Weighted orthogonal L² bases — completeness, Hilbert-basis structure, and product bases of orthogonal systems

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.

DefinitionThe Hermite functions are a Hilbert basis of L²(ℝ)#

Orthonormality comes from the weighted-measure machinery and completeness from moment determinacy (TauCeti.orthogonal_span_range_bareNormalizedLp_eq_bot), applied to the exact-degree family Hₙ(x√2) against the Gaussian weight e^{-x²}.

TauCeti.hermiteHilbertBasis.{u_1} (𝕜 : Type u_1) [RCLike 𝕜] :
  HilbertBasis ℕ 𝕜 ↥(MeasureTheory.Lp 𝕜 2 MeasureTheory.volume)
Uses 3 · Used by 1

TheoremParseval's identity for the Hermite basis (norm-square form)#

the squared Hermite coordinates of f sum to ‖f‖².

TauCeti.tsum_norm_sq_inner_hermiteFunctionLp.{u_1} {𝕜 : Type u_1} [RCLike 𝕜]
  (f : ↥(MeasureTheory.Lp 𝕜 2 MeasureTheory.volume)) :
  ∑' (n : ℕ), ‖inner 𝕜 (TauCeti.hermiteFunctionLp 𝕜 n) f‖ ^ 2 = ‖f‖ ^ 2
Lean

Formalized in Tau Ceti as TauCeti.tsum_norm_sq_inner_hermiteFunctionLp.

Other forms

Parseval's identity for the Chebyshev basis. Formalized in Tau Ceti as TauCeti.tsum_norm_sq_integral_normalizedChebyshevT_mul_measureT.

TauCeti.tsum_norm_sq_integral_normalizedChebyshevT_mul_measureT.{u_1} {𝕜 : Type u_1} [RCLike 𝕜]
  (f : ↥(MeasureTheory.Lp 𝕜 2 Polynomial.Chebyshev.measureT)) :
  ∑' (n : ℕ),
      ‖∫ (x : ℝ),
            (algebraMap ℝ 𝕜) (TauCeti.normalizedChebyshevT n x) *
              ↑↑f x ∂Polynomial.Chebyshev.measureT‖ ^
        2 =
    ‖f‖ ^ 2

Parseval's identity for the Chebyshev cosine basis (norm-square form). Formalized in Tau Ceti as TauCeti.tsum_norm_sq_integral_normalizedChebyshevCosine_mul.

TauCeti.tsum_norm_sq_integral_normalizedChebyshevCosine_mul.{u_1} {𝕜 : Type u_1} [RCLike 𝕜]
  (f : ↥(MeasureTheory.Lp 𝕜 2 TauCeti.chebyshevAngleMeasure)) :
  ∑' (n : ℕ),
      ‖∫ (θ : ℝ),
            (algebraMap ℝ 𝕜) (TauCeti.normalizedChebyshevCosine n θ) *
              ↑↑f θ ∂TauCeti.chebyshevAngleMeasure‖ ^
        2 =
    ‖f‖ ^ 2

Parseval's identity for the Chebyshev cosine basis (interval-integral form). Formalized in Tau Ceti as TauCeti.tsum_norm_sq_intervalIntegral_normalizedChebyshevCosine_mul.

TauCeti.tsum_norm_sq_intervalIntegral_normalizedChebyshevCosine_mul.{u_1} {𝕜 : Type u_1} [RCLike 𝕜]
  (f : ↥(MeasureTheory.Lp 𝕜 2 TauCeti.chebyshevAngleMeasure)) :
  ∑' (n : ℕ),
      ‖∫ (θ : ℝ) in 0..Real.pi, (algebraMap ℝ 𝕜) (TauCeti.normalizedChebyshevCosine n θ) * ↑↑f θ‖ ^
        2 =
    ‖f‖ ^ 2

Parseval's identity for the Chebyshev cosine basis (polarized form). Formalized in Tau Ceti as TauCeti.tsum_star_integral_normalizedChebyshevCosine_mul_mul_integral.

TauCeti.tsum_star_integral_normalizedChebyshevCosine_mul_mul_integral.{u_1} {𝕜 : Type u_1}
  [RCLike 𝕜] (f g : ↥(MeasureTheory.Lp 𝕜 2 TauCeti.chebyshevAngleMeasure)) :
  ∑' (n : ℕ),
      star
          (∫ (θ : ℝ),
            (algebraMap ℝ 𝕜) (TauCeti.normalizedChebyshevCosine n θ) *
              ↑↑f θ ∂TauCeti.chebyshevAngleMeasure) *
        ∫ (θ : ℝ),
          (algebraMap ℝ 𝕜) (TauCeti.normalizedChebyshevCosine n θ) *
            ↑↑g θ ∂TauCeti.chebyshevAngleMeasure =
    inner 𝕜 f g

Parseval's identity for the Chebyshev cosine basis (polarized interval-integral form). Formalized in Tau Ceti as TauCeti.tsum_star_intervalIntegral_normalizedChebyshevCosine_mul_mul_intervalIntegral.

TauCeti.tsum_star_intervalIntegral_normalizedChebyshevCosine_mul_mul_intervalIntegral.{u_1}
  {𝕜 : Type u_1} [RCLike 𝕜] (f g : ↥(MeasureTheory.Lp 𝕜 2 TauCeti.chebyshevAngleMeasure)) :
  ∑' (n : ℕ),
      star
          (∫ (θ : ℝ) in 0..Real.pi,
            (algebraMap ℝ 𝕜) (TauCeti.normalizedChebyshevCosine n θ) * ↑↑f θ) *
        ∫ (θ : ℝ) in 0..Real.pi, (algebraMap ℝ 𝕜) (TauCeti.normalizedChebyshevCosine n θ) * ↑↑g θ =
    inner 𝕜 f g

Parseval's identity for the Hermite basis (polarized form). Formalized in Tau Ceti as TauCeti.tsum_inner_mul_inner_hermiteFunctionLp.

TauCeti.tsum_inner_mul_inner_hermiteFunctionLp.{u_1} {𝕜 : Type u_1} [RCLike 𝕜]
  (f g : ↥(MeasureTheory.Lp 𝕜 2 MeasureTheory.volume)) :
  ∑' (n : ℕ),
      inner 𝕜 f (TauCeti.hermiteFunctionLp 𝕜 n) * inner 𝕜 (TauCeti.hermiteFunctionLp 𝕜 n) g =
    inner 𝕜 f g

Parseval's identity for the multi-index Hermite basis (polarized form). Formalized in Tau Ceti as TauCeti.tsum_inner_mul_inner_L2piMul_hermiteFunctionLp.

TauCeti.tsum_inner_mul_inner_L2piMul_hermiteFunctionLp.{u_1, u_2} {𝕜 : Type u_1} [RCLike 𝕜]
  {ι : Type u_2} [Fintype ι]
  (f g : ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi fun x => MeasureTheory.volume))) :
  ∑' (a : ι → ℕ),
      inner 𝕜 f (TauCeti.L2piMul fun i => TauCeti.hermiteFunctionLp 𝕜 (a i)) *
        inner 𝕜 (TauCeti.L2piMul fun i => TauCeti.hermiteFunctionLp 𝕜 (a i)) g =
    inner 𝕜 f g

Parseval's identity for the multi-index Hermite basis (norm-square form). Formalized in Tau Ceti as TauCeti.tsum_norm_sq_inner_L2piMul_hermiteFunctionLp.

TauCeti.tsum_norm_sq_inner_L2piMul_hermiteFunctionLp.{u_1, u_2} {𝕜 : Type u_1} [RCLike 𝕜]
  {ι : Type u_2} [Fintype ι]
  (f : ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi fun x => MeasureTheory.volume))) :
  ∑' (a : ι → ℕ), ‖inner 𝕜 (TauCeti.L2piMul fun i => TauCeti.hermiteFunctionLp 𝕜 (a i)) f‖ ^ 2 =
    ‖f‖ ^ 2
Sources
Uses 7

DefinitionThe Chebyshev T polynomials are a Hilbert basis of L²(measureT)#

Orthonormality is orthonormal_normalizedChebyshevTLp; completeness is orthogonal_span_normalizedChebyshevTLp_eq_bot.

TauCeti.chebyshevTHilbertBasis.{u_1} (𝕜 : Type u_1) [RCLike 𝕜] :
  HilbertBasis ℕ 𝕜 ↥(MeasureTheory.Lp 𝕜 2 Polynomial.Chebyshev.measureT)
Uses 1 · Used by 2

TheoremThe Chebyshev expansion#

Every f ∈ L²(measureT) is the sum of its normalized Chebyshev-polynomial series.

TauCeti.hasSum_chebyshevT_expansion.{u_1} {𝕜 : Type u_1} [RCLike 𝕜]
  (f : ↥(MeasureTheory.Lp 𝕜 2 Polynomial.Chebyshev.measureT)) :
  HasSum
    (fun n =>
      (∫ (x : ℝ),
          (algebraMap ℝ 𝕜) (TauCeti.normalizedChebyshevT n x) *
            ↑↑f x ∂Polynomial.Chebyshev.measureT) •
        TauCeti.normalizedChebyshevTLp 𝕜 n)
    f
Uses 2

TheoremMoment determinacy, exponential-moment form (the roadmap's B1 hypothesis)#

A finite measure on ℝ for which some exponential moment ∫ e^{a|x|} dμ with a > 0 is finite is determined by its polynomial moments. This is the form the completeness argument consumes: the hypothesis holds for Gaussian decay and automatically for compactly supported measures.

TauCeti.Measure.ext_of_forall_integral_pow_eq_of_exists_integrable_exp
  {μ ν : MeasureTheory.Measure ℝ}
  (hμ : ∃ a, 0 < a ∧ MeasureTheory.Integrable (fun x => Real.exp (a * |x|)) μ)
  (hν : ∃ a, 0 < a ∧ MeasureTheory.Integrable (fun x => Real.exp (a * |x|)) ν)
  (hmom : ∀ (n : ℕ), ∫ (x : ℝ), x ^ n ∂μ = ∫ (x : ℝ), x ^ n ∂ν) : μ = ν
Used by 12

DefinitionThe rescaled Hermite functions are a Hilbert basis of L²(ℝ)#

This is the Hermite basis in the normalization Mathlib's e^{-2πixξ} Fourier convention forces: the same bridge TauCeti.hilbertBasisOfOrthogonalSystem, run at the weight e^{-2πx²} and the polynomials Hₙ(2√π·x).

TauCeti.twoPiHermiteHilbertBasis.{u_1} (𝕜 : Type u_1) [RCLike 𝕜] :
  HilbertBasis ℕ 𝕜 ↥(MeasureTheory.Lp 𝕜 2 MeasureTheory.volume)
Uses 3

TheoremThe Fourier eigenrelation for the unitary Fourier transform of L²(ℝ; ℂ)#

The n-th rescaled Hermite function is an eigenvector of MeasureTheory.Lp.fourierTransformₗᵢ with eigenvalue (-i)ⁿ.

TauCeti.fourier_twoPiHermiteFunctionLp (n : ℕ) :
  FourierTransform.fourier (TauCeti.twoPiHermiteFunctionLp ℂ n) =
    (-Complex.I) ^ n • TauCeti.twoPiHermiteFunctionLp ℂ n
Uses 1

TheoremCanonical Commutation Relation (CCR) for the Hermite ladder operators#

[a, a†] = a ∘L a† - a† ∘L a = id.

TauCeti.hermiteAnnihilationCLM_comp_hermiteCreationCLM_sub_hermiteCreationCLM_comp_hermiteAnnihilationCLM :
  TauCeti.hermiteAnnihilationCLM ∘SL TauCeti.hermiteCreationCLM -
      TauCeti.hermiteCreationCLM ∘SL TauCeti.hermiteAnnihilationCLM =
    ContinuousLinearMap.id ℝ (SchwartzMap ℝ ℝ)

DefinitionThe weight ↔ measure isometry#

For an almost-everywhere-positive weight w, multiplication by √w is a linear isometric equivalence L²(w·μ; E) ≃ₗᵢ[𝕜] L²(μ; E).

TauCeti.weightL2Isometry.{u_1, u_2, u_3} (𝕜 : Type u_1) {E : Type u_2} {α : Type u_3} [NormedRing 𝕜]
  [NormedAddCommGroup E] [NormedSpace ℝ E] [_root_.Module 𝕜 E] [IsBoundedSMul 𝕜 E]
  [SMulCommClass ℝ 𝕜 E] [MeasurableSpace α] (μ : MeasureTheory.Measure α) (w : α → ℝ)
  (hwpos : ∀ᵐ (x : α) ∂μ, 0 < w x) (hwm : AEMeasurable w μ) :
  ↥(MeasureTheory.Lp E 2 (μ.withDensity fun x => ENNReal.ofReal (w x))) ≃ₗᵢ[𝕜]
    ↥(MeasureTheory.Lp E 2 μ)
Used by 4

DefinitionThe Chebyshev envelope functions are a Hilbert basis of L²((-1, 1]; dx)#

It is the weight-in-the-function normalization, assembled from the same bridge as the weight-in-the-measure basis TauCeti.chebyshevTHilbertBasis: orthonormality from the Chebyshev orthogonality relation, completeness from moment determinacy applied to the exact-degree family Tₙ.

TauCeti.chebyshevTEnvelopeHilbertBasis.{u_1} (𝕜 : Type u_1) [RCLike 𝕜] :
  HilbertBasis ℕ 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.volume.restrict (Set.Ioc (-1) 1)))
Uses 3

DefinitionThe weighted-measure basis#

The normalized bare functions, orthonormal by the orthogonality relation and complete by hypothesis, form a Hilbert basis of L²(w·μ) — the textbook statement that a family of orthogonal functions is an orthonormal basis of its own weighted L² space.

TauCeti.hilbertBasisOfWeightedMeasure.{u_1, u_2} {𝕜 : Type u_1} [RCLike 𝕜] {α : Type u_2}
  [MeasurableSpace α] (f : ℕ → α → ℝ) (w : α → ℝ) (c : ℕ → ℝ) {μ : MeasureTheory.Measure α}
  (hwnn : ∀ᵐ (x : α) ∂μ, 0 ≤ w x) (hwm : AEMeasurable w μ) (hc : ∀ (n : ℕ), 0 < c n)
  (horth : ∀ (m n : ℕ), ∫ (x : α), f m x * f n x * w x ∂μ = if m = n then c n else 0)
  (hmem :
    ∀ (n : ℕ),
      MeasureTheory.MemLp (fun x => (algebraMap ℝ 𝕜) (f n x / √(c n))) 2
        (μ.withDensity fun x => ENNReal.ofReal (w x)))
  (hcomplete : (Submodule.span 𝕜 (Set.range (TauCeti.bareNormalizedLp f w c hmem)))ᗮ = ⊥) :
  HilbertBasis ℕ 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ.withDensity fun x => ENNReal.ofReal (w x)))
Used by 5

DefinitionThe product Hilbert basis#

Pointwise products of two Hilbert bases form a Hilbert basis of L²(μ ⊗ ν), indexed by the product of the index types.

HilbertBasis.prod.{u_1, u_2, u_3, u_4, u_5} {𝕜 : Type u_1} {α : Type u_2} {β : Type u_3} [RCLike 𝕜]
  {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α}
  {ν : MeasureTheory.Measure β} [MeasureTheory.SigmaFinite μ] [MeasureTheory.SigmaFinite ν]
  {ι₁ : Type u_4} {ι₂ : Type u_5} (b₁ : HilbertBasis ι₁ 𝕜 ↥(MeasureTheory.Lp 𝕜 2 μ))
  (b₂ : HilbertBasis ι₂ 𝕜 ↥(MeasureTheory.Lp 𝕜 2 ν)) :
  HilbertBasis (ι₁ × ι₂) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ.prod ν))
Uses 1

DefinitionThe Fintype-indexed product Hilbert basis#

Pointwise products of coordinatewise Hilbert bases form a Hilbert basis of L²(Measure.pi μ), indexed by the dependent function type.

TauCeti.piHilbertBasis.{u_1, u_2, u_3, u_4} {𝕜 : Type u_1} {ι : Type u_2} [Fintype ι]
  {α : ι → Type u_3} [(i : ι) → MeasurableSpace (α i)] {μ : (i : ι) → MeasureTheory.Measure (α i)}
  [∀ (i : ι), MeasureTheory.SigmaFinite (μ i)] [RCLike 𝕜] {κ : ι → Type u_4}
  (b : (i : ι) → HilbertBasis (κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (μ i))) :
  HilbertBasis ((i : ι) → κ i) 𝕜 ↥(MeasureTheory.Lp 𝕜 2 (MeasureTheory.Measure.pi μ))
Used by 2

DefinitionThe tensor as a bounded bilinear map#

prodMulL F G = prodMul F G, packaged so that either operand can be fixed: prodMulL F fixes the left factor, prodMulL.flip G the right. Its operator norm is at most 1; neither measure needs to be s-finite.

MeasureTheory.Lp.prodMulL.{u_1, u_2, u_3} {𝕜 : Type u_1} {α : Type u_2} {β : Type u_3}
  {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {μ : MeasureTheory.Measure α}
  {ν : MeasureTheory.Measure β} [NontriviallyNormedField 𝕜] :
  ↥(MeasureTheory.Lp 𝕜 2 μ) →L[𝕜] ↥(MeasureTheory.Lp 𝕜 2 ν) →L[𝕜] ↥(MeasureTheory.Lp 𝕜 2 (μ.prod ν))
Used by 1

TheoremFourier eigenfunction theorem#

For Mathlib's exp (-2πixξ) convention, the rescaled Hermite function Φₙ(x) = √(√(2π)) ψₙ(√(2π)x) has eigenvalue (-i)ⁿ.

TauCeti.fourier_twoPiHermiteFunction (n : ℕ) :
  (FourierTransform.fourier fun x => ↑(TauCeti.twoPiHermiteFunction n x)) = fun x =>
    (-Complex.I) ^ n * ↑(TauCeti.twoPiHermiteFunction n x)
Used by 1

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