L² membership of the Hermite polynomials against a Gaussian measure #
This file specializes the generic Gaussian/polynomial L² membership of
TauCeti.Probability.Distributions.Gaussian.PolynomialMemLp to the probabilists' Hermite
polynomials Polynomial.hermite n. The Hermite statement memLp_hermite_gaussianReal is target
A3′ of the OrthogonalL2Bases roadmap: the variance-general L² membership of the normalized
Hermite polynomials Hₙ / √(n!) under gaussianReal 0 v, the membership the Gaussian Hermite
Hilbert-basis construction consumes for its MemLp obligations.
The scalar-generic cast to [RCLike 𝕜] (needed because the roadmap's bases are stated over
Lp 𝕜 2 μ uniformly for 𝕜 = ℝ and 𝕜 = ℂ) reuses Mathlib's MemLp.ofReal, rewriting the
algebraMap ℝ 𝕜 cast to RCLike.ofReal.
The Polynomial evaluation API and MemLp.ofReal are consumed, not re-derived.
Scalar-generic cast and the Hermite instance #
Target A3′ (variance-general L² membership). The normalized probabilists' Hermite
polynomial Hₙ / √(n!), cast into 𝕜, is square-integrable against every centred real Gaussian
gaussianReal 0 v. Immediate from memLp_two_eval_gaussianReal (Hermite is a polynomial) and the
scalar cast MemLp.ofReal.