import Mathlib.Analysis.Calculus.FDeriv.Basic import Mathlib.Analysis.Calculus.IteratedDeriv.Lemmas import Mathlib.Analysis.InnerProductSpace.PiL2 import Mathlib.Analysis.Normed.Module.Multilinear.Basic import Mathlib.LinearAlgebra.FiniteDimensional.Basic /-! # ASTIS-native Taylor and Hessian technical lemmas These are small reusable bridges for translating paper-level smoothness fields into Lean-facing derivative and normalization facts. They are local ASTIS lemmas, not imports from an external project. New code should prefer the Mathlib-style re-export path `AutoSamplingTheory.TechnicalLemmas.Analysis.Calculus.Taylor`. This file remains the compatibility source for the compiled declarations. -/ noncomputable section namespace AutoSamplingTheory namespace TechnicalLemmas namespace Taylor open scoped BigOperators /-- A source-backed Hessian representative supplies the operator-norm bound on `fderiv (fderiv f)`. This is the reusable version of a SALD Brownian/Ito bridge: once source correspondence gives a Hessian field and a uniform bound for it, downstream proofs should consume this lemma rather than re-assuming the final operator bound. -/ theorem hessianOpNormOfSourceHessianField {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] (f : E → ℝ) (sourceHessian : E → E →L[ℝ] (E →L[ℝ] ℝ)) (C : ℝ) (hSourceHasHessian : ∀ z : E, HasFDerivAt (fderiv ℝ f) (sourceHessian z) z) (hSourceHessianBound : ∀ z : E, ‖sourceHessian z‖ ≤ C) : ∀ z : E, ‖fderiv ℝ (fderiv ℝ f) z‖ ≤ C := by intro z rw [(hSourceHasHessian z).fderiv] exact hSourceHessianBound z /-- Convert an operator-norm bound on `fderiv (fderiv f)` to the corresponding Mathlib `iteratedFDeriv` bound of order two. -/ theorem iteratedFDerivTwoOpNormOfFDerivFDerivOpNorm {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] (f : E → ℝ) (C : ℝ) (hHessianOpNorm : ∀ z : E, ‖fderiv ℝ (fderiv ℝ f) z‖ ≤ C) : ∀ z : E, ‖iteratedFDeriv ℝ 2 f z‖ ≤ C := by intro z have hnorm : ‖iteratedFDeriv ℝ 2 f z‖ = ‖fderiv ℝ (fderiv ℝ f) z‖ := by rw [← one_add_one_eq_two] rw [← norm_iteratedFDeriv_fderiv (𝕜 := ℝ) (f := f) (x := z) (n := 1)] rw [norm_iteratedFDeriv_one] rw [hnorm] exact hHessianOpNorm z /-- Standard orthonormal-basis vectors are unit directions. -/ theorem stdOrthonormalBasisUnit {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] (i : Fin (Module.finrank ℝ E)) : ‖(stdOrthonormalBasis ℝ E) i‖ ≤ (1 : ℝ) := by rw [OrthonormalBasis.norm_eq_one] /-- Algebraic packaging for quadratic-variation normalization. -/ theorem quadraticVariationNormalizationOfCoeffDefAndVarianceOne {α : Type*} (quadraticCoeff variance generator : α → ℝ) (hQuadraticCoeffDef : ∀ a, quadraticCoeff a = generator a) (hVarianceOne : ∀ a, variance a = 1) : ∀ a, quadraticCoeff a * variance a = generator a := by intro a rw [hQuadraticCoeffDef a, hVarianceOne a, mul_one] end Taylor end TechnicalLemmas end AutoSamplingTheory