Module: Mathlib.Probability.Distributions.Gaussian.Fernique

Goal state before:
pp: case e_a
E : Type u_1
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : MeasurableSpace E
inst✝³ : BorelSpace E
μ : Measure E
inst✝² : IsGaussian μ
inst✝¹ : SecondCountableTopology E
inst✝ : CompleteSpace E
hμ : ∀ (L : StrongDual ℝ E), ∫ (x : E), L x ∂μ = 0
θ : ℝ
L : StrongDual ℝ (E × E)
h1 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inl ℝ E E =
    Real.cos θ • L ∘SL ContinuousLinearMap.inl ℝ E E - Real.sin θ • L ∘SL ContinuousLinearMap.inr ℝ E E
h2 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inr ℝ E E =
    Real.sin θ • L ∘SL ContinuousLinearMap.inl ℝ E E + Real.cos θ • L ∘SL ContinuousLinearMap.inr ℝ E E
⊢ Var[Real.cos θ • ⇑(L ∘SL ContinuousLinearMap.inl ℝ E E) - Real.sin θ • ⇑(L ∘SL ContinuousLinearMap.inr ℝ E E); μ] +
      Var[Real.sin θ • ⇑(L ∘SL ContinuousLinearMap.inl ℝ E E) + Real.cos θ • ⇑(L ∘SL ContinuousLinearMap.inr ℝ E E);
        μ] =
    Var[⇑(L ∘SL ContinuousLinearMap.inl ℝ E E); μ] + Var[⇑(L ∘SL ContinuousLinearMap.inr ℝ E E); μ]

Tactic:
rw [variance_sub, variance_smul, variance_add, variance_smul, variance_smul, covariance_smul_left,
    covariance_smul_right, variance_smul, covariance_smul_left, covariance_smul_right]

Goal state after:
case e_a
E : Type u_1
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : MeasurableSpace E
inst✝³ : BorelSpace E
μ : Measure E
inst✝² : IsGaussian μ
inst✝¹ : SecondCountableTopology E
inst✝ : CompleteSpace E
hμ : ∀ (L : StrongDual ℝ E), ∫ (x : E), L x ∂μ = 0
θ : ℝ
L : StrongDual ℝ (E × E)
h1 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inl ℝ E E =
    Real.cos θ • L ∘SL ContinuousLinearMap.inl ℝ E E - Real.sin θ • L ∘SL ContinuousLinearMap.inr ℝ E E
h2 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inr ℝ E E =
    Real.sin θ • L ∘SL ContinuousLinearMap.inl ℝ E E + Real.cos θ • L ∘SL ContinuousLinearMap.inr ℝ E E
⊢ Real.cos θ ^ 2 * Var[⇑(L ∘SL ContinuousLinearMap.inl ℝ E E); μ] -
          2 *
            (Real.cos θ *
              (Real.sin θ * cov[⇑(L ∘SL ContinuousLinearMap.inl ℝ E E), ⇑(L ∘SL ContinuousLinearMap.inr ℝ E E); μ])) +
        Real.sin θ ^ 2 * Var[⇑(L ∘SL ContinuousLinearMap.inr ℝ E E); μ] +
      (Real.sin θ ^ 2 * Var[⇑(L ∘SL ContinuousLinearMap.inl ℝ E E); μ] +
          2 *
            (Real.sin θ *
              (Real.cos θ * cov[⇑(L ∘SL ContinuousLinearMap.inl ℝ E E), ⇑(L ∘SL ContinuousLinearMap.inr ℝ E E); μ])) +
        Real.cos θ ^ 2 * Var[⇑(L ∘SL ContinuousLinearMap.inr ℝ E E); μ]) =
    Var[⇑(L ∘SL ContinuousLinearMap.inl ℝ E E); μ] + Var[⇑(L ∘SL ContinuousLinearMap.inr ℝ E E); μ]

case e_a.hX
E : Type u_1
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : MeasurableSpace E
inst✝³ : BorelSpace E
μ : Measure E
inst✝² : IsGaussian μ
inst✝¹ : SecondCountableTopology E
inst✝ : CompleteSpace E
hμ : ∀ (L : StrongDual ℝ E), ∫ (x : E), L x ∂μ = 0
θ : ℝ
L : StrongDual ℝ (E × E)
h1 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inl ℝ E E =
    Real.cos θ • L ∘SL ContinuousLinearMap.inl ℝ E E - Real.sin θ • L ∘SL ContinuousLinearMap.inr ℝ E E
h2 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inr ℝ E E =
    Real.sin θ • L ∘SL ContinuousLinearMap.inl ℝ E E + Real.cos θ • L ∘SL ContinuousLinearMap.inr ℝ E E
⊢ MemLp (Real.sin θ • ⇑(L ∘SL ContinuousLinearMap.inl ℝ E E)) 2 μ

case e_a.hY
E : Type u_1
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : MeasurableSpace E
inst✝³ : BorelSpace E
μ : Measure E
inst✝² : IsGaussian μ
inst✝¹ : SecondCountableTopology E
inst✝ : CompleteSpace E
hμ : ∀ (L : StrongDual ℝ E), ∫ (x : E), L x ∂μ = 0
θ : ℝ
L : StrongDual ℝ (E × E)
h1 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inl ℝ E E =
    Real.cos θ • L ∘SL ContinuousLinearMap.inl ℝ E E - Real.sin θ • L ∘SL ContinuousLinearMap.inr ℝ E E
h2 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inr ℝ E E =
    Real.sin θ • L ∘SL ContinuousLinearMap.inl ℝ E E + Real.cos θ • L ∘SL ContinuousLinearMap.inr ℝ E E
⊢ MemLp (Real.cos θ • ⇑(L ∘SL ContinuousLinearMap.inr ℝ E E)) 2 μ

case e_a.hX
E : Type u_1
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : MeasurableSpace E
inst✝³ : BorelSpace E
μ : Measure E
inst✝² : IsGaussian μ
inst✝¹ : SecondCountableTopology E
inst✝ : CompleteSpace E
hμ : ∀ (L : StrongDual ℝ E), ∫ (x : E), L x ∂μ = 0
θ : ℝ
L : StrongDual ℝ (E × E)
h1 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inl ℝ E E =
    Real.cos θ • L ∘SL ContinuousLinearMap.inl ℝ E E - Real.sin θ • L ∘SL ContinuousLinearMap.inr ℝ E E
h2 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inr ℝ E E =
    Real.sin θ • L ∘SL ContinuousLinearMap.inl ℝ E E + Real.cos θ • L ∘SL ContinuousLinearMap.inr ℝ E E
⊢ MemLp (Real.cos θ • ⇑(L ∘SL ContinuousLinearMap.inl ℝ E E)) 2 μ

case e_a.hY
E : Type u_1
inst✝⁶ : NormedAddCommGroup E
inst✝⁵ : NormedSpace ℝ E
inst✝⁴ : MeasurableSpace E
inst✝³ : BorelSpace E
μ : Measure E
inst✝² : IsGaussian μ
inst✝¹ : SecondCountableTopology E
inst✝ : CompleteSpace E
hμ : ∀ (L : StrongDual ℝ E), ∫ (x : E), L x ∂μ = 0
θ : ℝ
L : StrongDual ℝ (E × E)
h1 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inl ℝ E E =
    Real.cos θ • L ∘SL ContinuousLinearMap.inl ℝ E E - Real.sin θ • L ∘SL ContinuousLinearMap.inr ℝ E E
h2 :
  (L ∘SL ContinuousLinearMap.rotation θ) ∘SL ContinuousLinearMap.inr ℝ E E =
    Real.sin θ • L ∘SL ContinuousLinearMap.inl ℝ E E + Real.cos θ • L ∘SL ContinuousLinearMap.inr ℝ E E
⊢ MemLp (Real.sin θ • ⇑(L ∘SL ContinuousLinearMap.inr ℝ E E)) 2 μ