TCSLib

324 Boolean Analysis — Threshold Functions — Gaussian Polar

324.1 Overview

Planar Gaussian density separates into radial and angular factors. Cone masses and the angular overlap of two halfplanes give the geometric formula behind Gaussian quadrant probabilities.

324.2 Declarations

Definition 324.1 Planar standard Gaussian density
✓

For \(z=(x,y)\in \mathbb R^2\), the planar Gaussian density is \(d_2(x,y)=(2\pi )^{-1}\exp (-(x^2+y^2)/2)\).

Lemma 324.2 Product of scalar Gaussian densities
✓

For all real \(x,y\), let \(\varphi (t)=(2\pi )^{-1/2}e^{-t^2/2}\) and \(d_2(x,y)=(2\pi )^{-1}e^{-(x^2+y^2)/2}\). Then \(\varphi (x)\varphi (y)=d_2(x,y)\), with both sides regarded as nonnegative extended real values.

Lemma 324.3 Density formula for the product Gaussian law
✓

Let \(\gamma \) be the standard real Gaussian probability measure. For every measurable \(A\subseteq \mathbb R^2\), \((\gamma \otimes \gamma )(A)=\int _A(2\pi )^{-1}e^{-(x^2+y^2)/2}\, dx\, dy\), where the integral is nonnegative and extended-valued.

Lemma 324.4 Normalization of the radial Gaussian factor
✓

Let \(f(r)=r\exp (-r^2/2)\) for \(r\gt 0\). Its nonnegative extended integral satisfies \(\int _{(0,\infty )}f(r)\, dr=1\).

Lemma 324.5 Gaussian cone mass from angular measure
✓

Let \(A\subseteq \mathbb R^2\) and \(\Theta \subseteq \mathbb R\) be measurable sets such that for all real \(r\gt 0\) and \(\theta \), \((r\cos \theta ,r\sin \theta )\in A\) if and only if \(\theta \in \Theta \). Then \(\int _A(2\pi )^{-1}e^{-(x^2+y^2)/2}\, dx\, dy=(2\pi )^{-1}\operatorname {Leb}(\Theta \cap (-\pi ,\pi ))\), with the integral and angular Lebesgue measure in the nonnegative extended reals.

Lemma 324.6 Nonpositive cosine on a centered period
✓

For every real \(\theta \) with \(-\pi \lt \theta \lt \pi \), \(\cos \theta \le 0\) if and only if \(\theta \le -\pi /2\) or \(\pi /2\le \theta \).

Lemma 324.7 Nonpositive cosine on a negative angular interval
✓

For every real \(u\) with \(-2\pi \lt u\le -\pi /2\), \(\cos u\le 0\) if and only if \(-3\pi /2\le u\).

Lemma 324.8 Nonpositive cosine with a closed left endpoint
✓

For every real \(u\) with \(-\pi /2\le u\lt \pi \), \(\cos u\le 0\) if and only if \(\pi /2\le u\) or \(u=-\pi /2\).

Lemma 324.9 Measurability of a two-halfplane angle set
✓

For every real \(\alpha \), the set \(\{ \theta \in \mathbb R:\cos \theta \le 0\ \text{and}\ \cos (\theta -\alpha )\le 0\} \) is Borel measurable.

Lemma 324.10 Angular overlap of two halfplanes
✓

For every real \(\alpha \in [0,\pi ]\), the Lebesgue measure of \(\{ \theta \in (-\pi ,\pi ):\cos \theta \le 0,\ \cos (\theta -\alpha )\le 0\} \) equals \(\pi -\alpha \).