OAI/Probability/MatroidSecretary/Weights/OptimumIntegrability.lean
4 declarations, 0 contain sorry, 0 declared as axioms
The exact finite-moment requirement
For a finite matroid and nonnegative measurable weights, integrability of the
actual offline optimum is equivalent to integrability of the nonloop
coordinates. No loop-coordinate moments are imposed. This is a supporting
scope check for introduction.tex, Theorem thm:main, and setup.tex's
one-sample simulation argument; it does not replace its competitive claim.
- theorem
OAI.MatroidProphet.DegenerateCases.optimum_le_sum_nonloopsline 23Source documentation
Only nonloops can contribute to a feasible sum.
theorem optimum_le_sum_nonloops {n : ℕ} (M : Matroid (Fin n)) (w : Weights n) (hw : ∀ e, 0 ≤ w e) : optimum M w ≤ ∑ e : Fin n, if M.IsNonloop e then w e else 0 := by …Mentions: OAI.MatroidProphet.Weights, OAI.MatroidProphet.optimum
- theorem
OAI.MatroidProphet.DegenerateCases.integrable_nonloop_of_integrable_optimumline 43Source documentation
Nonloop moments follow from the assumed finite offline optimum moment.
theorem integrable_nonloop_of_integrable_optimum {n : ℕ} (M : Matroid (Fin n)) {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) (V : Ω → Weights n) (hV : Measurable V) (hVN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) (hopt : Integrable (fun ω => optimum M (V ω)) μ) (e : Fin n) (he : M.IsNonloop e) : Integrable (fun ω => V ω e) μ := by …Mentions: OAI.MatroidProphet.Weights, OAI.MatroidProphet.optimum
- theorem
OAI.MatroidProphet.DegenerateCases.integrable_optimum_of_integrable_nonloopsline 56Source documentation
Conversely, finite moments only on the nonloops suffice for finite E[OPT].
theorem integrable_optimum_of_integrable_nonloops {n : ℕ} (M : Matroid (Fin n)) {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) (V : Ω → Weights n) (hV : Measurable V) (hVN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) (hmom : ∀ e, M.IsNonloop e → Integrable (fun ω => V ω e) μ) : Integrable (fun ω => optimum M (V ω)) μ := by …Mentions: OAI.MatroidProphet.Weights, OAI.MatroidProphet.optimum
- theorem
OAI.MatroidProphet.DegenerateCases.integrable_optimum_iffline 78Source documentation
An exact criterion: loop moments are deliberately absent on the right.
theorem integrable_optimum_iff {n : ℕ} (M : Matroid (Fin n)) {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) (V : Ω → Weights n) (hV : Measurable V) (hVN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) : Integrable (fun ω => optimum M (V ω)) μ ↔ ∀ e, M.IsNonloop e → Integrable (fun ω => V ω e) μ := by …Mentions: OAI.MatroidProphet.Weights, OAI.MatroidProphet.optimum