theorem escort_variance_const [NeZero J]
(x : Fin J → ℝ) (hx : ∀ j, 0 < x j) (ρ : ℝ) (c : ℝ) :
escortVariance x ρ (fun _ => c) = 0 := by
unfold escortVariance
rw [show (fun j : Fin J => (fun _ => c) j ^ 2) = (fun _ => c ^ 2) from rfl]
rw [escort_expectation_const x hx ρ (c ^ 2),
escort_expectation_const x hx ρ c]
ring### Part F: The Dual Curvature Principle