Alphabeta Math
PropositionStatement: AI-adaptedProof: AI-generatedPipeline-generatedjudge pass (gpt-6-luna)
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Successive finite Gaussian shells compose

Physical scope

Pure finite-dimensional Gaussian probability identity; no physical model realization or continuum limit is asserted.

Statement

Assume the Axiom of Choice. Let d≥1, let C1,C2 be real symmetric positive-semidefinite d×d covariance matrices, and let f:Rd→[0,∞] be Borel. For a covariance matrix C, let γC denote the centered Gaussian probability with covariance C, including when C is singular, and define

TCf(x):=∫Rdf(x+z) dγC(z).

For a finite nonnegative Borel potential V, 0<TC(e−V)(x)≤1; define the finite nonnegative potential VC(x):=−log⁡TC(e−V)(x). Then

TC2(TC1f)(x)=TC1+C2f(x)(x∈Rd)

as an equality in [0,∞], and

e−(VC1)C2(x)=e−VC1+C2(x).

The Gaussian measures are normalized probabilities, so no determinant or vacuum constant appears. This is a finite-regulator composition identity; it asserts no derivative equation along a covariance path and no continuum limit.

Facts & Assumptions

Given: The Axiom of Choice; finite dimension d≥1; real symmetric positive-semidefinite C1,C2; and the Borel functions in the Statement.

[A1]

The Axiom of Choice: every family of nonempty sets has a choice function; the Gaussian-law suppliers state this assumption.

[F1]

Normalized finite Gaussian shell transform: for a positive-semidefinite covariance C, TCf(x)=∫f(x+z) dγC(z), and e−VC(x)=TC(e−V)(x) for finite nonnegative Borel V.

[F2]

Successive Gaussian shell integration composes: for every nonnegative Borel f, TC2(TC1f)(x)=TC1+C2f(x), including singular and zero covariances.

Proof

technique · direct substitution into the normalized Gaussian semigroup identity

Given: The hypotheses and conventions in the Statement.

1.1givenF1

Put fV=e−V. Since V is finite, nonnegative, and Borel, fV is a nonnegative Borel function. By [F1], e−VC1(x)=TC1fV(x) and e−VC1+C2(x)=TC1+C2fV(x).

2.1A1F1F2step 1.1∎

Apply [F2] to fV to obtain TC2(TC1fV)(x)=TC1+C2fV(x), with the value +∞ allowed for the first equality. Substituting the two identities from step 1.1 proves both displayed conclusions. Normalization is part of [F1], and no limit or differentiation is used.

Depends on

Dependency tree · 2 levels

Sources