# `SazonovTightness.lean` — Informal Summary > **Source**: [`Minlos/SazonovTightness.lean`](../../Minlos/SazonovTightness.lean) > **Generated**: 2026-03-10 > **Note**: Auto-generated by `/lean-summarize`. Re-run to refresh. ## Overview This file establishes that Sazonov-continuous characteristic functions imply uniform tightness of finite-dimensional marginal measures. The proof proceeds via Gaussian averaging: a Fubini exchange relates the Gaussian-weighted integral of $\mathrm{Re}(1-\varphi)$ to the exponential moment $\mathbb{E}[1-e^{-\sigma^2\lVert y\rVert^2/2}]$, a spectral decomposition bounds the Gaussian second moment $\mathbb{E}_\gamma[\langle x,Sx\rangle]$ by $\sigma^2\,\mathrm{Tr}(S)$, and a Chebyshev-type tail bound converts the exponential moment into a mass estimate on $\{\lVert y\rVert \ge R\}$. ## Status **Main result**: `sazonov_tightness` — Sazonov CF continuity implies uniform tightness of all finite-dimensional marginals. **Length**: 1094 lines, 6 definition(s) + 34 theorem(s)/lemma(s) --- ### `SazonovContinuousAt` (def, L44) [`SazonovContinuousAt`](../../Minlos/SazonovTightness.lean#L44) ```lean def SazonovContinuousAt (φ : H → ℂ) := ∀ ε > 0, ∃ S : SazonovIndex H, ∀ x : H, quadForm S.op x < 1 → ‖1 - φ x‖ < ε ``` Sazonov continuity at zero: for every $\varepsilon > 0$ there exists a positive trace-class operator $S$ such that $\langle x, Sx\rangle < 1$ implies $\lvert 1 - \varphi(x)\rvert < \varepsilon$. --- ### `marginalFun` (def, L52) [`marginalFun`](../../Minlos/SazonovTightness.lean#L52) ```lean def marginalFun (φ : H → ℂ) {n : ℕ} (v : Fin n → H) : EuclideanSpace ℝ (Fin n) → ℂ ``` For a family $v : \mathrm{Fin}\,n \to H$, the marginal characteristic function $\varphi_v(t) = \varphi\bigl(\sum_i t_i\, v_i\bigr)$. --- ### `marginalFun_isPositiveDefinite` (lemma, L58) [`marginalFun_isPositiveDefinite`](../../Minlos/SazonovTightness.lean#L58) The marginal function of a positive-definite function is positive definite. If $\varphi : H \to \mathbb{C}$ is positive definite and $v : \mathrm{Fin}\,n \to H$, then $\varphi_v$ is positive definite on $\mathbb{R}^n$. **Proof deps**: `isPositiveDefinite_precomp_linear` from [`Bochner/PositiveDefinite.lean`](../../Bochner/PositiveDefinite.lean). --- ### `one_sub_exp_neg_pos` (lemma, L77) [`one_sub_exp_neg_pos`](../../Minlos/SazonovTightness.lean#L77) For $t > 0$, $1 - e^{-t} > 0$. **Proof deps**: `Real.exp_strictMono`, `Real.exp_zero`. --- ### `exp_neg_le_exp_neg` (lemma, L84) [`exp_neg_le_exp_neg`](../../Minlos/SazonovTightness.lean#L84) If $a \le b$ then $e^{-b} \le e^{-a}$. **Proof deps**: `Real.exp_le_exp_of_le`. --- ### `one_sub_exp_half_sq_pos` (lemma, L89) [`one_sub_exp_half_sq_pos`](../../Minlos/SazonovTightness.lean#L89) For $R > 0$, the denominator $1 - e^{-R^2/2} > 0$. **Proof deps**: `one_sub_exp_neg_pos`. --- ### `tail_bound_from_exp_integral` (lemma, L95) [`tail_bound_from_exp_integral`](../../Minlos/SazonovTightness.lean#L95) Chebyshev/Markov bound with Gaussian scaling: if $\int (1 - e^{-\sigma^2\lVert y\rVert^2/2})\,d\mu \le C$, then $\mu(\{\lVert y\rVert \ge R\}) \le C / (1 - e^{-\sigma^2 R^2/2})$. **Proof deps**: Mathlib measure theory (`setIntegral_mono_on`, `setIntegral_le_integral`). --- ### `gaussDensity` (abbrev, L157) [`gaussDensity`](../../Minlos/SazonovTightness.lean#L157) ```lean abbrev gaussDensity (σ : ℝ) (x : V) : ℝ := Real.exp (-(1 / (2 * σ ^ 2)) * ‖x‖ ^ 2) ``` The (un-normalized) Gaussian density $\exp\bigl(-\lVert x\rVert^2/(2\sigma^2)\bigr)$. --- ### `gaussDensity_nonneg'` (lemma, L162) [`gaussDensity_nonneg'`](../../Minlos/SazonovTightness.lean#L162) $\mathrm{gaussDensity}\;\sigma\;x \ge 0$. **Proof deps**: `Real.exp_nonneg`. --- ### `gaussDensity_continuous'` (lemma, L167) [`gaussDensity_continuous'`](../../Minlos/SazonovTightness.lean#L167) $x \mapsto \mathrm{gaussDensity}\;\sigma\;x$ is continuous. **Proof deps**: `fun_prop`. --- ### `gaussDensity_integrable'` (lemma, L171) [`gaussDensity_integrable'`](../../Minlos/SazonovTightness.lean#L171) For $\sigma > 0$, $\mathrm{gaussDensity}\;\sigma$ is integrable with respect to Lebesgue measure. **Proof deps**: `GaussianFourier.integrable_cexp_neg_mul_sq_norm_add`. --- ### `gaussDensity_integral_pos'` (lemma, L186) [`gaussDensity_integral_pos'`](../../Minlos/SazonovTightness.lean#L186) For $\sigma > 0$, $\int \mathrm{gaussDensity}\;\sigma\;x\,dx > 0$. **Proof deps**: `integral_pos_of_integrable_nonneg_nonzero`, `gaussDensity_integrable'`, `gaussDensity_nonneg'`. --- ### `gaussian_fourier_eq'` (private lemma, L194) [`gaussian_fourier_eq'`](../../Minlos/SazonovTightness.lean#L194) Fourier transform of the un-normalized Gaussian: $\int e^{-\lVert x\rVert^2/(2\sigma^2)}\,e^{i\langle y,x\rangle}\,dx = C \cdot e^{-\sigma^2\lVert y\rVert^2/2}$ where $C = \int \mathrm{gaussDensity}\;\sigma$. **Proof deps**: `GaussianFourier.integral_cexp_neg_mul_sq_norm_add`. --- ### `exp_neg_sq_integrable_prob'` (private lemma, L221) [`exp_neg_sq_integrable_prob'`](../../Minlos/SazonovTightness.lean#L221) $y \mapsto e^{-\sigma^2\lVert y\rVert^2/2}$ is integrable with respect to any probability measure. **Proof deps**: Mathlib integrability (`Integrable.mono'`). --- ### `cexp_neg_sq_integrable_prob'` (private lemma, L232) [`cexp_neg_sq_integrable_prob'`](../../Minlos/SazonovTightness.lean#L232) Complex-valued version: $y \mapsto \exp(-\sigma^2\lVert y\rVert^2/2)$ is integrable (as $\mathbb{C}$-valued) w.r.t. any probability measure. **Proof deps**: `exp_neg_sq_integrable_prob'`, `Integrable.ofReal`. --- ### `gaussDensity_mul_charFun_re_integrable'` (lemma, L240) [`gaussDensity_mul_charFun_re_integrable'`](../../Minlos/SazonovTightness.lean#L240) $x \mapsto \mathrm{gaussDensity}\;\sigma\;x \cdot \mathrm{Re}(\varphi(x))$ is integrable (Lebesgue), when $\varphi$ is the characteristic function of a probability measure. **Proof deps**: `gaussDensity_integrable'`, `norm_charFun_le_one`. --- ### `gaussDensity_mul_charFun_integrable'` (private lemma, L255) [`gaussDensity_mul_charFun_integrable'`](../../Minlos/SazonovTightness.lean#L255) $x \mapsto \mathrm{gaussDensity}\;\sigma\;x \cdot \varphi(x)$ is integrable ($\mathbb{C}$-valued, Lebesgue). **Proof deps**: `gaussDensity_integrable'`, `norm_charFun_le_one`. --- ### `fubini_gaussian_charFun` (theorem, L273) [`fubini_gaussian_charFun`](../../Minlos/SazonovTightness.lean#L273) **Fubini identity for Gaussian averaging.** $$\int (1 - e^{-\sigma^2\lVert y\rVert^2/2})\,d\mu(y) = C^{-1}\!\int e^{-\lVert x\rVert^2/(2\sigma^2)}\,\mathrm{Re}(1-\varphi(x))\,dx$$ where $C = \int \mathrm{gaussDensity}\;\sigma$. **Proof deps**: Fubini (`integral_integral_swap`), [`gaussian_fourier_eq'`](../../Minlos/SazonovTightness.lean#L194), `gaussDensity_mul_charFun_re_integrable'`, `Complex.reCLM.integral_comp_comm`. --- ### `gaussian_real_formula'` (private lemma, L351) [`gaussian_real_formula'`](../../Minlos/SazonovTightness.lean#L351) Real Gaussian integral with linear term: $\int e^{-b\lVert x\rVert^2 + c\langle w,x\rangle}\,dx = (\int e^{-b\lVert x\rVert^2}\,dx)\cdot e^{c^2\lVert w\rVert^2/(4b)}$. **Proof deps**: `GaussianFourier.integral_cexp_neg_mul_sq_norm_add`, `GaussianFourier.integral_cexp_neg_mul_sq_norm`. --- ### `id_le_sinh'` (private lemma, L371) [`id_le_sinh'`](../../Minlos/SazonovTightness.lean#L371) For $t \ge 0$, $t \le \sinh t$. **Proof deps**: `monotoneOn_of_deriv_nonneg`, `Real.hasDerivAt_sinh`, `Real.one_le_cosh`. --- ### `half_sq_le_cosh_sub_one'` (private lemma, L386) [`half_sq_le_cosh_sub_one'`](../../Minlos/SazonovTightness.lean#L386) For all $x \in \mathbb{R}$, $x^2/2 \le \cosh x - 1$. **Proof deps**: [`id_le_sinh'`](../../Minlos/SazonovTightness.lean#L371), `Real.cosh_two_mul`, `Real.cosh_sq`. --- ### `gaussDensity_mul_exp_inner_integrable'` (private lemma, L408) [`gaussDensity_mul_exp_inner_integrable'`](../../Minlos/SazonovTightness.lean#L408) $x \mapsto \mathrm{gaussDensity}\;\sigma\;x \cdot e^{c\langle w,x\rangle}$ is integrable. **Proof deps**: `GaussianFourier.integrable_cexp_neg_mul_sq_norm_add`. --- ### `gaussDensity_exp_inner_integral'` (private lemma, L427) [`gaussDensity_exp_inner_integral'`](../../Minlos/SazonovTightness.lean#L427) $\int \mathrm{gaussDensity}\;\sigma\;x \cdot e^{c\langle w,x\rangle}\,dx = C \cdot e^{c^2\sigma^2\lVert w\rVert^2/2}$. **Proof deps**: [`gaussian_real_formula'`](../../Minlos/SazonovTightness.lean#L351). --- ### `tendsto_exp_slope'` (private lemma, L440) [`tendsto_exp_slope'`](../../Minlos/SazonovTightness.lean#L440) $(e^{tA}-1)/t \to A$ as $t \to 0^+$. **Proof deps**: `HasDerivAt.tendsto_slope_zero_right`, `Real.hasDerivAt_exp`. --- ### `gaussDensity_mul_cosh_integrable'` (private lemma, L455) [`gaussDensity_mul_cosh_integrable'`](../../Minlos/SazonovTightness.lean#L455) $x \mapsto \mathrm{gaussDensity}\;\sigma\;x \cdot \cosh(c\langle w,x\rangle)$ is integrable. **Proof deps**: [`gaussDensity_mul_exp_inner_integrable'`](../../Minlos/SazonovTightness.lean#L408). --- ### `gaussDensity_cosh_integral'` (private lemma, L473) [`gaussDensity_cosh_integral'`](../../Minlos/SazonovTightness.lean#L473) $\int \mathrm{gaussDensity}\;\sigma\;x \cdot \cosh(c\langle w,x\rangle)\,dx = C \cdot e^{c^2\sigma^2\lVert w\rVert^2/2}$. **Proof deps**: [`gaussDensity_exp_inner_integral'`](../../Minlos/SazonovTightness.lean#L427). --- ### `gaussDensity_mul_inner_sq_integrable'` (private lemma, L493) [`gaussDensity_mul_inner_sq_integrable'`](../../Minlos/SazonovTightness.lean#L493) $x \mapsto \mathrm{gaussDensity}\;\sigma\;x \cdot \langle w,x\rangle^2$ is integrable. **Proof deps**: [`gaussDensity_mul_cosh_integrable'`](../../Minlos/SazonovTightness.lean#L455), [`half_sq_le_cosh_sub_one'`](../../Minlos/SazonovTightness.lean#L386). --- ### `gaussian_inner_sq_le'` (private lemma, L507) [`gaussian_inner_sq_le'`](../../Minlos/SazonovTightness.lean#L507) Gaussian second moment in one direction: $\int \mathrm{gaussDensity}\;\sigma\;x \cdot \langle w,x\rangle^2\,dx \le C \cdot \sigma^2\lVert w\rVert^2$. Proved by bounding above by $2C(e^{tA}-1)/t$ and taking the limit $t\to 0^+$. **Proof deps**: [`gaussDensity_cosh_integral'`](../../Minlos/SazonovTightness.lean#L473), [`half_sq_le_cosh_sub_one'`](../../Minlos/SazonovTightness.lean#L386), [`tendsto_exp_slope'`](../../Minlos/SazonovTightness.lean#L440), `ge_of_tendsto`. --- ### `gaussian_quadForm_integral_le` (theorem, L557) [`gaussian_quadForm_integral_le`](../../Minlos/SazonovTightness.lean#L557) **Gaussian second moment bound via spectral decomposition.** $$C^{-1}\!\int e^{-\lVert x\rVert^2/(2\sigma^2)}\,\langle x,Sx\rangle\,dx \;\le\; \sigma^2\,\mathrm{Tr}(S)$$ for $S \ge 0$ with trace bounded by $T$. Uses the eigenbasis of $S$ to decompose $\langle x,Sx\rangle = \sum_i \lambda_i\langle e_i,x\rangle^2$, then applies the one-direction bound to each term. **Proof deps**: [`gaussian_inner_sq_le'`](../../Minlos/SazonovTightness.lean#L507), `LinearMap.IsPositive.eigenvectorBasis`, `LinearMap.IsPositive.eigenvalues`. --- ### `mul_exp_neg_le_one'` (private lemma, L627) [`mul_exp_neg_le_one'`](../../Minlos/SazonovTightness.lean#L627) For $t \ge 0$, $t\,e^{-t} \le 1$. **Proof deps**: `Real.add_one_le_exp`. --- ### `gaussDensity_mul_quadForm_integrable'` (lemma, L632) [`gaussDensity_mul_quadForm_integrable'`](../../Minlos/SazonovTightness.lean#L632) $x \mapsto \mathrm{gaussDensity}\;\sigma\;x \cdot \langle x,Sx\rangle$ is integrable for any continuous linear operator $S$. **Proof deps**: [`mul_exp_neg_le_one'`](../../Minlos/SazonovTightness.lean#L627), [`gaussDensity_integrable'`](../../Minlos/SazonovTightness.lean#L171), operator norm bound $\lvert\langle x,Sx\rangle\rvert \le \lVert S\rVert\lVert x\rVert^2$. --- ### `gaussian_averaging_bound` (theorem, L699) [`gaussian_averaging_bound`](../../Minlos/SazonovTightness.lean#L699) **The Gaussian averaging bound.** $$\int \bigl(1 - e^{-\sigma^2\lVert y\rVert^2/2}\bigr)\,d\mu(y) \;\le\; \varepsilon + 2\sigma^2 T$$ given that $\langle x,Sx\rangle < 1 \Rightarrow \lVert 1-\varphi(x)\rVert < \varepsilon$ and $\mathrm{Tr}(S) \le T$. Combines the Fubini identity, the pointwise bound $\mathrm{Re}(1-\varphi) \le \varepsilon + 2\langle x,Sx\rangle$, and the Gaussian second moment estimate. **Proof deps**: [`fubini_gaussian_charFun`](../../Minlos/SazonovTightness.lean#L273), [`gaussian_quadForm_integral_le`](../../Minlos/SazonovTightness.lean#L557), [`gaussDensity_mul_quadForm_integrable'`](../../Minlos/SazonovTightness.lean#L632). --- ### `scaled_tail_bound` (lemma, L789) [`scaled_tail_bound`](../../Minlos/SazonovTightness.lean#L789) Scaled Chebyshev bound combining Gaussian averaging with the exponential tail: $$\mu(\{\lVert y\rVert \ge R\}) \;\le\; \frac{\varepsilon + 2\sigma^2 T}{1 - e^{-\sigma^2 R^2/2}}.$$ **Proof deps**: [`gaussian_averaging_bound`](../../Minlos/SazonovTightness.lean#L699), [`tail_bound_from_exp_integral`](../../Minlos/SazonovTightness.lean#L95). --- ### `embedON` (private def, L814) [`embedON`](../../Minlos/SazonovTightness.lean#L814) ```lean private def embedON {n : ℕ} (v : Fin n → H) : EuclideanSpace ℝ (Fin n) →ₗ[ℝ] H ``` The embedding $t \mapsto \sum_i t_i\,v_i$ from $\mathbb{R}^n$ to $H$. --- ### `projON` (private def, L822) [`projON`](../../Minlos/SazonovTightness.lean#L822) ```lean private def projON {n : ℕ} (v : Fin n → H) : H →ₗ[ℝ] EuclideanSpace ℝ (Fin n) ``` The projection $x \mapsto (\langle v_i, x\rangle)_i$ from $H$ to $\mathbb{R}^n$. --- ### `restrictOp` (def, L830) [`restrictOp`](../../Minlos/SazonovTightness.lean#L830) ```lean def restrictOp (S : H →L[ℝ] H) {n : ℕ} (v : Fin n → H) : EuclideanSpace ℝ (Fin n) →L[ℝ] EuclideanSpace ℝ (Fin n) ``` Restriction of $S$ to the subspace spanned by an orthonormal family $v$, defined as $\pi \circ S \circ \iota$. In matrix form: $(S_v)_{ij} = \langle v_i, S(v_j)\rangle$. --- ### `restrictOp_apply` (lemma, L836) [`restrictOp_apply`](../../Minlos/SazonovTightness.lean#L836) Coordinate formula: $(\mathrm{restrictOp}\;S\;v\;t)_i = \langle v_i,\, S(\sum_j t_j v_j)\rangle$. **Proof deps**: definitions of `restrictOp`, `projON`, `embedON`. --- ### `restrictOp_quadForm` (lemma, L843) [`restrictOp_quadForm`](../../Minlos/SazonovTightness.lean#L843) The quadratic form of the restricted operator equals the original: $\langle t,\,S_v\,t\rangle = \langle \sum_i t_i v_i,\, S(\sum_j t_j v_j)\rangle$. **Proof deps**: [`restrictOp_apply`](../../Minlos/SazonovTightness.lean#L836), `sum_inner`. --- ### `inner_self_adjoint_comm` (private lemma, L854) [`inner_self_adjoint_comm`](../../Minlos/SazonovTightness.lean#L854) For a positive (hence self-adjoint) operator $S$: $\langle a, Sb\rangle = \langle b, Sa\rangle$. **Proof deps**: `ContinuousLinearMap.adjoint_inner_left`, `IsPositive.isSelfAdjoint`. --- ### `restrictOp_isPositive` (lemma, L861) [`restrictOp_isPositive`](../../Minlos/SazonovTightness.lean#L861) The restriction of a positive operator to an orthonormal family is positive. **Proof deps**: [`inner_self_adjoint_comm`](../../Minlos/SazonovTightness.lean#L854), [`restrictOp_quadForm`](../../Minlos/SazonovTightness.lean#L843), `quadForm_nonneg`. --- ### `orthonormal_diag_le_hilbert_trace` (theorem, L886) [`orthonormal_diag_le_hilbert_trace`](../../Minlos/SazonovTightness.lean#L886) **Finite-diagonal $\le$ Hilbert trace.** For a positive operator $S$ with summable Hilbert-basis trace, any finite orthonormal set $\{v_j\}$ satisfies $$\sum_j \langle v_j, S v_j\rangle \;\le\; \sum_k^\infty \langle b_k, S b_k\rangle.$$ Proof: decompose $b_k = P(b_k) + Q(b_k)$ via orthogonal projection $P$ onto $\mathrm{span}(v)$; the cross term vanishes by Parseval and orthonormality, so the difference $= \sum_k \langle Q(b_k), S\,Q(b_k)\rangle \ge 0$. **Proof deps**: `HilbertBasis.hasSum_inner_mul_inner`, `tsum_nonneg`. --- ### `restrictOp_trace_eq_diag` (lemma, L964) [`restrictOp_trace_eq_diag`](../../Minlos/SazonovTightness.lean#L964) The trace of $\mathrm{restrictOp}\;S\;v$ in any ONB of $\mathbb{R}^n$ equals $\sum_j \langle v_j, S v_j\rangle$. Uses `LinearMap.trace_eq_sum_inner` for basis independence on finite-dimensional Euclidean space. **Proof deps**: `LinearMap.trace_eq_sum_inner`, `EuclideanSpace.basisFun`, [`restrictOp_apply`](../../Minlos/SazonovTightness.lean#L836). --- ### `restrictOp_trace_le` (lemma, L997) [`restrictOp_trace_le`](../../Minlos/SazonovTightness.lean#L997) The trace of the restricted operator is bounded by the Hilbert trace of the original: for any ONB $b'$ of $\mathbb{R}^n$, $\sum_i \langle b'_i, S_v b'_i\rangle \le \sum_k^\infty \langle b_k, S b_k\rangle$. **Proof deps**: [`restrictOp_trace_eq_diag`](../../Minlos/SazonovTightness.lean#L964), [`orthonormal_diag_le_hilbert_trace`](../../Minlos/SazonovTightness.lean#L886). --- ### `exists_R_for_tail_bound` (lemma, L1013) [`exists_R_for_tail_bound`](../../Minlos/SazonovTightness.lean#L1013) For any $0 < C < \eta$ and $\sigma > 0$, there exists $R > 0$ such that $C / (1 - e^{-\sigma^2 R^2/2}) < \eta$. **Proof deps**: `Real.exp_log`, `Real.log_neg`. --- ### `sazonov_tightness` (theorem, L1039) [`sazonov_tightness`](../../Minlos/SazonovTightness.lean#L1039) **Sazonov Tightness Theorem.** If $\varphi : H \to \mathbb{C}$ is positive definite, normalized ($\varphi(0)=1$), continuous, and Sazonov-continuous at $0$, then the family of all finite-dimensional marginal measures is uniformly tight: for every $\eta > 0$ there exists $R > 0$ such that for all $n$, all orthonormal $v : \mathrm{Fin}\,n \to H$, and all probability measures $\mu$ on $\mathbb{R}^n$ with $\widehat{\mu} = \varphi_v$, one has $\mu(\{\lVert y\rVert \ge R\}) < \eta$. The proof chooses $\varepsilon = \eta/3$, obtains a Sazonov index $S$ with trace $T$, sets $\sigma = \sqrt{\eta/(6(T+1))}$, verifies $\varepsilon + 2\sigma^2 T < \eta$, restricts $S$ to each marginal subspace (trace is bounded via `restrictOp_trace_le`), applies `gaussian_averaging_bound` and `tail_bound_from_exp_integral`, and finds $R$ via `exists_R_for_tail_bound`. **Proof deps**: [`gaussian_averaging_bound`](../../Minlos/SazonovTightness.lean#L699), [`tail_bound_from_exp_integral`](../../Minlos/SazonovTightness.lean#L95), [`restrictOp_isPositive`](../../Minlos/SazonovTightness.lean#L861), [`restrictOp_trace_le`](../../Minlos/SazonovTightness.lean#L997), [`exists_R_for_tail_bound`](../../Minlos/SazonovTightness.lean#L1013), `SazonovIndex.traceClass`. --- *This file has **6** definitions and **34** theorems/lemmas (0 with sorry).*