Documentation

LeanPool.Superdiffusion.Algsuperdiff.Section3.Provider.MultiscaleEstimate.BadEventSummed

BadEventSummed #

Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.

Provider: the l-aggregation of the bad-event term (e.local.bad.events.summed) #

This is a provider endpoint only. It is not a source node, it creates and modifies no frozen declaration, and it closes no source node, no instance of a source node and no fraction of a source node.

1. The printed display, and what is delivered #

    E^2_{s/4,infty,2}(cu_m; a_m, shom_m)
      . max_{l in (-infinity,m] cap Z} 3^{-s(m-l)/2}
          ( avsum_{z in 3^l Zd cap cu_m} 1_{not Q(l,l-h,z)} )^{s/d}
  <=  O_{Gamma_1}( C cstar^{-1} s^{-2} eps^{-C} cgamma )
    + O_{Gamma_{2/7}}( exp( -C^{-1} E^{-2} cgamma^{-1} ) ) .

exists_badEventSummed_bound (§5) is that display, at the multiscale root's own binder set, with

§6 then composes it with the proved max-first extraction and with the carrier bridge, delivering the same estimate for the post-step-1 middle expression of the printed derivation, in the almost-sure form admits.

2. The mechanism, in four lines #

Write W(omega) for the printed maximum and E^2(omega) for the observable.

  1. W is [0,1]-valued (ciSup_three_rpow_mul_mem_Icc): every weight is <= 1, every averaged indicator is <= 1, every rho-power of a number in [0,1] is <= 1.
  2. W <= sum_j 3^{-s j/2}(avsum_z 1_{not Q})^{s/d} (ciSup_three_rpow_mul_le_tsum) and the sum is O_{Gamma_1}(gammaTriangleConst 1 . c_{s/2}^{-1} . A_bad) (isBigOWith_gammaOne_ciSup_three_rpow_mul) — this is the printed proof's own last step, "summing over l instead of maxing".
  3. E^2 <= b + O_{Gamma_1}(A_1) + O_{Gamma_{2/7}}(A_2) (exists_crude_bound, the proved e.mathcalE.crude.bound).
  4. Hence, with Y', Z' >= 0 the clamped witnesses of 3,
      E^2 . W  <=  (b + Y' + Z') . W  =  b.W + Y'.W + Z'.W
               <=  (b.W + Y') + Z'                     (because W <= 1) .

Only the D part b ever meets the l-sum; the two tail lanes meet the MAX, which costs nothing. No Orlicz product e.multGammasig is taken anywhere: that route is index-refuted (Gamma_{2/7} x Gamma_1 -> Gamma_{2/9}, and 2/9 < 1/4).

Precisely what "unchanged" means here. The Gamma_{2/7} amplitude is carried through V (A_2 in and A_2 out). The Gamma_1 amplitude is (1 + log 2)^{1^{-1}} . (b.K + A_1): the lane is merged with b.W by the two-event union bound of Provider.Multiscale.isBigOWith_gammaSigma_add (ConclusionSeam3Closure.lean), at the cost of the pure constant 1 + log 2 = 1.693..., with NO power of s, no d and no cstar.

3. Where the printed s^{-2} comes from #

Two independent factors s^{-1}, and they multiply only the deterministic shift:

The deterministic shift itself is a pure constant on the printed window: the proved lowerEllipticityProfile_exponentTwo_quarter_le gives b = 8 Ccg + 8. 3^{cgamma}. lowerEllipticityProfile Ccg cgamma (s/4) 2 <= 8 Ccg + 16 Ccg. 3^{cgamma} / 3 <= 24 Ccg at cgamma <= 1. It is NOT bounded inside the delivered statement: the explicit expression is kept, which is strictly stronger and is what the crude bound itself carries.

The crude bound's own Gamma_1 amplitude 8 (Ccg cstar^{-1} (s/4) cgamma (2(s/4) - cgamma)^{-3}) is carried verbatim; on the printed window 8 cgamma <= s it is <= C cstar^{-1} cgamma s^{-2}, matching the print, and that bound is not re-proved here.

Finally 3^{5h} <= eps^{-C} — the printed absorption at h := C |log eps| — is the consumer's, not this file's; the delivered amplitude carries 3^{5h} explicitly.

The scale gate on m #

The landmark premise carried by both endpoints below is mStarStar M < m, not the printed m0 in (mstar, infty) cap Z that it inherits through exists_crude_bound from l.shom.continuity. Nothing else moved: the premise is forwarded verbatim to the producers consumed here, no proof step here consumes it, and no frozen statement changes.

4. Hypotheses #

The premises are the printed ones: inductionState M (m-1) E (the multiscale root's own state, as exists_crude_bound and exists_badEvent_indicatorAverage_rpow_at_s_div_d carry it); the landmark gate mStarStar M < m, inherited verbatim from exists_crude_bound and forwarded, never consumed here; the four E-gates and cgamma <= (E^{-1})^{10} of e.param.conditions.in.main; the bad-event producer's own slice epsilon in Ioc 0 (1/2), (h:ℝ) <= H |log epsilon| + 1, cstar^{-1} epsilon^{-C} <= E; and the printed window 8 cgamma <= s <= 1 of l.localization.mathcalE. The measurability hypotheses of the abstract engines are discharged at the concrete carrier by measurable_badEventAverage_rpow and Measurable.iSup.

Two binders are not literally printed: 1 <= h, and the per-lane nonemptiness of F (the printed grid 3^{m-j} Zd cap cu_m contains 0, so this is free at the intended instantiation).

On 1 <= h. The printed window is h in N_0 cap [0, cgamma^{-1}], which admits h = 0; this file needs h >= 1, and the reason is structural, not technical. The lane j = 0 of the maximum carries the bad event Q(m, m-h, z), whose producer needs the induction state at the coarse scale m - h <= m - 1; at h = 0 that is the state at scale m, i.e. the multiscale root's own conclusion, which would be circular. It costs the consumer nothing: at the intended instantiation h := waveCutoff C0 eps = ceil(C0 |log eps|), the bound 1 <= ceil(C0 |log eps|) follows from 0 < C0 and eps in Ioc 0 (1/2) alone, since eps <= 1/2 forces |log eps| >= log 2 > 0 and Nat.one_le_ceil_iff then gives the ceiling >= 1 (one_le_waveCutoff). Nothing in this file discharges the binder; it is stated rather than hidden.

5. What this file does NOT deliver #

6. References #

1. The ceiling composition, abstract #

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.isTwoTermBigOWith_mul_ceiling {Ω : Type u_1} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] {X V : Ω → ℝ} {b K A₁ A₂ sigma₁ sigma₂ : ℝ} (hsigma₁ : 0 < sigma₁) (hb : 0 ≤ b) (hK : 0 ≤ K) (hVmeas : Measurable V) (hV : ∀ (omega : Ω), V omega ∈ Set.Icc 0 1) (hVtail : HCPolySupport.IndependentSums.IsBigOWith μ (HCPolySupport.IndependentSums.gammaSigma sigma₁) V K) (hX : Probability.IsDeterministicShiftTwoTermOneSidedOrlicz μ (HCPolySupport.IndependentSums.gammaSigma sigma₁) (HCPolySupport.IndependentSums.gammaSigma sigma₂) X b A₁ A₂) :
Probability.IsTwoTermBigOWith μ (HCPolySupport.IndependentSums.gammaSigma sigma₁) (HCPolySupport.IndependentSums.gammaSigma sigma₂) (fun (omega : Ω) => X omega * V omega) ((1 + Real.log 2) ^ sigma₁⁻¹ * (b * K + A₁)) A₂

The ceiling composition at a general [0,1]-valued factor, with the deterministic shift priced through the factor's own smallness.

    X <= b + O_{Gamma_{s1}}(A1) + O_{Gamma_{s2}}(A2) ,   0 <= V <= 1 ,
    V <= O_{Gamma_{s1}}(K)
  =>  X . V  <=  O_{Gamma_{s1}}( (1 + log 2)^{s1^{-1}} . (b K + A1) )
                 + O_{Gamma_{s2}}( A2 ) .

Three facts and no more: V >= 0 moves the domination inside the product; V <= 1 lets the two clamped witnesses pass through unchanged (Y'.V <= Y'), which is the mechanism and the reason no Orlicz product is taken; and the deterministic part becomes b.V, which is Gamma_{s1} at b K — this is what removes the constant term b from the right-hand side, turning the crude bound's C + Gamma_1 + Gamma_{2/7} into the printed Gamma_1 + Gamma_{2/7} of e.local.bad.events.summed.

The witnesses are named: the output pair is (b.V + max 0 Y, max 0 Z), the clamps being the free Provider.Tail.isBigOWith_max_zero (the two-term witnesses are only known measurable and dominating, never nonnegative).

The merge of the two Gamma_{s1} lanes is Provider.Multiscale.isBigOWith_gammaSigma_add (Multiscale/ConclusionSeam3Closure.lean), the two-event union bound at (1 + log 2)^{s1^{-1}}: it needs 0 < s1 and the two displays, and NOTHING else — no nonnegativity, no measurability. The gammaTriangleConst s1 merges (Orlicz/TwoTermCalculus.lean, TailSqrt.lean, CoarseEllipticity/BlockPayload.lean) would cost 16384 here instead of 1.693...; see the module header's §7.

This is NOT ceiling_product (BadEventIngredients.lean), which is single-l (one scalar weight, one Finset) and which keeps the deterministic shift b rather than pricing b.V; see the module header's twin census.

2. The weighted maximum, scalar layer #

The half-weight lies in [0,1]. 3^{-(s/4).2.j} = 3^{-s j/2} in [0,1] for s >= 0 and every depth j: the first half of the pointwise ceiling. The upper bound is the proved in-closure Provider.Percolation.three_rpow_le_one (Percolation/Numerics.lean), consumed rather than re-derived.

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.bddAbove_range_three_rpow_mul {s : ℝ} (hs : 0 ≤ s) {g : ℕ → ℝ} (hg : ∀ (j : ℕ), g j ∈ Set.Icc 0 1) :
BddAbove (Set.range fun (j : ℕ) => Real.rpow 3 (-(s / 4) * 2 * ↑j) * g j)

The weighted lane family is bounded above by 1, hence its supremum exists as a genuine supremum (Lean's ⨆ is junk off BddAbove). It is consumed twice in this file: as the hbdd of ciSup_three_rpow_mul_mem_Icc (§2) and as the BddAbove slot of the le_ciSup in §6.

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.ciSup_three_rpow_mul_mem_Icc {s : ℝ} (hs : 0 ≤ s) {g : ℕ → ℝ} (hg : ∀ (j : ℕ), g j ∈ Set.Icc 0 1) :
⨆ (j : ℕ), Real.rpow 3 (-(s / 4) * 2 * ↑j) * g j ∈ Set.Icc 0 1

The [0,1] ceiling of the printed max_l. For [0,1]-valued lanes the weighted supremum ⨆_j 3^{-s j/2} g j again lies in [0,1]: the lower bound because lane 0 is nonnegative and the family is bounded above, the upper bound lane-by-lane. This is the hypothesis hV of §1's engine at the development carrier, i.e. exactly what makes the two tail lanes cost nothing.

The half-weight series sums to c_{s/2}^{-1}. sum_j 3^{-s j/2} = (1 - 3^{-s/2})^{-1} = (Ch02.geometricDiscount (s/4) 2)^{-1}, the total mass of the printed l-sum. Consumed from the upstream Ch05.Section52.tsum_rpow_three_neg_mul_nat_eq_inv_geometricDiscount (in this file's own import closure, measured), so no twelfth in-repo tsum_geometric_of_lt_one call site is added; the only bridging is the exponent identity -(s/4).2.j = -(s/2).j.

c_{s/2}^{-1} <= 20 s^{-1} on the printed window. The (s/4, 2) instance of the upstream Ch02.inv_geometricDiscount_le_five_inv (DiscountBounds.lean). This is the S of the two factors s^{-1} behind the printed s^{-2} (the first is the averaged-indicator display's rho^{-1} = d/s), and it is the one the print produces by "summing over l instead of maxing".

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.summable_three_rpow_mul {s : ℝ} (hs : 0 < s) {g : ℕ → ℝ} (hg : ∀ (j : ℕ), g j ∈ Set.Icc 0 1) :
Summable fun (j : ℕ) => Real.rpow 3 (-(s / 4) * 2 * ↑j) * g j

Summability of the weighted [0,1] lane family, by comparison with the raw geometric series, whose summability is the upstream Ch05.Section52.summable_rpow_three_neg_mul_nat.

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.ciSup_three_rpow_mul_le_tsum {s : ℝ} (hs : 0 < s) {g : ℕ → ℝ} (hg : ∀ (j : ℕ), g j ∈ Set.Icc 0 1) :
⨆ (j : ℕ), Real.rpow 3 (-(s / 4) * 2 * ↑j) * g j ≤ ∑' (j : ℕ), Real.rpow 3 (-(s / 4) * 2 * ↑j) * g j

The printed max is dominated by the printed sum — the last step of the printed proof ("summing over l instead of maxing"). Every lane is nonnegative and the family is summable, so each lane is at most the total, hence so is their supremum. This is the ONLY place the l-sum is used, and in §5 it is applied to the deterministic lane alone.

3. The l-aggregation engine #

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.isBigOWith_gammaOne_ciSup_three_rpow_mul {Ω : Type u_1} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ] {G : ℕ → Ω → ℝ} {s A B : ℝ} (hs : 0 < s) (hA : 0 ≤ A) (hG : ∀ (j : ℕ) (omega : Ω), G j omega ∈ Set.Icc 0 1) (hGmeas : ∀ (j : ℕ), Measurable (G j)) (hGt : ∀ (j : ℕ), HCPolySupport.IndependentSums.IsBigOWith μ (HCPolySupport.IndependentSums.gammaSigma 1) (G j) A) (hB : (HCPolySupport.Book.Ch02.geometricDiscount (s / 4) 2)⁻¹ * A ≤ B) :

The l-aggregation. If every lane obeys the SAME Gamma_1 display at amplitude A — which is what the printed averaged-indicator display gives, since its amplitude does not depend on l — then the printed maximum obeys

    max_j 3^{-s j/2} G_j  <=  O_{Gamma_1}( gammaTriangleConst 1 . B ) ,
    B >= c_{s/2}^{-1} . A .

Route: weight each lane (IsBigOWith.const_mul), sum by the countable Gamma_1 triangle at nonnegative amplitudes (Provider.Orlicz.isBigOWith_gammaSigma_tsum_of_nonneg_amplitude_of_tsum_le), evaluate the amplitude series in closed form, then dominate the maximum by the sum (IsBigOWith.of_le).

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.measurable_ciSup_three_rpow_mul {Ω : Type u_1} [MeasurableSpace Ω] {G : ℕ → Ω → ℝ} {s : ℝ} (hGmeas : ∀ (j : ℕ), Measurable (G j)) :
Measurable fun (omega : Ω) => ⨆ (j : ℕ), Real.rpow 3 (-(s / 4) * 2 * ↑j) * G j omega

Measurability of the weighted maximum, from Measurable.iSup over the countable lane family (no BddAbove hypothesis is needed for measurability). It is the hVmeas slot of §1's engine.

4. The bad-event maximum at the development carrier #

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.exists_badEventSup_isBigOWith_gammaOne (d : ℕ) :
∃ (Ccg : ℝ) (c : ℝ), 1 ≤ Ccg ∧ 0 < c ∧ ∀ (H : ℝ), 0 ≤ H → ∃ (C : ℝ), 1 ≤ C ∧ ∀ (M : ABKModel d) (m : ℤ) (E : { E : ℝ // 1 ≤ E }) (epsilon : ℝ) (h : ℕ), Frozen.Section3.inductionState M (m - 1) E → epsilon ∈ Set.Ioc 0 (1 / 2) → ↑h ≤ H * |Real.log epsilon| + 1 → (Disorder.cstar M)⁻¹ * epsilon ^ (-C) ≤ ↑E → M.gamma ≤ (↑E)⁻¹ ^ 10 → 1 ≤ h → ∀ (s : ℝ), 0 < s → s ≤ 1 → ∀ (F : ℕ → Finset (HCPolySupport.Vec d)), (∀ (j : ℕ), (F j).Nonempty) → HCPolySupport.IndependentSums.IsBigOWith (↑(Cutoff.cutoffSampleLaw M)) (HCPolySupport.IndependentSums.gammaSigma 1) (fun (omega : Cutoff.CutoffSample d) => ⨆ (j : ℕ), Real.rpow 3 (-(s / 4) * 2 * ↑j) * ((↑(F j).card)⁻¹ * ∑ z ∈ F j, (Frozen.Section3.goodLocalEventAt M (2 * Ccg) (m - ↑j) (m - ↑j - ↑h) z)ᶜ.indicator (fun (x : Cutoff.CutoffSample d) => 1) omega) ^ (s / ↑d)) (HCPolySupport.IndependentSums.gammaTriangleConst 1 * (20 * s⁻¹ * (16 * ↑d * s⁻¹ * (c⁻¹ * (Disorder.cstar M)⁻¹ * 3 ^ (5 * ↑h) * M.gamma + Real.exp (-(c * (↑E)⁻¹ ^ 2 * M.gamma⁻¹))))))

The l-aggregation of the bad-event factor at the development carrier.

    max_{l <= m} 3^{-s(m-l)/2} ( avsum_{z in F} 1_{not Q(l,l-h,z)} )^{s/d}
      <=  O_{Gamma_1}( gammaTriangleConst 1 . 20 s^{-1}
              . 16 d s^{-1} ( c^{-1} cstar^{-1} 3^{5h} cgamma
                              + exp(-c E^{-2} cgamma^{-1}) ) ) .

Every lane is the proved per-lane display exists_badEvent_indicatorAverage_rpow_at_s_div_d read at l := m - j, whose amplitude is independent of l; the aggregation engine of §3 then pays the l-sum once, at the total mass c_{s/2}^{-1} <= 20 s^{-1}.

Binders beyond the two producers': 1 <= h (module header §4 — the j = 0 lane's bad event needs the state one scale below m) and per-lane nonemptiness of the free grid family F.

5. e.local.bad.events.summed #

theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.exists_badEventSummed_bound (d : ℕ) :
∃ (Ccg : ℝ) (Cshom : ℝ) (Cbad : ℝ) (c : ℝ), 0 < Ccg ∧ 0 < Cshom ∧ 1 ≤ Cbad ∧ 0 < c ∧ ∀ (H : ℝ), 0 ≤ H → ∃ (C : ℝ), 1 ≤ C ∧ ∀ (M : ABKModel d) (m : ℤ) (E : { E : ℝ // 1 ≤ E }) (epsilon : ℝ) (h : ℕ), Frozen.Section3.inductionState M (m - 1) E → mStarStar M < m → max (Real.exp (Ccg / (1 / 7))) (Disorder.cstar M)⁻¹ ≤ ↑E → Cshom * (Disorder.cstar M)⁻¹ ≤ ↑E → ↑E ≤ M.gamma ^ (-(1 / 5)) → M.gamma ≤ (↑E)⁻¹ ^ 10 → epsilon ∈ Set.Ioc 0 (1 / 2) → ↑h ≤ H * |Real.log epsilon| + 1 → (Disorder.cstar M)⁻¹ * epsilon ^ (-C) ≤ ↑E → 1 ≤ h → ∀ (s : ℝ) (hs8 : 8 * M.gamma ≤ s), s ≤ 1 → ∀ (F : ℕ → Finset (HCPolySupport.Vec d)), (∀ (j : ℕ), (F j).Nonempty) → Probability.IsTwoTermBigOWith (↑(Cutoff.cutoffSampleLaw M)) (HCPolySupport.IndependentSums.gammaSigma 1) (HCPolySupport.IndependentSums.gammaSigma (2 / 7)) (fun (omega : Cutoff.CutoffSample d) => Observable.cutoffHomogenizationError M m ⟨s / 4, ⋯⟩ omega ^ 2 * ⨆ (j : ℕ), Real.rpow 3 (-(s / 4) * 2 * ↑j) * ((↑(F j).card)⁻¹ * ∑ z ∈ F j, (Frozen.Section3.goodLocalEventAt M (2 * Cbad) (m - ↑j) (m - ↑j - ↑h) z)ᶜ.indicator (fun (x : Cutoff.CutoffSample d) => 1) omega) ^ (s / ↑d)) ((1 + Real.log 2) ^ 1⁻¹ * ((8 * Ccg + 8 * 3 ^ M.gamma * lowerEllipticityProfile Ccg M.gamma (s / 4) Tail.exponentTwo) * (HCPolySupport.IndependentSums.gammaTriangleConst 1 * (20 * s⁻¹ * (16 * ↑d * s⁻¹ * (c⁻¹ * (Disorder.cstar M)⁻¹ * 3 ^ (5 * ↑h) * M.gamma + Real.exp (-(c * (↑E)⁻¹ ^ 2 * M.gamma⁻¹)))))) + 8 * (Ccg * (Disorder.cstar M)⁻¹ * (s / 4) * M.gamma * (2 * (s / 4) - M.gamma)⁻¹ ^ 3))) ((1 + Real.log 2) ^ (2 / 7)⁻¹ * (8 * Real.exp (-(Ccg⁻¹ * (↑E)⁻¹ ^ 2 * M.gamma⁻¹)) + 8 * 3 ^ M.gamma * Real.exp (-(Ccg⁻¹ * (↑E)⁻¹ ^ 2 * M.gamma⁻¹))))

e.local.bad.events.summed, at the multiscale root's own binder set:

    E^2_{s/4,infty,2}(cu_m; a_m, shom_m)
      . max_{l <= m} 3^{-s(m-l)/2}( avsum_{z in F} 1_{not Q(l,l-h,z)} )^{s/d}
  <=  O_{Gamma_1}( C(d) cstar^{-1} s^{-2} ( 3^{5h} cgamma
                                            + exp(-c E^{-2} cgamma^{-1}) ) )
    + O_{Gamma_{2/7}}( C exp( -Ccg^{-1} E^{-2} cgamma^{-1} ) ) ,

with both amplitudes written out in full rather than absorbed into a C. The left factor is the Section 3 observable, the maximum is the ⨆ j : ℕ of the reindexing j = m - l, and there is NO deterministic term on the right — that is the whole point of §1's engine, and the reason the bad factor's own Gamma_1 smallness is needed.

The three ingredient displays enter exactly once each: exists_crude_bound (display 1) as the two-term input, the per-lane averaged-indicator display (display 3, at rho = s/d) through the l-aggregation, and the [0,1] ceiling (BadEventCeiling) as the pointwise bound on the maximum. Display 2 (e.badevent.indicator.propagate) is NOT on this path: the proved display 3 is an independent consumer of the same per-site probability input.

Amplitude reading (module header §3): 8 Ccg + 8. 3^{cgamma}. lowerEllipticityProfile. is the crude bound's deterministic shift, a pure constant <= 24 Ccg on the window; it is the ONLY factor that meets the l-sum's 20 s^{-1}. The consumer still owes 3^{5h} <= eps^{-C} at h:= ceil(C|log eps|).

6. The carrier bridge and the composed endpoint #

    for a.e. omega:   E_{s,infty,2}(cu_m; a_m, shom_m)(omega)^2
      =  Ch02.HomogenizationErrorOnCube (cu_m) s infinity (finite 2)
           (a_m(omega)) (shom_m . Id) ^ 2 .

Disclosure (the obligation's premise is withdrawn). The unsquared push is NOT missing from this repository: it is the proved Observable.cutoffHomogenizationError_ae_eq_homogenizationErrorOnCube (Observable/CutoffHomogenizationError.lean), which already has eight in-repo consumers (module header §8). What follows is only its squared restatement, at the NeZero d spelling Provider.Orlicz.neZero_of_model M that this file's composition uses; it is a two-line consequence and is delivered as a public only because the fourth term consumes the square.