δ / 2

複素数値に持ち上げた実ガウスの L² ノルム二乗も同じ値。

正規化ガウス関数の構成

theorem Frourio.cexp_pi_delta_sq_eq (δ x : ) :
Complex.exp (-(Real.pi / δ ^ 2 * x ^ 2)) = (Real.exp (-(Real.pi / δ ^ 2) * x ^ 2))

Helper lemma for complex exponential equality

theorem Frourio.gaussian_memLp_pi_delta_sq (δ : ) ( : 0 < δ) :
MeasureTheory.MemLp (fun (t : ) => Complex.exp (-(Real.pi / δ ^ 2 * t ^ 2))) 2 MeasureTheory.volume

Helper lemma: Complex Gaussian exp(-(π/δ²) * t²) in L²

Helper lemma: Convert L² norm from Lebesgue integral to regular integral form

theorem Frourio.build_normalized_gaussian (δ : ) ( : 0 < δ) :
∃ (w : (MeasureTheory.Lp 2 MeasureTheory.volume)), w = 1 ∀ᵐ (t : ), w t = ↑(2 ^ (1 / 4) / δ) * (Real.exp (-Real.pi * t ^ 2 / δ ^ 2))

正規化ガウス関数を L² 空間の要素として構成する。 δ > 0 に対して、exp(-π t²/δ²) を正規化して L² ノルム 1 の関数を得る。

theorem Frourio.normalized_gaussian_pointwise_bound (δ : ) ( : 0 < δ) :
∃ (w : (MeasureTheory.Lp 2 MeasureTheory.volume)), w = 1 ∀ᵐ (t : ), w t 2 ^ (1 / 4) / δ * Real.exp (-Real.pi * t ^ 2 / δ ^ 2)

補題2-3(包絡評価): δ > 0 に対し,build_normalized_gaussian で得た 正規化ガウス w は a.e. で ‖w t‖ ≤ (2)^(1/4)/√δ · exp(-π t²/δ²) を満たす。

theorem Frourio.integral_const_mul_gaussian (c δ : ) :
(t : ), c * Real.exp (-Real.pi * t ^ 2 / δ ^ 2) = c * (t : ), Real.exp (-Real.pi * t ^ 2 / δ ^ 2)

Helper lemma for integral_const_mul application

theorem Frourio.gaussian_tail_integral_factor_out (R δ : ) :
(t : ), Real.exp (-Real.pi * R ^ 2 / δ ^ 2) * Real.exp (-Real.pi * t ^ 2 / δ ^ 2) = Real.exp (-Real.pi * R ^ 2 / δ ^ 2) * (t : ), Real.exp (-Real.pi * t ^ 2 / δ ^ 2)

Helper lemma for factoring out constant from integral

Helper lemma: The set {t : ℝ | R < |t|} is measurable

theorem Frourio.integrable_gaussian_product (δ : ) ( : 0 < δ) (R : ) :
theorem Frourio.tail_bound_calc_helper (δ R : ) (hL : (t : ) in {t : | R < |t|}, Real.exp (-2 * Real.pi * t ^ 2 / δ ^ 2) = (t : ), {t : | R < |t|}.indicator (fun (t : ) => Real.exp (-2 * Real.pi * t ^ 2 / δ ^ 2)) t) (h_int_le : (t : ), {t : | R < |t|}.indicator (fun (t : ) => Real.exp (-2 * Real.pi * t ^ 2 / δ ^ 2)) t (t : ), Real.exp (-Real.pi * R ^ 2 / δ ^ 2) * Real.exp (-Real.pi * t ^ 2 / δ ^ 2)) :
(t : ) in {t : | R < |t|}, Real.exp (-2 * Real.pi * t ^ 2 / δ ^ 2) (t : ), Real.exp (-Real.pi * R ^ 2 / δ ^ 2) * Real.exp (-Real.pi * t ^ 2 / δ ^ 2)

Helper lemma for the tail bound calculation

theorem Frourio.gaussian_exp_square_split (a t : ) :
Real.exp (-2 * a * t ^ 2) = Real.exp (-a * t ^ 2) * Real.exp (-a * t ^ 2)
theorem Frourio.gaussian_tail_exp_monotonicity (δ R t : ) ( : 0 < δ) (hR_pos : 0 R) (hR : R |t|) :
-Real.pi * t ^ 2 / δ ^ 2 -Real.pi * R ^ 2 / δ ^ 2
theorem Frourio.gaussian_tail_pointwise_bound (δ R t : ) ( : 0 < δ) (hR : 0 < R) (hmem : R < |t|) :
Real.exp (-2 * Real.pi * t ^ 2 / δ ^ 2) Real.exp (-Real.pi * R ^ 2 / δ ^ 2) * Real.exp (-Real.pi * t ^ 2 / δ ^ 2)
theorem Frourio.gaussian_product_nonneg (δ R t : ) :
0 Real.exp (-Real.pi * R ^ 2 / δ ^ 2) * Real.exp (-Real.pi * t ^ 2 / δ ^ 2)
theorem Frourio.integral_mono_of_pointwise_le_indicator {f g : } {S : Set } (hf_nonneg : ∀ (t : ), 0 S.indicator f t) (hg_int : MeasureTheory.Integrable g MeasureTheory.volume) (hle : ∀ (t : ), S.indicator f t g t) :
(t : ), S.indicator f t (t : ), g t
theorem Frourio.gaussian_integral_value (δ : ) ( : 0 < δ) :
(t : ), Real.exp (-Real.pi * t ^ 2 / δ ^ 2) = δ
theorem Frourio.gaussian_tail_l2_bound (δ : ) ( : 0 < δ) (R : ) (hR : 0 < R) :
(t : ) in {t : | R < |t|}, Real.exp (-2 * Real.pi * t ^ 2 / δ ^ 2) 2 * Real.exp (-Real.pi * R ^ 2 / δ ^ 2) / (Real.pi / δ ^ 2)

Gaussian tail bound: The L² norm of a Gaussian outside radius R decays exponentially

theorem Frourio.gaussian_normalization_factor_squared (δ : ) ( : 0 < δ) :
(2 ^ (1 / 4) / δ) ^ 2 = 2 / δ
theorem Frourio.exp_squared_formula (t δ : ) :
Real.exp (-Real.pi * t ^ 2 / δ ^ 2) ^ 2 = Real.exp (-2 * Real.pi * t ^ 2 / δ ^ 2)
theorem Frourio.integrable_indicator_gaussian (δ : ) ( : 0 < δ) (R A : ) :
MeasureTheory.Integrable (fun (t : ) => {t : | R < |t|}.indicator (fun (t : ) => A ^ 2 * Real.exp (-2 * Real.pi * t ^ 2 / δ ^ 2)) t) MeasureTheory.volume
theorem Frourio.integral_indicator_const_mul (S : Set ) (c : ) (f : ) :
(t : ), S.indicator (fun (t : ) => c * f t) t = c * (t : ), S.indicator f t

π is greater than 1/2, so 4π > 2

π is less than 4 - re-export from Mathlib

theorem Frourio.normalized_gaussian_tail_vanishes (δ : ) ( : 0 < δ) (R : ) (hR : 0 < R) :
∃ (w : (MeasureTheory.Lp 2 MeasureTheory.volume)), w = 1 (t : ) in {t : | R < |t|}, w t ^ 2 4 * Real.exp (-Real.pi * R ^ 2 / δ ^ 2)

For normalized Gaussian with width δ, the L² mass outside radius R vanishes as δ → 0

theorem Frourio.rpow_half_eq_quarter_sq (x : ) (hx : 0 x) :
x ^ (1 / 2) = x ^ (1 / 4) * x ^ (1 / 4)
theorem Frourio.nat_split_sqrt (n : ) (hn : 0 < n) :
n = n ^ (1 / 2) * n ^ (1 / 2)
theorem Frourio.gaussian_const_squared (n : ) (hn : 0 < n + 1) :
(2 ^ (1 / 4) * (n + 1)) ^ 2 = 2 ^ (1 / 2) * (n + 1)
theorem Frourio.pi_quarter_div_squared (n : ) :
((n + 1) / Real.pi ^ (1 / 4)) ^ 2 = (n + 1) * (n + 1) / Real.pi ^ (1 / 2)
theorem Frourio.gaussian_norm_const_le_alt_const_for_large_n (n : ) (hn : 2 n) :
2 ^ (1 / 4) / (1 / (n + 1)) (1 / (n + 1) * Real.pi ^ (1 / 4))⁻¹

大きな n に対する正規化定数の比較補題。 δ n = 1/(n+1) のとき,n ≥ 2 なら 2^(1/4)/√(δ n) ≤ (δ n · π^(1/4))⁻¹ が成り立つ。