InformationTheory.Shannon.FisherDeBruijnGaussian
Fully-internal Gaussian de Bruijn witness #
Assembles the Gaussian heat-kernel derivative facts into a de Bruijn heat-flow witness.
Both analytic halves of ∂_t g_t = (1/2) Δ_x g_t for the centred Gaussian heat kernel
g_t = heatKernel t are proved internally:
- spatial:
isHeatSpatialDerivHyp_gaussian(FisherInfo/HeatFlow.lean) - time:
isHeatTimeDerivHyp_gaussian(GaussianPDFVarianceDerivative.lean)
Main statements #
isHeatFlowConvolutionHyp_heatKernel— convolution sub-predicate (positivity + measurability internal; onlyZ_lawremains as input).isHeatFlowDensity_gaussian_heatKernel—IsHeatFlowDensitywitness with the heat equation backed byisHeatTimeDerivHyp_gaussian.heatKernel_heat_equation—∂_t g_t = (1/2) Δ_x g_twithΔ_x g_t = spatialLaplacianHeatKernel.deBruijn_gaussian_heatFlow_witness— de Bruijn identity with heat-flow-density side internal.isRegularDeBruijnHypV2_gaussian_heatFlow— packagedIsRegularDeBruijnHypV2.
Implementation notes #
Remaining open hypotheses consumed as arguments:
Z_law : P.map Z = gaussianReal 0 1— definitional hypothesis thatZis standard normal.IsIBPHypothesis— integration-by-parts / dominated-convergence step (Cover-Thomas).