Documentation

Anderson4D.Probability.NoiseProducts

Integrability and finite covariance sums for Fourier noise #

The covariance fields in NoiseModel identify the relevant integrals, but finite-sum manipulations also need genuine integrability witnesses. They are not additional assumptions: joint Gaussianity gives every finite moment. This file extracts the complex Lᵖ consequence and packages the finite covariance calculation used by the random-parametrix layer.

noncomputable def Anderson4D.NoiseModel.coordinateComplexCLM {n : ℕ} (i : Fin n) :

Recover one complex coordinate from the real/imaginary finite-vector representation.

Equations
Instances For
    @[simp]

    Every complex Fourier coefficient has moments of every finite order. This is derived from the finite-dimensional Gaussian law, rather than added to NoiseModel as a redundant field.

    Products of two Fourier coefficients are integrable.

    Products with a conjugated Fourier coefficient are integrable.

    A finite complex linear combination of Fourier coefficients.

    Equations
    Instances For
      theorem Anderson4D.NoiseModel.integral_finiteNoiseCombination_mul (M : NoiseModel) (s t : Finset Z4) (a b : Z4 → ℂ) :
      ∫ (ω : M.Ω), M.finiteNoiseCombination s a ω * M.finiteNoiseCombination t b ω = ∑ k ∈ s, ∑ l ∈ t, a k * b l * if k = -l then 1 else 0

      Exact finite covariance expansion. Keeping the Kronecker factor explicit avoids imposing symmetry assumptions on either finite mode set.

      theorem Anderson4D.NoiseModel.integral_finiteNoiseCombination_mul_conj (M : NoiseModel) (s t : Finset Z4) (a b : Z4 → ℂ) :
      ∫ (ω : M.Ω), M.finiteNoiseCombination s a ω * (starRingEnd ℂ) (M.finiteNoiseCombination t b ω) = ∑ k ∈ s, ∑ l ∈ t, a k * (starRingEnd ℂ) (b l) * if k = l then 1 else 0

      Exact finite covariance expansion with conjugation in the second factor.