Small facts used by the Gaussian-density proofs: signs of 1, of squares and of |a|^{-1}, a scaling rule in [0,∞], continuity and preimages of half-open intervals under affine maps of ℝ, commutativity of addition in ℝⁿ, agreement of two versions of the square matrices, and the defining property of a measure with a density.
In the setting of Routine Facts, Continued: Typed Arithmetic, Maps and Predicativity and Measurable Functions and the Lebesgue Integral: Notation: is the strict relation of the order of , and are the negative and the difference, and (for ) the reciprocal and the quotient, and is the absolute value.
in .
If and , then .
If and , then .
For every element of the type of The Real Numbers as a Type (i), with , , and as in The Real Numbers as a Type (ii), .
If and , then , , , and
If , , and , the set of The Extended Real Line, Its Order, and [0,∞] (ii), then
where is the product in and the other three products are the product on .
If and is a map with for every , then is continuous from to , both carrying the distance .
If and is a map with for every , then, for the half-open intervals and the preimage : if , then
and if , then
If and , the space of Euclidean Space : n-Tuples of Real Numbers with Their Componentwise Operations (i), then for the sum of .
For every , the set of square real matrices of Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (i) equals the set of square real matrices of Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (i).
If is a measure space and , then the measure with density with respect to is a map with
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