Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
- Let be a metric space with nonempty, let be its topology of open subsets, and let be its Borel -algebra. Let be a sequence of probability measures on and let be a probabilit…
Convergence in Distribution of Random Elements of a Metric Space
definitiondef:convergence-in-distribution-metric-2026aAnalysisProbabilityLet be a metric space. For each let be a random element of on a probability space , and let be a random element of on a probability space ; these probability spaces are not as…Weak Convergence of Finite Borel Measures on a Metric Space
definitiondef:weak-convergence-measures-metric-2026aAnalysisTopologyProbabilityLet be a metric space, let be a sequence of Borel measures on with for every , and let be a Borel measure on with . Regard as a metric space with the absolute-value metric.…Random Element of a Metric Space and Its Law
definitiondef:random-element-law-metric-2026aAnalysisProbabilityLet be a probability space and let be a metric space with Borel -algebra . A random element of on is a map that is measurable with respect to and…Borel Measurability and Bounded Integration on a Metric Space
lemmalem:borel-metric-toolkit-2026aAnalysisTopologyProbabilityLet be a metric space, let be its topology of open subsets, and let be its Borel -algebra. Measurability of maps between measurable spaces is that of Measurable Function and Real-Valued Measurable Function, and…- A measure is finitely additive, monotone, subtractive on sets of finite measure, countably subadditive and continuous from below.
Borel Sigma-Algebra of a Metric Space
definitiondef:borel-sigma-algebra-metric-2026aAnalysisTopologyProbabilityLet be a metric space. The Borel -algebra of , denoted , is the -algebra generated by the family of all open subsets of . Its members are called the Borel subsets of . When the metric is clear from the context we wri…Intersections of Sigma-Algebras and Minimality of the Generated Sigma-Algebra
lemmalem:generated-sigma-algebra-smallest-2026aAnalysisProbabilityLet be a set. 1. (Intersections) Let be a collection of -algebras on , and let be the family of those subsets of that belong to every member of . Then is a -algebra on . 2. (Minimality) Let…Weak Lower Semicontinuity of the Running-Cost Integral along a State Path
lemmalem:running-cost-integral-weak-lsc-2026bAnalysisProbabilityLet and be natural numbers with and , let be population cost data on states with control dimension , and let be the probability simplex. Let be a real number, adopt the notation of…Generator Criterion for Measurability
lemmalem:measurability-generator-criterion-2026aAnalysisProbabilityLet and be measurable spaces and let be a function. 1. (Pullback -algebra) The family of all subsets of with is a -algebra on . 2. (Generator criterion) Let be a fa…Dyadic Sigma-Algebras on a Compact Interval and Conditional Expectation as Dyadic Averaging
lemmalem:dyadic-conditional-expectation-interval-2026aAnalysisProbabilityLet be a real number with . Adopt the notation and of the restricted Lebesgue measure space on a compact interval, and let for , so that…A Property Holding Almost Everywhere
definitiondef:property-almost-everywhere-2026aAnalysisProbabilityLet be a measure space and let be a property of points of . Then holds -almost everywhere, abbreviated -a.e., if the set of points of at which fails is -null. When the measure is understood, one writes almost everywhere and…- Let be a measure space. A subset of is -null, or a null set for , if there is a measurable set with and . A null set is not required to belong to .
Almost Sure Inequalities Between Bounded Random Variables Pass to Expectations
lemmalem:almost-sure-expectation-2026aProbabilityLet be a probability space, let be a real number, and let and be random variables on it with and for every . Suppose there is an event with .…Convergence of the N-Agent Cost to the Mean-Field Cost under an Open-Loop Control
corollarycor:open-loop-cost-convergence-2026bProbabilityAdopt the setting and notation of the mean-square tracking proposition, and let be population cost data on states with control dimension . Let be the -agent cost of the open-loop policy under , and let be the…Mean-Square Tracking of the Mean-Field Trajectory under an Open-Loop Control
propositionprp:open-loop-mean-field-tracking-2026cProbabilityLet be an affine-controlled transition-rate family on states with control set , let be its transition-rate family, with rate bound , aggregate state drift and state-Lipschitz constant , and let…Uniform Mean-Square Bound for the Martingale Part of the Empirical State Measure
lemmalem:n-agent-martingale-sup-bound-2026cProbabilityAdopt the setting of the controlled -agent dynamics with agents, states and control dimension , and let be a nonempty subset of Euclidean space : a transition-rate family on states with control set and rate bound…- Let be a real number, let and be natural numbers, and let be a map whose components are measurable with respect to the trace Borel -algebra on and the Borel -algebra on the real line. Define a family…
Doob's L2 Maximal Inequality for Bounded Right-Continuous Martingales on a Compact Time Interval
theoremthm:doob-l2-right-continuous-2026aProbabilityLet be a probability space, let and be real numbers, let be a filtration with time index restricted to , and let be a square-integrable martingale with respect to…The Supremum of a Bounded Right-Continuous Process is a Random Variable
lemmalem:right-continuous-sup-measurable-2026aProbabilityLet be a probability space, let and be real numbers, and let be a family of random variables on . Let be the set of dyadic partition points of , that is, the set of all numbers of the fo…