Marginal compatibility for any injective selection of real Gaussian coordinates.
theorem
GaussianMomentsCounterexamples.continuous_realEval
{n : ℕ}
(P : MvPolynomial (Fin n) ℂ)
:
Continuous (realEval P)
theorem
GaussianMomentsCounterexamples.gaussianMeasure_marginal
{k n : ℕ}
(e : Fin k → Fin n)
(he : Function.Injective e)
:
MeasureTheory.MeasurePreserving (fun (x : Fin n → ℝ) (i : Fin k) => x (e i)) (gaussianMeasure n) (gaussianMeasure k)
Any injective coordinate selection preserves the standard Gaussian law.
theorem
GaussianMomentsCounterexamples.expectation_rename
{k n : ℕ}
(e : Fin k → Fin n)
(he : Function.Injective e)
(P : MvPolynomial (Fin k) ℂ)
:
Renaming into distinct Gaussian coordinates preserves every polynomial expectation.