Gaussian kernel, tail, and translated interval mass for convex folding
DefinitionKomlos_gaussian_fold_analysisbanaszczykgaussian-measure
For real and , define the unnormalized Gaussian density, its upper tail, and its translated interval integral by
For , is the unnormalized mass of an interval of length . These quantities describe the one-dimensional integrals in the planar comparison used in Banaszczyk's folding argument. For negative , the interval integral has its usual oriented meaning.
Definition code
import Mathlib.MeasureTheory.Integral.IntervalIntegral.Basic import Mathlib.Analysis.SpecialFunctions.ExpDeriv open Set MeasureTheory open scoped intervalIntegral set_option autoImplicit false namespace GaussianFoldAnalysis noncomputable def kernel (x : ℝ) : ℝ := Real.exp (-x ^ 2 / 2) noncomputable def tail (x : ℝ) : ℝ := ∫ t in Ioi x, kernel t noncomputable def intervalMass (r x : ℝ) : ℝ := ∫ t in x..x + r, kernel t end GaussianFoldAnalysis
Source
Shashwat Garg, Algorithms for Combinatorial Discrepancy, TU Eindhoven PhD thesis (2018), Chapter 3, proof of Lemma 19 and Lemmas 20-21, printed pp. 22-24. https://pure.tue.nl/ws/files/107722737/20181010_Garg.pdf . The notation g,T,A packages the Gaussian integrands and intervals appearing there; no normalizing factor is included.