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LeanPool.Superdiffusion.Algsuperdiff.Section4.Provider.Proportion.RowSumFinite

RowSumFinite #

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

a.s. finiteness of the ๐’ด row sum, and the Appendix-D reduction of ๐’ขโ‚€ #

ABK26, ยง4.1, l.good.scales.ratio.lambda, score domination, and the threshold identification.

ScoreDomination.one_lt_YcalRowE_of_notMem_eventG0 is the deterministic half of the reduction hreduce the ๐’ขโ‚€ lane consumes: off ๐’ขโ‚€(m) the โ„โ‰ฅ0โˆž-formed row sum ฮฃ_{n โ‰ค m} 3^{โˆ’s'(mโˆ’n)} ๐’ด_n exceeds 1. The Appendix-D row sum Y_m, by contrast, is the real, two-sided series ฮฃ_{j โˆˆ โ„ค} 3^{โˆ’s'|mโˆ’j|} D^{-1}๐’ด_j, which is a tsum in โ„ and therefore only carries information where the family is summable. This module supplies the missing half: the a.s. finiteness that converts the one into the other.

Route #

Everything is a first-moment computation; no Borel--Cantelli is used.

  1. lintegral_ofReal_le_of_isBigOWith โ€” the p = 1 case of the ambient library's tail-to-moment engine: a ฮ“_ฯƒ upper tail at scale K gives E[Y] โ‰ค gammaMomentConst ฯƒ ยท K.
  2. lintegral_YcalE_le โ€” Tonelli (lintegral_tsum) over the k-series defining ๐’ด_n, with the per-annulus tails of Ycal.isBigOWith_annMax: E[๐’ด_n] โ‰ค gammaMomentConst ฯƒ ยท ฮฃ_j 3^{โˆ’s'j} a_j < โˆž.
  3. lintegral_YcalRowTwoE_le โ€” Tonelli again over the โ„ค-row, with the ๐’ด-tail of Ycal.isBigOWith_Ycal and the geometric weight sum ฮฃ_{j โˆˆ โ„ค} 3^{โˆ’s'|mโˆ’j|} โ‰ค 3/s'.
  4. measure_compl_goodRowSet โ€” the two finite expectations make the countable family {๐’ด_n = โˆž} and {row_m = โˆž} null; their union N is the null set of the enlargement.
  5. lt_Yk_of_notMem_eventG0 โ€” on Nแถœ the โ„โ‰ฅ0โˆž row sum IS the real row sum, the one-sided row is below the two-sided one, and the deterministic half delivers D^{-1} < Y_m.

The final bookkeeping lemma measure_scaleProp_le_of_null_enlargement pays for the enlargement Ev m := ๐’ขโ‚€(m) โˆช N with + โ„™[N] = 0, so the tail proved for the enlarged family is a tail for ๐’ขโ‚€ itself.

Scope #

Provider material: proved local helpers.

References #

1. Two carrier-neutral devices #

The first moment of a ฮ“_ฯƒ upper tail. The p = 1 instance of the ambient library's tail-to-moment engine, in its โˆซโป reading: a nonnegative random variable with a stretched-exponential upper tail at scale K has E[Y] โ‰ค gammaMomentConst ฯƒ ยท K.

theorem Algsuperdiff.Section4.Provider.Proportion.measure_scaleProp_le_of_null_enlargement {Omega : Type u_1} [MeasurableSpace Omega] (P : MeasureTheory.Measure Omega) (Ev : โ„ค โ†’ Set Omega) (N : Set Omega) (hN : P N = 0) {theta : โ„} (n : โ„•) :
P {omega : Omega | theta < Probability.IndicatorDensity.scaleProp (fun (k : โ„ค) => (Ev k)แถœ) n omega} โ‰ค P {omega : Omega | theta < Probability.IndicatorDensity.scaleProp (fun (k : โ„ค) => (Ev k โˆช N)แถœ) n omega}

Null-set enlargement of an event family. Enlarging every member of an event family by one fixed null set N costs + โ„™[N] = 0 in the bad-density tail: off N the two families have the same indicator sums, so the ฮธ-excess event of the original family is contained in that of the enlarged family together with N.

2. The โ„โ‰ฅ0โˆž score field: measurability and first moment #

theorem Algsuperdiff.Section4.Provider.Proportion.lintegral_YcalE_le {d : โ„•} (M : Section3.ABKModel d) (Ccg : โ„) {sigma sprime A : โ„} {a : โ„• โ†’ โ„} (hsigma : 0 < sigma) (hA : 0 โ‰ค A) (hatom : โˆ€ (k : โ„ค) (z : HCPolySupport.Vec d), HCPolySupport.IndependentSums.IsBigOWith (โ†‘(Section3.Cutoff.cutoffSampleLaw M)) (HCPolySupport.IndependentSums.gammaSigma sigma) (fun (omega : Section3.Cutoff.CutoffSample d) => Localize.cgExcess M Ccg (k - 2) z omega) A) (hapos : โˆ€ (j : โ„•), 0 < a j) (hdom : โˆ€ (j : โ„•), annulusPenalty d sigma (j + 2) * A โ‰ค a j) (hsum : Summable fun (j : โ„•) => weightThird sprime j * a j) (n : โ„ค) :

E[๐’ด_n] < โˆž, by Tonelli over the k-series. The per-annulus maxima have ฮ“_ฯƒ tails at the penalised atom scales (isBigOWith_annMax), so each has a finite first moment; the weighted series of those moments is the convergent ฮฃ_j 3^{โˆ’s'j} a_j of the ๐’ด-tail hypothesis. The bound is uniform in n.

3. The two-sided Appendix-D row, formed in โ„โ‰ฅ0โˆž #

The Appendix-D row sum of the ๐’ด-atoms, formed in โ„โ‰ฅ0โˆž. Two-sided, matching ScalesConcentration.Yk, and total.

Equations
  • One or more equations did not get rendered due to their size.
Instances For
    theorem Algsuperdiff.Section4.Provider.Proportion.lintegral_YcalRowTwoE_le {d : โ„•} (M : Section3.ABKModel d) (Ccg : โ„) {sigma sprime K : โ„} (hsigma : 0 < sigma) (hK : 0 < K) (hs0 : 0 < sprime) (hs2 : 2 * sprime โ‰ค 1) (htail : โˆ€ (n : โ„ค), HCPolySupport.IndependentSums.IsBigOWith (โ†‘(Section3.Cutoff.cutoffSampleLaw M)) (HCPolySupport.IndependentSums.gammaSigma sigma) (Ycal M Ccg sprime n) K) (m : โ„ค) :

    E[Y_m] < โˆž, by Tonelli over the โ„ค-row. The ๐’ด-tail gives each atom a finite first moment, and the geometric weights are summable with ฮฃ_{j โˆˆ โ„ค} 3^{โˆ’s'|mโˆ’j|} โ‰ค 3/s'.

    4. The null set of the enlargement #

    The full-measure set on which the Appendix-D row sum is the honest series. Both the k-series defining each ๐’ด_n and the โ„ค-row of the ๐’ด_n are finite there; off it the real tsum defining Y_m carries no information.

    Equations
    • One or more equations did not get rendered due to their size.
    Instances For
      theorem Algsuperdiff.Section4.Provider.Proportion.measure_compl_goodRowSet {d : โ„•} (M : Section3.ABKModel d) (Ccg : โ„) {sigma sprime A K : โ„} {a : โ„• โ†’ โ„} (hsigma : 0 < sigma) (hA : 0 โ‰ค A) (hK : 0 < K) (hs0 : 0 < sprime) (hs2 : 2 * sprime โ‰ค 1) (hatom : โˆ€ (k : โ„ค) (z : HCPolySupport.Vec d), HCPolySupport.IndependentSums.IsBigOWith (โ†‘(Section3.Cutoff.cutoffSampleLaw M)) (HCPolySupport.IndependentSums.gammaSigma sigma) (fun (omega : Section3.Cutoff.CutoffSample d) => Localize.cgExcess M Ccg (k - 2) z omega) A) (hapos : โˆ€ (j : โ„•), 0 < a j) (hdom : โˆ€ (j : โ„•), annulusPenalty d sigma (j + 2) * A โ‰ค a j) (hsum : Summable fun (j : โ„•) => weightThird sprime j * a j) (htail : โˆ€ (n : โ„ค), HCPolySupport.IndependentSums.IsBigOWith (โ†‘(Section3.Cutoff.cutoffSampleLaw M)) (HCPolySupport.IndependentSums.gammaSigma sigma) (Ycal M Ccg sprime n) K) :

      The enlargement's null set is null. Both defining families are countable and every member is null by the two first-moment bounds.

      5. The reduction #

      The natural-index row weight agrees with the integer-distance weight.

      theorem Algsuperdiff.Section4.Provider.Proportion.YcalRowE_le_YcalRowTwoE {d : โ„•} (M : Section3.ABKModel d) (Ccg sprime : โ„) (m : โ„ค) {omega : Section3.Cutoff.CutoffSample d} (hfin : โˆ€ (n : โ„ค), YcalE M Ccg sprime n omega โ‰  โŠค) :
      YcalRowE M Ccg sprime m omega โ‰ค YcalRowTwoE M Ccg sprime m omega

      The โ„โ‰ฅ0โˆž one-sided row is below the real two-sided row, on the full-measure set where the score fields are finite.

      theorem Algsuperdiff.Section4.Provider.Proportion.lt_Yk_of_notMem_eventG0 {d : โ„•} (M : Section3.ABKModel d) (Ccg : โ„) {D : โ„} (hD : 0 < D) (m : โ„ค) {omega : Section3.Cutoff.CutoffSample d} (hgood : omega โˆˆ goodRowSet M Ccg (M.gamma / 4)) (hnot : omega โˆ‰ Support.eventG0 M Ccg m) :

      The Appendix-D reduction of ๐’ขโ‚€, off the null set.

      Off ๐’ขโ‚€(m) โ€” and off the null set of goodRowSet โ€” the Appendix-D row sum of the normalized atoms D^{-1}๐’ด exceeds D^{-1}. Chaining the deterministic one_lt_YcalRowE_of_notMem_eventG0 with the โ„โ‰ฅ0โˆž โ†’ โ„ conversion this module supplies, this is the missing half of hreduce.