Documentation

LeanPool.Superdiffusion.Algsuperdiff.Section3.Provider.Orlicz.MixedAllocation

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 #

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.

Equations
Instances For
    theorem Algsuperdiff.Section3.Provider.Orlicz.exists_mixedProfile_eq {a b y : ℝ} (ha : 0 < a) (hb : 0 < b) (hy : 0 ≤ y) :
    ∃ t ∈ Set.Ici 0, mixedProfile a b t = y

    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.

    Equations
    Instances For
      theorem Algsuperdiff.Section3.Provider.Orlicz.mixedProfile_mixedTime {a b y : ℝ} (ha : 0 < a) (hb : 0 < b) (hy : 0 ≤ y) :
      mixedProfile a b (mixedTime a b y) = y
      theorem Algsuperdiff.Section3.Provider.Orlicz.mixedTime_nonneg {a b : ℝ} (ha : 0 < a) (hb : 0 < b) (y : ℝ) :
      0 ≤ mixedTime a b y

      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.

      Equations
      Instances For

        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.

        Equations
        Instances For
          theorem Algsuperdiff.Section3.Provider.Orlicz.linearLane_add_quarticLane {a b : ℝ} (ha : 0 < a) (hb : 0 < b) (x : ℝ) :
          linearLane a b x + quarticLane a b x = x

          The allocation is a pointwise splitting. The two lanes are exact summands of the identity.

          theorem Algsuperdiff.Section3.Provider.Orlicz.measurable_linearLane_comp {Ω : Type u_1} {m : MeasurableSpace Ω} {a b : ℝ} (ha : 0 < a) (hb : 0 < b) {X : Ω → ℝ} (hX : Measurable X) :
          Measurable fun (ω : Ω) => linearLane a b (X ω)

          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.

          theorem Algsuperdiff.Section3.Provider.Orlicz.measurable_quarticLane_comp {Ω : Type u_1} {m : MeasurableSpace Ω} {a b : ℝ} (ha : 0 < a) (hb : 0 < b) {X : Ω → ℝ} (hX : Measurable X) :
          Measurable fun (ω : Ω) => quarticLane a b (X ω)

          Locality transfer for the quartic lane.

          theorem Algsuperdiff.Section3.Provider.Orlicz.abs_linearLane_le {a b x s : ℝ} (ha : 0 < a) (hb : 0 < b) (hs : mixedTime a b |x| ≤ s) :
          |linearLane a b x| ≤ a * s
          theorem Algsuperdiff.Section3.Provider.Orlicz.abs_quarticLane_le {a b x s : ℝ} (ha : 0 < a) (hb : 0 < b) (hs : mixedTime a b |x| ≤ s) :
          |quarticLane a b x| ≤ b * s ^ 4
          theorem Algsuperdiff.Section3.Provider.Orlicz.absTailEvent_linearLane_comp_subset {Ω : Type u_1} (X : Ω → ℝ) {a b s : ℝ} (ha : 0 < a) (hb : 0 < b) (hs : 0 ≤ s) :

          Above the linear share of the profile, the linear lane can only be large where the original value already exceeds the whole profile.

          theorem Algsuperdiff.Section3.Provider.Orlicz.absTailEvent_quarticLane_comp_subset {Ω : Type u_1} (X : Ω → ℝ) {a b s : ℝ} (ha : 0 < a) (hb : 0 < b) (hs : 0 ≤ s) :

          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.

          Equations
          • One or more equations did not get rendered due to their size.
          Instances For
            theorem Algsuperdiff.Section3.Provider.Orlicz.rpow_quarter_pow_four {u : ℝ} (hu : 0 ≤ u) :
            (u ^ (1 / 4)) ^ 4 = u

            (u ^ (1/4)) ^ 4 = u on the nonnegative reals; the only place where a real power of the level appears.

            theorem Algsuperdiff.Section3.Provider.Orlicz.pow_four_rpow_quarter {t : ℝ} (ht : 0 ≤ t) :
            (t ^ 4) ^ (1 / 4) = t

            (t ^ 4) ^ (1/4) = t on the nonnegative reals: the quartic level of the two-term tail returns the linear level.

            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.

            Equations
            Instances For

              The defining property of the shift: at every level w ≥ 1 the constant C is paid for by the extra decay e^{-(laneAbsorb C - 1) w}.

              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.

              Equations
              Instances For

                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 #

                noncomputable def Algsuperdiff.Section3.Provider.Orlicz.centeredLinearLane {Ω : Type u_1} [MeasurableSpace Ω] (μ : MeasureTheory.Measure Ω) (a b : ℝ) (X : Ω → ℝ) :
                Ω → ℝ

                The Γ_1 lane of the allocation, recentred at its own mean.

                Equations
                • One or more equations did not get rendered due to their size.
                Instances For
                  noncomputable def Algsuperdiff.Section3.Provider.Orlicz.centeredQuarticLane {Ω : Type u_1} [MeasurableSpace Ω] (μ : MeasureTheory.Measure Ω) (a b : ℝ) (X : Ω → ℝ) :
                  Ω → ℝ

                  The Γ_{1/4} lane of the allocation, recentred at its own mean.

                  Equations
                  • One or more equations did not get rendered due to their size.
                  Instances For
                    theorem Algsuperdiff.Section3.Provider.Orlicz.integrable_linearLane_comp {Ω : Type u_1} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} {C a b : ℝ} (ha : 0 < a) (hb : 0 < b) (hXm : Measurable X) (hX : HasMixedGammaTailWith μ X C a b) :
                    MeasureTheory.Integrable (fun (ω : Ω) => linearLane a b (X ω)) μ
                    theorem Algsuperdiff.Section3.Provider.Orlicz.integrable_quarticLane_comp {Ω : Type u_1} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} {C a b : ℝ} (ha : 0 < a) (hb : 0 < b) (hXm : Measurable X) (hX : HasMixedGammaTailWith μ X C a b) :
                    MeasureTheory.Integrable (fun (ω : Ω) => quarticLane a b (X ω)) μ
                    theorem Algsuperdiff.Section3.Provider.Orlicz.measurable_centeredLinearLane {Ω : Type u_1} {m : MeasurableSpace Ω} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} {X : Ω → ℝ} {a b : ℝ} (ha : 0 < a) (hb : 0 < b) (hX : Measurable X) :
                    theorem Algsuperdiff.Section3.Provider.Orlicz.measurable_centeredQuarticLane {Ω : Type u_1} {m : MeasurableSpace Ω} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} {X : Ω → ℝ} {a b : ℝ} (ha : 0 < a) (hb : 0 < b) (hX : Measurable X) :

                    The centered quartic lane retains the Γ_{1/4} tail.

                    theorem Algsuperdiff.Section3.Provider.Orlicz.integral_centeredLinearLane_eq_zero {Ω : Type u_1} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} {C a b : ℝ} (ha : 0 < a) (hb : 0 < b) (hXm : Measurable X) (hX : HasMixedGammaTailWith μ X C a b) :
                    ∫ (ω : Ω), centeredLinearLane μ a b X ω ∂μ = 0
                    theorem Algsuperdiff.Section3.Provider.Orlicz.integral_centeredQuarticLane_eq_zero {Ω : Type u_1} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} {C a b : ℝ} (ha : 0 < a) (hb : 0 < b) (hXm : Measurable X) (hX : HasMixedGammaTailWith μ X C a b) :
                    ∫ (ω : Ω), centeredQuarticLane μ a b X ω ∂μ = 0
                    theorem Algsuperdiff.Section3.Provider.Orlicz.centeredLinearLane_add_centeredQuarticLane {Ω : Type u_1} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} {C a b : ℝ} (ha : 0 < a) (hb : 0 < b) (hXm : Measurable X) (hX : HasMixedGammaTailWith μ X C a b) (hXmean : ∫ (ω : Ω), X ω ∂μ = 0) (ω : Ω) :
                    X ω = centeredLinearLane μ a b X ω + centeredQuarticLane μ a b X ω

                    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 #

                    theorem Algsuperdiff.Section3.Provider.Orlicz.exists_centeredTwoLaneSplit {Ω : Type u_1} {m : MeasurableSpace Ω} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} {C a b : ℝ} (ha : 0 < a) (hb : 0 < b) (hXloc : Measurable X) (hXmeas : Measurable X) (hXtail : HasMixedGammaTailWith μ X C a b) (hXmean : ∫ (ω : Ω), X ω ∂μ = 0) :

                    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.

                    theorem Algsuperdiff.Section3.Provider.Orlicz.exists_centeredTwoLaneSplit_of_isTwoTermBigOWith_abs {Ω : Type u_1} {m : MeasurableSpace Ω} [MeasurableSpace Ω] {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure μ] {X : Ω → ℝ} {A₁ A₄ : ℝ} (hA₁ : 0 < A₁) (hA₄ : 0 < A₄) (hXloc : Measurable X) (hXmeas : Measurable X) (hXtail : Probability.IsTwoTermBigOWith μ (HCPolySupport.IndependentSums.gammaSigma 1) (HCPolySupport.IndependentSums.gammaSigma (1 / 4)) (fun (ω : Ω) => |X ω|) A₁ A₄) (hXmean : ∫ (ω : Ω), X ω ∂μ = 0) :

                    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.