Documentation

TauCeti.Analysis.InnerProductSpace.L2.Pi

Pointwise products of L² functions on a finite product measure #

For a finite family of σ-finite measures μ i and L²(μ i) functions f i, the pointwise product x ↦ ∏ i, f i (x i) belongs to L²(Measure.pi μ), the assignment factors the inner product as a tensor, and coordinatewise Hilbert bases multiply to a Hilbert basis TauCeti.piHilbertBasis of L²(Measure.pi μ). This is the Fintype-indexed analogue of the binary product basis HilbertBasis.prod.

Main definitions #

Main statements #

Implementation notes #

Orthonormality follows from Mathlib's Fubini theorem integral_fintype_prod_eq_prod. Completeness assumes no countability of the index types κ i and runs in three steps:

  1. TauCeti.inner_L2piMul_eq_zero_of_forall_basis — orthogonality to the basis tensors upgrades to orthogonality to every elementary tensor, by Finset induction on the coordinates, pushing a basis expansion of one slot through the continuous linear map TauCeti.L2piMulSlot.
  2. TauCeti.setIntegral_pi_eq_zero_of_forall_inner — testing against indicators, since a tensor of indicators is the indicator of the box.
  3. TauCeti.setIntegral_eq_zero_of_forall_inner_pi — the Dynkin (π-λ) step TauCeti.setIntegral_eq_zero_of_isPiSystem applied to isPiSystem_pi inside a finite box, followed by a monotone exhaustion along ∏ i, spanningSets (μ i) n.
theorem TauCeti.memLp_pi_prod {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [NormedCommRing 𝕜] {f : (i : ι) → α i → 𝕜} (hf : ∀ (i : ι), MeasureTheory.MemLp (f i) 2 (μ i)) :
MeasureTheory.MemLp (fun (x : (i : ι) → α i) => ∏ i : ι, f i (x i)) 2 (MeasureTheory.Measure.pi μ)

The pointwise product x ↦ ∏ i, f i (x i) of L² functions is L² for the product measure.

noncomputable def TauCeti.L2piMul {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [NormedCommRing 𝕜] (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :

The pointwise product x ↦ ∏ i, F i (x i) of a family of L²(μ i) vectors, as a vector of L²(Measure.pi μ).

Equations
Instances For
    theorem TauCeti.coeFn_L2piMul {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [NormedCommRing 𝕜] (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :
    ↑↑(L2piMul F) =ᵐ[MeasureTheory.Measure.pi μ] fun (x : (i : ι) → α i) => ∏ i : ι, ↑↑(F i) (x i)

    The Lp representative of L2piMul F is the pointwise product of the representatives.

    theorem TauCeti.integrable_L2piMul_mul {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [NormedCommRing 𝕜] (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (f : ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi μ))) :
    MeasureTheory.Integrable (fun (x : (i : ι) → α i) => (∏ i : ι, ↑↑(F i) (x i)) * ↑↑f x) (MeasureTheory.Measure.pi μ)

    A pointwise product of coordinatewise L² functions times an L² function on the product space is integrable.

    theorem TauCeti.coeFn_L2piMul_update {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [NormedCommRing 𝕜] [DecidableEq ι] (j : ι) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (v : ↥(MeasureTheory.Lp 𝕜 2 (μ j))) :
    ↑↑(L2piMul (Function.update F j v)) =ᵐ[MeasureTheory.Measure.pi μ] fun (x : (i : ι) → α i) => ↑↑v (x j) * ∏ i ∈ Finset.univ.erase j, ↑↑(F i) (x i)

    Splitting off the j-th coordinate of a tensor.

    @[simp]
    theorem TauCeti.L2piMul_update_add {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [NormedCommRing 𝕜] [DecidableEq ι] (j : ι) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (v w : ↥(MeasureTheory.Lp 𝕜 2 (μ j))) :

    The tensor is additive in the j-th coordinate.

    @[simp]
    theorem TauCeti.L2piMul_update_smul {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [NormedCommRing 𝕜] [DecidableEq ι] (j : ι) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (c : 𝕜) (v : ↥(MeasureTheory.Lp 𝕜 2 (μ j))) :

    The tensor is homogeneous in the j-th coordinate.

    @[simp]
    theorem TauCeti.L2piMul_update_zero {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [NormedCommRing 𝕜] [DecidableEq ι] (j : ι) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :

    The tensor vanishes when its j-th coordinate does.

    @[simp]
    theorem TauCeti.inner_L2piMul {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] (F G : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :
    inner 𝕜 (L2piMul F) (L2piMul G) = ∏ i : ι, inner 𝕜 (F i) (G i)

    The tensor inner-product identity, Fintype-indexed. The inner product of two pointwise products factors as the product of the coordinatewise inner products.

    theorem TauCeti.orthonormal_L2piMul {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {κ : ι → Type u_4} {b : (i : ι) → κ i → ↥(MeasureTheory.Lp 𝕜 2 (μ i))} (hb : ∀ (i : ι), Orthonormal 𝕜 (b i)) :
    Orthonormal 𝕜 fun (k : (i : ι) → κ i) => L2piMul fun (i : ι) => b i (k i)

    Orthonormality of the tensor family, Fintype-indexed. Coordinatewise orthonormal families multiply to an orthonormal family of L²(Measure.pi μ), indexed by the dependent function type.

    @[simp]
    theorem TauCeti.norm_L2piMul {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :
    ‖L2piMul F‖ = ∏ i : ι, ‖F i‖

    The tensor construction is norm-multiplicative.

    theorem TauCeti.norm_L2piMul_update {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] [DecidableEq ι] (j : ι) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (v : ↥(MeasureTheory.Lp 𝕜 2 (μ j))) :

    The norm of a tensor with its j-th coordinate replaced.

    noncomputable def TauCeti.L2piMulSlot {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] [DecidableEq ι] (j : ι) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :
    ↥(MeasureTheory.Lp 𝕜 2 (μ j)) →L[𝕜] ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi μ))

    Tensoring with all coordinates but j held fixed, as a continuous linear map.

    Equations
    • One or more equations did not get rendered due to their size.
    Instances For
      @[simp]
      theorem TauCeti.L2piMulSlot_apply {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] [DecidableEq ι] (j : ι) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (v : ↥(MeasureTheory.Lp 𝕜 2 (μ j))) :

      L2piMulSlot applies as the tensor.

      theorem TauCeti.inner_L2piMul_eq_zero_of_forall_basis {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {κ : ι → Type u_4} (b : (i : ι) → HilbertBasis (κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ i))) {h : ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi μ))} (hz : ∀ (k : (i : ι) → κ i), inner 𝕜 h (L2piMul fun (i : ι) => (b i) (k i)) = 0) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :
      inner 𝕜 h (L2piMul F) = 0

      Basis tensors detect all tensors. A vector orthogonal to every tensor built from coordinatewise Hilbert bases is orthogonal to every elementary tensor.

      theorem TauCeti.setIntegral_pi_eq_zero_of_forall_inner {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {h : ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi μ))} (hz : ∀ (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))), inner 𝕜 (L2piMul F) h = 0) (s : (i : ι) → Set (α i)) (hs : ∀ (i : ι), MeasurableSet (s i)) (hfin : ∀ (i : ι), (μ i) (s i) ≠ ⊤) :
      ∫ (x : (i : ι) → α i) in Set.univ.pi s, ↑↑h x ∂MeasureTheory.Measure.pi μ = 0

      A vector orthogonal to every elementary tensor has vanishing integral over every box whose sides are measurable sets of finite measure.

      theorem TauCeti.setIntegral_eq_zero_of_forall_inner_pi {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {h : ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi μ))} (hz : ∀ (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))), inner 𝕜 (L2piMul F) h = 0) (u : Set ((i : ι) → α i)) (hu : MeasurableSet u) (hfin : (MeasureTheory.Measure.pi μ) u < ⊤) :
      ∫ (x : (i : ι) → α i) in u, ↑↑h x ∂MeasureTheory.Measure.pi μ = 0

      A vector orthogonal to every elementary tensor has vanishing integral over every measurable set of finite measure.

      theorem TauCeti.orthogonal_span_range_L2piMul_eq_bot {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {κ : ι → Type u_4} (b : (i : ι) → HilbertBasis (κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :
      (Submodule.span 𝕜 (Set.range fun (k : (i : ι) → κ i) => L2piMul fun (i : ι) => (b i) (k i)))ᗮ = ⊥

      Completeness of the tensor family. The tensors built from coordinatewise Hilbert bases have trivial orthogonal complement in L²(Measure.pi μ).

      noncomputable def TauCeti.piHilbertBasis {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {κ : ι → Type u_4} (b : (i : ι) → HilbertBasis (κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :
      HilbertBasis ((i : ι) → κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi μ))

      The Fintype-indexed product Hilbert basis. Pointwise products of coordinatewise Hilbert bases form a Hilbert basis of L²(Measure.pi μ), indexed by the dependent function type.

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      Instances For
        @[simp]
        theorem TauCeti.piHilbertBasis_apply {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {κ : ι → Type u_4} (b : (i : ι) → HilbertBasis (κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (k : (i : ι) → κ i) :
        (piHilbertBasis b) k = L2piMul fun (i : ι) => (b i) (k i)

        The k-th vector of piHilbertBasis is the tensor of the k i-th basis vectors.

        @[simp]
        theorem TauCeti.piHilbertBasis_repr_L2piMul {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {κ : ι → Type u_4} (b : (i : ι) → HilbertBasis (κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (F : (i : ι) → ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (k : (i : ι) → κ i) :
        ↑((piHilbertBasis b).repr (L2piMul F)) k = ∏ i : ι, ↑((b i).repr (F i)) (k i)

        The coordinate of a tensor in a product Hilbert basis is the product of its coordinatewise coordinates.

        theorem TauCeti.coeFn_piHilbertBasis {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι] {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)} [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {κ : ι → Type u_4} (b : (i : ι) → HilbertBasis (κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ i))) (k : (i : ι) → κ i) :
        ↑↑((piHilbertBasis b) k) =ᵐ[MeasureTheory.Measure.pi μ] fun (x : (i : ι) → α i) => ∏ i : ι, ↑↑((b i) (k i)) (x i)

        The k-th vector of piHilbertBasis is a.e. the pointwise product ∏ i, b i (k i).