One-parameter semigroups, completely monotone and positive-definite functions, and Bochner-type representations

The declarations the status of Tau Ceti's roadmap names, and the other results named in the modules where only this status names declarations, or in folders below the areas where only it names 2 or more, as Tau Ceti has them at commit ace60277.

TheoremHille--Yosida characterization#

An unbounded operator is the generator of a strongly continuous semigroup with growth bound (omega, M) if and only if 1 ≤ M, its domain is dense, the half-line (omega, ∞) lies in its resolvent set, and its resolvent powers satisfy the sharp Hille--Yosida estimates.

TauCeti.Semigroups.hilleYosida_generation_iff.{u_1} {X : Type u_1} [NormedAddCommGroup X]
  [NormedSpace ℝ X] [CompleteSpace X] (A : X →ₗ.[ℝ] X) (M omega : ℝ) :
  (∃ S, S.generator = A ∧ S.HasGrowthBound omega M) ↔
    1 ≤ M ∧
      Dense ↑A.domain ∧
        (∀ (lambda : ℝ), omega < lambda → lambda ∈ A.resolventSet) ∧
          ∀ (n : ℕ),
            1 ≤ n →
              ∀ (lambda : ℝ), omega < lambda → ‖A.resolvent lambda ^ n‖ ≤ M / (lambda - omega) ^ n
Uses 1 · Used by 1

TheoremHille--Yosida for contraction semigroups#

An unbounded operator A on a real Banach space generates a strongly continuous contraction semigroup if and only if its domain is dense, every lambda > 0 lies in its resolvent set, and ‖R(lambda, A)‖ ≤ 1 / lambda for every lambda > 0.

TauCeti.Semigroups.exists_contractionSemigroup_generator_eq_iff_forall_norm_resolvent_le.{u_1}
  {X : Type u_1} [NormedAddCommGroup X] [NormedSpace ℝ X] [CompleteSpace X] (A : X →ₗ.[ℝ] X) :
  (∃ S, S.generator = A) ↔
    Dense ↑A.domain ∧
      (∀ (lambda : ℝ), 0 < lambda → lambda ∈ A.resolventSet) ∧
        ∀ (lambda : ℝ), 0 < lambda → ‖A.resolvent lambda‖ ≤ lambda⁻¹
Lean

Formalized in Tau Ceti as TauCeti.Semigroups.exists_contractionSemigroup_generator_eq_iff_forall_norm_resolvent_le.

Other forms

Hille--Yosida for quasi-contraction semigroups. Formalized in Tau Ceti as TauCeti.Semigroups.exists_generator_eq_and_hasGrowthBound_one_iff_forall_norm_resolvent_le.

TauCeti.Semigroups.exists_generator_eq_and_hasGrowthBound_one_iff_forall_norm_resolvent_le.{u_1}
  {X : Type u_1} [NormedAddCommGroup X] [NormedSpace ℝ X] [CompleteSpace X] (A : X →ₗ.[ℝ] X)
  (omega : ℝ) :
  (∃ S, S.generator = A ∧ S.HasGrowthBound omega 1) ↔
    Dense ↑A.domain ∧
      (∀ (lambda : ℝ), omega < lambda → lambda ∈ A.resolventSet) ∧
        ∀ (lambda : ℝ), omega < lambda → ‖A.resolvent lambda‖ ≤ (lambda - omega)⁻¹

Hille--Yosida generation theorem. Formalized in Tau Ceti as TauCeti.Semigroups.hilleYosida_generation.

TauCeti.Semigroups.hilleYosida_generation.{u_1} {X : Type u_1} [NormedAddCommGroup X]
  [NormedSpace ℝ X] [CompleteSpace X] {A : X →ₗ.[ℝ] X} {M omega : ℝ} (hM : 1 ≤ M)
  (hres : ∀ (lambda : ℝ), omega < lambda → lambda ∈ A.resolventSet)
  (hpow :
    ∀ (n : ℕ),
      1 ≤ n → ∀ (lambda : ℝ), omega < lambda → ‖A.resolvent lambda ^ n‖ ≤ M / (lambda - omega) ^ n)
  (hdense : Dense ↑A.domain) : ∃ S, S.generator = A ∧ S.HasGrowthBound omega M
Sources
Uses 3

TheoremStone's theorem#

An operator A on a complex Hilbert space is self-adjoint if and only if i • A is the complex generator of a unitary C₀-group.

LinearPMap.isSelfAdjoint_iff_exists_isUnitary_complexGenerator_eq_I_smul.{u_1} {H : Type u_1}
  [NormedAddCommGroup H] [InnerProductSpace ℂ H] [CompleteSpace H] (A : H →ₗ.[ℂ] H) :
  IsSelfAdjoint A ↔ ∃ U, ∃ (hU : U.IsUnitary), U.complexGenerator hU = Complex.I • A
Lean

Formalized in Tau Ceti as LinearPMap.isSelfAdjoint_iff_exists_isUnitary_complexGenerator_eq_I_smul.

Other forms

Stone's theorem, converse direction. Formalized in Tau Ceti as IsSelfAdjoint.existsUnique_isUnitary_complexGenerator_eq_I_smul.

IsSelfAdjoint.existsUnique_isUnitary_complexGenerator_eq_I_smul.{u_1} {H : Type u_1}
  [NormedAddCommGroup H] [InnerProductSpace ℂ H] [CompleteSpace H] {A : H →ₗ.[ℂ] H}
  (hA : IsSelfAdjoint A) : ∃! U, ∃ (hU : U.IsUnitary), U.complexGenerator hU = Complex.I • A

Stone's theorem, converse direction (existence). Formalized in Tau Ceti as IsSelfAdjoint.exists_isUnitary_complexGenerator_eq_I_smul.

IsSelfAdjoint.exists_isUnitary_complexGenerator_eq_I_smul.{u_1} {H : Type u_1}
  [NormedAddCommGroup H] [InnerProductSpace ℂ H] [CompleteSpace H] {A : H →ₗ.[ℂ] H}
  (hA : IsSelfAdjoint A) : ∃ U, ∃ (hU : U.IsUnitary), U.complexGenerator hU = Complex.I • A
Sources
Uses 1

TheoremHausdorff--Bernstein--Widder theorem, finite-measure version on ℝ≥0#

A function is continuous on [0, ∞) and completely monotone on (0, ∞) if and only if it is the Laplace transform of a finite positive measure on ℝ≥0.

TauCeti.hausdorff_bernstein_widder (f : ℝ → ℝ) :
  TauCeti.IsContinuousCompletelyMonotoneOnIoi f ↔ ∃ μ, TauCeti.RepresentsLaplace μ f
Lean

Formalized in Tau Ceti as TauCeti.hausdorff_bernstein_widder.

Other forms

The Hausdorff--Bernstein--Widder theorem in finite-difference form. Formalized in Tau Ceti as TauCeti.hausdorff_bernstein_widder_difference.

TauCeti.hausdorff_bernstein_widder_difference (f : ℝ → ℝ) :
  TauCeti.IsDifferenceCompletelyMonotone f ∧ ContinuousWithinAt f (Set.Ici 0) 0 ↔
    ∃ μ, TauCeti.RepresentsLaplace μ f

The Hausdorff--Bernstein--Widder theorem on the open half-line. Formalized in Tau Ceti as TauCeti.hausdorff_bernstein_widder_onIoi.

TauCeti.hausdorff_bernstein_widder_onIoi (f : ℝ → ℝ) :
  TauCeti.IsCompletelyMonotoneOnIoi f ↔ ∃ μ, TauCeti.RepresentsLaplaceOnIoi μ f
Sources
Uses 3 · Used by 2

TheoremBochner's characterization without countability assumptions#

A function on a locally compact abelian group is continuous and positive definite if and only if it is the Fourier–Stieltjes transform of a unique finite inner regular measure on the Pontryagin dual.

TauCeti.continuous_and_isPositiveDefiniteSub_iff_existsUnique_innerRegular_pontryaginMeasureTransform_eq.{u_1}
  {G : Type u_1} [AddCommGroup G] [TopologicalSpace G] [IsTopologicalAddGroup G]
  [LocallyCompactSpace G] [MeasurableSpace (PontryaginDual (Multiplicative G))]
  [BorelSpace (PontryaginDual (Multiplicative G))] (φ : G → ℂ) :
  Continuous φ ∧ TauCeti.IsPositiveDefiniteSub φ ↔
    ∃! μ, (↑μ).InnerRegular ∧ μ.pontryaginMeasureTransform = φ
Uses 1

TheoremBochner's theorem#

A function F on a finite-dimensional real inner-product space is continuous and positive definite if and only if it is the Fourier-convention transform v ↦ ∫ q, fourierAtom v q ∂μ of a unique finite Borel measure μ. Bochner (1932); Rudin, Fourier Analysis on Groups, Theorem 1.4.3.

TauCeti.bochner.{u_1} {V : Type u_1} [NormedAddCommGroup V] [InnerProductSpace ℝ V]
  [FiniteDimensional ℝ V] [MeasurableSpace V] [BorelSpace V] (F : V → ℂ) :
  Continuous F ∧ TauCeti.IsPositiveDefiniteSub F ↔
    ∃! μ, MeasureTheory.IsFiniteMeasure μ ∧ ∀ (v : V), F v = ∫ (q : V), TauCeti.fourierAtom v q ∂μ
Lean

Formalized in Tau Ceti as TauCeti.bochner.

Other forms

Bochner's theorem for normalized functions. Formalized in Tau Ceti as TauCeti.bochner_probabilityMeasure.

TauCeti.bochner_probabilityMeasure.{u_1} {V : Type u_1} [NormedAddCommGroup V]
  [InnerProductSpace ℝ V] [FiniteDimensional ℝ V] [MeasurableSpace V] [BorelSpace V] (F : V → ℂ) :
  Continuous F ∧ TauCeti.IsPositiveDefiniteSub F ∧ F 0 = 1 ↔
    ∃! μ,
      MeasureTheory.IsProbabilityMeasure μ ∧ ∀ (v : V), F v = ∫ (q : V), TauCeti.fourierAtom v q ∂μ

Bochner's theorem on ℝᵈ. Formalized in Tau Ceti as TauCeti.bochner_euclideanSpace.

TauCeti.bochner_euclideanSpace (d : ℕ) (F : EuclideanSpace ℝ (Fin d) → ℂ) :
  Continuous F ∧ TauCeti.IsPositiveDefiniteSub F ↔
    ∃! μ,
      MeasureTheory.IsFiniteMeasure μ ∧
        ∀ (v : EuclideanSpace ℝ (Fin d)),
          F v = ∫ (q : EuclideanSpace ℝ (Fin d)), TauCeti.fourierAtom v q ∂μ

Bochner's theorem on a discrete abelian group. Formalized in Tau Ceti as TauCeti.isPositiveDefiniteSub_iff_exists_pontryaginMeasureTransform_eq.

TauCeti.isPositiveDefiniteSub_iff_exists_pontryaginMeasureTransform_eq.{u_1} {G : Type u_1}
  [AddCommGroup G] [TopologicalSpace G] [DiscreteTopology G]
  [MeasurableSpace (PontryaginDual (Multiplicative G))]
  [BorelSpace (PontryaginDual (Multiplicative G))] (φ : G → ℂ) :
  TauCeti.IsPositiveDefiniteSub φ ↔ ∃ μ, (↑μ).InnerRegular ∧ μ.pontryaginMeasureTransform = φ

Bochner's theorem on a locally compact abelian group, existence half. Formalized in Tau Ceti as TauCeti.IsPositiveDefiniteSub.exists_pontryaginMeasureTransform_eq_of_continuousAt.

TauCeti.IsPositiveDefiniteSub.exists_pontryaginMeasureTransform_eq_of_continuousAt.{u_1}
  {G : Type u_1} [AddCommGroup G] [TopologicalSpace G] [IsTopologicalAddGroup G]
  [LocallyCompactSpace G] [MeasurableSpace (PontryaginDual (Multiplicative G))]
  [BorelSpace (PontryaginDual (Multiplicative G))] {φ : G → ℂ}
  (hφ : TauCeti.IsPositiveDefiniteSub φ) (hφ₀ : ContinuousAt φ 0) :
  ∃ μ, (↑μ).InnerRegular ∧ μ.pontryaginMeasureTransform = φ

Bochner's theorem on the real line, in its classical form. Formalized in Tau Ceti as TauCeti.bochner_charFun_real.

TauCeti.bochner_charFun_real (F : ℝ → ℂ) :
  Continuous F ∧ TauCeti.IsPositiveDefiniteSub F ↔
    ∃! μ,
      MeasureTheory.IsFiniteMeasure μ ∧
        ∀ (x : ℝ), F x = ∫ (ξ : ℝ), Complex.exp (↑x * ↑ξ * Complex.I) ∂μ

Bochner's theorem, characteristic-function form. Formalized in Tau Ceti as TauCeti.bochner_charFun.

TauCeti.bochner_charFun.{u_1} {V : Type u_1} [NormedAddCommGroup V] [InnerProductSpace ℝ V]
  [FiniteDimensional ℝ V] [MeasurableSpace V] [BorelSpace V] (F : V → ℂ) :
  Continuous F ∧ TauCeti.IsPositiveDefiniteSub F ↔
    ∃! μ, MeasureTheory.IsFiniteMeasure μ ∧ MeasureTheory.charFun μ = F

Bochner's theorem, kernel form. Formalized in Tau Ceti as TauCeti.bochner_posSemidef.

TauCeti.bochner_posSemidef.{u_1} {V : Type u_1} [NormedAddCommGroup V] [InnerProductSpace ℝ V]
  [FiniteDimensional ℝ V] [MeasurableSpace V] [BorelSpace V] (F : V → ℂ) :
  (Continuous F ∧ Matrix.PosSemidef fun a b => F (a - b)) ↔
    ∃! μ, MeasureTheory.IsFiniteMeasure μ ∧ ∀ (v : V), F v = ∫ (q : V), TauCeti.fourierAtom v q ∂μ
Sources
Uses 6 · Used by 3

TheoremThe Berg--Christensen--Ressel representation theorem (Berg--Christensen--Ressel 4.1.13)#

A function on the involutive semigroup ℝ≥0 × V, for V a finite-dimensional real inner-product space, is positive definite, continuous and bounded if and only if it is the Laplace--Fourier transform of a unique finite measure on ℝ≥0 × V:

F (t, a) = ∫ (p, q), exp (-t p) * exp (-2πi⟪a, q⟫) dμ (p, q).

The forward direction is TauCeti.exists_representsLaplaceFourier together with the transform injectivity of TauCeti.RepresentsLaplaceFourier.unique; the converse direction is the elementary fact that such a transform is positive definite, continuous, and bounded by the total mass.

TauCeti.bcr_semigroup_bochner.{u_1} {V : Type u_1} [NormedAddCommGroup V] [InnerProductSpace ℝ V]
  [FiniteDimensional ℝ V] [MeasurableSpace V] [BorelSpace V] (F : NNReal × V → ℂ) :
  TauCeti.IsSemigroupGroupPD F ∧ Continuous F ∧ Bornology.IsBounded (Set.range F) ↔
    ∃! μ, TauCeti.RepresentsLaplaceFourier μ F
Uses 7 · Used by 1

TheoremTauCeti.Semigroups.StronglyContinuousSemigroup.ofBounded_resolvent_eq_inv_smul_tsum_pow#

For λ > ‖A‖, the Laplace-transform resolvent of t ↦ exp (tA) is the Neumann series λ⁻¹ ∑' n, (λ⁻¹ A)ⁿ.

TauCeti.Semigroups.StronglyContinuousSemigroup.ofBounded_resolvent_eq_inv_smul_tsum_pow.{u_1}
  {X : Type u_1} [NormedAddCommGroup X] [NormedSpace ℝ X] [CompleteSpace X] (A : X →L[ℝ] X)
  {lambda : ℝ} (hlambda : ‖A‖ < lambda) :
  (TauCeti.Semigroups.StronglyContinuousSemigroup.ofBounded A).resolvent ⋯ lambda hlambda =
    lambda⁻¹ • ∑' (n : ℕ), (lambda⁻¹ • A) ^ n

StructureTauCeti.Complexification#

The complexification X ⊕ i X of a real vector space X: an element with real part re and imaginary part im stands for the formal sum re + i im.

TauCeti.Complexification.{u_1} (X : Type u_1) : Type u_1
Used by 1

TheoremThe Laplace transform turns convolution into multiplication#

The identity needs no finiteness or integrability hypothesis: under the junk-value convention for non-integrable Bochner integrals it holds for all s-finite measures and every real parameter t.

TauCeti.laplaceTransform_conv (μ ν : MeasureTheory.Measure NNReal) [MeasureTheory.SFinite μ]
  [MeasureTheory.SFinite ν] (t : ℝ) :
  TauCeti.laplaceTransform (μ.conv ν) t =
    TauCeti.laplaceTransform μ t * TauCeti.laplaceTransform ν t

TheoremConverse half of Bochner's theorem#

The Fourier-convention transform of a finite Borel measure is continuous and positive definite.

TauCeti.continuous_and_isPositiveDefiniteSub_of_integral_fourierAtom_eq.{u_1} {V : Type u_1}
  [NormedAddCommGroup V] [InnerProductSpace ℝ V] [FiniteDimensional ℝ V] [MeasurableSpace V]
  [BorelSpace V] {F : V → ℂ} (μ : MeasureTheory.Measure V) [MeasureTheory.IsFiniteMeasure μ]
  (hrep : ∀ (v : V), F v = ∫ (q : V), TauCeti.fourierAtom v q ∂μ) :
  Continuous F ∧ TauCeti.IsPositiveDefiniteSub F
Used by 2

TheoremExistence half of Bochner's theorem#

A continuous positive-definite function F on a finite-dimensional real inner-product space is the Fourier-convention transform v ↦ ∫ q, fourierAtom v q ∂μ of a finite Borel measure μ. Rudin, Fourier Analysis on Groups, Theorem 1.4.3.

TauCeti.exists_isFiniteMeasure_integral_fourierAtom_eq.{u_1} {V : Type u_1} [NormedAddCommGroup V]
  [InnerProductSpace ℝ V] [FiniteDimensional ℝ V] [MeasurableSpace V] [BorelSpace V] (F : V → ℂ)
  (hcont : Continuous F) (hpd : TauCeti.IsPositiveDefiniteSub F) :
  ∃ μ, MeasureTheory.IsFiniteMeasure μ ∧ ∀ (v : V), F v = ∫ (q : V), TauCeti.fourierAtom v q ∂μ
Uses 1 · Used by 1

TheoremExistence half of the Hausdorff--Bernstein--Widder theorem#

a function continuous on [0, ∞) and completely monotone on (0, ∞) is the Laplace transform of a finite positive measure on ℝ≥0.

TauCeti.exists_representsLaplace_of_isContinuousCompletelyMonotoneOnIoi {f : ℝ → ℝ}
  (hf : TauCeti.IsContinuousCompletelyMonotoneOnIoi f) : ∃ μ, TauCeti.RepresentsLaplace μ f
Lean

Formalized in Tau Ceti as TauCeti.exists_representsLaplace_of_isContinuousCompletelyMonotoneOnIoi.

Other forms

The existence half of the Hausdorff--Bernstein--Widder theorem in finite-difference form. Formalized in Tau Ceti as TauCeti.exists_representsLaplace_of_isDifferenceCompletelyMonotone_of_continuousWithinAt.

TauCeti.exists_representsLaplace_of_isDifferenceCompletelyMonotone_of_continuousWithinAt {f : ℝ → ℝ}
  (hf : TauCeti.IsDifferenceCompletelyMonotone f) (hcont : ContinuousWithinAt f (Set.Ici 0) 0) :
  ∃ μ, TauCeti.RepresentsLaplace μ f
Sources
Uses 2 · Used by 2

DefinitionThe representing measure of Bochner's theorem#

the unique finite Borel measure whose Fourier-convention transform is F, when F is continuous and positive definite, and the zero measure otherwise.

TauCeti.bochnerMeasure.{u_1} {V : Type u_1} [NormedAddCommGroup V] [InnerProductSpace ℝ V]
  [FiniteDimensional ℝ V] [MeasurableSpace V] [BorelSpace V] (F : V → ℂ) : MeasureTheory.Measure V
Used by 2

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