/- Copyright (c) 2026 Michael R. Douglas. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. # White Noise on Schwartz Space via Minlos' Theorem This test demonstrates that Minlos' theorem (from `Minlos.Main`) can construct **white noise** — the canonical Gaussian random generalized function on S'(ℝ) — as a probability measure on the dual of Schwartz space. ## Bridge with gaussian-field The `gaussian-field` project (OSforGFF) constructs Gaussian measures on E' = WeakDual ℝ E via nuclear factorization and iid Gaussian noise (no Minlos). Its `GaussianField.charFun` proves `∫ ω, exp(i ω(f)) dμ = exp(-½ ⟨Tf, Tf⟩_H)` for a CLM T : E → H. When T is the inclusion S(ℝ) → L²(ℝ), this gives `exp(-½ ∫ f²)`, equal to our `whiteNoiseCF`. The two projects use different characterizations of nuclearity: - **gaussian-field**: `NuclearSpace E` — Pietsch nuclear dominance (`∀ p continuous, ∃ nuclear expansion Σ |fₙ(x)| · cₙ ≥ p(x)`) - **BochnerMinlos**: `IsNuclear E` — same Pietsch condition (in `PietschBridge.lean`) - **BochnerMinlos**: `IsHilbertNuclear E` — Hilbertian HS embeddings (used by Minlos) The bridge chain is: gaussian-field proves `DyninMityaginSpace → NuclearSpace` (Pietsch). Our `IsNuclear` matches `NuclearSpace`, and `isHilbertNuclear_of_nuclear` (proved, 0 axioms) completes the chain to `IsHilbertNuclear`. The bridge theorem is `white_noise_unique` below: regardless of *how* a probability measure on S'(ℝ) is constructed — by our Minlos theorem, by gaussian-field's nuclear factorization, or by any other method — if it has CF `exp(-½‖f‖²_L²)`, it must equal the measure from `white_noise_measure_exists`. This uniqueness comes from our *proved* (0-axiom) `minlos_uniqueness`. ## Axioms Four domain-specific axioms (all provable from Hermite basis theory): 1. `schwartz_isHilbertNuclear` — Schwartz space is Hilbert-nuclear (derivable from gaussian-field's `NuclearSpace` proof via our `isHilbertNuclear_of_nuclear` bridge) 2. `schwartz_separableSpace` — Schwartz space is separable (Hermite functions are dense) 3. `schwartzMap_l2Norm_continuous` — L² seminorm continuous on Schwartz topology 4. `whiteNoiseCF_pd` — exp(-½‖f‖²_L²) is positive definite (derivable from gaussian-field's `GaussianField.charFun`: CF of a probability measure is PD) -/ import Minlos.Main import Bochner.PositiveDefinite import Mathlib.Analysis.Distribution.SchwartzSpace.Basic open Complex MeasureTheory BigOperators TopologicalSpace noncomputable section /-! ## Axioms These results hold for Schwartz space but are axiomatized here since neither Mathlib nor this project proves them. The [gaussian-field](https://github.com/YulinGu-Fly/OSforGFF) project proves that Schwartz space is nuclear (via Hermite–Sobolev norms and the Dynin-Mityagin characterization) under its `NuclearSpace` class (Pietsch nuclear dominance). The bridge `isHilbertNuclear_of_nuclear` in `PietschBridge.lean` connects this to our `IsHilbertNuclear` used by Minlos' theorem. -/ /-- Schwartz space S(ℝ) is separable: the Hermite basis provides a countable dense set. -/ axiom schwartz_separableSpace : SeparableSpace (SchwartzMap ℝ ℝ) /-- Schwartz space S(ℝ) is nuclear in the Hilbertian sense. The gaussian-field project proves `DyninMityaginSpace → NuclearSpace` (Pietsch) using Hermite–Sobolev norms. Our `IsNuclear` matches gaussian-field's `NuclearSpace`, and `isHilbertNuclear_of_nuclear` (proved, 0 axioms) bridges Pietsch → Hilbertian HS. The Hermite–Sobolev norms ‖f‖_k² = ∑ (1+n)^{2k} |⟨f,hₙ⟩|² are Hilbertian, generate the Schwartz topology, and have HS consecutive inclusions since ∑ (1+n)^{-2} < ∞. -/ axiom schwartz_isHilbertNuclear : IsHilbertNuclear (SchwartzMap ℝ ℝ) /-- The L² seminorm ‖f‖²_L² = ∫ (f x)² dx is continuous on the Schwartz topology. Follows from rapid decay: ∫ f² dx ≤ (∫ (1+x²)⁻¹ dx) · sup_x (1+x²)|f(x)|², so the L² norm is dominated by Schwartz seminorms of the form ‖x^α f‖_∞. -/ axiom schwartzMap_l2Norm_continuous : Continuous (fun f : SchwartzMap ℝ ℝ => ∫ x : ℝ, (f x) ^ 2) -- Register Schwartz space instances so `minlos_theorem` can find them. attribute [instance] schwartz_separableSpace schwartz_isHilbertNuclear /-! ## White Noise Characteristic Functional -/ /-- The white noise characteristic functional Φ(f) = exp(-½‖f‖²_L²). When gaussian-field's `GaussianField.measure` is applied with T = inclusion S(ℝ) → L²(ℝ), the resulting CF `exp(-½ ⟨Tf, Tf⟩_{L²}) = exp(-½ ∫ f²)` is definitionally equal. -/ def whiteNoiseCF : SchwartzMap ℝ ℝ → ℂ := fun f => exp (-(1 / 2 : ℂ) * ↑(∫ x : ℝ, (f x) ^ 2)) /-- Φ(0) = 1: the white noise CF is normalized. -/ theorem whiteNoiseCF_normalized : whiteNoiseCF 0 = 1 := by simp only [whiteNoiseCF] norm_num [integral_zero] /-- Φ is continuous: composition of the continuous L² norm, ofReal, and exp. -/ theorem whiteNoiseCF_continuous : Continuous whiteNoiseCF := by unfold whiteNoiseCF exact continuous_exp.comp (continuous_const.mul (continuous_ofReal.comp schwartzMap_l2Norm_continuous)) /-- Φ(f) = exp(-½‖f‖²_L²) is positive definite (Gaussian kernel PD). Derivable from gaussian-field's `GaussianField.charFun`: the CF of any probability measure is PD, and `charFun` with T = inclusion S(ℝ) → L²(ℝ) gives exactly this CF. Alternatively, provable directly from Schoenberg's theorem (the Gaussian RBF e^{-½‖x‖²} is PD on any inner product space) pulled back via `isPositiveDefinite_precomp_linear`. -/ axiom whiteNoiseCF_pd : IsPositiveDefinite whiteNoiseCF /-! ## Main Results -/ /-- **White noise measure exists and is unique**: Minlos' theorem gives a unique probability measure μ on S'(ℝ) = `WeakDual ℝ (SchwartzMap ℝ ℝ)` whose characteristic functional is exp(-½‖f‖²_L²). -/ theorem white_noise_measure_exists : ∃! μ : ProbabilityMeasure (WeakDual ℝ (SchwartzMap ℝ ℝ)), ∀ f, whiteNoiseCF f = ∫ ω, exp (I * (ω f)) ∂μ.toMeasure := minlos_theorem whiteNoiseCF whiteNoiseCF_continuous whiteNoiseCF_pd whiteNoiseCF_normalized /-- **Bridge theorem**: Any two probability measures on S'(ℝ) with the white noise CF are equal. This closes the bridge with gaussian-field: if that project constructs a measure μ on `WeakDual ℝ (SchwartzMap ℝ ℝ)` and proves `∀ f, ∫ ω, exp(i ω(f)) dμ = exp(-½ ∫ (f x)² dx)` then μ equals our Minlos-constructed measure. The uniqueness comes from our *proved* `minlos_uniqueness` (0 custom axioms beyond the 4 Schwartz axioms above). -/ theorem white_noise_unique (μ₁ μ₂ : ProbabilityMeasure (WeakDual ℝ (SchwartzMap ℝ ℝ))) (h₁ : ∀ f, ∫ ω, exp (I * (ω f)) ∂μ₁.toMeasure = whiteNoiseCF f) (h₂ : ∀ f, ∫ ω, exp (I * (ω f)) ∂μ₂.toMeasure = whiteNoiseCF f) : μ₁ = μ₂ := minlos_uniqueness whiteNoiseCF_continuous whiteNoiseCF_pd whiteNoiseCF_normalized h₁ h₂ end