Documentation

Anderson4D.Probability.NoiseSmoothness

Smooth sample paths of the mollified noise #

The torus is represented in the project as a product of quotient groups, for which mathlib does not currently expose a smooth-manifold structure. We therefore use the standard equivalent definition: a torus function is smooth when its periodic pullback to ℝ⁴ is smooth. This file proves that property almost surely for every fixed positive mollification scale.

noncomputable def Anderson4D.torusQuotient (x : R4) :

The quotient map from the universal cover ℝ⁴ to the torus.

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    The real phase k · x, as a continuous linear functional.

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      @[simp]
      theorem Anderson4D.frequencyPhase_apply (k : Z4) (x : R4) :
      (frequencyPhase k) x = ∑ i : Fin dim, ↑(k i) * x i
      noncomputable def Anderson4D.realPlaneWave (t : ℝ) :

      The one-dimensional unit-modulus plane wave.

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        noncomputable def Anderson4D.liftedChar (k : Z4) :
        R4 → ℂ

        A Fourier character pulled back to the universal cover.

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          Pulling a project character back along the quotient map gives the usual Euclidean plane wave.

          The phase functional is bounded by the project's degree-one lattice weight.

          Uniform derivative bound for a lifted Fourier character. It is tailored to the weighted summability theorem in NoiseRegularity.

          noncomputable def Anderson4D.NoiseModel.smoothMollifiedTerm (M : NoiseModel) (ρ : SmoothCutoff) (ε : ℝ) (ω : M.Ω) (k : Z4) (x : R4) :

          One Fourier summand of the mollified field, pulled back to ℝ⁴ and including the Lebesgue white-noise normalization.

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            theorem Anderson4D.NoiseModel.contDiff_smoothMollifiedTerm (M : NoiseModel) (ρ : SmoothCutoff) (ε : ℝ) (ω : M.Ω) (k : Z4) (n : ℕ∞) :
            ContDiff ℝ (↑n) (M.smoothMollifiedTerm ρ ε ω k)

            The derivative of a Fourier summand is controlled by the corresponding polynomially weighted random coefficient.

            noncomputable def Anderson4D.NoiseModel.xiEpsLiftC (M : NoiseModel) (ρ : SmoothCutoff) (ε : ℝ) (ω : M.Ω) (x : R4) :

            Complex pullback of the mollified Fourier series to the universal cover.

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              theorem Anderson4D.NoiseModel.contDiff_xiEpsLiftC_of_weightedSummable (M : NoiseModel) (ρ : SmoothCutoff) (ε : ℝ) (ω : M.Ω) (hω : ∀ (r : ℕ), Summable fun (k : Z4) => ‖M.weightedMollifiedRandomCoeff r ρ ε k ω‖) :
              ContDiff ℝ (↑⊤) (M.xiEpsLiftC ρ ε ω)

              Summability at every polynomial weight implies smoothness of the complex periodic pullback.

              noncomputable def Anderson4D.NoiseModel.xiEpsLift (M : NoiseModel) (ρ : SmoothCutoff) (ε : ℝ) (ω : M.Ω) (x : R4) :

              Real-valued smooth pullback of the mollified noise.

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                theorem Anderson4D.NoiseModel.xiEpsLift_eq_xiEps_torusQuotient (M : NoiseModel) (ρ : SmoothCutoff) (ε : ℝ) (ω : M.Ω) (x : R4) :
                M.xiEpsLift ρ ε ω x = M.xiEps ρ ε ω (torusQuotient x)

                The smooth Euclidean pullback is exactly the project field evaluated after quotienting to the torus.

                theorem Anderson4D.NoiseModel.contDiff_xiEpsLift_of_weightedSummable (M : NoiseModel) (ρ : SmoothCutoff) (ε : ℝ) (ω : M.Ω) (hω : ∀ (r : ℕ), Summable fun (k : Z4) => ‖M.weightedMollifiedRandomCoeff r ρ ε k ω‖) :
                ContDiff ℝ (↑⊤) (M.xiEpsLift ρ ε ω)
                theorem Anderson4D.NoiseModel.ae_contDiff_xiEpsLift (M : NoiseModel) (ρ : SmoothCutoff) {ε : ℝ} (hε : 0 < ε) :
                ∀ᵐ (ω : M.Ω), ContDiff ℝ (↑⊤) (M.xiEpsLift ρ ε ω)

                For every fixed positive scale, the mollified field has a smooth periodic pullback almost surely.

                theorem Anderson4D.NoiseModel.ae_forall_nat_scale_contDiff_xiEpsLift (M : NoiseModel) (ρ : SmoothCutoff) (ε : ℕ → ℝ) (hε : ∀ (n : ℕ), 0 < ε n) :
                ∀ᵐ (ω : M.Ω), ∀ (n : ℕ), ContDiff ℝ (↑⊤) (M.xiEpsLift ρ (ε n) ω)

                A single probability-one event works simultaneously for every member of an arbitrary countable positive scale family. This is the form used for a prescribed sequence εₙ → 0.