MixedAllocation #
Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.
Deterministic mixed two-lane Orlicz allocation #
ABK26 uses, in the proof of Proposition p.homogenization.step, a random
variable carrying a two-term weak-Orlicz bound at the pair of exponents (1, 1/4) as if it were a pair of single-lane variables, one for each exponent, so
that the finite-range concentration corollary of Proposition p.concentration
may be applied lane by lane. Neither obvious splitting survives that step: the
witnesses of the two-term relation are arbitrary random variables, in no way
functions of the original one, so nothing makes them measurable for the local
σ-field of the cube that carries it, and they only dominate it rather than sum
to it; while a deterministic truncation at a fixed threshold is local but pays
the truncation level, not the linear amplitude, in its Γ_1 lane.
This module supplies the deterministic allocation that does survive. For
positive amplitudes a and b the profile
mixedProfile a b t = a * t + b * t ^ 4
is the exact composite threshold appearing in the two-term tail: a times the
inverse of Γ_1 at level e^{-t} plus b times the inverse of Γ_{1/4} at
the same level. It is a strictly increasing bijection of [0, ∞) onto itself,
so a real number x has a unique allocation time mixedTime a b |x|, and
the two summands of the profile at that time, resigned to the sign of x, are
two lanes
linearLane a b x + quarticLane a b x = x
that are fixed Borel functions of x alone. Composing them with a random
variable therefore preserves every σ-field the variable is measurable for; this
is measurable_linearLane_comp and measurable_quarticLane_comp, and it is
what transfers locality, and with it independence, to the lanes.
The tail transfer is isBigO_gammaSigma_one_linearLane_comp and
isBigO_gammaSigma_quarter_quarticLane_comp: a mixed tail
P[|X| > mixedProfile a b t] ≤ C e^{-t} gives a genuine one-lane
O_{Γ_1}(c a) bound for the linear lane and a genuine one-lane
O_{Γ_{1/4}}(c' b) bound for the quartic lane, where the tail constant C is
absorbed into the amplitudes by the single logarithmic shift laneAbsorb C.
Allocation destroys exact centering. Both variants are supplied: the raw lanes
with explicit mean bounds (abs_integral_linearLane_comp_le and its quartic
twin), and the centered lanes centeredLinearLane and centeredQuarticLane,
whose sum reproduces X exactly when X is centered, and whose amplitudes pay
the constant factor laneCenterConst.
References #
- ABK26, Appendix (the two-term weak-Orlicz notation and
e.Gamma.sigma). - ABK26, Proposition
p.homogenization.step.
The two-channel profile and its inverse #
The composite threshold of a two-term (Γ_1, Γ_{1/4}) tail at level
e^{-t}: the linear amplitude times t plus the quartic amplitude times
t ^ 4.
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The profile is onto [0, ∞): every nonnegative level is attained at a
nonnegative time. This is the intermediate value theorem on [0, y / a].
The allocation time: the nonnegative inverse of mixedProfile. The unused
negative branch makes it a total real function.
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The two lanes #
The Γ_1 lane of the allocation: the linear part of the profile at the
allocation time of |x|, carrying the sign of x.
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The Γ_{1/4} lane of the allocation: the quartic part of the profile at
the allocation time of |x|, carrying the sign of x.
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The allocation is a pointwise splitting. The two lanes are exact summands of the identity.
Locality transfer for the linear lane. The lane is a fixed Borel function of the value alone, so composing it with a random variable preserves every σ-field that variable is measurable for.
Locality transfer for the quartic lane.
Above the linear share of the profile, the linear lane can only be large where the original value already exceeds the whole profile.
Above the quartic share of the profile, the quartic lane can only be large where the original value already exceeds the whole profile.
The mixed tail datum #
The two-term tail at the composite profile: for every level t ≥ 1 the
variable exceeds mixedProfile a b t with probability at most C e^{-t}.
This is the shape produced by a two-term (Γ_1, Γ_{1/4}) weak-Orlicz bound at
amplitudes a and b; see
hasMixedGammaTailWith_two_of_isTwoTermBigOWith_abs.
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The bridge from the proved two-term vocabulary. A two-term one-sided
weak-Orlicz bound for |X| at the exponents 1 and 1/4 gives the mixed tail
at the same two amplitudes, with tail constant 2: the two witness tails are
evaluated at the levels t and t ^ 4, both of which return e^{-t}.
Absorbing the tail constant into the amplitude #
The logarithmic amplitude shift that turns a tail bound C e^{-t} into a
genuine e^{-t} bound at the enlarged amplitude.
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The one-lane tails of the allocation #
The linear lane is a genuine Γ_1 variable. A mixed tail with
constant C at amplitudes (a, b) gives linearLane a b ∘ X = O_{Γ_1}(λ_C a),
with λ_C = laneAbsorb C.
The quartic lane is a genuine Γ_{1/4} variable. A mixed tail with
constant C at amplitudes (a, b) gives
quarticLane a b ∘ X = O_{Γ_{1/4}}(λ_C ^ 4 b).
Centering a stretched-exponential variable at its own mean #
The cost of centering a Γ_σ variable at its own mean: the two-term
triangle constant times one plus the first-moment constant.
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Centering costs a constant factor. A Γ_σ variable stays Γ_σ after
subtracting its own mean, at the amplitude laneCenterConst σ times the
original one.
The centered lanes #
The Γ_1 lane of the allocation, recentred at its own mean.
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The Γ_{1/4} lane of the allocation, recentred at its own mean.
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The Γ_1 amplitude constant of the centered allocation.
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The Γ_{1/4} amplitude constant of the centered allocation.
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The centered linear lane retains the Γ_1 tail.
The centered quartic lane retains the Γ_{1/4} tail.
The centered lanes still split a centered variable exactly. The two
mean shifts cancel because the raw lanes sum to X, whose mean is zero.
The packaged two-lane split #
The deterministic mixed two-lane Orlicz allocation.
A centered variable with a two-term (Γ_1, Γ_{1/4}) tail at amplitudes
(a, b) and tail constant C splits into two centered summands, each a fixed
Borel function of the variable minus a constant, hence measurable for every
σ-field the variable is measurable for, and each carrying a single-lane
weak-Orlicz bound at its own exponent and its own amplitude. This is exactly
the input format consumed by the two-lane grid concentration display: the two
lanes may be fed independently to the one-exponent concentration inequality,
and the pointwise identity recombines them.
The witnesses are the explicit centeredLinearLane and centeredQuarticLane;
the uncentered core, its explicit mean shifts, and the per-lane statements are
available separately in this module.
The same split, fed by the proved two-term weak-Orlicz vocabulary: a two-term
one-sided bound for |X| at exponents 1 and 1/4 and amplitudes (A₁, A₄)
is enough, the tail constant then being 2.