AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.BakryEmeryGradientContraction
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1 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/StochasticProcesses/BakryEmeryGradientContraction.lean.
Declarations
theorem AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.backwardInterpolation_contraction_of_expandedBakryEmery Partial Not mapped
Read the complete mathematical statement and proof, with Lean below each
- A positive linear evolution operator and the standard backward interpolation derivative identity turn `CD(alpha, infinity)` into pointwise gradient contraction. The theorem does not construct the evolution, prove its positivity, or derive the displayed derivative identity. Those are the remaining analytic inputs for a concrete semigroup.
theorem backwardInterpolation_contraction_of_expandedBakryEmery
(generator : (X → ℝ) →ₗ[ℝ] (X → ℝ))
{alpha : ℝ} (halpha : 0 < alpha)
(hcurvature : ∀ (g : X → ℝ) (y : X),
alpha * carreDuChamp generator g g y ≤
(2 : ℝ)⁻¹ *
(generator (carreDuChamp generator g g) y -
carreDuChamp generator g (generator g) y -
carreDuChamp generator g (generator g) y))
(evolution : ℝ → (X → ℝ) →ₗ[ℝ] (X → ℝ))
(orbit : ℝ → X → ℝ) (x : X)
(hpositive : ∀ u : ℝ, ∀ {f g : X → ℝ},
(∀ y, f y ≤ g y) → ∀ z, evolution u f z ≤ evolution u g z)
(hcontinuous : Continuous (fun u =>
evolution u (carreDuChamp generator (orbit u) (orbit u)) x))
(hderiv : ∀ u : ℝ,
HasDerivWithinAt
(fun v => evolution v
(carreDuChamp generator (orbit v) (orbit v)) x)
(evolution u
(generator (carreDuChamp generator (orbit u) (orbit u)) -
(2 : ℝ) • carreDuChamp generator (orbit u) (generator (orbit u))) x)
(Ici u) u)
{s t : ℝ} (hst : s ≤ t) :
evolution s (carreDuChamp generator (orbit s) (orbit s)) x ≤
evolution t (carreDuChamp generator (orbit t) (orbit t)) x *
Real.exp (-(2 * alpha) * (t - s)) := by
apply backward_interpolation_contraction_of_growth hcontinuous hderiv ?_ hst
intro u
let gamma : X → ℝ := carreDuChamp generator (orbit u) (orbit u)
let mixed : X → ℝ :=
carreDuChamp generator (orbit u) (generator (orbit u))
have hpointwise : ∀ y,
((2 * alpha) • gamma) y ≤
(generator gamma - (2 : ℝ) • mixed) y := by
intro y
simpa [gamma, mixed] using
interpolationDerivative_lower_bound_of_expandedBakryEmery
generator halpha hcurvature (orbit u) y
have hmapped := hpositive u hpointwise x
simpa [gamma, mixed] using hmapped
end
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Complete Lean source
AutoSamplingTheory/TechnicalLemmas/StochasticProcesses/BakryEmeryGradientContraction.lean — full module with imports and context
import AutoSamplingTheory.TechnicalLemmas.FunctionalInequalities.BakryEmeryInterpolation
import AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.BakryEmeryCalculus
/-!
# Abstract Bakry--Émery gradient contraction
This module joins the three reusable parts of the backward interpolation
argument: the curvature inequality, positivity of the evolution operator, and
the scalar endpoint comparison. A concrete Markov semigroup still has to
provide the interpolation derivative identity and its analytic regularity.
-/
namespace AutoSamplingTheory
namespace TechnicalLemmas
namespace StochasticProcesses
open Filter Set
open CarreDuChamp
open FunctionalInequalities.SemigroupDecay
noncomputable section
variable {X : Type*}
/-- A positive linear evolution operator and the standard backward
interpolation derivative identity turn `CD(alpha, infinity)` into pointwise
gradient contraction.
The theorem does not construct the evolution, prove its positivity, or derive
the displayed derivative identity. Those are the remaining analytic inputs
for a concrete semigroup. -/
theorem backwardInterpolation_contraction_of_expandedBakryEmery
(generator : (X → ℝ) →ₗ[ℝ] (X → ℝ))
{alpha : ℝ} (halpha : 0 < alpha)
(hcurvature : ∀ (g : X → ℝ) (y : X),
alpha * carreDuChamp generator g g y ≤
(2 : ℝ)⁻¹ *
(generator (carreDuChamp generator g g) y -
carreDuChamp generator g (generator g) y -
carreDuChamp generator g (generator g) y))
(evolution : ℝ → (X → ℝ) →ₗ[ℝ] (X → ℝ))
(orbit : ℝ → X → ℝ) (x : X)
(hpositive : ∀ u : ℝ, ∀ {f g : X → ℝ},
(∀ y, f y ≤ g y) → ∀ z, evolution u f z ≤ evolution u g z)
(hcontinuous : Continuous (fun u =>
evolution u (carreDuChamp generator (orbit u) (orbit u)) x))
(hderiv : ∀ u : ℝ,
HasDerivWithinAt
(fun v => evolution v
(carreDuChamp generator (orbit v) (orbit v)) x)
(evolution u
(generator (carreDuChamp generator (orbit u) (orbit u)) -
(2 : ℝ) • carreDuChamp generator (orbit u) (generator (orbit u))) x)
(Ici u) u)
{s t : ℝ} (hst : s ≤ t) :
evolution s (carreDuChamp generator (orbit s) (orbit s)) x ≤
evolution t (carreDuChamp generator (orbit t) (orbit t)) x *
Real.exp (-(2 * alpha) * (t - s)) := by
apply backward_interpolation_contraction_of_growth hcontinuous hderiv ?_ hst
intro u
let gamma : X → ℝ := carreDuChamp generator (orbit u) (orbit u)
let mixed : X → ℝ :=
carreDuChamp generator (orbit u) (generator (orbit u))
have hpointwise : ∀ y,
((2 * alpha) • gamma) y ≤
(generator gamma - (2 : ℝ) • mixed) y := by
intro y
simpa [gamma, mixed] using
interpolationDerivative_lower_bound_of_expandedBakryEmery
generator halpha hcurvature (orbit u) y
have hmapped := hpositive u hpointwise x
simpa [gamma, mixed] using hmapped
end
end StochasticProcesses
end TechnicalLemmas
end AutoSamplingTheory