theorem escort_expectation_const [NeZero J]
(x : Fin J → ℝ) (hx : ∀ j, 0 < x j) (ρ : ℝ) (c : ℝ) :
escortExpectation x ρ (fun _ => c) = c := by
unfold escortExpectation
simp_rw [mul_comm _ c, ← Finset.mul_sum]
rw [escort_prob_sum_one x hx ρ, mul_one]### Part F: The Dual Curvature Principle