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MacroscopicRepresentative: mathematical reading route

Read the statements and derivations in source order. Every result has its own optional Lean statement and proof. Source assumptions, library reuse and unproved boundaries are kept explicit.

  1. The actual macroscopic reflection has a differentiable conditional representative
ASTIS mathematical exposition

The actual macroscopic reflection has a differentiable conditional representative

AutoSamplingTheory.ExampleCases.ProximalBPS.MacroscopicRepresentative.macroscopic_reflection_smooth_representative · theorem · Teaching coverage

Statement

Let nu=J.snd, Lambda be the law of (Y_plus,Y_minus), and P be the L2(J) orthogonal projection onto functions measurable in the second coordinate. There are one Markov kernel S disintegrating Lambda and an involutive self-adjoint reflection isometry U, acting by composition with F(x,y)=(x,2x-y). For every smooth compactly supported real f, its macroscopic class g=[f composed with snd] satisfies Pg=g and PUPg=[T_f composed with snd], where T_f(y)=integral f dS_y belongs to L2(nu). For every y, s_y and f s_y are S_y-integrable and DT_f(y)=E[f s_y]-E[f]E[s_y], with s_y(u)=-DV((y+u)/2)/2-inner(y-u,.)/(4 eta).

\[PUP[f\circ\mathrm{snd}]=[T_f\circ\mathrm{snd}],\quad T_f\in L^2(\nu),\quad DT_f=\operatorname{Cov}_{S_y}(f,s_y).\]

All objects and hypotheses

  • E is a finite-dimensional real inner-product space with its Borel measurable structure; dimension zero is allowed. The potential V:E→R is C².
  • Constants α and β are finite nonnegative reals, α>0, and the actual second Fréchet derivative satisfies α‖v‖²≤D²V(x)[v,v]≤β‖v‖² for every x,v. The scale η is positive. No upper bound βη≤1 is needed for this differentiation step.
  • μ is volume tilted by −V and J is the law of (X,X+sqrt(η)Z), where X has law μ and Z is an independent standard Gaussian. Normalization and all integrability used in the proof are derived from the curvature assumptions.
  • The conclusion quantifies over every smooth compactly supported real f and every parameter y. P is the actual conditional orthogonal projection, not an arbitrary operator assumed to have the desired integral representation.

Mathematical proof

1. Use one compatible pair of conditional kernels

The previously proved conditional-score theorem constructs R disintegrating the actual law of (Y,X), and S_y as the reflected pushforward of R_y. Its normalization, density and derivative estimates follow from the genuine Hessian bounds. Keep these same R and S throughout the proof. The reflection theorem also supplies an isometry U and an unrelated conditional kernel witness; only its U is used. No equality of independently chosen versions is assumed.

\[S_y=(x\mapsto 2x-y)_\#R_y.\]
Corresponding Lean step

The final assembly obtains R,S from reflected_conditional_covariance and U from actual_reflection_block_identities; it discards the latter theorem's kernel witness.

2. Disintegrate the actual reflected joint law

Write the swapped augmentation as J_swap=nu tensor R, with nu=J.snd. Push this measure through G(y,x)=(y,2x-y). For every measurable set, the composition-product formula and the fiber pushforward identity show that this pushforward is nu tensor S. Its first coordinate is unchanged. Composing G with the swap gives precisely the joint law Lambda of (Y_plus,Y_minus).

\[\Lambda=\nu\otimes S,\qquad \Lambda_{1}=\nu.\]
Corresponding Lean step

reflected_disintegration proves the measure equality by compProd_apply and map_apply; hLambda identifies the composed measurable maps.

3. Construct the macroscopic L2 class

A smooth compactly supported real f is bounded. Since J is a probability measure, f composed with the second coordinate belongs to L2(J). Let g be its Lp class. The representative f composed with snd is measurable for the sigma-algebra generated by snd, so g lies in that closed measurable subspace. Orthogonal projection onto this subspace therefore fixes g.

\[g=[f\circ\mathrm{snd}],\qquad Pg=g.\]
Corresponding Lean step

macroscopic_class uses MemLp.of_bound, toLp, mem_lpMeas_iff_aestronglyMeasurable and starProjection_eq_self_iff. It does not assert compact support on the product space.

4. Identify conditional projection using the selected kernel

Every v in L2(J) is integrable because J is finite. The conditional expectation formula identifies Pv with the conditional integral of v(x,y). The selected R agrees almost everywhere with the canonical disintegration kernel by uniqueness; this is enough to obtain the formula J-almost everywhere. This step is proved for the R already used to construct S.

\[(Pv)(x,y)=\int v(x\prime,y)\,R_y(dx\prime)\quad J\text{-a.e.}\]
Corresponding Lean step

projection_kernel uses condExp_prod_ae_eq_integral_condDistrib', eq_condKernel_of_measure_eq_compProd and Lp.condExpL2_ae_eq_condExp.

5. Transport representatives through reflection and disintegration

The actual reflection F(x,y)=(x,2x-y) preserves J, so composing a J-almost-everywhere representative identity with F remains valid almost everywhere. Thus Ug equals f(2x-y) J-almost everywhere. Disintegrating this equality yields R_y-almost-everywhere equality for nu-almost every y, sufficient for equality of conditional integrals. Pushforward integration then identifies these integrals with T_f(y). Combining with Pg=g gives the actual compressed operator representative.

\[PUPg=[T_f\circ\mathrm{snd}],\qquad T_f(y)=\int f(u)\,S_y(du).\]
Corresponding Lean step

compressed_representative combines reflection_preserves_augmentation, fiber_ae, projection_kernel and expectation_map. Fiber representative identities are not asserted for every y.

6. Join L2 membership with the everywhere classical derivative

Measurability of a kernel integral and the bound |T_f(y)|<=sup|f| give T_f in L2(nu). For this same everywhere-defined kernel S, the conditional-score theorem supplies integrability of s_y and f s_y and the derivative at every y. The operator identity is an almost-everywhere identity of representatives, whereas this derivative statement is everywhere for the selected representative. Neither statement alone supplies a quantitative variance estimate or a Sobolev extension.

\[DT_f(y)=\mathbb E_{S_y}[f s_y]-\mathbb E_{S_y}[f]\,\mathbb E_{S_y}[s_y].\]
Corresponding Lean step

expectation_memLp uses measurable kernel integration and MemLp.of_bound; the final derivative and both integrability clauses use hder for the same S.

Lean statement · macroscopic_reflection_smooth_representative

One compatible reflected kernel supplies the actual joint disintegration, actual compressed L2 representative and its everywhere classical derivative.

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 macroscopic_reflection_smooth_representative {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
    [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
    {V : E → ℝ} {α β : NNReal} {η : ℝ}
    (hα : 0 < (α : ℝ)) (hV : ContDiff ℝ 2 V)
    (hH : ∀ x v : E,
      (α : ℝ)*‖v‖^2 ≤ (fderiv ℝ (fderiv ℝ V) x v) v ∧
      (fderiv ℝ (fderiv ℝ V) x v) v ≤ (β : ℝ)*‖v‖^2) (hη : 0 < η) :
    let μ := (volume : Measure E).tilted (fun x => -V x)
    let J := Measure.map (fun p : E × E => (p.1,p.1+Real.sqrt η • p.2))
      (μ.prod (stdGaussian E))
    let Λ := J.map (fun p : E × E => (p.2,(2:ℝ) • p.1-p.2))
    let P : Lp ℝ 2 J →L[ℝ] Lp ℝ 2 J :=
      (lpMeas ℝ ℝ (MeasurableSpace.comap Prod.snd (inferInstance : MeasurableSpace E)) 2 J).subtypeL
        ∘L condExpL2 ℝ ℝ measurable_snd.comap_le
    let s := fun y u : E => -(1/2:ℝ) • fderiv ℝ V ((1/2:ℝ) • (y+u)) -
      (1/(4*η)) • innerSL ℝ (y-u)
    ∃ S : Kernel E E, IsMarkovKernel S ∧ Λ.IsCondKernel S ∧ Λ.fst = J.snd ∧
      ∃ U : Lp ℝ 2 J →ₗᵢ[ℝ] Lp ℝ 2 J,
        (∀ g : Lp ℝ 2 J, (U g : E × E → ℝ) =ᵐ[J]
          (fun p => g (p.1,(2:ℝ) • p.1-p.2))) ∧
        Function.Involutive U ∧ IsSelfAdjoint U.toContinuousLinearMap ∧
        ∀ (f : E → ℝ), ContDiff ℝ ∞ f → HasCompactSupport f →
          ∃ g : Lp ℝ 2 J,
            (g : E × E → ℝ) =ᵐ[J] (fun p => f p.2) ∧ P g = g ∧
            ((P * U.toContinuousLinearMap * P) g : E × E → ℝ) =ᵐ[J]
              (fun p => ∫ u, f u ∂S p.2) ∧
            MemLp (fun y => ∫ u, f u ∂S y) 2 J.snd ∧
            ∀ y, Integrable (s y) (S y) ∧ Integrable (fun u => f u • s y u) (S y) ∧
              HasFDerivAt (fun z => ∫ u, f u ∂S z)
              ((∫ u, f u • s y u ∂S y) -
                (∫ u, f u ∂S y) • (∫ u, s y u ∂S y)) y

Exact module and namespace context

Lean proof · macroscopic_reflection_smooth_representative

Local measure and conditional-expectation adapters join the existing actual reflection isometry and conditional-score construction, discharging every adapter premise from the public Hessian 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 macroscopic_reflection_smooth_representative {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
    [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
    {V : E → ℝ} {α β : NNReal} {η : ℝ}
    (hα : 0 < (α : ℝ)) (hV : ContDiff ℝ 2 V)
    (hH : ∀ x v : E,
      (α : ℝ)*‖v‖^2 ≤ (fderiv ℝ (fderiv ℝ V) x v) v ∧
      (fderiv ℝ (fderiv ℝ V) x v) v ≤ (β : ℝ)*‖v‖^2) (hη : 0 < η) :
    let μ := (volume : Measure E).tilted (fun x => -V x)
    let J := Measure.map (fun p : E × E => (p.1,p.1+Real.sqrt η • p.2))
      (μ.prod (stdGaussian E))
    let Λ := J.map (fun p : E × E => (p.2,(2:ℝ) • p.1-p.2))
    let P : Lp ℝ 2 J →L[ℝ] Lp ℝ 2 J :=
      (lpMeas ℝ ℝ (MeasurableSpace.comap Prod.snd (inferInstance : MeasurableSpace E)) 2 J).subtypeL
        ∘L condExpL2 ℝ ℝ measurable_snd.comap_le
    let s := fun y u : E => -(1/2:ℝ) • fderiv ℝ V ((1/2:ℝ) • (y+u)) -
      (1/(4*η)) • innerSL ℝ (y-u)
    ∃ S : Kernel E E, IsMarkovKernel S ∧ Λ.IsCondKernel S ∧ Λ.fst = J.snd ∧
      ∃ U : Lp ℝ 2 J →ₗᵢ[ℝ] Lp ℝ 2 J,
        (∀ g : Lp ℝ 2 J, (U g : E × E → ℝ) =ᵐ[J]
          (fun p => g (p.1,(2:ℝ) • p.1-p.2))) ∧
        Function.Involutive U ∧ IsSelfAdjoint U.toContinuousLinearMap ∧
        ∀ (f : E → ℝ), ContDiff ℝ ∞ f → HasCompactSupport f →
          ∃ g : Lp ℝ 2 J,
            (g : E × E → ℝ) =ᵐ[J] (fun p => f p.2) ∧ P g = g ∧
            ((P * U.toContinuousLinearMap * P) g : E × E → ℝ) =ᵐ[J]
              (fun p => ∫ u, f u ∂S p.2) ∧
            MemLp (fun y => ∫ u, f u ∂S y) 2 J.snd ∧
            ∀ y, Integrable (s y) (S y) ∧ Integrable (fun u => f u • s y u) (S y) ∧
              HasFDerivAt (fun z => ∫ u, f u ∂S z)
              ((∫ u, f u • s y u ∂S y) -
                (∫ u, f u ∂S y) • (∫ u, s y u ∂S y)) y := by
  have reflected_disintegration {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
      [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
      (ρ : Measure (E × E)) [IsFiniteMeasure ρ]
      (R S : Kernel E E) [IsMarkovKernel R] [IsMarkovKernel S]
      [ρ.IsCondKernel R]
      (hS : ∀ y, S y = (R y).map (fun x => (2:ℝ) • x-y)) :
      let G := fun p : E × E => (p.1,(2:ℝ) • p.2-p.1)
      (ρ.map G).fst = ρ.fst ∧ (ρ.map G).IsCondKernel S := by
    let G := fun p : E × E => (p.1,(2:ℝ) • p.2-p.1)
    have hG : Measurable G := by fun_prop
    have hfst : (ρ.map G).fst = ρ.fst := by
      exact Measure.fst_map_prodMk (by fun_prop)
    have hmap : ρ.fst ⊗ₘ S = (ρ.fst ⊗ₘ R).map G := by
      ext t ht
      rw [Measure.compProd_apply ht, Measure.map_apply hG ht,
        Measure.compProd_apply (hG ht)]
      apply lintegral_congr_ae
      filter_upwards with y
      rw [hS y, Measure.map_apply (by fun_prop) (measurable_prodMk_left ht)]
      rfl
    refine ⟨hfst,⟨?_⟩⟩
    rw [hfst,hmap,Measure.disintegrate ρ R]



  have macroscopic_class {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
      [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
      (J : Measure (E × E)) [IsProbabilityMeasure J]
      (f : E → ℝ) (hf : Continuous f) {M : ℝ} (hMf : ∀ u, ‖f u‖ ≤ M) :
      let P : Lp ℝ 2 J →L[ℝ] Lp ℝ 2 J :=
        (lpMeas ℝ ℝ (MeasurableSpace.comap Prod.snd (inferInstance : MeasurableSpace E)) 2 J).subtypeL
          ∘L condExpL2 ℝ ℝ measurable_snd.comap_le
      ∃ g : Lp ℝ 2 J, (g : E × E → ℝ) =ᵐ[J] (fun p => f p.2) ∧ P g = g := by
    let mY : MeasurableSpace (E × E) := MeasurableSpace.comap Prod.snd (inferInstance : MeasurableSpace E)
    let _ : MeasurableSpace (E × E) := Prod.instMeasurableSpace
    have hm : mY ≤ Prod.instMeasurableSpace := measurable_snd.comap_le
    let : Fact (mY ≤ Prod.instMeasurableSpace) := ⟨hm⟩
    have hLp : MemLp (fun p : E × E => f p.2) 2 J :=
      MemLp.of_bound (hf.comp continuous_snd).aestronglyMeasurable M
        (Filter.Eventually.of_forall fun p => hMf p.2)
    let g := hLp.toLp (fun p : E × E => f p.2)
    have hg : (g : E × E → ℝ) =ᵐ[J] (fun p => f p.2) := hLp.coeFn_toLp
    have hSnd : Measurable[mY] (Prod.snd : E × E → E) := measurable_iff_comap_le.mpr le_rfl
    have hgm : AEStronglyMeasurable[mY] (g : E × E → ℝ) J :=
      (hf.stronglyMeasurable.comp_measurable hSnd).aestronglyMeasurable.congr hg.symm
    refine ⟨g,hg,?_⟩
    change (lpMeas ℝ ℝ mY 2 J).starProjection g = g
    exact Submodule.starProjection_eq_self_iff.mpr (mem_lpMeas_iff_aestronglyMeasurable.mpr hgm)



  have projection_kernel {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
      [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
      (J : Measure (E × E)) [IsProbabilityMeasure J]
      (R : Kernel E E) [IsMarkovKernel R] [(J.map Prod.swap).IsCondKernel R]
      (v : Lp ℝ 2 J) :
      let P : Lp ℝ 2 J →L[ℝ] Lp ℝ 2 J :=
        (lpMeas ℝ ℝ (MeasurableSpace.comap Prod.snd (inferInstance : MeasurableSpace E)) 2 J).subtypeL
          ∘L condExpL2 ℝ ℝ measurable_snd.comap_le
      (P v : E × E → ℝ) =ᵐ[J] (fun p => ∫ x, v (x,p.2) ∂R p.2) := by
    have hvI := (Lp.memLp v).integrable (by norm_num)
    have hswap : Integrable (fun p : E × E => v p.swap) (J.map Prod.swap) := by
      apply (integrable_map_equiv (MeasurableEquiv.prodComm : E × E ≃ᵐ E × E) _).2
      exact hvI
    have h := condExp_prod_ae_eq_integral_condDistrib'
      (μ := J) (X := Prod.snd) (Y := Prod.fst)
      (f := fun p : E × E => v p.swap) measurable_snd measurable_fst.aemeasurable hswap
    have heq : R =ᵐ[(J.map Prod.swap).fst] (J.map Prod.swap).condKernel :=
      eq_condKernel_of_measure_eq_compProd R (Measure.disintegrate _ _).symm
    rw [Measure.fst_map_swap] at heq
    have heq' : ∀ᵐ p ∂J, R p.2 = (J.map Prod.swap).condKernel p.2 :=
      ae_of_ae_map measurable_snd.aemeasurable heq
    have hP := (Lp.memLp v).condExpL2_ae_eq_condExp (𝕜 := ℝ) measurable_snd.comap_le
    rw [Lp.toLp_coeFn] at hP
    apply hP.trans
    filter_upwards [h,heq'] with p hp he
    rw [he]
    simp only [condDistrib] at hp
    exact hp

  have fiber_ae {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
      [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
      (J : Measure (E × E)) [IsProbabilityMeasure J]
      (R : Kernel E E) [IsMarkovKernel R] [(J.map Prod.swap).IsCondKernel R]
      {a b : E × E → ℝ} (hab : a =ᵐ[J] b) :
      ∀ᵐ y ∂J.snd, (fun x => a (x,y)) =ᵐ[R y] (fun x => b (x,y)) := by
    have hswap : (fun p : E × E => a p.swap) =ᵐ[J.map Prod.swap] (fun p => b p.swap) := by
      apply (MeasurableEquiv.prodComm.measurableEmbedding.ae_map_iff).2
      change ∀ᵐ p ∂J, a p.swap.swap = b p.swap.swap
      simp only [Prod.swap_swap]
      exact hab
    rw [← Measure.disintegrate (J.map Prod.swap) R] at hswap
    have h := Measure.ae_ae_of_ae_compProd hswap
    rw [Measure.fst_map_swap] at h
    exact h



  have expectation_memLp {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
      [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
      (ν : Measure E) [IsFiniteMeasure ν] (S : Kernel E E) [IsMarkovKernel S]
      (f : E → ℝ) (hf : Continuous f) {M : ℝ} (hMf : ∀ u, ‖f u‖ ≤ M) :
      MemLp (fun y => ∫ u, f u ∂S y) 2 ν := by
    refine MemLp.of_bound hf.stronglyMeasurable.integral_kernel.aestronglyMeasurable M ?_
    filter_upwards with y
    simpa using (norm_integral_le_of_norm_le_const (μ := S y)
      (Filter.Eventually.of_forall hMf))

  have expectation_map {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
      [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
      (R S : Kernel E E) (hS : ∀ y, S y = (R y).map (fun x => (2:ℝ) • x-y))
      (f : E → ℝ) (hf : Continuous f) (y : E) :
      ∫ u, f u ∂S y = ∫ x, f ((2:ℝ) • x-y) ∂R y := by
    rw [hS y, integral_map (by fun_prop) hf.aestronglyMeasurable]


  have compressed_representative {E : Type u}
      [NormedAddCommGroup E] [InnerProductSpace ℝ E]
      [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
      (J : Measure (E × E)) [IsProbabilityMeasure J]
      (R S : Kernel E E) [IsMarkovKernel R] [IsMarkovKernel S]
      [(J.map Prod.swap).IsCondKernel R]
      (hS : ∀ y, S y = (R y).map (fun x => (2:ℝ) • x-y))
      (U : Lp ℝ 2 J →ₗᵢ[ℝ] Lp ℝ 2 J)
      (hF : MeasurePreserving (fun p : E × E => (p.1,(2:ℝ) • p.1-p.2)) J J)
      (hU : ∀ g : Lp ℝ 2 J, (U g : E × E → ℝ) =ᵐ[J]
        (fun p => g (p.1,(2:ℝ) • p.1-p.2)))
      (f : E → ℝ) (hf : Continuous f) (g : Lp ℝ 2 J)
      (hg : (g : E × E → ℝ) =ᵐ[J] (fun p => f p.2)) :
      let P : Lp ℝ 2 J →L[ℝ] Lp ℝ 2 J :=
        (lpMeas ℝ ℝ (MeasurableSpace.comap Prod.snd (inferInstance : MeasurableSpace E)) 2 J).subtypeL
          ∘L condExpL2 ℝ ℝ measurable_snd.comap_le
      (P (U g) : E × E → ℝ) =ᵐ[J] (fun p => ∫ u, f u ∂S p.2) := by
    have hUg : (U g : E × E → ℝ) =ᵐ[J] (fun p => f ((2:ℝ) • p.1-p.2)) :=
      (hU g).trans (hF.quasiMeasurePreserving.ae_eq hg)
    have hs := fiber_ae J R hUg
    have hs' : ∀ᵐ p ∂J, (fun x => (U g) (x,p.2)) =ᵐ[R p.2]
        (fun x => f ((2:ℝ) • x-p.2)) :=
      ae_of_ae_map measurable_snd.aemeasurable hs
    apply (projection_kernel J R (U g)).trans
    filter_upwards [hs'] with p hp
    calc
      (∫ x, (U g) (x,p.2) ∂R p.2) = ∫ x, f ((2:ℝ) • x-p.2) ∂R p.2 :=
        integral_congr_ae hp
      _ = ∫ u, f u ∂S p.2 := (expectation_map R S hS f hf p.2).symm
  let μ := (volume : Measure E).tilted (fun x => -V x)
  let J := Measure.map (fun p : E × E => (p.1,p.1+Real.sqrt η • p.2))
    (μ.prod (stdGaussian E))
  let Λ := J.map (fun p : E × E => (p.2,(2:ℝ) • p.1-p.2))
  have density := AutoSamplingTheory.ExampleCases.ProximalBPS.GibbsAugmentation.normalized_augmentation_density
    hα hV (fun x v => (hH x v).1) hη
  have hi : Integrable (fun x => Real.exp (-V x)) (volume : Measure E) := by
    by_contra hn
    exact (ne_of_gt density.1) (integral_undef hn)
  have : IsProbabilityMeasure μ := isProbabilityMeasure_tilted hi
  have : IsProbabilityMeasure J := Measure.isProbabilityMeasure_map (by fun_prop)
  obtain ⟨R,S,hR,hS,hcond,hSR,hSν,hder⟩ :=
    AutoSamplingTheory.ExampleCases.ProximalBPS.ConditionalScore.reflected_conditional_covariance hα hV hH hη
  let _ : IsMarkovKernel R := hR
  let _ : IsMarkovKernel S := hS
  let _ : (J.map Prod.swap).IsCondKernel R := hcond
  have hΛ : (J.map Prod.swap).map (fun p : E × E => (p.1,(2:ℝ) • p.2-p.1)) = Λ := by
    rw [Measure.map_map (by fun_prop) (by fun_prop)]
    rfl
  obtain ⟨hfst,hΛcond⟩ := reflected_disintegration (J.map Prod.swap) R S hSR
  rw [hΛ,Measure.fst_map_swap] at hfst
  rw [hΛ] at hΛcond
  obtain ⟨R₀,hR₀,hRf₀,U,hU,hUi,hUs,hrest⟩ :=
    AutoSamplingTheory.ExampleCases.ProximalBPS.ReflectionL2.actual_reflection_block_identities μ hη
  have hF : MeasurePreserving (fun p : E × E => (p.1,(2:ℝ) • p.1-p.2)) J J :=
    ⟨by fun_prop,
      (AutoSamplingTheory.ExampleCases.ProximalBPS.GaussianReflection.reflection_preserves_augmentation μ η hη).2⟩
  dsimp only
  refine ⟨S,hS,hΛcond,hfst,U,hU,hUi,hUs,?_⟩
  intro f hf hfc
  obtain ⟨M,hM⟩ := hf.continuous.norm.bddAbove_range_of_hasCompactSupport hfc.norm
  have hMf (u : E) : ‖f u‖ ≤ M := hM (Set.mem_range_self u)
  obtain ⟨g,hg,hPg⟩ := macroscopic_class J f hf.continuous hMf
  refine ⟨g,hg,hPg,?_,expectation_memLp J.snd S f hf.continuous hMf,?_⟩
  · change ((lpMeas ℝ ℝ (MeasurableSpace.comap Prod.snd (inferInstance : MeasurableSpace E)) 2 J).subtypeL
      ∘L condExpL2 ℝ ℝ measurable_snd.comap_le) (U
        (((lpMeas ℝ ℝ (MeasurableSpace.comap Prod.snd (inferInstance : MeasurableSpace E)) 2 J).subtypeL
          ∘L condExpL2 ℝ ℝ measurable_snd.comap_le) g)) =ᵐ[J] _
    rw [hPg]
    exact compressed_representative J R S hSR U hF hU f hf.continuous g hg
  · intro y
    exact hder f hf hfc y


end AutoSamplingTheory.ExampleCases.ProximalBPS.MacroscopicRepresentative

Exact module and namespace context

Scope and omitted-condition boundaries

  • Actual joint disintegration and the differentiable representative of PUP on smooth compactly supported macroscopic tests only. No conditional Poincare or score variance bound, general L2/H1 extension, macroscopic coercivity, process semantics, invariance/nonexplosion, mixing, implementation error, query cost or full-paper completion.

Source and reuse

ASTIS parents called

Mathlib API called (external library)

  • Measure.compProd_apply
  • Measure.disintegrate
  • Measure.ae_ae_of_ae_compProd
  • ProbabilityTheory.condExp_prod_ae_eq_integral_condDistrib'
  • MeasureTheory.Lp.condExpL2_ae_eq_condExp
  • Submodule.starProjection_eq_self_iff
  • MeasureTheory.MemLp.of_bound

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.