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

PrincipalResponseDisplayTwoMoment #

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

Binder descriptions below are an informal inventory only, NOT a source certification; certification vocabulary is reserved for frozen source-facing declarations.

Provider: the expectation and the measure transport behind display 2 #

Display 2 of leg (iv) of l.approximate.recurrence.formula takes an expectation of a fourth power. The pathwise input, e.nablaw.in.L.eight, controls the corrector energies by a deterministic head plus a Gamma_1 fluctuation, so the expectation that has to be evaluated is the second moment of a shifted one-lane weak-Orlicz variable. That engine is the proved integral_rpow_two_le_of_shift_add_one_orlicz; this module supplies the three pieces of plumbing that stand between it and the display.

1. Two lanes into one #

The fourth-power display carries two fluctuation lanes, not one: the Calderon-Zygmund lane of e.nablaw.in.L.eight and, separately, the lane of the forcing shom^{-1} (k_m - k_{m-h}) e' that the Neumann slot of e.Pz.def adds to grad w_N. isBigOWith_gammaSigma_one_add merges them: at the manuscript's exponent sigma = 1 the sum of two lanes is again a single lane, at twice the sum of the amplitudes. The doubling is exactly what pays for the union bound, since 2 exp(-2t) <= exp(-t) for t >= 1.

2. From the shell law to the cutoff-sample law #

e.nablaw.in.L.eight is stated on the canonical shell-sequence law M.P.toMeasure; the displays of Step 3 live on the lower-tail-good carrier Cutoff.CutoffSample d with its induced law Cutoff.cutoffSampleLaw M. isBigOWith_cutoffSampleLaw_of_isBigOWith transports a weak-Orlicz upper tail along Subtype.val. The transport is one-sided by design and needs no measurability of the lane: the upper-tail event of the composite is the preimage of the upper-tail event of the original, and MeasureTheory.Measure.le_map_apply bounds the measure of a preimage by the pushforward of any set, measurable or not, which Cutoff.map_cutoffSampleLaw_val identifies with the shell law.

3. The expectation, with no measurability assumed of the lane #

The lane witnesses produced by e.nablaw.in.L.eight and by e.km.kn.Lp are existential and carry no measurability. integral_le_of_le_shift_add_kappa_sq is stated so that none is needed: the only measurable object is the display's own integrand X, and the proof runs the moment engine on the measurable proxy sqrt(max(X - B, 0) / kappa), which is pointwise below the true energy and therefore inherits its tail by IsBigOWith.of_le. This is the same device by which the proved engines handle non-negative parts, applied one level up.

Portability #

Section 1 and section 3 mention no ABK26 object and would move to CoarseGraining unchanged; section 2 is about this repository's cutoff carrier and stays here.

Main results #

Merging two Gamma_1 lanes #

Two Gamma_1 lanes are one Gamma_1 lane. At the manuscript's exponent sigma = 1 the sum of two one-sided stretched-exponential variables is again one, with amplitude twice the sum of the two amplitudes: the union bound costs a factor 2, and 2 exp(-2t) <= exp(-t) for t >= 1 pays for it.

Transport to the cutoff-sample law #

A weak-Orlicz tail transports to the cutoff-sample carrier. If a variable on the canonical shell-sequence law is O_Psi(A), then its restriction to the lower-tail-good carrier is O_Psi(A) for the induced law. No measurability of the variable is used.

The expectation of a fourth power under a shifted one-lane bound #

theorem Algsuperdiff.Section3.Provider.Diffusivity.ApproximateRecurrence.integral_le_of_le_shift_add_kappa_sq {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} [MeasureTheory.IsProbabilityMeasure mu] {X W Y : Omega → ℝ} {B kappa b A sigma : ℝ} (hsigma : 0 < sigma) (hA : 0 < A) (hb : 0 ≤ b) (hkappa : 0 < kappa) (hXm : Measurable X) (hX0 : ∀ (omega : Omega), 0 ≤ X omega) (hW0 : ∀ (omega : Omega), 0 ≤ W omega) (hXW : ∀ (omega : Omega), X omega ≤ B + kappa * W omega ^ 2) (hWY : ∀ (omega : Omega), W omega ≤ b + Y omega) (hY : HCPolySupport.IndependentSums.IsBigOWith mu (HCPolySupport.IndependentSums.gammaSigma sigma) Y A) :
∫ (omega : Omega), X omega ∂mu ≤ B + kappa * (2 * (b + orliczSecondMomentScale sigma * A)) ^ 2

The expectation of display 2, from a shifted one-lane energy bound.

Let X be a non-negative measurable observable dominated by a deterministic shift B plus kappa times the square of an energy W, and let W itself be dominated by a deterministic shift b plus a single one-sided stretched-exponential lane Y of amplitude A. Then

  E[X]  <=  B + kappa (2 (b + c(sigma) A))^2 ,

with c = orliczSecondMomentScale the class constant of the proved engine integral_rpow_two_le_of_shift_add_one_orlicz.

Neither W nor Y is assumed measurable: the engine is run on the measurable proxy sqrt(max(X - B, 0)/kappa), which is pointwise below W and therefore inherits the lane by IsBigOWith.of_le.