A Jensen gap yields nonnegative Γ through right-generator limits
AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.CarreDuChamp.carreDuChamp_nonneg_of_markov_jensen_rightGenerator · theorem · Teaching coverage
Statement
Let X be any type, L a real-linear operator on real functions, P_h a family of arbitrary operators indexed by h∈ℝ≥0, f:X→ℝ, and x∈X fixed. Assume (P_h f(x))²≤P_h(f²)(x) for every h>0; as h↓0 through positive nonnegative-real times, the difference quotients for f and f² converge respectively to Lf(x) and L(f²)(x); and P_h f(x)→f(x). Then ΓL(f,f)(x)≥0.
All objects and hypotheses
- X is an arbitrary type, with no measurable-space, topological-space, normed-space, or finiteness hypothesis.
- L:(X→ℝ)→ₗ[ℝ](X→ℝ) is a real-linear operator on all real-valued functions on X. No Markov semigroup or invariant law is supplied.
- P:ℝ≥0→(X→ℝ)→X→ℝ is an arbitrary family; no linearity, semigroup law, positivity-preserving property, or value at h=0 is assumed of P.
- f:X→ℝ and x∈X are fixed. hjensen holds for every positive h∈ℝ≥0, for this f and this x.
- hf is convergence of (P_hf(x)−f(x))/(h:ℝ) to Lf(x); hf2 is convergence of (P_h(f*f)(x)−f(x)²)/(h:ℝ) to L(f*f)(x). Both filters are nhdsWithin 0 (Ioi 0) on ℝ≥0.
- hcontinuous asserts only P_hf(x)→f(x) along that same right-hand filter. It is not operator strong continuity or continuity at every state.
Mathematical proof
1. Define the nonnegative scaled Jensen gap
For h>0 the numerator is nonnegative by hjensen and the denominator is positive, so the gap is nonnegative on the right-hand filter.
Corresponding Lean step
gap; hgap_nonneg; self_mem_nhdsWithin; div_nonneg
2. Factor the difference of squares
Subtract and add f(x)², then factor (P_hf(x))²−f(x)². This algebra is used only for h>0, where cancellation is valid.
Corresponding Lean step
hrewrite; field_simp; ring
3. Take the sum and product limits
The supplied right-continuity gives P_hf(x)+f(x)→2f(x). Combine this with hf to identify the product's limit.
Corresponding Lean step
tendsto_const_nhds; Filter.Tendsto.add; Filter.Tendsto.mul
4. Identify the gap limit with Γ
Use hf2 and the preceding product limit, multiply by one-half, subtract, and unfold the diagonal Γ formula. The eventually valid factorization transfers the limit back to G.
Corresponding Lean step
Filter.Tendsto.const_mul; Filter.Tendsto.sub; hvalue; Filter.Tendsto.congr'
5. Pass nonnegativity through the limit
The half-line [0,∞) is closed, and G is eventually in it along a nontrivial right-hand time filter. Therefore its limit lies there too.
Corresponding Lean step
isClosed_Ici.mem_of_tendsto hlimit hgap_nonneg
Lean statement · carreDuChamp_nonneg_of_markov_jensen_rightGenerator
The three convergence assumptions are scalar assertions at one selected state. No topology or measurable structure on X is needed. The theorem name describes the motivating Markov route, but the formal inputs already supply its Jensen and generator-limit consequences.
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.
theorem carreDuChamp_nonneg_of_markov_jensen_rightGenerator
(P : ℝ≥0 → (X → ℝ) → X → ℝ)
(generator : (X → ℝ) →ₗ[ℝ] (X → ℝ))
(f : X → ℝ) (x : X)
(hjensen : ∀ h : ℝ≥0, 0 < h → (P h f x) ^ 2 ≤ P h (f * f) x)
(hf : Tendsto
(fun h : ℝ≥0 => (P h f x - f x) / (h : ℝ))
(𝓝[>] 0) (𝓝 (generator f x)))
(hf2 : Tendsto
(fun h : ℝ≥0 => (P h (f * f) x - (f x) ^ 2) / (h : ℝ))
(𝓝[>] 0) (𝓝 (generator (f * f) x)))
(hcontinuous : Tendsto (fun h : ℝ≥0 => P h f x)
(𝓝[>] 0) (𝓝 (f x))) :
0 ≤ carreDuChamp generator f f xLean proof · carreDuChamp_nonneg_of_markov_jensen_rightGenerator
The proof constructs a nonnegative gap, factors a difference of squares, applies the supplied three limits, and uses closedness of the nonnegative real half-line. It never constructs P, establishes a semigroup law, or derives the difference-quotient hypotheses.
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.
theorem carreDuChamp_nonneg_of_markov_jensen_rightGenerator
(P : ℝ≥0 → (X → ℝ) → X → ℝ)
(generator : (X → ℝ) →ₗ[ℝ] (X → ℝ))
(f : X → ℝ) (x : X)
(hjensen : ∀ h : ℝ≥0, 0 < h → (P h f x) ^ 2 ≤ P h (f * f) x)
(hf : Tendsto
(fun h : ℝ≥0 => (P h f x - f x) / (h : ℝ))
(𝓝[>] 0) (𝓝 (generator f x)))
(hf2 : Tendsto
(fun h : ℝ≥0 => (P h (f * f) x - (f x) ^ 2) / (h : ℝ))
(𝓝[>] 0) (𝓝 (generator (f * f) x)))
(hcontinuous : Tendsto (fun h : ℝ≥0 => P h f x)
(𝓝[>] 0) (𝓝 (f x))) :
0 ≤ carreDuChamp generator f f x := by
let gap : ℝ≥0 → ℝ := fun h =>
(P h (f * f) x - (P h f x) ^ 2) / (2 * (h : ℝ))
have hgap_nonneg : ∀ᶠ h in 𝓝[>] (0 : ℝ≥0), 0 ≤ gap h := by
filter_upwards [self_mem_nhdsWithin] with h hh
have hh0 : 0 < h := by simpa only [mem_Ioi] using hh
exact div_nonneg (sub_nonneg.mpr (hjensen h hh0)) (by positivity)
have hrewrite : ∀ᶠ h in 𝓝[>] (0 : ℝ≥0),
gap h =
(2 : ℝ)⁻¹ * ((P h (f * f) x - (f x) ^ 2) / (h : ℝ)) -
(2 : ℝ)⁻¹ * (((P h f x - f x) / (h : ℝ)) *
(P h f x + f x)) := by
filter_upwards [self_mem_nhdsWithin] with h hh
have hh0 : (h : ℝ) ≠ 0 := by
have : 0 < h := by simpa only [mem_Ioi] using hh
exact_mod_cast this.ne'
dsimp [gap]
field_simp
ring
have hlimit : Tendsto gap (𝓝[>] (0 : ℝ≥0))
(𝓝 (carreDuChamp generator f f x)) := by
have hconst : Tendsto (fun _ : ℝ≥0 => f x)
(nhdsWithin 0 (Set.Ioi 0)) (nhds (f x)) :=
tendsto_const_nhds
have hsum : Tendsto (fun h : ℝ≥0 => P h f x + f x)
(nhdsWithin 0 (Set.Ioi 0)) (nhds (f x + f x)) :=
hcontinuous.add hconst
have hprod := hf.mul hsum
have hcombined := (hf2.const_mul (2 : ℝ)⁻¹).sub
(hprod.const_mul (2 : ℝ)⁻¹)
have hvalue :
(2 : ℝ)⁻¹ * generator (f * f) x -
(2 : ℝ)⁻¹ * (generator f x * (f x + f x)) =
carreDuChamp generator f f x := by
simp only [carreDuChamp]
ring
have htarget : Tendsto
(fun h : ℝ≥0 =>
(2 : ℝ)⁻¹ * ((P h (f * f) x - (f x) ^ 2) / (h : ℝ)) -
(2 : ℝ)⁻¹ * (((P h f x - f x) / (h : ℝ)) *
(P h f x + f x)))
(𝓝[>] 0) (𝓝 (carreDuChamp generator f f x)) := by
rw [← hvalue]
exact hcombined
exact htarget.congr' (hrewrite.mono fun h hh => hh.symm)
exact isClosed_Ici.mem_of_tendsto hlimit hgap_nonneg
/-- Chewi Theorem 1.2.14: stationarity and generator symmetry imply the
fundamental integration-by-parts identity between the Dirichlet form and the
integrated carre du champ.
The three integrability hypotheses are the exact terms expanded from Gamma;
they prevent the totalized Bochner integral from hiding a domain failure. -/Scope and omitted-condition boundaries
- No global invariant-law, stationarity for every observable, reversibility, semigroup construction, or concrete diffusion identity is inferred from this declaration.
- The conclusion is only at the supplied f and x; a global statement requires those inputs for every relevant observable and state.
- The limit excludes h=0; no division-by-zero argument or two-sided derivative is used.
- No diffusion chain rule or invariant-law theorem is produced.
Source and reuse
ASTIS parents called
Mathlib API called (external library)
- self_mem_nhdsWithin
- div_nonneg
- sub_nonneg
- tendsto_const_nhds
- Filter.Tendsto.add
- Filter.Tendsto.mul
- Filter.Tendsto.const_mul
- Filter.Tendsto.sub
- Filter.Tendsto.congr'
- isClosed_Ici
- IsClosed.mem_of_tendsto
Mathematical sources
- Exact existing ASTIS declaration — Current statement and body; renderer extracts exact Lean rather than duplicating it in this packet.
- Existing source-correspondence record: chewi-1-2-lemma-1-2-13 — Existing local record for Chewi Lemma1.2.13, edition2026-08-09, printed p.14/PDF p.26. Reported only within the current declaration's explicit assumptions; no new source audit or source-equivalence verdict.
- Limit sums and products — Tendsto.mul and its to_additive counterpart Tendsto.add; const_mul is at132. The scalar codomain ℝ supplies their topological instances.
- Closed-set preservation by a nontrivial filter limit — The right-neighborhood filter on positive ℝ≥0 times supplies the needed nontriviality automatically; it is not an extra assumption on X.
- Existing focused test — Declaration-visibility #check only; no concrete producer of the three limits in this focused file. No test/build run for this packet.
- Limit subtraction — Filter.Tendsto.sub is generated by to_additive from Filter.Tendsto.div'; applied here only to real scalar limits.
- Eventual equality transports a limit — Filter.Tendsto.congr' transfers the factored-expression limit to the original gap.
- Positive times hold eventually in the right-neighborhood filter — self_mem_nhdsWithin supplies h∈Ioi0, avoiding the zero denominator.
ASTIS prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.