VarianceSplit #
Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.
The variance split of Step 1 of the corrected combine proposition #
ABK26. Step 1 of p.combine.under.S leaves the two deterministic field blocks
of the good-event display
(CombineGoodEvent.exists_cutoffGoodEvent_cutoffResponseJ_le_preVarianceSplitDisplay)
σ_L · ⨍_{R} |σ_*^{-1}(□_m)(q + κ(□_m)p) - σ_*^{-1}(R)(q + κ(R)p)|²andσ_L · |σ_*^{-1}(□_m)(q + κ(□_m)p) - p|²,
and converts them into the two variance blocks of e.initial.JL.bound. This
module carries the deterministic and the annealed halves of that conversion, on
the proved carriers.
What is proved #
- The block reading of the comparison vector. The
Provider.Besov.CarriersvectorcoarseScaleSeparationis the lower half of the coarse block matrix𝐀(Q;a)at the block load(-p, q), minusp. The sign is forced by𝐀_{lowerLeft} = -(σ_*^{-1}κ)(Ch02.blockMatrixOfCoarseMatrices). This gives an ellipticity-witness-free carriercoarseBlockScaleSeparation, which is what can be integrated against a coefficient law. - The two-term load split. With the Euclidean matrix operator norm -- the
manuscript's
|A|of -- the coarse-matrix variation is at most2|q|²|Δσ_*^{-1}|² + 2|p|²|Δ(σ_*^{-1}κ)|². - The three-term deterministic-centering split and the printed constant
6 = 2·3. - The annealed half. (The carrier law bundles no integrability and Lean's
Bochner
∫of a non-integrable integrand is0, so the identity "centering = mean" is honest exactly where the entries are integrable — the same scope in which the manuscript'svar[·]is defined.) Real-translation stationarity collapses the printed⨍_{z ∈ 3ⁿℤᵈ ∩ □_m}onto the single origin cube at scalen, and the result is the printed display `6|q|²(var[σ_^{-1}(□m)] + var[σ^{-1}(□n)] + |σ^{-1}(□m) - σ^{-1}(□_n)|²)- 6|p|²(var[σ_^{-1}κ(□m)] + var[σ^{-1}κ(□_n)])
. Theκmean gap is *absent* rather than dropped:e.annealed.khom.zero(proved as`Provider.Annealed.coefficientCutoffLaw_annealedBlockMatrix_lowerLeft_eq_zero`) makes both annealed lower-left blocks vanish.
- 6|p|²(var[σ_^{-1}κ(□m)] + var[σ^{-1}κ(□_n)])
- The
e.pq.normedweights. At the manuscript loadsp = σ_L^{-1/2}e,q = σ_L^{1/2}ewith|e|² = 1one has|q|² = σ_Land|p|² = σ_L^{-1}, so multiplying by the display's prefactorσ_Lproduces exactly theσ_L²weight on theσ_*^{-1}variances and the weight1on theσ_*^{-1}κvariances ofe.initial.JL.bound. - Sample measurability of both good-event observables at the genuine cutoff
sample law, and the reduction of their
IntegrableOnover the good event to one a.e. bound.
What is NOT proved here (reported, not bound) #
- The printed sandwich
σ_{L,*}^{-1}(□_m) ≤ 2 σ_L^{-1}is not used anywhere below and is not supplied here; nothing in this file needs it. - The third block (
vecNormSq (coarseScaleSeparation ...)) is converted here only up to the deterministic residual(σ_L σ_{L,*}^{-1}(□_m) - 1)². The residual is bounded by4 δ₁²by combining the proved Step-2 downscale bound (coefficientCutoffLaw_sq_abs_annealedSigmaStarInvScalarAtScale_sub_le,CombineIntegerDownscale.lean) with then → ∞limit supplied byAnnealed.sigmaBar_characterization(Annealed/RunningDiffusivity/Characterization.lean); that anchor lemma is not in this file. The printed closure, which cites only the sandwichσ_{L,*}(□_m) ≤ σ_L ≤ 2 σ_{L,*}(□_m), does not close the residual —. The residual is displayed explicitly, never bound. - The corridor sum over
L ≤ n ≤ m, the reabsorption of1/2 E[J(□_m)], and the passage fromE[1_G · X]toE[X]are not performed here; the last needs integrability of the two observables on the whole space, not only onG. - The two
IntegrableOnclauses are reduced to a single a.e. bound over the good event; no proved statement produces that bound. The clause is a conditional A obligation in the convention ofVarianceBridge.leanand of the integrated form ofVarianceCarrierSeam.lean.
This module makes no source-node status claim; every declaration is a local Provider result.
Main results #
sq_matrixOperatorNorm_sub_le_three_mulcoarseBlockScaleSeparationcoarseBlockMatrixVariationSqcoarseScaleSeparation_eq_coarseBlockScaleSeparationcoarseMatrixVariationSq_eq_coarseBlockMatrixVariationSqcoarseBlockScaleSeparation_subcoarseBlockMatrixVariationSq_le_two_mul_add_two_mulcoarseBlockMatrixVariationSq_le_six_mulvecNormSq_coarseBlockScaleSeparation_le_three_mulstarInverseCenteredFluctuationSqstarInverseKappaCenteredFluctuationSqstarInverseVarianceAtScalestarInverseKappaVarianceAtScaleintegral_coarseBlockObservable_cubeSet_eq_originCubeaestronglyMeasurable_starInverseCenteredFluctuationSqaestronglyMeasurable_starInverseKappaCenteredFluctuationSqcoefficientCutoffLaw_integral_starInverseCenteredFluctuationSq_eqcoefficientCutoffLaw_integral_starInverseKappaCenteredFluctuationSq_eqcoefficientCutoffLaw_integral_descendantsAverage_coarseBlockMatrixVariationSq_lecoefficientCutoffLaw_annealedLowerRightGap_eqcoefficientCutoffLaw_sigmaBar_mul_integral_descendantsAverage_lecoefficientCutoffLaw_sigmaBar_mul_vecNormSq_coarseBlockScaleSeparation_leaemeasurable_coarseBlockScaleSeparationaemeasurable_coarseBlockMatrixVariationSqaemeasurable_coarseMatrixVariationCorridoraemeasurable_coarseScaleSeparationSq
Elementary matrix and vector helpers #
The three-term deterministic-centering split, matrix form. This is the
squared triangle inequality behind the constant 3; combined with the two-term
load split it produces the printed 6 = 2 · 3.
The block reading of the comparison vector #
The comparison vector, written from the coarse block matrix of the cube
instead of the Chapter 2 coarse matrices: the lower half of 𝐀(Q;a) at the
block load (-p, q), minus p.
This carrier takes no ellipticity witness, so it is the form in which the observable can be integrated against a coefficient law.
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- One or more equations did not get rendered due to their size.
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The coarse-matrix variation on the block carrier.
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- One or more equations did not get rendered due to their size.
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The block-vector reading of the comparison vector. The
Provider.Besov.Carriers vector σ_*^{-1}(Q)(q + κ(Q)p) - p is the lower half
of the coarse block matrix of the cube evaluated at the block load (-p, q),
minus p.
The sign is forced by 𝐀_{lowerLeft} = -(σ_*^{-1}κ)
(Ch02.blockMatrixOfCoarseMatrices): the block load carries -p, not p.
The coarse-matrix variation of Provider.Besov.LargeScaleSplit on the block
carrier.
The two channels of the coarse-matrix variation. The difference of the two
comparison vectors is the σ_*^{-1} channel applied to q minus the
lower-left channel applied to p; the constant -p cancels, so this is
literally the vector printed.
The two-term load split #
The load split. The squared coarse-matrix variation is at most 2|q|²
times the squared operator norm of the σ_*^{-1} variation plus 2|p|² times
the squared operator norm of the σ_*^{-1}κ variation.
The matrix norm is the Euclidean operator norm, which is the manuscript's |A|.
The printed constant 6. Composing the two-term load split with the
three-term deterministic-centering split at two arbitrary deterministic
centerings C (for Q) and C' (for R) gives the printed 6|q|²(.) + 6|p|²(.). Nothing is assumed about C and C'.
The third good-event block. With q = σ p the comparison vector at the
parent cube splits into the centred σ_*^{-1} fluctuation, the centred
σ_*^{-1}κ fluctuation, and the deterministic residual (σ · c - 1) p, where
c is the scalar of the centering's lower-right block. The residual is
displayed, never bound in this file: it is bounded by 4 δ₁² through the
proved Step-2 downscale bound in the n → ∞ limit of
Annealed.sigmaBar_characterization (the anchor lemma, not in this file —).
The two conditions on C are exactly what the genuine cutoff law supplies at
the annealed centering: hC is the scalarity of the annealed inverse-star block
(Provider.Homogenization.coefficientCutoffLaw_annealedSigmaStarInvAtScale_eq_smul_one)
and hCll is e.annealed.khom.zero
(Provider.Annealed.coefficientCutoffLaw_annealedBlockMatrix_lowerLeft_eq_zero).
The variance carriers at the genuine cutoff law #
|σ_*^{-1}(R;a) - σ_{L,*}^{-1}(□_n)|²: the squared operator-norm
fluctuation of the inverse-star coarse block of R about the annealed block
at scale n. The centering is the entrywise expectation
(Ch04.annealedBlockMatrix_lowerRight_apply is rfl), so the integral of this
quantity at R = □_n is the manuscript's true variance
var[σ_{L,*}^{-1}(□_n)].
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- One or more equations did not get rendered due to their size.
Instances For
|(σ_*^{-1}κ)(R;a) - E[(σ_*^{-1}κ)(□_n)]|², written on the lower-left block.
Since 𝐀_{lowerLeft} = -(σ_*^{-1}κ) and the centering is the expectation of the
same block, this is the manuscript's var-integrand for
σ_{L,*}^{-1}(□_n) κ_L(□_n).
Equations
- One or more equations did not get rendered due to their size.
Instances For
Stationary collapse of the printed ⨍_z #
Scale-free stationary transfer for a generic coarse-block functional.
Under real-translation invariance, every real functional of the coarse block
matrix on a descendant of an origin cube has the same expectation as the same
functional on the origin cube at the descendant's scale. This is the generic
form of the entrywise
integral_blockMatEntry_coarseBlockMatrix_cubeSet_eq_originCube_of_mem_descendantsAtScale;
both consume the same public real-translation transfer.
A.e. strong measurability of the operator-norm fluctuation of the inverse-star coarse block, at any carrier law.
A.e. strong measurability of the operator-norm fluctuation of the lower-left coarse block, at any carrier law.
Stationary collapse of the σ_*^{-1} variance. Every descendant of
□_k at scale n carries the same expectation as the origin cube at scale n,
so the printed ⨍_{z ∈ 3ⁿℤᵈ ∩ □_m} disappears on taking expectations.
Stationary collapse of the σ_*^{-1}κ variance.
The annealed variance display #
The variance split, at the genuine coefficient cutoff law. The expectation
of the printed ⨍_z block is below the printed `6|q|²(var + var + |mean gap|²)
- 6|p|²(var + var)`.
The κ mean gap does not appear because both annealed lower-left blocks vanish
(e.annealed.khom.zero, proved as
Provider.Annealed.coefficientCutoffLaw_annealedBlockMatrix_lowerLeft_eq_zero).
The five integrability clauses are conditional A obligations on the caller's
own observables, in the convention of
integral_starredFluctuationNormSq_le_descendantAndResponseBounds
(Provider/Homogenization/VarianceBridge.lean) — whose own docstring
records that its integrability is supplied by a source-specific moment
argument, discharged there at its own use site, whereas nothing yet discharges
these.
The printed mean gap. At the genuine cutoff law both annealed inverse-star
blocks are scalar matrices, so the operator-norm gap appearing in the display
above is the squared scalar difference |σ_{L,*}^{-1}(□_m) - σ_{L,*}^{-1}(□_n)|² printed -- exactly the object bounded by Step 2
(e.means.downscale.by.defect, proved as
coefficientCutoffLaw_sq_abs_annealedSigmaStarInvScalarAtScale_sub_le).
The e.pq.normed weights #
The second block of e.initial.JL.bound. At the manuscript loads of
e.pq.normed and a unit direction, the display's prefactor σ_L times the
expectation of the ⨍_z block is below
`6 σ_L² (var[σ_{L,}^{-1}(□m)] + |σ{L,}^{-1}(□m) - σ{L,}^{-1}(□n)|² + var[σ{L,}^{-1}(□_n)])
- 6 (var[σ_{L,}^{-1}κ_L(□m)] + var[σ{L,}^{-1}κ_L(□_n)])`,
which is exactly the printed weighting: σ_L² on the inverse-star variances and
1 on the σ_*^{-1}κ variances. The mean gap is displayed in the operator norm
of the difference of the two annealed lower-right blocks; on the genuine law
those blocks are scalar, so it is the printed scalar gap.
The five integrability clauses are conditional A obligations; see
coefficientCutoffLaw_integral_descendantsAverage_coarseBlockMatrixVariationSq_le.
The third block of e.initial.JL.bound, at the genuine cutoff law. At the
manuscript loads and a unit direction, the display's prefactor σ_L times the
squared comparison vector at the parent cube is below
`3 σ_L² |σ_^{-1}(□m) - σ{L,}^{-1}(□m)|² + 3 (σ_L σ{L,*}^{-1}(□_m) - 1)²
- 3 |σ_^{-1}κ_L(□m) - E[σ^{-1}κ_L(□_m)]|²`,
sample by sample. The first and third terms are the two var integrands of
e.initial.JL.bound in the printed units; the middle term is the deterministic
residual, which is displayed, never bound in this file — it is bounded by 4 δ₁² through the proved Step-2 downscale bound in the n → ∞ limit of
Annealed.sigmaBar_characterization (the anchor lemma, not in this file).
Sample measurability and the integrability report #
The block comparison vector is a.e.-measurable at every carrier law.
The squared coarse-matrix variation is a.e.-measurable at every carrier law.
Sample measurability of the corridor coarse-matrix-variation block. This is
the observable of the second block of the good-event display
(CombineGoodEvent.exists_cutoffGoodEvent_cutoffResponseJ_le_preVarianceSplitDisplay),
written at the proved carriers. Nothing in the repository supplied it; the
route is the block reading of §1 together with the four RestrictionLawCarrier
a.e.-measurability lemmas for the coarse blocks and the pushforward
Cutoff.coefficientCutoffLaw_eq_map.
Sample measurability of the coarse scale-separation block. The observable of the third block of the good-event display, at the proved carriers.