import AutoSamplingTheory.ExampleCases.GaussianComplexity.GaussianExpectation import Mathlib.Tactic.NormNum.RealSqrt open Matrix MeasureTheory ProbabilityTheory open AutoSamplingTheory.TechnicalLemmas.Probability.OrthogonalHaar open AutoSamplingTheory.ExampleCases.GaussianComplexity.DeterminantFamily open AutoSamplingTheory.ExampleCases.GaussianComplexity.GaussianExpectation -- Endpoint ell=0: the actual test expectation yields the real density integral 1. example (O : Matrix.orthogonalGroup (Fin 3) ℝ) : (∫ x : EuclideanSpace ℝ (Fin 3), Real.sqrt (singleBlockPrecision 4 O).det / (2 * Real.pi) ^ (3 / 2 : ℝ) * Real.exp (-((WithLp.ofLp x) ⬝ᵥ (singleBlockPrecision 4 O *ᵥ WithLp.ofLp x)) / 2)) = 1 := by have h := ((actual_gaussian_transform (n := 3) (by decide) (κ := 4) (by norm_num) (ℓ := 0) (by norm_num)).1 O).2.2 norm_num only [Nat.cast_ofNat, neg_zero, zero_mul, Real.exp_zero, one_mul] at h simpa using h.symm -- The endpoint signed expectation is genuinely Haar L1, not a default integral. example : Integrable (fun O : Matrix.orthogonalGroup (Fin 3) ℝ => (O : Matrix (Fin 3) (Fin 3) ℝ).det) (orthogonalHaar 3) := by have h := (actual_gaussian_transform (n := 3) (by decide) (κ := 4) (by norm_num) (ℓ := 0) (by norm_num)).2.1 simpa using h -- The nonconstant ell=1 test uses actual Gaussian integrals and exact -1/4. example : (∫ O : Matrix.orthogonalGroup (Fin 4) ℝ, (O : Matrix (Fin 4) (Fin 4) ℝ).det * (∫ x : EuclideanSpace ℝ (Fin 4), Real.exp (-‖x‖ ^ 2) ∂multivariateGaussian (0 : EuclideanSpace ℝ (Fin 4)) (singleBlockPrecision 4 O)⁻¹) ∂orthogonalHaar 4) = (-1 / 4 : ℝ) * (∫ O : Matrix.orthogonalGroup (Fin 4) ℝ, (3 * (O : Matrix (Fin 4) (Fin 4) ℝ) 0 0 - 1) / (9 - 3 * (O : Matrix (Fin 4) (Fin 4) ℝ) 0 0) ^ (2 : ℝ) ∂orthogonalHaar 4) := by have h := (actual_gaussian_transform (n := 4) (by decide) (κ := 4) (by norm_num) (ℓ := 1) (by norm_num)).2.2 norm_num [Real.rpow_two] at h ⊢ exact h #print axioms actual_gaussian_transform