Khintchine inequality and empirical sampling #
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The Khintchine upper moment inequality for finite sums in real or complex inner product spaces, two independent sign randomizations, and the empirical sampling estimate for complex functions on arbitrary finite abelian groups. For exponent p at least two and n positive independent uniform samples, the expected pth power of the normalized Lp sampling error is at most (4 sqrt(p/n) times the Lp norm of the function) to the pth power. All statements and supporting definitions use only Mathlib and this module. The sampling theorem is extended to the Croot-Sisask almost-period argument using Markov's inequality, diagonal tuple fibers and translation invariance. Probability-normalized Fourier inversion and Parseval give the general trilinear correlation extraction estimate used by the finite inverse theorem.
Verified source: blueprint/formalization_blueprint.tex, lem:finite-fourier, lines 177-209. The proof uses independent-copy symmetrization, the Khintchine inequality and finite probability-space norm inequalities. The upper-moment proof is adapted from ../lean-variationalsw as attributed below.
Probability-counting expectation written as a finite sum.
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- TrilinearHT.Auto.finiteAverage f = (↑(Fintype.card G))⁻¹ * ∑ x : G, f x
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Probability-normalized convolution, with the source's subtraction convention.
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- TrilinearHT.Auto.finiteConvolution f g x = TrilinearHT.Auto.finiteAverage fun (y : G) => f y * g (x - y)
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The following sign-moment helpers are adapted from
../lean-variationalsw/VariationalSW/Auto/KhintchineInequality.lean
(Copyright 2026 Joris Roos, Apache 2.0; original author Claude).
Only the upper-moment argument is needed here.
The Rademacher signed sum ∑_{i ∈ s} ε_i v_i attached to the sign pattern u ⊆ s:
ε_i = 1 if i ∈ u and ε_i = -1 otherwise.
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Adding a new index a with sign -1.
Adding a new index a with sign +1.
Two-point inequality in an inner product space:
(‖x+a‖²+μ)^n + (‖x-a‖²+μ)^n ≤ 2 (‖x‖²+μ+c‖a‖²)^n whenever 1 ≤ c and 4n ≤ c+3.
Even-moment bound with a free base point: for 1 ≤ c, 4n ≤ c+3, μ ≥ 0,
∑_{u ⊆ s} (‖x + ∑ ε_i v_i‖² + μ)^n ≤ 2^{|s|} (‖x‖² + μ + c ∑ ‖v_i‖²)^n.
Even moments: ∑_{u ⊆ s} ‖∑ ε_i v_i‖^{2n} ≤ 2^{|s|} (c ∑ ‖v_i‖²)^n for 1 ≤ c, 4n ≤ c+3.
Positivity of the upper Khintchine constant.
Upper Khintchine inequality, p-th power form:
2^{-|s|} ∑_{u ⊆ s} ‖∑ ε_i v_i‖^p ≤ (C_p (∑ ‖v_i‖²)^{1/2})^p for 0 < p.
Upper Khintchine inequality (Blueprint Lemma 2.6 (lem:khintchine), upper bound):
for vectors v_i in a real or complex inner product space and 0 < p < ∞,
(𝔼_ε ‖∑_{i ∈ s} ε_i v_i‖^p)^{1/p} ≤ C_p (∑_{i ∈ s} ‖v_i‖²)^{1/2}, where the expectation is the
uniform average over the 2^{|s|} sign patterns and C_p = khintchineUpperConst p depends
only on p.
The source's dimension-free sign estimate, with the absolute constant 2.
Finite uniform expectations used in sampling symmetrization.
Uniform average of a function on a finite type.
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- TrilinearHT.Auto.uniformMean f = (↑(Fintype.card A))⁻¹ • ∑ a : A, f a
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Jensen's introduction of an independent copy of the entire sample.
Swapping sample pairs at selected coordinates preserves the uniform distribution.
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- One or more equations did not get rendered due to their size.
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Centered sums of independent uniform samples have square-root sample-size growth.
Finite Lᵖ norm with probability counting measure.
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- TrilinearHT.Auto.finiteLpNorm p f = (TrilinearHT.Auto.uniformMean fun (x : G) => ‖f x‖ ^ p) ^ (1 / p)
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Sampling estimate for translates; samples may be drawn uniformly from any finite type.
The probability-density normalization 1_A / (|A| / |G|).
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- TrilinearHT.Auto.finiteSetDensity A x = if x ∈ A then ↑(Fintype.card G) / ↑A.card else 0
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Blueprint lem:finite-fourier: the sampling inequality with probability counting
norms and convolution, with the absolute constant 4.
Finite probability Lp norm laws for almost periods #
Markov counting and the source sample size #
A nonnegative finite random variable of mean at most half a threshold is below that threshold on at least half the sample space. The threshold may be zero.
The actual sample tuples giving the required Lp approximation.
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- One or more equations did not get rendered due to their size.
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Blueprint lem:almostperiods, lines 777-781: at least half of all
tuples of ceil(64*p/epsilon^2) samples are good.
Diagonal tuple fibers #
A tuple consists of its differences from the first coordinate and its first coordinate. This explicitly parametrizes diagonal-subgroup cosets.
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- One or more equations did not get rendered due to their size.
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Counting all diagonal fibers counts each tuple exactly once.
Among the |G|^n diagonal fibers of (n+1)-tuples, one has at least
the average number of members of S.
Good tuples regarded as actual group-valued tuples, forgetting membership proofs.
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- TrilinearHT.Auto.goodGroupSampleTuples A n f p ε = Finset.image (fun (a : Fin n → ↥A) (i : Fin n) => ↑(a i)) (TrilinearHT.Auto.goodSampleTuples A n f p ε)
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Blueprint lem:almostperiods, lines 781-783: a diagonal fiber of good
tuples has the required parameter-set density alpha^(n+1)/2.
Translation differences of good samples #
Empirical averages in one diagonal fiber are exact translates of each other.
Two good tuples in a common diagonal fiber give the source translation error.
Blueprint lem:almostperiods, lines 766-783: for every real p >= 2
there is a nonempty set of density at least alpha^n/2, where
n = ceil(64*p/epsilon^2), whose pairwise differences are 2*epsilon
almost periods of the actual convolution f * mu_A.
Telescoping over iterated sumsets #
The translation error is subadditive in its translation parameter.
A bound on pairwise differences telescopes to every iterated sum-difference set.
Blueprint lem:almostperiods, lines 766-784, including its final
kX-kX conclusion. The universal sampling constant is 64, the density
is at least alpha^ceil(64*p/epsilon^2)/2, and the error is 2*k*epsilon.
Probability-normalized Fourier analysis on finite cyclic groups.