English
The bilinear dual is symmetric in its two arguments: covarianceBilinDual μ L1 L2 = covarianceBilinDual μ L2 L1.
Русский
Билинейная двойка ковариации симметрична по своим аргументам: covarianceBilinDual μ L1 L2 = covarianceBilinDual μ L2 L1.
LaTeX
$$$covarianceBilinDual(\\mu) L_1 L_2 = covarianceBilinDual(\\mu) L_2 L_1$$$
Lean4
theorem covarianceBilinDual_comm (L₁ L₂ : StrongDual ℝ E) : covarianceBilinDual μ L₁ L₂ = covarianceBilinDual μ L₂ L₁ :=
by
by_cases h : MemLp id 2 μ
· have h' : MemLp id 2 (Measure.map (fun x ↦ x - ∫ (x : E), x ∂μ) μ) :=
(measurableEmbedding_subRight _).memLp_map_measure_iff.mpr <| h.sub (memLp_const _)
simp_rw [covarianceBilinDual, uncenteredCovarianceBilinDual_apply h', mul_comm (L₁ _)]
· simp [h]