OAI/Probability/MatroidSecretary/Secretary/TableLaw.lean
2 declarations, 0 contain sorry, 0 declared as axioms
Precommitted finite conditional-randomness tables
The secretary construction draws all conditional random choices before the
random arrival permutation. A table indexed by every possible branch/prefix
pair does this without concealing later randomness. Its law is the ordinary
finite product measure Measure.pi κ. Evaluating the table after an independent
prefix experiment has exactly the corresponding conditional law.
These lemmas concern only this sampling construction, not the source theorem's competitive guarantee. In particular an application must separately prove the prefix law and the concrete source conditional-kernel laws.
- theorem
OAI.MatroidProphet.Secretary.integral_precommittedTableline 32Source documentation
All conditional samples can be drawn initially and independently. Evaluating one coordinate after an independent finite experiment has the prescribed law.
theorem integral_precommittedTable (κ : ι → Measure α) [∀ i, IsProbabilityMeasure (κ i)] (μ : Measure Ω) [IsFiniteMeasure μ] (index : Ω → ι) (f : ι → α → ℝ) : (∫ z : Ω × (ι → α), f (index z.1) (z.2 (index z.1)) ∂μ.prod (Measure.pi κ)) = ∫ ω, ∫ r, f (index ω) r ∂κ (index ω) ∂μ := by … - theorem
OAI.MatroidProphet.Secretary.integral_precommittedTable_eq_sumline 47Source documentation
The same identity with the independent experiment explicitly summed. It retains the complete table, including all coordinates unused in this run.
theorem integral_precommittedTable_eq_sum (κ : ι → Measure α) [∀ i, IsProbabilityMeasure (κ i)] (μ : Measure Ω) [IsFiniteMeasure μ] (index : Ω → ι) (f : ι → α → ℝ) : (∫ z : Ω × (ι → α), f (index z.1) (z.2 (index z.1)) ∂μ.prod (Measure.pi κ)) = ∑ ω, μ.real {ω} * (∫ r, f (index ω) r ∂κ (index ω)) := by …