Coarse-graining support: Support.Probability.IndependentSums.PsiSigma.Parameters #
Imported from the Apache-2.0 CoarseGraining development at commit
c7ddd76c08ade64fed1b8d2ca51be14dfee8deb4.
theorem
HCPolySupport.IndependentSums.psiSigma_linear_control_of_le_half_log_sq_div
{σ l L u : ℝ}
(hσ : 1 ≤ σ)
(hl_one : l ≤ 1)
(hL : 1 ≤ L)
(hl : l ≤ 1 / 2 * ((σ ^ 2)⁻¹ * Real.log (1 + σ * L) ^ 2 / L))
(hu : u ∈ Set.Icc 1 L)
:
A fixed-constant local-control lemma for the optimized log-normal
parameter choice. The condition is the note-facing admissibility scale
l ≲ log Ψ_σ(L) / L; the proof avoids differentiating
log(1 + σ t)^2 / t by using Mathlib's monotonicity of
log x / sqrt x on [exp 2, ∞), and handles the small range with the
additive constant exp 2.
theorem
HCPolySupport.IndependentSums.psiSigma_independentSum_parameter_choice
{σ R t : ℝ}
(hσ : 1 ≤ σ)
(hR : 1 ≤ R)
(ht : 1 ≤ t)
:
∃ (l : ℝ) (L : ℝ) (C : ℝ),
0 ≤ l ∧ l ≤ 1 ∧ 1 ≤ L ∧ 0 ≤ C ∧ (∀ ⦃u : ℝ⦄, u ∈ Set.Icc 1 L → l * u ≤ 1 / 2 * Real.log (psiSigma σ u) + C) ∧ Real.log 2 + ((σ ^ 2)⁻¹ * Real.log (1 + σ * t) ^ 2 + Real.log 2) + R * (l ^ 2 * (3 + psiSigmaPolynomialLogControlConst σ C + psiSigmaTailIntegralConst σ)) ≤ l * (psiSigmaIndependentSumConst σ * √R * t) ∧ Real.log (2 * R) + ((σ ^ 2)⁻¹ * Real.log (1 + σ * t) ^ 2 + Real.log 2) ≤ (σ ^ 2)⁻¹ * Real.log (1 + σ * L) ^ 2
theorem
HCPolySupport.IndependentSums.psiSigma_raw_bound_le_exp_neg_of_mgf_and_union_log
{σ R l B t D L : ℝ}
(hR_pos : 0 < R)
(hmgf : Real.log 2 + ((σ ^ 2)⁻¹ * Real.log (1 + σ * t) ^ 2 + Real.log 2) + R * (l ^ 2 * D) ≤ l * (B * t))
(hunion : Real.log (2 * R) + ((σ ^ 2)⁻¹ * Real.log (1 + σ * t) ^ 2 + Real.log 2) ≤ (σ ^ 2)⁻¹ * Real.log (1 + σ * L) ^ 2)
: