diff --git a/HighDimProb/RandomMatrix/ConcentrationStatements.lean b/HighDimProb/RandomMatrix/ConcentrationStatements.lean index 84009db..2b227cd 100644 --- a/HighDimProb/RandomMatrix/ConcentrationStatements.lean +++ b/HighDimProb/RandomMatrix/ConcentrationStatements.lean @@ -5163,6 +5163,110 @@ abbrev matrixBernsteinTraceMGFToLaplaceContract_under_primitives_statement ENNReal.ofReal (traceMatrixExp (SMul.smul (bernsteinMGFCoeff theta R) V)) +/-- Named assumption bundle for the S10 conditioning trace-MGF to tail route. + +This structure packages exactly the explicit S9 conditioning trace-MGF premises +and the two tail-side bridge premises consumed by +`matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge`. It is an +assumption contract only: it does not prove conditioning, tail domination, +integrability propagation, variance-proxy control, or an unconditional Matrix +Bernstein theorem. -/ +structure MatrixBernsteinConditioningTraceMGFTailAssumptions + {Omega : Type*} [mOmega : MeasurableSpace Omega] + {P : Measure Omega} [IsProbabilityMeasure P] {m n : Nat} + (X : Fin m -> RandomMatrix Omega n n) + (K : Fin m -> Matrix (Fin n) (Fin n) Real) + (V : Matrix (Fin n) (Fin n) Real) + (theta R t : Real) + (mHist : Fin m -> MeasurableSpace Omega) : Prop where + chain : + @troppConditionalStep_of_iIndepFun_statement Omega mOmega P m n + theta X K mHist + historyMeasurable : + @troppNaturalHistoryMeasurable_statement Omega mOmega m n + theta X K mHist + historyStepIndependent : + @troppHistoryStepIndependent_of_iIndepFun_statement Omega mOmega P m n + theta X K + conditionalExpectation : + forall i, + @condExp_traceExp_history_add_independent_step_statement + Omega mOmega P n + (mHist i) (@troppStateHistory Omega mOmega m n theta X K i) + (@troppCurrentRandomStep Omega mOmega m n theta X i) (K i) + historySub : forall i, mHist i <= mOmega + historyRandom : + forall i, + @IsRandomMatrix Omega mOmega n n P + (troppStateHistory theta X K i) + stepRandom : + forall i, + @IsRandomMatrix Omega mOmega n n P + (troppCurrentRandomStep theta X i) + historySelfAdjoint : + forall i omega, IsSelfAdjointMatrix (troppStateHistory theta X K i omega) + stepSelfAdjoint : + forall i, + @RandomSelfAdjointMatrix Omega mOmega n P + (troppCurrentRandomStep theta X i) + conditionalTraceIntegrable : + forall i, + @IntegrableRealRandomVariable Omega mOmega P + (fun omega => + traceMatrixExp + (troppStateHistory theta X K i omega + + troppCurrentRandomStep theta X i omega)) + stepExpIntegrable : + forall i, + @IntegrableRandomMatrix Omega mOmega n n P + (fun omega => matrixExp (troppCurrentRandomStep theta X i omega)) + expMeanSelfAdjoint : + forall i, + IsSelfAdjointMatrix + (@matrixExpect Omega mOmega n n P + (fun omega => matrixExp (troppCurrentRandomStep theta X i omega))) + expMeanStrictlyPositive : + forall i, + IsStrictlyPositive + (@matrixExpect Omega mOmega n n P + (fun omega => matrixExp (troppCurrentRandomStep theta X i omega))) + sigmaFiniteHistory : forall i, SigmaFinite (P.trim (historySub i)) + rhsTraceIntegrable : + forall i, + @IntegrableRealRandomVariable Omega mOmega P + (fun omega => + traceMatrixExp (troppStateHistory theta X K i omega + K i)) + randomMatrix : forall i, IsRandomMatrix P (X i) + selfAdjoint : forall i, RandomSelfAdjointMatrix P (X i) + independent : ProbabilityTheory.iIndepFun X P + expIntegrable : + forall i, + IntegrableRandomMatrix P + (fun omega => matrixExp (SMul.smul theta (X i omega))) + traceIntegrable : + IntegrableRealRandomVariable P + (traceExpIntegrand (randomMatrixSum X) theta) + comparisonSelfAdjoint : forall i, IsSelfAdjointMatrix (K i) + varianceProxySelfAdjoint : IsSelfAdjointMatrix V + radiusNonneg : 0 <= R + thetaRange : abs theta * R < 3 + mgfComparison : + forall i, + MatrixLE + (matrixExpect P + (fun omega => matrixExp (SMul.smul theta (X i omega)))) + (matrixExp (K i)) + varianceProxyNormalization : + Finset.univ.sum (fun i : Fin m => K i) = + SMul.smul (bernsteinMGFCoeff theta R) V + tailAEMeasurable : + AEMeasurable + (fun omega => ENNReal.ofReal + (traceExpIntegrand (randomMatrixSum X) theta omega)) P + tailEventSubset : + quadraticFormUpperTailEvent (randomMatrixSum X) t ⊆ + traceExpThresholdEvent (randomMatrixSum X) theta t + /-- Progress-first composition from the S9 conditioning trace-MGF bridge to the quadratic-form Laplace/tail bound. @@ -5291,6 +5395,38 @@ theorem matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge quadraticFormUpperTail_laplace_bound_of_traceMGFBernsteinVarianceProxyBoundLIntegral (randomMatrixSum X) V theta t R hTailMeas hTailSubset hLInt +/-- Bundle-based S10 wrapper for the conditioning trace-MGF to tail route. + +This is only a field-access wrapper around +`matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge`; the +bundle name records that the assumptions are still tail/conditioning premises, +not a full or unconditional Matrix Bernstein theorem. -/ +theorem matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFTailAssumptions + {Omega : Type*} [mOmega : MeasurableSpace Omega] + {P : Measure Omega} [IsProbabilityMeasure P] {m n : Nat} + (X : Fin m -> RandomMatrix Omega n n) + (K : Fin m -> Matrix (Fin n) (Fin n) Real) + (V : Matrix (Fin n) (Fin n) Real) + (theta R t : Real) + (mHist : Fin m -> MeasurableSpace Omega) + (h : MatrixBernsteinConditioningTraceMGFTailAssumptions + (P := P) X K V theta R t mHist) : + P (quadraticFormUpperTailEvent (randomMatrixSum X) t) <= + ENNReal.ofReal (Real.exp (-(theta * t))) * + ENNReal.ofReal + (traceMatrixExp (SMul.smul (bernsteinMGFCoeff theta R) V)) := by + exact + matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge + X K V theta R t mHist + h.chain h.historyMeasurable h.historyStepIndependent + h.conditionalExpectation h.historySub h.historyRandom h.stepRandom + h.historySelfAdjoint h.stepSelfAdjoint h.conditionalTraceIntegrable + h.stepExpIntegrable h.expMeanSelfAdjoint h.expMeanStrictlyPositive + h.sigmaFiniteHistory h.rhsTraceIntegrable h.randomMatrix h.selfAdjoint + h.independent h.expIntegrable h.traceIntegrable h.comparisonSelfAdjoint + h.varianceProxySelfAdjoint h.radiusNonneg h.thetaRange h.mgfComparison + h.varianceProxyNormalization h.tailAEMeasurable h.tailEventSubset + /-- Typed target for the spectral-radius reduction for self-adjoint matrices. This records a future bridge between HighDimProb's deterministic L2 operator diff --git a/HighDimProbJudge/RandomMatrix/MatrixBernsteinUse.lean b/HighDimProbJudge/RandomMatrix/MatrixBernsteinUse.lean index c264c9c..1dcc771 100644 --- a/HighDimProbJudge/RandomMatrix/MatrixBernsteinUse.lean +++ b/HighDimProbJudge/RandomMatrix/MatrixBernsteinUse.lean @@ -14,6 +14,8 @@ open HighDimProb #check HighDimProb.matrixBernsteinTraceMGFToLaplaceContract_statement #check HighDimProb.matrixBernsteinTraceMGFToLaplaceContract_under_primitives_statement #check HighDimProb.matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge +#check HighDimProb.MatrixBernsteinConditioningTraceMGFTailAssumptions +#check HighDimProb.matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFTailAssumptions #check HighDimProb.matrixBernsteinQuadraticFormUpperTailWithBernsteinCoeff_under_primitives #check HighDimProb.traceMatrixExp_bernsteinMGFCoeff_matrixVarianceProxy_le_card_exp #check HighDimProb.matrixBernsteinQuadraticFormUpperTailScalarRHSWithBernsteinCoeff_under_primitives diff --git a/HighDimProbTest/RandomMatrixConcentrationAPI.lean b/HighDimProbTest/RandomMatrixConcentrationAPI.lean index 1e05453..27a5a3e 100644 --- a/HighDimProbTest/RandomMatrixConcentrationAPI.lean +++ b/HighDimProbTest/RandomMatrixConcentrationAPI.lean @@ -119,6 +119,8 @@ variable (R theta sigma2 c c1 c2 t bound K : Real) #check matrixBernsteinTraceMGFWithBernsteinCoeff_negRandomMatrixFamily #check matrixBernsteinTraceMGFWithBernsteinCoeff_under_primitives #check HighDimProb.matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge +#check HighDimProb.MatrixBernsteinConditioningTraceMGFTailAssumptions +#check HighDimProb.matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFTailAssumptions #check matrixBernsteinTraceMGFWithBernsteinCoeff_under_troppPrimitive #check matrixBernsteinTraceMGFToLaplaceContract_statement #check matrixBernsteinTraceMGFToLaplaceContract_under_primitives_statement diff --git a/docs/README.md b/docs/README.md index a00666f..c19255f 100644 --- a/docs/README.md +++ b/docs/README.md @@ -1,6 +1,6 @@ # Documentation -The Lean source, tests, judge files, and root `README.md` are the source of truth. This directory is intentionally small-facing: it gives route maps, current status, and contribution policy, not a duplicate theorem database. +The Lean source, tests, judge files, and root `README.md` are the source of truth. This directory is intentionally user-facing: it gives route maps, current status, and contribution policy, not a duplicate theorem database. Start here: @@ -9,7 +9,7 @@ Start here: - `RandomMatrixAPI.md`: RandomMatrix and Matrix Bernstein public names. - `TermMap.md`: compact concept-to-source map. - `TheoremAtlas.md`: theorem-family status without full signatures. -- `STATEMENTS.md`: explicit hard assumptions consumed by progress-first contracts. +- `STATEMENTS.md`: developer-facing hardbone statement ledger for provider targets. - `TestPlan.md`: checks contributors should run. - `Workflow.md`: contribution and cleanup rules. - `TODO.md`: short active task list. @@ -24,4 +24,10 @@ Developer references: - `BookProgress.md`: short milestone index. - `archive.md`: why old detailed docs were removed; use git history for exact old wording. -Avoid adding new long progress logs. Put stable API facts in source/docs, proof-frontier evidence in `external/validation`, and usage demonstrations in examples. \ No newline at end of file +Avoid adding new long progress logs. Put stable API facts in source/docs, proof-frontier evidence in `external/validation`, and usage demonstrations in examples. + +`STATEMENTS.md` is the exception to the user-facing rule: it is a developer +ledger for precise hard assumptions that independent provider work is expected +to discharge later. Downstream users should prefer `APIOverview.md`, +`RandomMatrixAPI.md`, and examples; names recorded only in `STATEMENTS.md` are +not promoted as stable caller-facing API. diff --git a/docs/RandomMatrixAPI.md b/docs/RandomMatrixAPI.md index 62e3b74..be96a06 100644 --- a/docs/RandomMatrixAPI.md +++ b/docs/RandomMatrixAPI.md @@ -67,6 +67,8 @@ only consumes an explicitly supplied log-back equality. - `matrixBernsteinTraceMGFWithBernsteinCoeff_under_troppPrimitive` - `matrixBernsteinQuadraticFormUpperTailOptimizedScalarRHSWithBernsteinCoeff_under_primitives` - `matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge` +- `MatrixBernsteinConditioningTraceMGFTailAssumptions` +- `matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFTailAssumptions` - `matrixBernsteinQuadraticFormUpperTailOptimizedScalarRHSWithBernsteinCoeff_of_assumptions` - `matrixBernsteinQuadraticFormUpperTailOptimizedScalarRHSWithBernsteinCoeff_of_troppAssumptions` - `matrixBernsteinTwoSidedQuadraticFormTailOptimizedScalarRHSWithBernsteinCoeff_under_primitives` @@ -83,9 +85,12 @@ public surface is the `*_of_troppAssumptions` family, which uses `MatrixBernsteinNegativeSideTroppAssumptions` to expose Tropp/Lieb and bookkeeping assumptions without a user-supplied CFC field. The older `*_of_assumptions` and `_under_primitives` names remain compatibility surfaces. -The route still does not prove Tropp/Lieb, Golden-Thompson, trace-exp -integrability, variance-proxy control, tail event domination, or a full unconditional Matrix -Bernstein theorem. The conditioning-to-tail wrapper +The S10 conditioning-to-tail route also exposes +`MatrixBernsteinConditioningTraceMGFTailAssumptions` and the thin +`matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFTailAssumptions` +wrapper for reusable assumption passing. The route still does not prove +Tropp/Lieb, Golden-Thompson, trace-exp integrability, variance-proxy control, +tail event domination, or a full unconditional Matrix Bernstein theorem. The conditioning-to-tail wrapper `matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge` is a thin composition from the S9 conditioning trace-MGF consumer to the existing quadratic-form Laplace route under an explicit tail-event subset assumption. diff --git a/docs/STATEMENTS.md b/docs/STATEMENTS.md index d22256d..d60f506 100644 --- a/docs/STATEMENTS.md +++ b/docs/STATEMENTS.md @@ -2,7 +2,15 @@ This file lists hard analytic assumptions that progress-first RandomMatrix contracts are allowed to consume explicitly while separate provider work fills -them in. Entries here are not claims that the assumptions are proved. +them in. Entries here are not claims that the assumptions are proved. + +This is a developer-facing hardbone ledger, not a downstream API reference. +The strategy is to make hard proof frontiers precise enough that independent +provider work can discharge them while HighDimProb remains deliverable and +extensible. Composition theorems recorded here may be useful scaffolds for +type-checking the route, but they should not be treated as the preferred +user-facing surface. Once provider theorems are imported, these scaffolds should +be collapsed, deprecated, or hidden behind smaller stable wrappers. ## RM-LIEB-S8: Tropp one-step `K` bound from explicit Lieb/log-order inputs @@ -71,7 +79,7 @@ premises: full-sum trace-exponential integrability, self-adjoint comparison matrices, self-adjoint variance proxy, nonnegative radius, Bernstein theta range, per-index MGF Loewner comparison, and the variance-proxy normalization - `sum K_i = bernsteinMGFCoeff theta R • V`. + `sum K_i = SMul.smul (bernsteinMGFCoeff theta R) V`. Non-goals for this consumer: @@ -83,9 +91,12 @@ Non-goals for this consumer: ## RM-LIEB-S10: conditioning trace-MGF to explicit Laplace/tail route -Consumer theorem: +Consumer theorems: - `matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge` +- `matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFTailAssumptions`, + which is only a field-access wrapper around the named assumption bundle + `MatrixBernsteinConditioningTraceMGFTailAssumptions`. This theorem composes the S9 conditioning trace-MGF consumer with the existing quadratic-form Laplace route. It requires all S9 assumptions listed above, plus diff --git a/docs/Status.md b/docs/Status.md index dade8b7..18fe9d4 100644 --- a/docs/Status.md +++ b/docs/Status.md @@ -59,6 +59,8 @@ Core Matrix Bernstein helpers: - `matrixBernsteinQuadraticFormUpperTailOptimizedScalarRHSWithBernsteinCoeff_of_assumptions` - `matrixBernsteinQuadraticFormUpperTailOptimizedScalarRHSWithBernsteinCoeff_of_troppAssumptions` - `matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge` +- `MatrixBernsteinConditioningTraceMGFTailAssumptions` +- `matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFTailAssumptions` - `matrixBernsteinTwoSidedQuadraticFormTailOptimizedScalarRHSWithBernsteinCoeff_of_assumptions` - `matrixBernsteinTwoSidedQuadraticFormTailOptimizedScalarRHSWithBernsteinCoeff_of_troppAssumptions` - `matrixBernsteinSelfAdjointOperatorNormTailOptimizedScalarRHSWithBernsteinCoeff_arbitrary_of_assumptions` diff --git a/docs/TODO.md b/docs/TODO.md index 14ca92e..fb6f007 100644 --- a/docs/TODO.md +++ b/docs/TODO.md @@ -25,6 +25,9 @@ This is the active short list. Old completed task logs were collapsed into transfer, and PSD Loewner norm monotonicity are bridge-layer infrastructure for future provider compression; the compact bounded-row sample-covariance route remains the reader-facing surface. +- S10 now has a reusable tail/conditioning assumption bundle; future work can + compress providers into that bundle or build a public-friendly natural-state + wrapper without changing theorem strength. - Next RandomMatrix hardbone task: select the next provider-compression or public-friendly Matrix Bernstein natural-state wrapper after S10. - Current strategy is progress-first: if a hard analytic ingredient is missing, diff --git a/docs/TestPlan.md b/docs/TestPlan.md index c363a48..eef8188 100644 --- a/docs/TestPlan.md +++ b/docs/TestPlan.md @@ -40,8 +40,9 @@ git diff --check matrix log/order bridge leaf, the proved excess-support trace bridge leaf, the proved centered-square expectation bridge leaf, and the proved real-to-`CStarMatrix` complexified positivity/order transport leaf, and the - progress-first Tropp/Lieb one-step assumption-composition consumer and the - conditional finite-family trace-MGF assumption-composition consumer are covered in + progress-first Tropp/Lieb one-step assumption-composition consumer, the + conditional finite-family trace-MGF assumption-composition consumer, and the + S10 tail/conditioning assumption bundle wrapper are covered in `HighDimProbTest/RandomMatrixHardboneStatementsAPI.lean`, `HighDimProbTest/RandomMatrixConcentrationAPI.lean`, `HighDimProbTest/RandomMatrixCStarBridgeAPI.lean`, diff --git a/docs/TheoremAtlas.md b/docs/TheoremAtlas.md index 6e82b81..daeba1f 100644 --- a/docs/TheoremAtlas.md +++ b/docs/TheoremAtlas.md @@ -136,8 +136,11 @@ natural-state, integrability, MGF, and variance-proxy assumptions recorded in `docs/STATEMENTS.md`. The S10 wrapper `matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFBridge` threads that trace-MGF conclusion into the quadratic-form Laplace/tail route under an -explicit trace-exp threshold event subset assumption; it is not a full Matrix -Bernstein theorem. +explicit trace-exp threshold event subset assumption. Its reusable assumption +bundle `MatrixBernsteinConditioningTraceMGFTailAssumptions` and thin wrapper +`matrixBernsteinQuadraticFormUpperTail_of_conditioningTraceMGFTailAssumptions` +package the same tail/conditioning assumptions without proving new hard facts; +this is not a full Matrix Bernstein theorem. ## Not Yet Proved