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ASTIS mathematical exposition

The separate carré-du-champ identification needed for Fisher energy

AutoSamplingTheory.TechnicalLemmas.InformationTheory.CanonicalDirichletFisher.HasCanonicalFisherGamma · def · Teaching coverage

Statement

For arbitrary μ and π on finite-dimensional Euclidean space and a real-linear operator L on functions, HasCanonicalFisherGamma is the assertion that, π-almost everywhere, the algebraic carré du champ of the selected density ρ and log-ratio r equals ρ times the squared totalized gradient of r. This equality is a separate input to the bridge, not a chain rule derived by the definition.

\[\begin{aligned}\Gamma_L(f,g)&:=\tfrac12\big[L(fg)-fLg-gLf\big],\\\operatorname{HasCanonicalFisherGamma}(\mu,\pi,L)&:\Longleftrightarrow\Gamma_L(\rho,r)=\rho\,\|\nabla r\|^2\quad\pi\text{-a.e.}\end{aligned}\]

All objects and hypotheses

  • ι is a finite index type (Fintype ι), and E = EuclideanSpace ℝ ι has its standard real inner product, norm, topology and Borel measurable structure. Empty ι is allowed; no Nonempty ι assumption is made.
  • μ and π are arbitrary measures on E. No probability, finite-total-mass, or normalization hypothesis is present.
  • Use the exact selected functions ρ(x) = (μ.rnDeriv π x).toReal and r(x) = RNLogRatio.logRatio μ π x = MeasureTheory.llr μ π x = Real.log(ρ(x)); put q(x) = ‖gradient r x‖². These are fixed by the original ordered pair (μ,π), not arbitrary versions.
  • L is a real-linear map from all functions E → ℝ to all functions E → ℝ. Its linearity alone does not say that it generates a Markov semigroup, preserves a measure, or is a diffusion.
  • This proposition is defined without assuming any domain witness, absolute continuity, integrability, σ-finiteness, or differentiability. To use it as a hypothesis, a caller must actually prove its π-a.e. equality.

Construction and meaning

1. Evaluate the existing algebraic Γ expression

Substitute the fixed functions ρ and r into the imported carré-du-champ definition. The factor one-half fixes the normalization.

\[\Gamma_L(\rho,r)(x)=\tfrac12\big(L(\rho r)(x)-\rho(x)Lr(x)-r(x)L\rho(x)\big).\]
Corresponding Lean step

StochasticProcesses.CarreDuChamp.carreDuChamp generator (RNLogRatio.density mu pi) (RNLogRatio.logRatio mu pi)

2. Form the intended score-energy density

Multiply the same selected ρ by the squared gradient of the same selected r. No derivative of ρ or chain rule is assumed merely by writing this expression.

\[\rho(x)q(x)=\rho(x)\|\nabla r(x)\|^2.\]
Corresponding Lean step

RNLogRatio.density mu pi x * CanonicalRelativeFisher.scoreSq mu pi x

3. Require equality outside a π-null set

Define the proposition by the a.e. comparison of these expressions. A concrete diffusion must supply its proof; a pointwise identity everywhere is not required.

\[\Gamma_L(\rho,r)=\rho q\quad\pi\text{-a.e.}.\]
Corresponding Lean step

∀ᵐ x ∂pi, ...

Lean statement · HasCanonicalFisherGamma

The result is a proposition saying that two functions agree almost everywhere for π, the reference measure. It differs from the score-domain differentiability condition, whose exceptional set is measured by μ. The statement itself includes no integrability or regularity proof.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

def HasCanonicalFisherGamma
    (mu pi : Measure (State (ι := ι)))
    (generator :
      (State (ι := ι) → ℝ) →ₗ[ℝ] (State (ι := ι) → ℝ)) : Prop

Exact module and namespace context

Lean construction · HasCanonicalFisherGamma

The body spells out the desired a.e. equality using the already-defined algebraic Γ, selected RN functions, and squared score. It does not establish the equality. In an eventual concrete model, the appropriate diffusion formula and representative-valid chain rule must justify it.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

def HasCanonicalFisherGamma
    (mu pi : Measure (State (ι := ι)))
    (generator :
      (State (ι := ι) → ℝ) →ₗ[ℝ] (State (ι := ι) → ℝ)) : Prop :=
  ∀ᵐ x ∂pi,
    StochasticProcesses.CarreDuChamp.carreDuChamp generator
      (RNLogRatio.density mu pi) (RNLogRatio.logRatio mu pi) x =
      RNLogRatio.density mu pi x *
        CanonicalRelativeFisher.scoreSq mu pi x

/-- Chewi Theorem 1.2.14 plus the concrete Gamma/score identification gives
exactly the canonical relative Fisher information:

`E_pi(dmu/dpi, log(dmu/dpi)) = FI(mu || pi)`.

This is the reusable Dirichlet--Fisher edge consumed by KL dissipation and by
the generator form of log-Sobolev inequalities. -/

Exact module and namespace context

Scope and omitted-condition boundaries

  • This is the selected RN/log-ratio and its totalized classical gradient, not a representative-free Sobolev score. Equality of log-ratios merely a.e. does not by itself identify their gradients. Mathlib sets gradient to zero at nondifferentiable points; the score-domain witness excludes those points only μ-a.e.
  • These are only local pair conditions. No global stationarity, reversibility, generator-domain closure, concrete Langevin generator, or diffusion chain rule is derived.
  • No existence of the smooth score domain is proved. No weak derivative, Sobolev-domain membership, lower-semicontinuous or extended-valued Fisher extension, or square-root-density identity 4∫‖∇√ρ‖² dπ is established.
  • A μ-a.e. identity alone would not be the same stated hypothesis; the integral comparison later uses this π-a.e. identity.
  • This does not follow from absolute continuity alone and does not construct a valid canonical-density chain rule.

Source and reuse

ASTIS parents called

Mathlib API called (external library)

  • LinearMap
  • Filter.Eventually

Mathematical sources

ASTIS prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.