A real-coefficient polynomial whose Gaussian second moment vanishes is zero.
theorem
GaussianMomentsCounterexamples.realEval_map_real
{n : ℕ}
(P : MvPolynomial (Fin n) ℝ)
(x : Fin n → ℝ)
:
theorem
GaussianMomentsCounterexamples.integrable_real_polynomial
{n : ℕ}
(P : MvPolynomial (Fin n) ℝ)
:
MeasureTheory.Integrable (fun (x : Fin n → ℝ) => (MvPolynomial.eval x) P) (gaussianMeasure n)
theorem
GaussianMomentsCounterexamples.real_polynomial_eq_zero_of_second_moment
{n : ℕ}
(P : MvPolynomial (Fin n) ℝ)
(h : ∫ (x : Fin n → ℝ), (MvPolynomial.eval x) P ^ 2 ∂gaussianMeasure n = 0)
:
Nonnegative Gaussian second moment detects every nonzero real polynomial.
theorem
GaussianMomentsCounterexamples.expectation_map_real
{n : ℕ}
(P : MvPolynomial (Fin n) ℝ)
:
expectation ((MvPolynomial.map Complex.ofRealHom) P) = ↑(∫ (x : Fin n → ℝ), (MvPolynomial.eval x) P ∂gaussianMeasure n)
Casting real coefficients commutes with the genuine Gaussian expectation.
theorem
GaussianMomentsCounterexamples.real_polynomial_eq_zero_of_complex_second_moment
{n : ℕ}
(P : MvPolynomial (Fin n) ℝ)
(h : expectation ((MvPolynomial.map Complex.ofRealHom) P ^ 2) = 0)
:
The second-moment obstruction in the manuscript's complex-valued expectation interface.
theorem
GaussianMomentsCounterexamples.real_polynomial_eq_zero_of_all_moments
{n : ℕ}
(P : MvPolynomial (Fin n) ℝ)
(h : ∀ (m : ℕ), 1 ≤ m → expectation ((MvPolynomial.map Complex.ofRealHom) P ^ m) = 0)
:
Consequently a real-coefficient polynomial with all positive Gaussian moments zero is zero.