OAI/Probability/Moments/LineExpansion.lean
62 declarations, 0 contain sorry, 0 declared as axioms
- def
OAI.CoordinateSweeps.MomentExpansion.tensorMomentline 19Source 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 := …
- theorem
OAI.CoordinateSweeps.MomentExpansion.tensorMoment_monomialline 23 - theorem
OAI.CoordinateSweeps.MomentExpansion.tensorMoment_oneline 35 - theorem
OAI.CoordinateSweeps.MomentExpansion.tensorMoment_sumline 41 - theorem
OAI.CoordinateSweeps.MomentExpansion.tensorMoment_mul_disjointline 48 - theorem
OAI.CoordinateSweeps.MomentExpansion.tensorMoment_X_powline 73 - theorem
OAI.CoordinateSweeps.MomentExpansion.tensorMoment_prod_separatedline 83Source 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 … - def
OAI.CoordinateSweeps.MomentExpansion.shiftedMomentline 103Source 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 := …
- def
OAI.CoordinateSweeps.MomentExpansion.lineCenteredMomentline 108 - theorem
OAI.CoordinateSweeps.MomentExpansion.vars_X_centered_powerline 117 - theorem
OAI.CoordinateSweeps.MomentExpansion.tensorMoment_X_centered_powerline 126 - theorem
OAI.CoordinateSweeps.MomentExpansion.shiftedMoment_monomialline 142Source 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
- def
OAI.CoordinateSweeps.MomentExpansion.NonnegCoeffsline 158Source comment
Coefficientwise nonnegativity, used only for the positive centered expansion.def NonnegCoeffs (p : MvPolynomial L ℝ) : Prop := ∀ d, 0 ≤ p.coeff d …
- theorem
OAI.CoordinateSweeps.MomentExpansion.nonnegCoeffs_oneline 161 - theorem
OAI.CoordinateSweeps.MomentExpansion.NonnegCoeffs.addline 167 - theorem
OAI.CoordinateSweeps.MomentExpansion.NonnegCoeffs.mulline 173 - theorem
OAI.CoordinateSweeps.MomentExpansion.nonnegCoeffs_Xline 180 - theorem
OAI.CoordinateSweeps.MomentExpansion.nonnegCoeffs_prodline 186 - theorem
OAI.CoordinateSweeps.MomentExpansion.nonnegCoeffs_sumline 196 - theorem
OAI.CoordinateSweeps.MomentExpansion.shiftedMoment_abs_le_evalline 204Source 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
- def
OAI.CoordinateSweeps.MomentExpansion.pathExpansionline 238Source 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 := …
- theorem
OAI.CoordinateSweeps.MomentExpansion.pathExpansion_eqline 242 - theorem
OAI.CoordinateSweeps.MomentExpansion.pathExpansion_nonnegline 252 - theorem
OAI.CoordinateSweeps.MomentExpansion.pathExpansion_degreeline 257 - theorem
OAI.CoordinateSweeps.MomentExpansion.pathExpansion_evalline 270 - theorem
OAI.CoordinateSweeps.MomentExpansion.pathExpansion_shiftline 276 - def
OAI.CoordinateSweeps.MomentExpansion.goodExpansionline 283Source 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 := …
- theorem
OAI.CoordinateSweeps.MomentExpansion.goodExpansion_nonnegline 287 - theorem
OAI.CoordinateSweeps.MomentExpansion.goodExpansion_degreeline 292 - theorem
OAI.CoordinateSweeps.MomentExpansion.goodExpansion_evalline 298 - theorem
OAI.CoordinateSweeps.MomentExpansion.centered_power_leline 304Source 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 … - theorem
OAI.CoordinateSweeps.MomentExpansion.goodExpansion_eval_leline 319 - theorem
OAI.CoordinateSweeps.MomentExpansion.goodExpansion_moment_leline 336 - def
OAI.CoordinateSweeps.MomentExpansion.incidenceCountline 357 - theorem
OAI.CoordinateSweeps.MomentExpansion.tensorMoment_path_monomialline 362 - theorem
OAI.CoordinateSweeps.MomentExpansion.shiftedMoment_goodExpansion_eqline 389Source 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
- theorem
OAI.CoordinateSweeps.integral_gamma_eqline 421 - theorem
OAI.CoordinateSweeps.gamma_mgfline 435 - theorem
OAI.CoordinateSweeps.gamma_mgf_integrableline 448 - theorem
OAI.CoordinateSweeps.gamma_centered_mgfline 454 - theorem
OAI.CoordinateSweeps.gamma_centered_mgf_integrableline 467 - theorem
OAI.CoordinateSweeps.log_mgf_boundline 473 - theorem
OAI.CoordinateSweeps.gamma_centered_mgf_leline 485 - theorem
OAI.CoordinateSweeps.abs_pow_le_exp_sumline 493Source 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 … - theorem
OAI.CoordinateSweeps.abs_pow_integrableline 502 - theorem
OAI.CoordinateSweeps.abs_pow_integral_leline 512 - theorem
OAI.CoordinateSweeps.gamma_abs_centered_moment_leline 525Source 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
- theorem
OAI.CoordinateSweeps.integral_gamma_congrline 569Source 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
- theorem
OAI.CoordinateSweeps.gamma_inverse_tiltline 579Source 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
- theorem
OAI.CoordinateSweeps.gamma_ratio_descFactorialline 600Source 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 … - theorem
OAI.CoordinateSweeps.gamma_light_line_identityline 613Source 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 … - theorem
OAI.CoordinateSweeps.gamma_normalized_moment_leline 636Source 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
- theorem
OAI.CoordinateSweeps.light_prefactor_leline 719Source 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 … - theorem
OAI.CoordinateSweeps.gamma_light_line_boundline 743Source 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 … - theorem
OAI.CoordinateSweeps.gamma_light_line_bound_rpowline 802Source 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 … - def
OAI.CoordinateSweeps.MomentExpansion.fallingMomentline 821Source 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)
- theorem
OAI.CoordinateSweeps.MomentExpansion.fallingMoment_zeroline 823 - theorem
OAI.CoordinateSweeps.MomentExpansion.fallingMoment_eq_integralline 827Source 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
- theorem
OAI.CoordinateSweeps.MomentExpansion.fallingMoment_integrableline 839 - theorem
OAI.CoordinateSweeps.MomentExpansion.fallingCenteredMoment_eq_integralline 849Source 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
- theorem
OAI.CoordinateSweeps.MomentExpansion.fallingCenteredMoment_abs_leline 880Source 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
- theorem
OAI.CoordinateSweeps.MomentExpansion.goodExpansion_fallingMoment_leline 908Source 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