TCSLib

244 Boolean Analysis — Product Bounds

244.1 Overview

First and second coordinate Gaussian derivative kernels admit integrable quadratic majorants. Their expectations give global bounds in terms of the common variance.

244.2 Declarations

Lemma 244.1 First coordinate-score integral bound
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Let \(I\) be a finite set, \(c\in \mathbb R^I\), \(v\gt 0\), and \(\mu _{c,v}=\bigotimes _{i\in I}N(c_i,v)\). If \(f:\mathbb R^I\to \mathbb R\) is measurable with \(|f|\le 1\) and \(i\in I\), then \(z\mapsto ((z_i-c_i)/v)f(z)\) is \(\mu _{c,v}\)-integrable and \(|\int ((z_i-c_i)/v)f(z)\, d\mu _{c,v}(z)|\le 1+1/v\).

Lemma 244.2 Quadratic majorant for a Hessian score
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Let \(I\) be a set, \(c,z\in \mathbb R^I\), \(v\gt 0\), \(i,j\in I\), and \(a\in \mathbb R\) with \(|a|\le 1\). Then \(|(((z_i-c_i)(z_j-c_j)/v^2-\delta _{ij}/v)a)|\le ((z_i-c_i)^2+(z_j-c_j)^2)/(2v^2)+1/v\), where \(\delta _{ij}=1\) if \(i=j\) and zero otherwise.

Lemma 244.3 Integrability of the quadratic Hessian majorant
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Let \(I\) be finite, \(c\in \mathbb R^I\), \(v\ge 0\), and \(i,j\in I\). The function \(z\mapsto ((z_i-c_i)^2+(z_j-c_j)^2)/(2v^2)+1/v\) is integrable under \(\bigotimes _kN(c_k,v)\), with division by zero interpreted as zero.

Lemma 244.4 Integral of the quadratic Hessian majorant
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Let \(I\) be a finite set, \(c\in \mathbb R^I\), \(v\gt 0\), and \(\mu _{c,v}=\bigotimes _{i\in I}N(c_i,v)\). Put \(B_{ij}(z)=((z_i-c_i)^2+(z_j-c_j)^2)/(2v^2)+1/v\). For all \(i,j\in I\), \(\int B_{ij}\, d\mu _{c,v}=2/v\).

Lemma 244.5 Integrability of bounded Hessian-score products
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Let \(I\) be a finite set, \(c\in \mathbb R^I\), \(v\gt 0\), and \(\mu _{c,v}=\bigotimes _{i\in I}N(c_i,v)\). For \(i,j\in I\), put \(H_{ij}(z)=(z_i-c_i)(z_j-c_j)/v^2-\delta _{ij}/v\), where \(\delta _{ij}\) is one if \(i=j\) and zero otherwise. If \(f:\mathbb R^I\to \mathbb R\) is measurable and \(|f|\le 1\), then \(H_{ij}f\) is \(\mu _{c,v}\)-integrable for every \(i,j\in I\).

Lemma 244.6 Uniform Hessian-score integral bound
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Let \(I\) be a finite set, \(c\in \mathbb R^I\), \(v\gt 0\), and \(\mu _{c,v}=\bigotimes _{i\in I}N(c_i,v)\). For \(i,j\in I\), put \(H_{ij}(z)=(z_i-c_i)(z_j-c_j)/v^2-\delta _{ij}/v\), where \(\delta _{ij}\) is one if \(i=j\) and zero otherwise. For any \(f:\mathbb R^I\to \mathbb R\) with \(|f|\le 1\) and \(i,j\in I\), \(|\int H_{ij}f\, d\mu _{c,v}|\le 2/v\), assigning zero to a nonintegrable integral.