Proposition. Singular eliminated directions and changed reference volume [fdip-0039]

Use the orthogonal spaces and components of Gaussian elimination, but assume only \(Q=Q^\dagger \geq 0\). Then \(C\geq 0\). If \(N=\ker C\ne 0\), every full fiber integral is infinite: \[\int _Y e^{-h_E(J(x,y),QJ(x,y))/2}\,d\lambda _Y(y)=\infty .\] Replacing \(C^{-1}\) by a pseudoinverse does not change that integral.

For example, on \(X=Y=\mathbb R\), \(Q(x,y)=(x,0)\) has weight \(e^{-x^2/2}\), independent of \(y\). Thus \(e^{-x^2/2}\int _{\mathbb R}dy=\infty \) for every \(x\).

A different model integrates only over \(Y_0\) with its induced Euclidean volume. Let \(j_0:Y_0\to Y\) and \(p_0:Y\to Y_0\) be orthogonal inclusion and projection. The restriction \(C_0=C|_{Y_0}\) is positive definite, and the Moore-Penrose construction is \[C^+=j_0C_0^{-1}p_0.\] For \(r=\dim Y_0=\operatorname {rank}C\), put \[\begin {aligned} S_0&=A-BC^+B^\dagger ,\\ c_0&=\frac {(2\pi )^{r/2}}{\sqrt {\operatorname {pdet}C}}. \end {aligned}\] Then \(S_0\geq 0\) and \[\begin {aligned} &\int _{Y_0}e^{-h_E(J(x,j_0y),QJ(x,j_0y))/2}\,d\lambda _{Y_0}(y)\\ &\qquad =c_0e^{-h_X(x,S_0x)/2}. \end {aligned}\] A normalized law on the full retained \(X\) exists exactly when \(S_0>0\).

The singular positive-semidefinite pivot, its range condition and pseudoinverse quadratic minimum are treated in [boyd2004convex, Appendix A.5.5, p. 651]. Exchanging the pivot gives the algebra used here. The divergence and induced-volume calculation above are additional arguments. The constrained Gaussian construction likewise changes the space and measure. Neither a general indefinite pivot nor a regularized value for the original divergent fiber is asserted.