OAI/Probability/MatroidSecretary/Weights/OptimumIntegrability.lean

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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.

  1. theorem OAI.MatroidProphet.DegenerateCases.optimum_le_sum_nonloops line 23

    Source 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

  2. theorem OAI.MatroidProphet.DegenerateCases.integrable_nonloop_of_integrable_optimum line 43

    Source 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

  3. theorem OAI.MatroidProphet.DegenerateCases.integrable_optimum_of_integrable_nonloops line 56

    Source 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

  4. theorem OAI.MatroidProphet.DegenerateCases.integrable_optimum_iff line 78

    Source 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