Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
Stopped Weighted Second-Moment Evolution of the State Fluctuation Process
lemmalem:fluctuation-weighted-second-moment-stopped-2026aProbabilityAdopt the setting of the weighted second-moment evolution lemma for the state fluctuation process: the fluctuation processes of the controlled -agent dynamics — a transition-rate family on states with control set , a nonempty subset of Euclidean space…Stopped Covariation Identities for the Martingale Part of the Empirical State Measure
lemmalem:n-agent-martingale-stopped-covariation-2026aProbabilityAdopt the setting of the martingale decomposition theorem for the controlled -agent dynamics with agents, states, observation channels, and control dimension : a transition-rate family with control set , a nonempty subset of…The Pre-Stopping-Time Indicator and Stopped Time Integrals
lemmalem:stopped-time-integral-2026aProbabilityLet be a probability space, let be a real number, let be a filtration on with time index restricted to , and let be a stopping time of .…The Good-Set Stopping Time of the Realized Control: Flow Deviation and Control Energy
lemmalem:good-set-stopping-time-2026aProbabilityAdopt the setting and notation of claims 3 and 4 of the adaptedness lemma for the realized mean-field flow, together with those of the progressive measurability lemma for the realized control on which it rests: the affine-controlled transition-rate family with compact convex cont…Causality of the Mean-Field Flow and Observation-Adaptedness of the Realized Mean-Field Flow
lemmalem:realized-mean-field-flow-adapted-2026aProbabilityAdopt the setting and notation of the flow stability lemma: an affine-controlled transition-rate family on states with control set , its transition-rate family with rate bound , state-Lipschitz constant…Progressive Measurability of the Realized Control with Respect to the Observation Filtration
lemmalem:realized-control-observation-progressive-2026aProbabilityAdopt the setting, hypotheses and notation of the realized-control lemma: natural numbers , , , ; a nonempty convex subset of Euclidean space which is compact for the topology determined by the Euclidean distance, w…Conditional Mean-Square Optimality Restricted to an Event of the Conditioning Sigma-Algebra
lemmalem:conditional-mean-square-optimality-restricted-2026aProbabilityAdopt the setting and notation of the conditional mean-square optimality lemma: a probability space , a sub--algebra of , a natural number , a tuple of square-integrable random variables, a fixe…Fourth-Moment Maximal Inequality for Bounded Right-Continuous Martingales on a Compact Time Interval
theoremthm:doob-l4-right-continuous-2026aProbabilityLet be a probability space, let and be real numbers, let be a filtration on with time index restricted to , and let be a square-integrable martingale with resp…The Square of a Square-Integrable Martingale with Finite Fourth Moments is a Nonnegative Submartingale
lemmalem:martingale-square-submartingale-2026aProbabilityLet be a probability space, let be a real number, let be a filtration on with time index restricted to , and let be a square-integrable martingale with respect to…Optional Stopping for Bounded Right-Continuous Square-Integrable Martingales on a Compact Time Interval
theoremthm:optional-stopping-bounded-right-continuous-2026aProbabilityLet be a probability space, let and be real numbers, let be a filtration on with time index restricted to , and let be a square-integrable martingale with re…Stopping Times on a Compact Time Interval: Elementary Operations, the Prior Sigma-Algebra, Dyadic Approximation, Sampling, and Hitting Times
lemmalem:stopping-time-toolkit-2026aProbabilityLet be the real numbers, let be a probability space, let be real, and let be a filtration on with time index restricted to . Stopping times are those of…Process Sampled at a Random Time and Stopped Process
definitiondef:sampled-and-stopped-process-2026aProbabilityLet be a set, let be a real number, let be a family of real-valued functions on , and let be a function (a random time). The process sampled at is the real-valued function on defined…Sigma-Algebra of Events Prior to a Stopping Time
definitiondef:stopping-time-sigma-algebra-2026aProbabilityLet be a probability space, let be a real number, let be a filtration on with time index restricted to , and let be a stopping time of . The…Stopping Time of a Filtration on a Compact Time Interval
definitiondef:stopping-time-2026aProbabilityLet be a probability space, let be a real number, and let be a filtration on with time index restricted to . A stopping time of is a function…Restricted First Moments and Tail Bounds for the Martingale Part of the Empirical State Measure
lemmalem:n-agent-martingale-restricted-moments-2026aProbabilityAdopt the setting of the moment bounds for the aggregate compensated counters with agents, states, observation channels, and control dimension : a transition-rate family with control set , a nonempty subset of Euclidean space…Pointwise-in-Time Tracking of the Mean-Field Flow and Cost along the Realized Control of the Controlled N-Agent Dynamics
lemmalem:n-agent-pathwise-tracking-2026aAnalysisProbabilityAdopt the setting, hypotheses, and notation of the comparison lemma for the -agent system and the mean-field flow: the affine-controlled transition-rate family on states with control set and its transition-rate family…Progressive Measurability: Sections, Right-Continuous Adapted Processes, Arithmetic, and Indefinite Time Integrals
lemmalem:progressive-measurability-toolkit-2026aProbabilityLet be the real numbers, let be a probability space, let be real, and let be a filtration on with time index restricted to . Progressive measurability of a family…- Let be a probability space, let be a real number, and let be a filtration on with time index restricted to . For let be the trace Borel -algebra…
The Twice Continuously Differentiable Extension Determined by Affine-Controlled Rate Data
lemmalem:affine-c2-extension-2026bProbabilityLet be twice continuously differentiable affine-controlled rate data on states with control set and derivative bound , and let be the probability simplex. For each ordered pair with…Twice Continuously Differentiable Affine-Controlled Rate Data
definitiondef:c2-affine-rate-data-2026bProbabilityLet and be natural numbers with and , let be the probability simplex, let be a nonempty subset of Euclidean space that is convex and compact for the topology determined by the Euclidean distance, ca…