Plain-English statement
Normalizing exp(-V) by a finite nonzero constant preserves log-concavity whenever V is convex.
Mathematical statement
ConvexOn(s,V), Z != 0, and Z != infinity imply LogConcaveOn(s, x -> (Z^{-1} g_V(x)).toReal).
Intuition
The negative of a convex potential is concave, exponentiation makes it log-concave, and multiplication by a positive constant only shifts the logarithm.
Conditions
- V is convex on the target set.
- The ENNReal normalizer is nonzero and finite.
Why these conditions cannot be dropped
- ENNReal.toReal sends zero and infinity to degenerate real values.
- Degenerate normalization would violate the strict positivity built into LogConcaveOn.
Proof route
- Convert finite nonzero Z to a positive real scalar.
- Apply the constant-times-exp-negative-convex-potential closure lemma.
- Normalize ENNReal.toReal and inverse expressions by simp.
Lean interface notes
- ENNReal.toReal_pos requires both Z != 0 and Z != infinity.
- simpa performs only representation rewrites after the mathematical closure lemma is supplied.
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Lean statement
theorem logConcaveOn_normalized_gibbsDensityENNReal_toReal_of_convexOn
{E : Type*} [AddCommMonoid E] [Module ℝ E]
{s : Set E} {V : E → ℝ} {Z : ℝ≥0∞}
(hV : ConvexOn ℝ s V) (hZ0 : Z ≠ 0) (hZtop : Z ≠ ∞) :
Geometry.LogConcavity.LogConcaveOn s
(fun x : E => (Z⁻¹ * Measure.Gibbs.gibbsDensityENNReal V x).toReal) := by
have hZreal_pos : 0 < Z.toReal := ENNReal.toReal_pos hZ0 hZtop
have hshape :
Geometry.LogConcavity.LogConcaveOn s
(fun x : E => Z.toReal⁻¹ * Real.exp (-V x)) :=
Geometry.LogConcavity.logConcaveOn_const_mul_exp_neg_of_convexOn hV
(inv_pos.mpr hZreal_pos)
simpa [Measure.Gibbs.gibbsDensityENNReal, ENNReal.toReal_mul, ENNReal.toReal_inv,
ENNReal.toReal_ofReal (Real.exp_nonneg _)] using hshape
/-- Strong-convexity wrapper for the real-valued normalized Gibbs-density shape
associated with an `ℝ≥0∞` density and a finite nonzero normalizer. -/
Open AutoSamplingTheory/TechnicalLemmas/Measure/GibbsLogConcavity.lean:29published source at 7bcd37294df1