OAI/Probability/Moments/LineExpansion.lean

GitHub source file

62 declarations, 0 contain sorry, 0 declared as axioms

  1. def OAI.CoordinateSweeps.MomentExpansion.tensorMoment line 19

    Source comment

    The moment functional of independent line variables, defined algebraically so only the finitely many moments actually used need be integrable.
    def tensorMoment (m : L → ℕ → ℝ) : MvPolynomial L ℝ →ₗ[ℝ] ℝ :=
    …
  2. theorem OAI.CoordinateSweeps.MomentExpansion.tensorMoment_monomial line 23
  3. theorem OAI.CoordinateSweeps.MomentExpansion.tensorMoment_one line 35
  4. theorem OAI.CoordinateSweeps.MomentExpansion.tensorMoment_sum line 41
  5. theorem OAI.CoordinateSweeps.MomentExpansion.tensorMoment_mul_disjoint line 48
  6. theorem OAI.CoordinateSweeps.MomentExpansion.tensorMoment_X_pow line 73
  7. theorem OAI.CoordinateSweeps.MomentExpansion.tensorMoment_prod_separated line 83

    Source comment

    Factorization of arbitrary polynomials, one for each distinct line.
    theorem tensorMoment_prod_separated (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1)
        (S : Finset L) (p : L → MvPolynomial L ℝ) (hp : ∀ l ∈ S, (p l).vars ⊆ {l}) :
        tensorMoment m (∏ l ∈ S, p l) = ∏ l ∈ S, tensorMoment m (p l) := by
    …

    Mentions: OAI.CoordinateSweeps.MomentExpansion.tensorMoment

  8. def OAI.CoordinateSweeps.MomentExpansion.shiftedMoment line 103

    Source comment

    The exact linear functional for a fixed subset of the non-good paths. Translation by -1 retains all correlations between repeated uses of a line.
    def shiftedMoment (m : L → ℕ → ℝ) (r : L → ℕ) : MvPolynomial L ℝ →ₗ[ℝ] ℝ :=
    …
  9. def OAI.CoordinateSweeps.MomentExpansion.lineCenteredMoment line 108
  10. theorem OAI.CoordinateSweeps.MomentExpansion.vars_X_centered_power line 117
  11. theorem OAI.CoordinateSweeps.MomentExpansion.tensorMoment_X_centered_power line 126
  12. theorem OAI.CoordinateSweeps.MomentExpansion.shiftedMoment_monomial line 142

    Source comment

    Repeated uses of one line are collected into a SINGLE mixed centered moment.
    theorem shiftedMoment_monomial (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1)
        (r : L → ℕ) (d : L →₀ ℕ) (a : ℝ) :
        shiftedMoment m r (monomial d a) = a * ∏ l, lineCenteredMoment m l (r l) (d l) := by
    …

    Mentions: OAI.CoordinateSweeps.a, OAI.CoordinateSweeps.MomentExpansion.shiftedMoment, OAI.CoordinateSweeps.MomentExpansion.lineCenteredMoment

  13. def OAI.CoordinateSweeps.MomentExpansion.NonnegCoeffs line 158

    Source comment

    Coefficientwise nonnegativity, used only for the positive centered expansion.
    def NonnegCoeffs (p : MvPolynomial L ℝ) : Prop := ∀ d, 0 ≤ p.coeff d
    …
  14. theorem OAI.CoordinateSweeps.MomentExpansion.nonnegCoeffs_one line 161
  15. theorem OAI.CoordinateSweeps.MomentExpansion.NonnegCoeffs.add line 167
  16. theorem OAI.CoordinateSweeps.MomentExpansion.NonnegCoeffs.mul line 173
  17. theorem OAI.CoordinateSweeps.MomentExpansion.nonnegCoeffs_X line 180
  18. theorem OAI.CoordinateSweeps.MomentExpansion.nonnegCoeffs_prod line 186
  19. theorem OAI.CoordinateSweeps.MomentExpansion.nonnegCoeffs_sum line 196
  20. theorem OAI.CoordinateSweeps.MomentExpansion.shiftedMoment_abs_le_eval line 204

    Source comment

    Exact tensor moment estimate. Its potential premise is local in each line and each used degree, not independence of particle factors.
    theorem shiftedMoment_abs_le_eval (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1)
        (r : L → ℕ) (p : MvPolynomial L ℝ) (hp : NonnegCoeffs p)
        (C t : ℝ)
        (hb : ∀ d ∈ p.support, ∀ l,
          |lineCenteredMoment m l (r l) (d l)| ≤ C^(r l) * t^(d l)) :
        |shiftedMoment m r p| ≤ C^(∑ l, r l) * MvPolynomial.eval (fun _ => t) p := by
    …

    Mentions: OAI.CoordinateSweeps.MomentExpansion.NonnegCoeffs, OAI.CoordinateSweeps.MomentExpansion.lineCenteredMoment, OAI.CoordinateSweeps.MomentExpansion.shiftedMoment

  21. def OAI.CoordinateSweeps.MomentExpansion.pathExpansion line 238

    Source comment

    Positive expansion for a centered particle factor. This is a sum over NONEMPTY subsets of its stages; no independence of particle factors is used.
    def pathExpansion (S : Finset J) (f : J → L) : MvPolynomial L ℝ :=
    …
  22. theorem OAI.CoordinateSweeps.MomentExpansion.pathExpansion_eq line 242
  23. theorem OAI.CoordinateSweeps.MomentExpansion.pathExpansion_nonneg line 252
  24. theorem OAI.CoordinateSweeps.MomentExpansion.pathExpansion_degree line 257
  25. theorem OAI.CoordinateSweeps.MomentExpansion.pathExpansion_eval line 270
  26. theorem OAI.CoordinateSweeps.MomentExpansion.pathExpansion_shift line 276
  27. def OAI.CoordinateSweeps.MomentExpansion.goodExpansion line 283

    Source comment

    Combined centered expansion, with the actual same variable on a shared line.
    def goodExpansion (G : Finset I) (path : I → J → L) : MvPolynomial L ℝ :=
    …
  28. theorem OAI.CoordinateSweeps.MomentExpansion.goodExpansion_nonneg line 287
  29. theorem OAI.CoordinateSweeps.MomentExpansion.goodExpansion_degree line 292
  30. theorem OAI.CoordinateSweeps.MomentExpansion.goodExpansion_eval line 298
  31. theorem OAI.CoordinateSweeps.MomentExpansion.centered_power_le line 304

    Source comment

    Uniform estimate for (1+C*x)^b-1, retaining one small factor per particle.
    theorem centered_power_le (C x : ℝ) (hC : 0 ≤ C) (hx : 0 ≤ x) (hx1 : x ≤ 1) (b : ℕ) :
        (1+C*x)^b-1 ≤ ((1+C)^b-1)*x := by
    …
  32. theorem OAI.CoordinateSweeps.MomentExpansion.goodExpansion_eval_le line 319
  33. theorem OAI.CoordinateSweeps.MomentExpansion.goodExpansion_moment_le line 336
  34. def OAI.CoordinateSweeps.MomentExpansion.incidenceCount line 357
  35. theorem OAI.CoordinateSweeps.MomentExpansion.tensorMoment_path_monomial line 362
  36. theorem OAI.CoordinateSweeps.MomentExpansion.shiftedMoment_goodExpansion_eq line 389

    Source comment

    Exact alternation identity. The summation set is the omitted subset of good particles, so its sign is (-1)^|A|. This is source (10)'s inside-expectation formula, with all shared-line correlations retained by the linear functional.
    theorem shiftedMoment_goodExpansion_eq (m : L → ℕ → ℝ) (r : L → ℕ)
        (G : Finset I) (path : I → J → L) :
        shiftedMoment m r (goodExpansion G path) =
          ∑ A ∈ G.powerset, (-1 : ℝ)^A.card * ∏ l, m l (r l+incidenceCount (G\A) path l) := by
    …

    Mentions: OAI.CoordinateSweeps.MomentExpansion.shiftedMoment, OAI.CoordinateSweeps.MomentExpansion.goodExpansion, OAI.CoordinateSweeps.MomentExpansion.incidenceCount

  37. theorem OAI.CoordinateSweeps.integral_gamma_eq line 421
  38. theorem OAI.CoordinateSweeps.gamma_mgf line 435
  39. theorem OAI.CoordinateSweeps.gamma_mgf_integrable line 448
  40. theorem OAI.CoordinateSweeps.gamma_centered_mgf line 454
  41. theorem OAI.CoordinateSweeps.gamma_centered_mgf_integrable line 467
  42. theorem OAI.CoordinateSweeps.log_mgf_bound line 473
  43. theorem OAI.CoordinateSweeps.gamma_centered_mgf_le line 485
  44. theorem OAI.CoordinateSweeps.abs_pow_le_exp_sum line 493

    Source comment

    Pointwise exponential domination, used to obtain the actual centered moments without a separate probabilistic Chernoff axiom.
    theorem abs_pow_le_exp_sum (x : ℝ) (u : ℕ) {t : ℝ} (ht : 0 < t) :
        |x|^u ≤ ((u : ℝ)/t)^u * (exp (t*x) + exp (-t*x)) := by
    …
  45. theorem OAI.CoordinateSweeps.abs_pow_integrable line 502
  46. theorem OAI.CoordinateSweeps.abs_pow_integral_le line 512
  47. theorem OAI.CoordinateSweeps.gamma_abs_centered_moment_le line 525

    Source comment

    A centered gamma moment in the range needed by every light line.
    theorem gamma_abs_centered_moment_le {a : ℝ} (ha : 0 < a) {u : ℕ}
        (hu : 1 ≤ u) (hua : 4*(u : ℝ) ≤ a) :
        (∫ x, |x-a|^u ∂gammaMeasure a 1) ≤
          (2 * exp 2 * Real.sqrt (a*u))^u := by
    …

    Mentions: OAI.CoordinateSweeps.a

  48. theorem OAI.CoordinateSweeps.integral_gamma_congr line 569

    Source comment

    No restriction at the density's null endpoint is needed.
    theorem integral_gamma_congr {a r : ℝ} (ha : 0 < a) (hr : 0 < r)
        {f g : ℝ → ℝ} (hfg : ∀ x, 0 < x → f x = g x) :
        (∫ x, f x ∂gammaMeasure a r) = ∫ x, g x ∂gammaMeasure a r := by
    …

    Mentions: OAI.CoordinateSweeps.a

  49. theorem OAI.CoordinateSweeps.gamma_inverse_tilt line 579

    Source comment

    The exact inverse-power density tilt used, with all gamma laws concrete.
    theorem gamma_inverse_tilt {a m : ℝ} (k : ℕ) (hak : (k : ℝ) < a)
        (f : ℝ → ℝ) :
        (∫ x, (m/x)^k * f x ∂gammaMeasure a 1) =
          (m^k * Gamma (a-k) / Gamma a) * (∫ x, f x ∂gammaMeasure (a-k) 1) := by
    …

    Mentions: OAI.CoordinateSweeps.a

  50. theorem OAI.CoordinateSweeps.gamma_ratio_descFactorial line 600

    Source comment

    The gamma-ratio is the exact falling factorial, not an asymptotic.
    theorem gamma_ratio_descFactorial {n k : ℕ} (hk : k ≤ n) :
        Gamma ((n : ℝ)+1-k) / Gamma ((n : ℝ)+1) = (n.descFactorial k : ℝ)⁻¹ := by
    …
  51. theorem OAI.CoordinateSweeps.gamma_light_line_identity line 613

    Source comment

    The first equality of manuscript (11).
    theorem gamma_light_line_identity {m h u v : ℕ} (hm : 0 < m) (huv : h+u+v ≤ m) :
        (∫ x, ((m : ℝ)/x)^v * |(m : ℝ)/x-1|^u
          ∂gammaMeasure ((m-h : ℕ)+1) 1) =
          ((m : ℝ)^(u+v) / ((m-h).descFactorial (u+v) : ℝ)) *
          (∫ x, |1-x/(m : ℝ)|^u ∂gammaMeasure ((m-h : ℕ)+1-(u+v : ℕ)) 1) := by
    …
  52. theorem OAI.CoordinateSweeps.gamma_normalized_moment_le line 636

    Source comment

    Scale and bias estimate for the tilted gamma law.
    theorem gamma_normalized_moment_le {a m η : ℝ} (ha : 0 < a) (hm : 0 < m)
        (hη : 0 ≤ η) (hη1 : η ≤ 1) {u : ℕ} (hu : 1 ≤ u)
        (hua : 4*(u : ℝ) ≤ a) (ham : a ≤ m) (huη : (u : ℝ) ≤ m*η)
        (hbias : |1-a/m| ≤ η) :
        (∫ x, |1-x/m|^u ∂gammaMeasure a 1) ≤
          (8 * exp 2 * Real.sqrt η)^u := by
    …

    Mentions: OAI.CoordinateSweeps.a

  53. theorem OAI.CoordinateSweeps.light_prefactor_le line 719

    Source comment

    Uniform bound for the inverse-gamma prefactor, a light line cannot have more than half of its sites assigned.
    theorem light_prefactor_le {m h k : ℕ} (hm : 0 < m) (hk : 2*(h+k) ≤ m) :
        (m : ℝ)^k / ((m-h).descFactorial k : ℝ) ≤ 2^k := by
    …
  54. theorem OAI.CoordinateSweeps.gamma_light_line_bound line 743

    Source comment

    The light-line estimate (11), with an explicit absolute constant.
    theorem gamma_light_line_bound {m h u v : ℕ} (hm : 0 < m) {η : ℝ}
        (hη : 0 ≤ η) (hηsmall : η ≤ 1/8)
        (hlight : ((h+u+v : ℕ) : ℝ) ≤ (m : ℝ)*η) :
        (∫ x, ((m : ℝ)/x)^v * |(m : ℝ)/x-1|^u
          ∂gammaMeasure ((m-h : ℕ)+1) 1) ≤
          (16 * exp 2)^(u+v) * (Real.sqrt η)^u := by
    …
  55. theorem OAI.CoordinateSweeps.gamma_light_line_bound_rpow line 802

    Source comment

    Exactly the power convention printed in manuscript (11).
    theorem gamma_light_line_bound_rpow {m h u v : ℕ} (hm : 0 < m) {η : ℝ}
        (hη : 0 ≤ η) (hηsmall : η ≤ 1/8)
        (hlight : ((h+u+v : ℕ) : ℝ) ≤ (m : ℝ)*η) :
        (∫ x, ((m : ℝ)/x)^v * |(m : ℝ)/x-1|^u
          ∂gammaMeasure ((m-h : ℕ)+1) 1) ≤
          (16 * exp 2)^(u+v) * η^((u : ℝ)/2) := by
    …
  56. def OAI.CoordinateSweeps.MomentExpansion.fallingMoment line 821

    Source comment

    Source light-line factorial moment, with its exact finite-population shift.
    def fallingMoment (m h n : ℕ) : ℝ := (m : ℝ)^n / ((m-h).descFactorial n : ℝ)
  57. theorem OAI.CoordinateSweeps.MomentExpansion.fallingMoment_zero line 823
  58. theorem OAI.CoordinateSweeps.MomentExpansion.fallingMoment_eq_integral line 827

    Source comment

    The algebraic moment is the ACTUAL inverse-gamma moment in every used degree.
    theorem fallingMoment_eq_integral {m h n : ℕ} (hn : n ≤ m-h) :
        fallingMoment m h n =
          ∫ x, ((m : ℝ)/x)^n ∂gammaMeasure ((m-h : ℕ)+1) 1 := by
    …

    Mentions: OAI.CoordinateSweeps.MomentExpansion.fallingMoment

  59. theorem OAI.CoordinateSweeps.MomentExpansion.fallingMoment_integrable line 839
  60. theorem OAI.CoordinateSweeps.MomentExpansion.fallingCenteredMoment_eq_integral line 849

    Source comment

    Centered finite differences collect all occurrences of the SAME line.
    theorem fallingCenteredMoment_eq_integral {L : Type*} (m h : L → ℕ) (l : L)
        (hm : 0 < m l) (v u : ℕ) (huv : v+u ≤ m l-h l) :
        lineCenteredMoment (fun l => fallingMoment (m l) (h l)) l v u =
          ∫ x, ((m l : ℝ)/x)^v * ((m l : ℝ)/x-1)^u
            ∂gammaMeasure ((m l-h l : ℕ)+1) 1 := by
    …

    Mentions: OAI.CoordinateSweeps.MomentExpansion.lineCenteredMoment, OAI.CoordinateSweeps.MomentExpansion.fallingMoment

  61. theorem OAI.CoordinateSweeps.MomentExpansion.fallingCenteredMoment_abs_le line 880

    Source comment

    Source (11) now applies directly to the exact finite-difference moment. The gamma centered bound already existed; this bridge to Q's required moments is new.
    theorem fallingCenteredMoment_abs_le {L : Type*} (m h : L → ℕ) (l : L)
        (hm : 0 < m l) (v u : ℕ) {η : ℝ} (hη : 0 ≤ η) (hηsmall : η ≤ 1/8)
        (hlight : ((h l+u+v : ℕ) : ℝ) ≤ (m l : ℝ)*η) :
        |lineCenteredMoment (fun l => fallingMoment (m l) (h l)) l v u| ≤
          (16 * exp 2)^v * ((16 * exp 2)*Real.sqrt η)^u := by
    …

    Mentions: OAI.CoordinateSweeps.MomentExpansion.lineCenteredMoment, OAI.CoordinateSweeps.MomentExpansion.fallingMoment

  62. theorem OAI.CoordinateSweeps.MomentExpansion.goodExpansion_fallingMoment_le line 908

    Source comment

    Actual inverse-gamma specialization of the shared-line expansion.
    theorem goodExpansion_fallingMoment_le {L I J : Type*}
        [Fintype L] [DecidableEq L] [Fintype J] [DecidableEq J]
        (m h r : L → ℕ) (hm : ∀ l, 0 < m l) (G : Finset I) (path : I → J → L)
        {η : ℝ} (hη : 0 ≤ η) (hηsmall : η ≤ 1/8)
        (hlight : ∀ l, ((h l+r l+(∑ i ∈ G, ∑ j : J, if path i j = l then 1 else 0) : ℕ) : ℝ)
          ≤ (m l : ℝ)*η) :
        |shiftedMoment (fun l => fallingMoment (m l) (h l)) r (goodExpansion G path)| ≤
          (16 * exp 2)^(∑ l, r l) * (1+16 * exp 2)^(Fintype.card J*G.card) *
            η^((G.card : ℝ)/2) := by
    …

    Mentions: OAI.CoordinateSweeps.MomentExpansion.shiftedMoment, OAI.CoordinateSweeps.MomentExpansion.fallingMoment, OAI.CoordinateSweeps.MomentExpansion.goodExpansion