# `WhiteNoise.lean` — Informal Summary > **Source**: [`Test/WhiteNoise.lean`](../../Test/WhiteNoise.lean) > **Generated**: 2026-03-10 > **Note**: Auto-generated by `/lean-summarize`. Re-run to refresh. ## Overview This file demonstrates an application of the Minlos theorem to construct **white noise** as a probability measure on the dual of Schwartz space $S'(\mathbb{R})$. The white noise characteristic functional $\Phi(f) = \exp(-\tfrac{1}{2} \lVert f \rVert_{L^2}^2)$ is shown to determine a unique probability measure on $\mathrm{WeakDual}\;\mathbb{R}\;(\mathrm{SchwartzMap}\;\mathbb{R}\;\mathbb{R})$. Four domain-specific axioms encode standard facts about Schwartz space (separability, Hilbert-nuclearity, L2 seminorm continuity, positive-definiteness of the Gaussian kernel) that are provable from Hermite basis theory and the gaussian-field project but not yet formalized in Mathlib. A bridge theorem establishes that any probability measure with the same CF (e.g., one constructed by the gaussian-field project) must equal the Minlos-constructed measure. ## Status **Main result**: `white_noise_measure_exists` — existence and uniqueness of white noise measure on $S'(\mathbb{R})$ via Minlos' theorem. **Length**: 133 lines, 1 definition(s) + 3 theorem(s)/lemma(s) + 4 axiom(s) --- ### `schwartz_separableSpace` (axiom, L64) [`schwartz_separableSpace`](../../Test/WhiteNoise.lean#L64) **Statement**: Schwartz space $\mathcal{S}(\mathbb{R})$ is separable. ``` axiom schwartz_separableSpace : SeparableSpace (SchwartzMap ℝ ℝ) ``` The Hermite basis provides a countable dense set. --- ### `schwartz_isHilbertNuclear` (axiom, L72) [`schwartz_isHilbertNuclear`](../../Test/WhiteNoise.lean#L72) **Statement**: Schwartz space $\mathcal{S}(\mathbb{R})$ is nuclear in the Hilbertian sense (`IsHilbertNuclear`). ``` axiom schwartz_isHilbertNuclear : IsHilbertNuclear (SchwartzMap ℝ ℝ) ``` Derivable from the gaussian-field project's proof that $\mathcal{S}(\mathbb{R})$ is a Dynin--Mityagin space (hence Pietsch nuclear), composed with `isHilbertNuclear_of_nuclear` from [`PietschBridge.lean`](../../Minlos/PietschBridge.lean). The Hermite--Sobolev norms $\lVert f \rVert_k^2 = \sum_n (1+n)^{2k} \lvert \langle f, h_n \rangle \rvert^2$ are Hilbertian with HS consecutive inclusions since $\sum (1+n)^{-2} < \infty$. --- ### `schwartzMap_l2Norm_continuous` (axiom, L77) [`schwartzMap_l2Norm_continuous`](../../Test/WhiteNoise.lean#L77) **Statement**: The map $f \mapsto \int_{\mathbb{R}} (f(x))^2\,dx$ is continuous on the Schwartz topology. ``` axiom schwartzMap_l2Norm_continuous : Continuous (fun f : SchwartzMap ℝ ℝ => ∫ x : ℝ, (f x) ^ 2) ``` Follows from rapid decay: $\int f^2 \leq (\int (1+x^2)^{-1}\,dx) \cdot \sup_x (1+x^2)\lvert f(x)\rvert^2$. --- ### `whiteNoiseCF` (definition, L89) [`whiteNoiseCF`](../../Test/WhiteNoise.lean#L89) ```lean def whiteNoiseCF : SchwartzMap ℝ ℝ → ℂ := fun f => exp (-(1 / 2 : ℂ) * ↑(∫ x : ℝ, (f x) ^ 2)) ``` The white noise characteristic functional $\Phi(f) = \exp\!\bigl(-\tfrac{1}{2} \int_{\mathbb{R}} f(x)^2\,dx\bigr)$. When the gaussian-field project's `GaussianField.measure` is applied with $T = \mathrm{inclusion}\;\mathcal{S}(\mathbb{R}) \hookrightarrow L^2(\mathbb{R})$, the resulting CF $\exp(-\tfrac{1}{2}\langle Tf, Tf \rangle_{L^2})$ is definitionally equal. --- ### `whiteNoiseCF_normalized` (theorem, L93) [`whiteNoiseCF_normalized`](../../Test/WhiteNoise.lean#L93) **Statement**: $\Phi(0) = 1$. **Proof**: Direct computation using `integral_zero`. **Dependencies**: `whiteNoiseCF`. --- ### `whiteNoiseCF_continuous` (theorem, L98) [`whiteNoiseCF_continuous`](../../Test/WhiteNoise.lean#L98) **Statement**: $\Phi$ is continuous on Schwartz space. **Proof**: Composition of `continuous_exp`, `continuous_const.mul`, `continuous_ofReal`, and the axiom `schwartzMap_l2Norm_continuous`. **Dependencies**: `whiteNoiseCF`, `schwartzMap_l2Norm_continuous`. --- ### `whiteNoiseCF_pd` (axiom, L108) [`whiteNoiseCF_pd`](../../Test/WhiteNoise.lean#L108) **Statement**: $\Phi(f) = \exp(-\tfrac{1}{2}\lVert f \rVert_{L^2}^2)$ is positive definite. ``` axiom whiteNoiseCF_pd : IsPositiveDefinite whiteNoiseCF ``` Derivable from gaussian-field's `GaussianField.charFun` (the CF of any probability measure is PD), or directly from Schoenberg's theorem (the Gaussian RBF $e^{-\frac{1}{2}\lVert x \rVert^2}$ is PD on any inner product space) pulled back via [`IsPositiveDefinite`](../../Bochner/PositiveDefinite.lean). --- ### `white_noise_measure_exists` (theorem, L115) [`white_noise_measure_exists`](../../Test/WhiteNoise.lean#L115) **Statement**: There exists a unique probability measure $\mu$ on $S'(\mathbb{R}) = \mathrm{WeakDual}\;\mathbb{R}\;(\mathrm{SchwartzMap}\;\mathbb{R}\;\mathbb{R})$ such that for all $f \in \mathcal{S}(\mathbb{R})$, $$\Phi(f) = \int_{S'(\mathbb{R})} e^{i\,\omega(f)}\,d\mu(\omega).$$ **Proof**: Direct application of [`minlos_theorem`](../../Minlos/Main.lean) to `whiteNoiseCF` with its continuity, positive-definiteness, and normalization. **Dependencies**: [`minlos_theorem`](../../Minlos/Main.lean), `whiteNoiseCF`, `whiteNoiseCF_continuous`, `whiteNoiseCF_pd`, `whiteNoiseCF_normalized`, `schwartz_separableSpace`, `schwartz_isHilbertNuclear`. --- ### `white_noise_unique` (theorem, L126) [`white_noise_unique`](../../Test/WhiteNoise.lean#L126) **Statement**: If $\mu_1$ and $\mu_2$ are any two probability measures on $S'(\mathbb{R})$ whose characteristic functionals both equal $\Phi(f) = \exp(-\tfrac{1}{2}\lVert f \rVert_{L^2}^2)$, then $\mu_1 = \mu_2$. This is the **bridge theorem** with the gaussian-field project: any measure constructed by any method with the white noise CF must equal the Minlos-constructed measure. **Proof**: Direct application of [`minlos_uniqueness`](../../Minlos/Main.lean). **Dependencies**: [`minlos_uniqueness`](../../Minlos/Main.lean), `whiteNoiseCF_continuous`, `whiteNoiseCF_pd`, `whiteNoiseCF_normalized`. --- *This file has **1** definition and **3** theorems/lemmas (0 with sorry), plus **4** axioms.*