Measurability of canonical quenched expectations #
The transition argument is adapted from the Apache-2.0 upstream
SuperdiffusionAudit/Support/SuperdiffusivityTransition.lean at commit
7f20476385d4af418f110303085ad0740c9eba46. Here it applies directly to the
production process, so no duplicate diffusion characterization is needed.
theorem
Algsuperdiff.Section5.Measurability.integral_streamProcess_eq_transition
{d : ℕ}
[NeZero d]
(M : Section3.ABKModel d)
(omega : Field.FullSample d M.gamma)
(x : HCPolySupport.Vec d)
(t : NNReal)
{E : Type u_1}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
[MeasurableSpace E]
[BorelSpace E]
[SecondCountableTopology E]
{G : HCPolySupport.Vec d → E}
(hG : Continuous G)
:
∫ (path : MarkovProcess.ContinuousPath (OnePoint (HCPolySupport.Vec d))), G (DivergenceFormProcess.Form.onePointRetract 0 (path t)) ∂(Field.streamProcess M omega) ↑x = ∫ (y : HCPolySupport.Vec d), G y ∂((Field.streamWholeSpaceResolvent M omega).kernelSemigroup.kernel t) x
The canonical displacement observable has the live transition law.
theorem
Algsuperdiff.Section5.Measurability.measurable_streamTransition_point
{d : ℕ}
[NeZero d]
(M : Section3.ABKModel d)
(x : HCPolySupport.Vec d)
(t : NNReal)
:
Measurable fun (omega : Field.FullSample d M.gamma) =>
((Field.streamWholeSpaceResolvent M omega).kernelSemigroup.kernel t) x
A fixed starting point gives a measurable family of live transition measures.
theorem
Algsuperdiff.Section5.Measurability.measurable_integral_streamProcess
{d : ℕ}
[NeZero d]
(M : Section3.ABKModel d)
(x : HCPolySupport.Vec d)
(t : NNReal)
{E : Type u_1}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
[MeasurableSpace E]
[BorelSpace E]
[SecondCountableTopology E]
{G : HCPolySupport.Vec d → E}
(hG : Continuous G)
:
Measurable fun (omega : Field.FullSample d M.gamma) =>
∫ (path : MarkovProcess.ContinuousPath (OnePoint (HCPolySupport.Vec d))), G (DivergenceFormProcess.Form.onePointRetract 0 (path t)) ∂(Field.streamProcess M omega) ↑x
Continuous observables of the canonical process have measurable quenched expectations.
theorem
Algsuperdiff.Section5.Measurability.measurable_streamProcess_displacement_expectations
{d : ℕ}
[NeZero d]
(M : Section3.ABKModel d)
(t : NNReal)
:
(Measurable fun (omega : Field.FullSample d M.gamma) =>
∫ (path : MarkovProcess.ContinuousPath (OnePoint (HCPolySupport.Vec d))), DivergenceFormProcess.Form.onePointRetract 0 (path t) ∂(Field.streamProcess M omega) ↑0) ∧ Measurable fun (omega : Field.FullSample d M.gamma) =>
∫ (path : MarkovProcess.ContinuousPath (OnePoint (HCPolySupport.Vec d))), HCPolySupport.vecNormSq (DivergenceFormProcess.Form.onePointRetract 0 (path t)) ∂(Field.streamProcess M omega) ↑0
Both quenched displacement expectations in Theorem A are measurable.