Tail-event discharge for natural-state provider wrappers #
This module proves a thin wrapper around the existing natural-state S16 consumer by discharging only the explicit tail-event subset premise through the already proved provider-assumption tail-subset-discharge wrapper.
It does not prove conditioning, trace-MGF bounds, variance-proxy normalization, theta optimization, or Matrix Bernstein.
theorem
HighDimProb.matrixBernsteinQuadraticFormUpperTail_of_naturalStateProviderAssumptions_tailSubsetDischarged_of_randomSelfAdjoint
{Omega : Type u_1}
[mOmega : MeasurableSpace Omega]
{P : MeasureTheory.Measure Omega}
[MeasureTheory.IsProbabilityMeasure P]
{m n : ℕ}
(X : Fin m → RandomMatrix Omega n n)
(K : Fin m → Matrix (Fin n) (Fin n) ℝ)
(V : Matrix (Fin n) (Fin n) ℝ)
(theta R t RH RZ RK RX : ℝ)
(mHist : Fin m → MeasurableSpace Omega)
(hChain : troppConditionalStep_of_iIndepFun_statement theta X K mHist)
(hSuffix : ∀ (i j : Fin m), ↑i.succ ≤ ↑j → ∀ (r c : Fin n), Measurable fun (omega : Omega) => X j omega r c)
(hConditionalExpectation :
∀ (i : Fin m),
condExp_traceExp_history_add_independent_step_statement (mHist i) (troppStateHistory theta X K i)
(troppCurrentRandomStep theta X i) (K i))
(hHistorySub : ∀ (i : Fin m), mHist i ≤ mOmega)
(hHistoryRandom : ∀ (i : Fin m), IsRandomMatrix P (troppStateHistory theta X K i))
(hStepRandom : ∀ (i : Fin m), IsRandomMatrix P (troppCurrentRandomStep theta X i))
(hHistorySelfAdjoint : ∀ (i : Fin m) (omega : Omega), IsSelfAdjointMatrix (troppStateHistory theta X K i omega))
(hStepSelfAdjoint : ∀ (i : Fin m), RandomSelfAdjointMatrix P (troppCurrentRandomStep theta X i))
(hFiniteMeasure : MeasureTheory.IsFiniteMeasure P)
(hHistoryOperatorNormBound : ∀ (i : Fin m) (omega : Omega), operatorNorm (troppStateHistory theta X K i) omega ≤ RH)
(hStepOperatorNormBound : ∀ (i : Fin m) (omega : Omega), operatorNorm (troppCurrentRandomStep theta X i) omega ≤ RZ)
(hKOperatorNormBound : ∀ (i : Fin m) (omega : Omega), operatorNorm (fun (x : Omega) => K i) omega ≤ RK)
(hSummandOperatorNormBound : ∀ (i : Fin m) (omega : Omega), operatorNorm (X i) omega ≤ RX)
(hSummandRadiusNonneg : 0 ≤ RX)
(hExpMeanSelfAdjoint :
∀ (i : Fin m),
IsSelfAdjointMatrix (matrixExpect P fun (omega : Omega) => matrixExp (troppCurrentRandomStep theta X i omega)))
(hExpMeanStrictlyPositive :
∀ (i : Fin m),
IsStrictlyPositive (matrixExpect P fun (omega : Omega) => matrixExp (troppCurrentRandomStep theta X i omega)))
(hSigmaFiniteHistory : ∀ (i : Fin m), MeasureTheory.SigmaFinite (P.trim ⋯))
(hRandomMatrix : ∀ (i : Fin m), IsRandomMatrix P (X i))
(hSelfAdjoint : ∀ (i : Fin m), RandomSelfAdjointMatrix P (X i))
(hIndependent : ProbabilityTheory.iIndepFun X P)
(hTraceIntegrable : IntegrableRealRandomVariable P (traceExpIntegrand (randomMatrixSum X) theta))
(hComparisonSelfAdjoint : ∀ (i : Fin m), IsSelfAdjointMatrix (K i))
(hVarianceProxySelfAdjoint : IsSelfAdjointMatrix V)
(hRadiusNonneg : 0 ≤ R)
(hThetaRange : |theta| * R < 3)
(hMGFComparison :
∀ (i : Fin m),
MatrixLE (matrixExpect P fun (omega : Omega) => matrixExp (SMul.smul theta (X i omega))) (matrixExp (K i)))
(hVarianceProxyNormalization : ∑ i : Fin m, K i = SMul.smul (bernsteinMGFCoeff theta R) V)
(hTailAEMeasurable :
AEMeasurable (fun (omega : Omega) => ENNReal.ofReal (traceExpIntegrand (randomMatrixSum X) theta omega)) P)
(hTheta : 0 ≤ theta)
:
P (quadraticFormUpperTailEvent (randomMatrixSum X) t) ≤ ENNReal.ofReal (Real.exp (-(theta * t))) * ENNReal.ofReal (traceMatrixExp (SMul.smul (bernsteinMGFCoeff theta R) V))
Tail-subset-discharge wrapper for the natural-state provider S16 route.
This keeps the conditioning, trace-MGF, integrability, comparison, and
variance-proxy assumptions explicit. It removes only the final
quadraticFormUpperTailEvent ⊆ traceExpThresholdEvent premise by forwarding to
the existing provider-assumption tail-subset-discharge theorem.