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Proof of Splitting a Bounded First Variation into a Square-Integrable Potential Force and a Finite Free Fisher Information

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The bound is extended to compactly supported Lipschitz functions and applied to cut-off truncations of V'; nonnegative difference quotients of the nondecreasing truncations, dominated by those of V', give a uniform L2L^2 bound, so V' is square-integrable and the free score functional is bounded.

Proof

Each result cited below is universally quantified over the data in its own statement, and is applied to the data named at the point of use. The rules of Elementary Order Arithmetic in an Ordered Field, Elementary Arithmetic in an Ordered Field and Properties of the Absolute Value in an Ordered Field for adding, multiplying and scaling inequalities and for absolute values are used without further mention, as are the rules for limits of sums, products and quotients of convergent real sequences and the fact that a non-strict inequality between the terms of convergent real sequences passes to their limits (limits being those of Limit of a Sequence of Real Numbers).

Conventions. As in One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative, a point of R2\mathbb{R}^{2} is written (x,y)(x,y), and the coordinate projections pr1(x,y)=x\mathrm{pr}_{1}(x,y)=x, pr2(x,y)=y\mathrm{pr}_{2}(x,y)=y are Borel by Pairs of Euclidean Points: Coordinate Projections, Pairings, the Product Measure on a Euclidean Space, Borel Norm Functions and Finite Sets §projections; by Pairs of Euclidean Points: Coordinate Projections, Pairings, the Product Measure on a Euclidean Space, Borel Norm Functions and Finite Sets §product the image measures of μμ\mu\boxtimes\mu under pr1\mathrm{pr}_{1} and pr2\mathrm{pr}_{2} are μ\mu. λ1\lambda_{1} is the Lebesgue measure on B(R)\mathcal{B}(\mathbb{R}). Integrals against μ\mu and μμ\mu\boxtimes\mu are those of Probability Measures on Euclidean Space and Random Vectors: Standing Notation §measures, where it is recorded that bounded Borel functions are integrable against them. Null means of μμ\mu\boxtimes\mu-measure 00. Dominated convergence always refers to The Lebesgue Integral and Null Sets: Almost-Everywhere Comparison, Markov's Inequality, and Dominated Convergence Almost Everywhere §dominated. A function f:RRf:\mathbb{R}\to\mathbb{R} is Lipschitz with constant LL, for a real L0L\ge0, if f(x)f(y)Lxy|f(x)-f(y)|\le L|x-y| for all x,yx,y (Lipschitz Map Between Metric Spaces for the absolute-value metric); it is then continuous by A Lipschitz Map is Uniformly Continuous, hence Borel by Probability Measures on Euclidean Space and Random Vectors: Standing Notation §borel-maps, and compositions of Borel maps are Borel by the same clause. For nNn\in\mathbb{N} with n1n\ge1 let Tn(t)=max(n,min(t,n))T_{n}(t)=\max(-n,\min(t,n)); checking the cases t<nt<-n, tn|t|\le n, t>nt>n one finds that TnT_{n} is nondecreasing, Lipschitz with constant 11, Tn(t)2=min(t2,n2)tTn(t)T_{n}(t)^{2}=\min(t^{2},n^{2})\le t\,T_{n}(t), and Tn(t)n|T_{n}(t)|\le n.

Fix VV, aa, μ\mu as in the statement, and let CVC_{V} be a constant as in Confining Potentials on the Real Line §slope.

Step 0 (Standing facts).

(0-) Differentiability implies continuity. If f:RRf:\mathbb{R}\to\mathbb{R} is differentiable at x0x_{0} in the sense of Derivative at an Interior Point, then, taking ε=1\varepsilon=1 there, there is δ>0\delta>0 with f(x0+h)f(x0)(f(x0)+1)h|f(x_{0}+h)-f(x_{0})|\le(|f'(x_{0})|+1)|h| whenever 0<h<δ0<|h|<\delta; hence ff is continuous at x0x_{0}. A function differentiable at every point is therefore continuous, and so is its restriction to any closed interval.

(0a) The diagonal. As μDlog\mu\in\mathcal{D}_{\log}, μP2(R)\mu\in\mathcal{P}_{2}(\mathbb{R}) and μ({x})=0\mu(\{x\})=0 for every xx (The Logarithmic Energy of a Probability Measure on the Real Line §energy). The diagonal Δ={(x,x):xR}\Delta=\{(x,x):x\in\mathbb{R}\} is Borel by The Logarithmic Kernel on the Real Line: Borel Measurability, a Linear Lower Bound, and the Null Diagonal of an Atomless Measure §borel and null by The Logarithmic Kernel on the Real Line: Borel Measurability, a Linear Lower Bound, and the Null Diagonal of an Atomless Measure §diagonal.

(0b) Difference quotients. For φ:RR\varphi:\mathbb{R}\to\mathbb{R} let Qφ:R2RQ_{\varphi}:\mathbb{R}^{2}\to\mathbb{R} be Qφ(x,y)=φ(x)φ(y)xyQ_{\varphi}(x,y)=\frac{\varphi(x)-\varphi(y)}{x-y} if xyx\ne y and Qφ(x,x)=0Q_{\varphi}(x,x)=0. Then Qφ(x,y)=Qφ(y,x)Q_{\varphi}(x,y)=Q_{\varphi}(y,x) and Qbφ+bφ=bQφ+bQφQ_{b\varphi+b'\varphi'}=bQ_{\varphi}+b'Q_{\varphi'} for reals b,bb,b'. If φ\varphi is Borel, so is QφQ_{\varphi}: with \ell the logarithmic kernel of The Logarithmic Kernel on the Real Line: Borel Measurability, a Linear Lower Bound, and the Null Diagonal of an Atomless Measure, Borel by The Logarithmic Kernel on the Real Line: Borel Measurability, a Linear Lower Bound, and the Null Diagonal of an Atomless Measure §borel, and exp\exp differentiable (claim 3 of Basic Properties of the Exponential Function), hence continuous by (0-) and Borel, the function w(x,y)=(xy)exp((x,y))2w(x,y)=(x-y)\exp(\ell(x,y))^{2} is Borel by claims 2 and 3 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions; for xyx\ne y, exp((x,y))=exp(logxy)=1/xy\exp(\ell(x,y))=\exp(-\log|x-y|)=1/|x-y| by claim 2 of Basic Properties of the Exponential Function and The Natural Logarithm, so w(x,y)=1/(xy)w(x,y)=1/(x-y), while w(x,x)=0w(x,x)=0; hence Qφ=(φpr1φpr2)wQ_{\varphi}=(\varphi\circ\mathrm{pr}_{1}-\varphi\circ\mathrm{pr}_{2})\,w is Borel.

(0c) Bounds on quotients. If φ\varphi is Lipschitz with constant LL, then QφL|Q_{\varphi}|\le L, so QφQ_{\varphi} is bounded and Borel, hence μμ\mu\boxtimes\mu-integrable. If φ\varphi is differentiable at every point with continuous derivative bounded in absolute value by LL, then off Δ\Delta the function QφQ_{\varphi} is the function FF of The Difference Quotient of a Function with Bounded Continuous Derivative is Bounded, Symmetric and Continuous on the Plane, so QφL|Q_{\varphi}|\le L by The Difference Quotient of a Function with Bounded Continuous Derivative is Bounded, Symmetric and Continuous on the Plane §bound and φ\varphi is Lipschitz with constant LL. By One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative §derivatives this applies to every gCc(R)g\in C_{c}^{\infty}(\mathbb{R}) (with gg') and to the derivative ψ\psi' of every ψCc(R)\psi\in C_{c}^{\infty}(\mathbb{R}) (with (ψ)=Δψ(\psi')'=\Delta\psi). A test function gg is continuous by (0-) and compactly supported, hence bounded by claim 1 of A Continuous Compactly Supported Function on Rn\mathbb{R}^n is Bounded and Integrable.

(0d) The hypothesis in terms of QQ. For ψCc(R)\psi\in C_{c}^{\infty}(\mathbb{R}) the function FψF_{\psi} of One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative §quotient equals QψQ_{\psi'} off the null set Δ\Delta; both are integrable, so Fψd(μμ)=Qψd(μμ)\int F_{\psi}\,d(\mu\boxtimes\mu)=\int Q_{\psi'}\,d(\mu\boxtimes\mu) by The Lebesgue Integral and Null Sets: Almost-Everywhere Comparison, Markov's Inequality, and Dominated Convergence Almost Everywhere §comparison. Also ψμ2=(ψ)2dμ\lVert\nabla\psi\rVert_{\mu}^{2}=\int(\psi')^{2}\,d\mu by One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative §derivatives.

(0e) Kernels. Fix a mollifier kernel ρ\rho of radius 11 on R=R1\mathbb{R}=\mathbb{R}^{1} (claim 2 of Existence of Mollifier Kernels of Every Radius). For real s>0s>0 let ρs(y)=s1ρ(s1y)\rho_{s}(y)=s^{-1}\rho(s^{-1}y), a mollifier kernel of radius ss by Rescaling a Mollifier Kernel: smooth, nonnegative, zero at every yy with y>s|y|>s, with ρsdλ1=1\int\rho_{s}\,d\lambda_{1}=1. By claim 2 of Compact Support on Rn\mathbb{R}^n Means Vanishing Outside a Bounded Set and Test Functions on Euclidean Space, Their Gradient Maps and Laplacians §space, ρsCc(R)\rho_{s}\in C_{c}^{\infty}(\mathbb{R}). By (0c) there are reals Bρ,Lρ0B_{\rho},L_{\rho}\ge0 with ρBρ|\rho|\le B_{\rho} and QρLρ|Q_{\rho}|\le L_{\rho}; then ρsBρ/s|\rho_{s}|\le B_{\rho}/s, and since Qρs(x,y)=s2Qρ(x/s,y/s)Q_{\rho_{s}}(x,y)=s^{-2}Q_{\rho}(x/s,y/s) for xyx\ne y, QρsLρ/s2|Q_{\rho_{s}}|\le L_{\rho}/s^{2}.

(0f) Mollifying a Lipschitz function. Let f:RRf:\mathbb{R}\to\mathbb{R} be Lipschitz with constant KK and 0<ε10<\varepsilon\le1. The convolution fρεf*\rho_{\varepsilon} is defined on all of R\mathbb{R}, (fρε)(x)=f(xy)ρε(y)λ1(dy)(f*\rho_{\varepsilon})(x)=\int f(x-y)\rho_{\varepsilon}(y)\,\lambda_{1}(dy), the integrand being integrable by claim 1 of The Convolution Integrand is Continuous, Compactly Supported and Integrable. (f1) It is smooth by claim 2 of Convolution with a CkC^k Kernel is of Class CkC^k. (f2) (fρε)(x)f(x)Kε|(f*\rho_{\varepsilon})(x)-f(x)|\le K\varepsilon: by claim 2 of Linearity and Monotonicity of the Lebesgue Integral and ρεdλ1=1\int\rho_{\varepsilon}\,d\lambda_{1}=1, the difference is (f(xy)f(x))ρε(y)λ1(dy)\int(f(x-y)-f(x))\rho_{\varepsilon}(y)\,\lambda_{1}(dy), whose integrand is at most Kyρε(y)Kερε(y)K|y|\rho_{\varepsilon}(y)\le K\varepsilon\rho_{\varepsilon}(y) in absolute value, ρε\rho_{\varepsilon} vanishing where y>ε|y|>\varepsilon. (f3) fρεf*\rho_{\varepsilon} is Lipschitz with constant KK, the integrand of (fρε)(x)(fρε)(x)(f*\rho_{\varepsilon})(x)-(f*\rho_{\varepsilon})(x') being at most Kxxρε(y)K|x-x'|\rho_{\varepsilon}(y) in absolute value. (f4) If fB|f|\le B then fρεB|f*\rho_{\varepsilon}|\le B, likewise. (f5) If A>0A>0 and f(t)=0f(t)=0 whenever t>A|t|>A, then (fρε)(x)=0(f*\rho_{\varepsilon})(x)=0 whenever x>A+1|x|>A+1 (for each yy, either ρε(y)=0\rho_{\varepsilon}(y)=0 or xyxε>A|x-y|\ge|x|-\varepsilon>A), so fρεCc(R)f*\rho_{\varepsilon}\in C_{c}^{\infty}(\mathbb{R}) by claim 2 of Compact Support on Rn\mathbb{R}^n Means Vanishing Outside a Bounded Set and Test Functions on Euclidean Space, Their Gradient Maps and Laplacians §space.

(0g) Cutoffs. For real R1R\ge1 let χR\chi_{R} be the cutoff of Scaled Cutoffs and the Second-Moment Test Functions: Uniform Derivative Bounds and Agreement on a Ball §cutoff with q=1q=1 and M10M_{1}\ge0 the constant there: χR\chi_{R} is smooth and compactly supported, 0χR10\le\chi_{R}\le1, χR(x)=1\chi_{R}(x)=1 for xR|x|\le R, χR(x)=0\chi_{R}(x)=0 for x2R|x|\ge2R, 1χRM1/R|\partial_{1}\chi_{R}|\le M_{1}/R. So χRCc(R)\chi_{R}\in C_{c}^{\infty}(\mathbb{R}) with χR=1χR\chi_{R}'=\partial_{1}\chi_{R} (One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative §derivatives), and by (0c) QχRM1/R|Q_{\chi_{R}}|\le M_{1}/R.

Step 1 (Properties of VV).

(V1) VV and VV' are differentiable at every point (Confining Potentials on the Real Line §confining), hence continuous by (0-) and Borel; VV'' is continuous.

(V2) VV' is nondecreasing. Let y<xy<x and q=V(x)V(y)xyq=\frac{V(x)-V(y)}{x-y}. For t(0,1)t\in(0,1), convexity (Convex Real-Valued Function on a Convex Subset of Rn\mathbb{R}^n with n=1n=1) gives V(y+t(xy))tV(x)+(1t)V(y)V(y+t(x-y))\le tV(x)+(1-t)V(y), i.e. V(y+h)V(y)hq\frac{V(y+h)-V(y)}{h}\le q for every h(0,xy)h\in(0,x-y); and V(x+t(yx))tV(y)+(1t)V(x)V(x+t(y-x))\le tV(y)+(1-t)V(x), i.e. V(x+h)V(x)hq\frac{V(x+h)-V(x)}{h}\ge q for every h(yx,0)h\in(y-x,0) (dividing by h<0h<0). By Derivative at an Interior Point, for every η>0\eta>0 such quotients come within η\eta of V(y)V'(y), respectively V(x)V'(x); hence V(y)qV(x)V'(y)\le q\le V'(x). Consequently QV0Q_{V'}\ge0 everywhere.

(V3) VV is bounded below. By Confining Potentials on the Real Line §superquadratic with M=1M=1 there is K1>0K_{1}>0 with x2V(x)x^{2}\le V(x), so V(x)0V(x)\ge0, whenever xK1|x|\ge K_{1}. By (V1) and Extreme Value Theorem on a Closed Interval the restriction of VV to [K1,K1][-K_{1},K_{1}] attains a minimum v0v_{0}. With b=max(0,v0)b=\max(0,-v_{0}) we get VbV\ge-b on R\mathbb{R}.

(V4) Local Lipschitz bound for VV'. For real A>0A>0, (V1) and Extreme Value Theorem on a Closed Interval give a real LA0L_{A}\ge0 with VLA|V''|\le L_{A} on [A,A][-A,A]. For y<xy<x in [A,A][-A,A], Mean Value Theorem on a Closed Real Interval applied to the restriction of VV' to [y,x][y,x] gives c(y,x)c\in(y,x) with V(x)V(y)=V(c)(xy)V'(x)-V'(y)=V''(c)(x-y), so V(x)V(y)LAxy|V'(x)-V'(y)|\le L_{A}|x-y|.

(V5) An integrable majorant for QVQ_{V'}. Let CC' be the constant of Confining Potentials on the Real Line §curvature for ε=1\varepsilon=1 and let H(x,y)=V(x)+V(y)+b+CH(x,y)=|V(x)|+|V(y)|+b+|C'|. Then 0QVH0\le Q_{V'}\le H everywhere. On Δ\Delta this is clear. Let xyx\ne y, say y<xy<x (both sides are symmetric). As in (V4) there is c(y,x)c\in(y,x) with QV(x,y)=V(c)V(c)+CQ_{V'}(x,y)=V''(c)\le|V(c)|+C'. Writing c=tx+(1t)yc=tx+(1-t)y with t=cyxy(0,1)t=\frac{c-y}{x-y}\in(0,1), convexity gives V(c)tV(x)+(1t)V(y)V(x)+V(y)V(c)\le tV(x)+(1-t)V(y)\le|V(x)|+|V(y)|; if V(c)0V(c)\ge0 this bounds V(c)|V(c)|, and if V(c)<0V(c)<0 then V(c)=V(c)b|V(c)|=-V(c)\le b by (V3). Hence QV(x,y)H(x,y)Q_{V'}(x,y)\le H(x,y). The function HH is Borel and nonnegative, and as VV is μ\mu-integrable, the change-of-variables formula of Probability Measures on Euclidean Space and Random Vectors: Standing Notation §pushforward for pr1\mathrm{pr}_{1} and pr2\mathrm{pr}_{2} and claim 1 of Linearity and Monotonicity of the Lebesgue Integral give

KV:=R2Hd(μμ)=2RVdμ+b+C<.K_{V}:=\int_{\mathbb{R}^{2}}H\,d(\mu\boxtimes\mu)=2\int_{\mathbb{R}}|V|\,d\mu+b+|C'|<\infty .

Clause 1. By (V1), VV' is Borel, and VCV(1+V)|V'|\le C_{V}(1+|V|) by Confining Potentials on the Real Line §slope (so CV0C_{V}\ge0). By claim 1 of Linearity and Monotonicity of the Lebesgue Integral, VdμCV(1+Vdμ)<\int|V'|\,d\mu\le C_{V}(1+\int|V|\,d\mu)<\infty, so VV' is μ\mu-integrable. For ψCc(R)\psi\in C_{c}^{\infty}(\mathbb{R}), ψ\psi' is Borel and bounded by some LψL_{\psi} (One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative §derivatives), so VψV'\psi' is Borel with VψLψV|V'\psi'|\le L_{\psi}|V'|, hence integrable.

Clause 2. Let C0C\ge0 be as in the hypothesis. For φ:RR\varphi:\mathbb{R}\to\mathbb{R} Lipschitz and bounded put

Λ(φ)=RVφdμaR2Qφd(μμ),\Lambda(\varphi)=\int_{\mathbb{R}}V'\varphi\,d\mu-a\int_{\mathbb{R}^{2}}Q_{\varphi}\,d(\mu\boxtimes\mu),

both integrals existing by Clause 1 and (0c). Λ\Lambda is linear by (0b) and claim 2 of Linearity and Monotonicity of the Lebesgue Integral. By (0c) and (0d) the hypothesis says: ψ\psi' is Lipschitz and bounded, and Λ(ψ)2C2(ψ)2dμ\Lambda(\psi')^{2}\le C^{2}\int(\psi')^{2}\,d\mu for every ψCc(R)\psi\in C_{c}^{\infty}(\mathbb{R}).

(A) Every test function. Let gCc(R)g\in C_{c}^{\infty}(\mathbb{R}), so gg is Lipschitz and bounded, say gBg|g|\le B_{g}, by (0c). We show Λ(g)2C2g2dμ\Lambda(g)^{2}\le C^{2}\int g^{2}\,d\mu. Let c=gdλ1c=\int g\,d\lambda_{1} (Test Functions on the Real Line: Unit Mass, Large Mass, Mean-Zero Correction, and the Primitive of a Mean-Zero Test Function §integrable). For jNj\in\mathbb{N} with j1j\ge1, ρj\rho_{j} is a nonnegative test function of unit mass as in claim 2 of Test Functions on the Real Line: Unit Mass, Large Mass, Mean-Zero Correction, and the Primitive of a Mean-Zero Test Function, so by Test Functions on the Real Line: Unit Mass, Large Mass, Mean-Zero Correction, and the Primitive of a Mean-Zero Test Function §correction and Test Functions on the Real Line: Unit Mass, Large Mass, Mean-Zero Correction, and the Primitive of a Mean-Zero Test Function §primitive there is ψjCc(R)\psi_{j}\in C_{c}^{\infty}(\mathbb{R}) with ψj=gcρj\psi_{j}'=g-c\rho_{j}. Hence

(Λ(g)cΛ(ρj))2C2(gcρj)2dμ.\bigl(\Lambda(g)-c\Lambda(\rho_{j})\bigr)^{2}\le C^{2}\int(g-c\rho_{j})^{2}\,d\mu .

By (0e), Λ(ρj)BρjVdμ+aLρj20|\Lambda(\rho_{j})|\le\frac{B_{\rho}}{j}\int|V'|\,d\mu+a\frac{L_{\rho}}{j^{2}}\to0. Also (gcρj)2g2(g-c\rho_{j})^{2}\to g^{2} pointwise with (gcρj)2(Bg+cBρ)2(g-c\rho_{j})^{2}\le(B_{g}+|c|B_{\rho})^{2}, so (gcρj)2dμg2dμ\int(g-c\rho_{j})^{2}\,d\mu\to\int g^{2}\,d\mu by dominated convergence. Letting jj\to\infty gives the claim.

(B) Compactly supported Lipschitz functions. Let φ\varphi be Lipschitz with constant LφL_{\varphi} and let A>0A>0 with φ(t)=0\varphi(t)=0 for t>A|t|>A. Then φBφ:=Lφ(2A+1)|\varphi|\le B_{\varphi}:=L_{\varphi}(2A+1) (compare with φ(A+1)=0\varphi(A+1)=0). We show Λ(φ)2C2φ2dμ\Lambda(\varphi)^{2}\le C^{2}\int\varphi^{2}\,d\mu. For kNk\in\mathbb{N}, k1k\ge1, let gk=φρ1/kg_{k}=\varphi*\rho_{1/k}; by (0f), gkCc(R)g_{k}\in C_{c}^{\infty}(\mathbb{R}), gkBφ|g_{k}|\le B_{\varphi}, gkg_{k} is Lipschitz with constant LφL_{\varphi}, and gkφLφ/k|g_{k}-\varphi|\le L_{\varphi}/k. By (A), Λ(gk)2C2gk2dμ\Lambda(g_{k})^{2}\le C^{2}\int g_{k}^{2}\,d\mu. As kk\to\infty: VgkdμVφdμ\int V'g_{k}\,d\mu\to\int V'\varphi\,d\mu by dominated convergence with majorant BφVB_{\varphi}|V'|; QgkQφQ_{g_{k}}\to Q_{\varphi} pointwise (off Δ\Delta by pointwise convergence of gkg_{k}, on Δ\Delta trivially) with QgkLφ|Q_{g_{k}}|\le L_{\varphi} by (0c), so Qgkd(μμ)Qφd(μμ)\int Q_{g_{k}}\,d(\mu\boxtimes\mu)\to\int Q_{\varphi}\,d(\mu\boxtimes\mu); and gk2dμφ2dμ\int g_{k}^{2}\,d\mu\to\int\varphi^{2}\,d\mu with majorant Bφ2B_{\varphi}^{2}. Letting kk\to\infty gives the claim.

(C) Truncations of VV'. Fix nNn\in\mathbb{N}, n1n\ge1, and let un=TnVu_{n}=T_{n}\circ V': continuous, unn|u_{n}|\le n, nondecreasing by (V2), and un2Vunu_{n}^{2}\le V'u_{n} pointwise. For x>yx>y, 0Tn(V(x))Tn(V(y))V(x)V(y)0\le T_{n}(V'(x))-T_{n}(V'(y))\le V'(x)-V'(y) since TnT_{n} is nondecreasing and Lipschitz with constant 11; dividing by xyx-y and using symmetry and (V5),

0QunQVHeverywhere,(1)0\le Q_{u_{n}}\le Q_{V'}\le H\quad\text{everywhere},\tag{1}

so QunQ_{u_{n}}, Borel by (0b), is integrable with Qund(μμ)KV\int Q_{u_{n}}\,d(\mu\boxtimes\mu)\le K_{V}. By (V4), unu_{n} is Lipschitz with constant LAL_{A} on each [A,A][-A,A]. For jNj\in\mathbb{N}, j1j\ge1, let φj=χjun\varphi_{j}=\chi_{j}u_{n}. It vanishes where x2j|x|\ge2j, and it is Lipschitz with constant L2j+nM1/jL_{2j}+nM_{1}/j: for x,y2j|x|,|y|\le2j, φj(x)φj(y)=χj(x)(un(x)un(y))+un(y)(χj(x)χj(y))\varphi_{j}(x)-\varphi_{j}(y)=\chi_{j}(x)(u_{n}(x)-u_{n}(y))+u_{n}(y)(\chi_{j}(x)-\chi_{j}(y)), bounded by (L2j+nM1/j)xy(L_{2j}+nM_{1}/j)|x-y| using (0g); for x2j<y|x|\le2j<|y|, φj(x)φj(y)=un(x)χj(x)χj(y)nM1j1xy|\varphi_{j}(x)-\varphi_{j}(y)|=|u_{n}(x)|\,|\chi_{j}(x)-\chi_{j}(y)|\le nM_{1}j^{-1}|x-y| as χj(y)=0\chi_{j}(y)=0; symmetrically; and both values vanish if x,y>2j|x|,|y|>2j. By (B), and φjun|\varphi_{j}|\le|u_{n}|,

Λ(φj)2C2φj2dμC2un2dμ.\Lambda(\varphi_{j})^{2}\le C^{2}\int\varphi_{j}^{2}\,d\mu\le C^{2}\int u_{n}^{2}\,d\mu .

Now let jj\to\infty. VφjdμVundμ\int V'\varphi_{j}\,d\mu\to\int V'u_{n}\,d\mu by dominated convergence (majorant nVn|V'|, and φj(x)=un(x)\varphi_{j}(x)=u_{n}(x) once jxj\ge|x|). For xyx\ne y, Qφj(x,y)=χj(x)Qun(x,y)+un(y)Qχj(x,y)Q_{\varphi_{j}}(x,y)=\chi_{j}(x)Q_{u_{n}}(x,y)+u_{n}(y)Q_{\chi_{j}}(x,y), so by (1) and (0g) QφjH+nM1|Q_{\varphi_{j}}|\le H+nM_{1}, an integrable majorant; and Qφj(x,y)=Qun(x,y)Q_{\varphi_{j}}(x,y)=Q_{u_{n}}(x,y) once jmax(x,y)j\ge\max(|x|,|y|). Hence Qφjd(μμ)Qund(μμ)\int Q_{\varphi_{j}}\,d(\mu\boxtimes\mu)\to\int Q_{u_{n}}\,d(\mu\boxtimes\mu) by dominated convergence. With Λ(un):=VundμaQund(μμ)\Lambda(u_{n}):=\int V'u_{n}\,d\mu-a\int Q_{u_{n}}\,d(\mu\boxtimes\mu) we obtain Λ(un)2C2Xn2\Lambda(u_{n})^{2}\le C^{2}X_{n}^{2}, where Xn0X_{n}\ge0 and Xn2=un2dμX_{n}^{2}=\int u_{n}^{2}\,d\mu; so Λ(un)CXn\Lambda(u_{n})\le CX_{n}. Since a>0a>0 and QunKV\int Q_{u_{n}}\le K_{V}, using un2Vunu_{n}^{2}\le V'u_{n} and claim 2 of Linearity and Monotonicity of the Lebesgue Integral,

Xn2Vundμ=Λ(un)+aQund(μμ)CXn+aKV12Xn2+12C2+aKV,X_{n}^{2}\le\int V'u_{n}\,d\mu=\Lambda(u_{n})+a\int Q_{u_{n}}\,d(\mu\boxtimes\mu)\le CX_{n}+aK_{V}\le\tfrac12X_{n}^{2}+\tfrac12C^{2}+aK_{V},

hence un2dμC2+2aKV\int u_{n}^{2}\,d\mu\le C^{2}+2aK_{V} for every nn.

(D) Conclusion. For every xx, un(x)2=min(V(x)2,n2)u_{n}(x)^{2}=\min(V'(x)^{2},n^{2}) is nondecreasing in nn with limit V(x)2V'(x)^{2}. By Monotone Convergence Theorem, (V)2dμ=limnun2dμC2+2aKV<\int(V')^{2}\,d\mu=\lim_{n}\int u_{n}^{2}\,d\mu\le C^{2}+2aK_{V}<\infty. As VV' is Borel, its class lies in L2(μ;R)L^{2}(\mu;\mathbb{R}) by One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative §scalars; write Vμ\lVert V'\rVert_{\mu} for its norm. Let ψCc(R)\psi\in C_{c}^{\infty}(\mathbb{R}). By One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative §derivatives, Vψdμ=V,ψμ\int V'\psi'\,d\mu=\langle V',\nabla\psi\rangle_{\mu}, and by The Cauchy-Schwarz Inequality in a Real Inner Product Space in the real Hilbert space L2(μ;R)L^{2}(\mu;\mathbb{R}) (Square-Integrable Vector Fields Against a Probability Measure on Euclidean Space, and Test Functions: Standing Notation §l2mu), VψdμVμψμ|\int V'\psi'\,d\mu|\le\lVert V'\rVert_{\mu}\lVert\nabla\psi\rVert_{\mu}. With the hypothesis,

aR2Fψd(μμ)aR2Fψd(μμ)RVψdμ+RVψdμ(C+Vμ)ψμ.a\Bigl|\int_{\mathbb{R}^{2}}F_{\psi}\,d(\mu\boxtimes\mu)\Bigr|\le\Bigl|a\int_{\mathbb{R}^{2}}F_{\psi}\,d(\mu\boxtimes\mu)-\int_{\mathbb{R}}V'\psi'\,d\mu\Bigr|+\Bigl|\int_{\mathbb{R}}V'\psi'\,d\mu\Bigr|\le\bigl(C+\lVert V'\rVert_{\mu}\bigr)\lVert\nabla\psi\rVert_{\mu}.

Dividing by a>0a>0, the nonnegative real number (C+Vμ)/a(C+\lVert V'\rVert_{\mu})/a is a constant as in Finite Free Fisher Information, the Free Score and the Free Fisher Information of a Probability Measure on the Real Line §finite; since μP2(R)\mu\in\mathcal{P}_{2}(\mathbb{R}) by (0a), μP2Φ(R)\mu\in\mathcal{P}_{2}^{\Phi^{*}}(\mathbb{R}).

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