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LeanPool.Superdiffusion.Algsuperdiff.Section3.Provider.Diffusivity.ApproximateRecurrence.LocalizationEnvelopeMoment

LocalizationEnvelopeMoment #

Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.

NOTE: this module is an ordinary Provider helper / conditional A. The binder descriptions below are an informal inventory only.

Provider: the second moment of an O_{Gamma_1}(A) variable #

Source display in ABK26:

Why this module exists #

e.nablaw.in.L.eight controls ‖grad w‖^2_{L8bar(cu_K)} pathwise by a deterministic head plus a fluctuation Tfluct which is only known to be O_{Gamma_1}(cgamma^100), i.e. to have a stretched-exponential upper tail at amplitude cgamma^100. The covering step of e.lower.bound.oscillations needs an annealed fourth energy, so the fluctuation has to be squared and integrated. This module supplies that one probabilistic fact, with an explicit constant, and nothing else.

What is proved #

Where the constant comes from #

CoarseGraining's IndependentSums.integral_rpow_le_of_isBigOWith_gammaSigma gives, for sigma > 0, K > 0, p >= 1 and a nonnegative a.e.-measurable Y with Y = O_{Gamma_sigma}(K),

  E[ Y^p ] <= ( gammaMomentConst sigma * p^{1/sigma} * K )^p .

At sigma = 1, p = 2, K = A the right-hand side is (2 e * 2 * A)^2. No step below improves or degrades that constant; it is reported as it falls out.

What is not proved here #

References #

The moment-growth constant at sigma = 1 #

Unconditional. CoarseGraining's stretched-exponential moment-growth constant at sigma = 1 is exactly 2 e: its max is attained at 1, because 2 / e <= 1.

Integrability #

The square of an O_{Gamma_1}(A) variable is integrable.

: [IsProbabilityMeasure mu], hA, hT0, hTm, hT.

The second moment #

The second moment of an O_{Gamma_1}(A) variable.

  E[ T^2 ]  <=  (4 e A)^2 .

The constant is CoarseGraining's gammaMomentConst 1 * 2^{1} = 2 e * 2 = 4 e, squared; nothing below sharpens it.

: [IsProbabilityMeasure mu], hA : 0 < A, hT0 : forall omega, 0 <= T omega, hTm : A T mu, and hT : IsBigOWith mu (gammaSigma 1) T A.

The second-moment bound in expanded form: E[T^2] <= 16 e^2 A^2.

: the binders of integral_sq_le_of_isBigOWith_gammaSigma_one.