Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
Conditional Density of the Observation Record Given the Initial States and Transition Clocks
lemmalem:observation-record-conditional-density-2026bProbabilityAdopt the setting of the controlled -agent dynamics with agents, states, observation channels, and control dimension , and let be a nonempty subset of Euclidean space : a transition-rate family with con…Measurable Reconstruction of the Controlled N-Agent Dynamics from Observation Records
lemmalem:n-agent-record-reconstruction-2026bProbabilityAdopt the setting of the controlled -agent dynamics with agents, states, observation channels, and control dimension , with a nonempty control set in Euclidean space: a transition-rate family wit…The Record-Frozen Control Path and Record-Frozen Policy
definitiondef:record-frozen-control-2026bProbabilityLet and be natural numbers, let be a real number, let be an observation-driven control policy with horizon , control dimension , and channels, and let be a member of the observation record space…The Observation Record of a Solution of the Controlled N-Agent Dynamics
definitiondef:observation-record-2026bProbabilityAdopt the setting of the controlled -agent dynamics with control dimension , and let be a nonempty subset of Euclidean space : a transition-rate family with control set and rate bound , an observation-rate family…- Let be a natural number and let be a real number. Write , whose members are called channels, and write and for the -fold Borel -algebra and product Lebesgue measure on . An…
Independence Fubini: Integration in an Independent Random Vector Given a Sub-Sigma-Algebra
lemmalem:independence-fubini-2026aAnalysisProbabilityLet be a probability space, let be a -algebra on with , let be a natural number, and let be measurable with respect to and the -fold…Uniqueness of Finite Measures on a Generating Pi-System and the Density of the Exponential Law
lemmalem:finite-measure-uniqueness-2026aAnalysisProbability(Uniqueness) Let be a measurable space, let be a -system of subsets of whose generated -algebra is , and let and be measures on with and for every…- Let be a probability space, let be a natural number, let be a measurable space, and let be a -finite measure on it. Let and be the -fold product -algebra and product of Lebesgu…
Finite Products of Lebesgue Measure and Coordinate Integration on
lemmalem:lebesgue-product-coordinate-integration-2026aAnalysisProbabilityLet be a natural number. Write for the Borel -algebra on the real numbers and for Lebesgue measure on it. Members of the -fold Cartesian product are written as tuples , and f…Image Measures, Measures with Densities, and Change of Variables
lemmalem:image-measure-density-2026aAnalysisProbabilityLet be a measure space and let be a measurable space. Measurability of maps between measurable spaces is that of Measurable Function and Real-Valued Measurable Function; measurability and integrals of -valued functions are those…Filtering Lower-Bound Reduction of the Recentred N-Agent Cost
lemmalem:n-agent-cost-filtering-reduction-2026bProbabilityFix the following common data: a transition-rate family on states with control set , a nonempty subset of Euclidean space , and rate bound , an observation-rate family with channels, a horizon , a…The Control of the Controlled N-Agent Dynamics is Adapted to the Observation Filtration
lemmalem:n-agent-control-observation-adapted-2026cProbabilityAdopt the setting of the definition of a solution of the controlled -agent dynamics on : natural numbers , , , , a nonempty subset of Euclidean space , a transition-rate family on states with co…Conditional Expectation Minimizes Weighted Mean-Square Estimation Error
lemmalem:conditional-mean-square-optimality-2026aProbabilityLet be a probability space, let be a sub--algebra of , let be a natural number, and let be a tuple of square-integrable random variables on . For each…Existence of Asymptotically Optimal-Value Observation-Driven Policies
theoremthm:asymptotically-optimal-value-policies-2026bProbabilityAdopt the setting, hypotheses (H1)--(H4) and (C), and notation of the approximate Kalman filter and policy lemma, for the fluctuation LQG data of the stationary mean-field triple , whose stationary co-state has value at time : in particul…The Limiting Cost Along the Approximate Kalman Policy Is the Optimal Value of the Fluctuation LQG Problem
corollarycor:kalman-policy-limit-is-lqg-value-2026bProbabilityAdopt the setting, hypotheses (H1)--(H4) and (C), and notation of the approximate Kalman filter and policy lemma for the fluctuation LQG data of the stationary mean-field triple , whose stationary co-state has components (,…Cost Limit Along the Approximate Kalman Policy
propositionprop:kalman-policy-cost-limit-2026cProbabilityAdopt the setting, hypotheses (H1)--(H4) and (C), and notation of the approximate Kalman filter and policy lemma — in particular the clamp indicator of its conclusion 4(a) — together with hypothesis (H5) of the filter error covariance lemma, namely that there is a real…Mean-Square Error Covariance of the Approximate Kalman Filter
lemmalem:kalman-filter-error-covariance-2026cProbabilityAdopt the setting, hypotheses (H1)--(H4) and (C), and notation of the approximate Kalman filter and policy lemma: the fluctuation LQG data of the stationary mean-field triple with matrices , , , ,…Weighted Compensated Sums over the Observation Events of the Controlled N-Agent Dynamics
lemmalem:n-agent-weighted-observation-sums-2026bProbabilityAdopt the setting of the compensated counters of the controlled -agent dynamics: a transition-rate family with rate bound on states with control dimension , an observation-rate family with rate bound and channels, a ho…Mean-Square Linearization Residual of the Observation Fluctuation Process
lemmalem:observation-linearization-residual-2026bProbabilityAdopt the setting of the fluctuation processes of the controlled -agent dynamics: a transition-rate family on states with control set , a nonempty subset of Euclidean space , an observation-rate family with obs…The Approximate Kalman Filter and Policy for the Controlled N-Agent Dynamics
lemmalem:approximate-kalman-policy-2026bProbabilityAdopt the setting and notation of the definition of the fluctuation LQG data of a stationary mean-field triple: natural numbers , , , the control set (a nonempty subset of ), the transition-rate family with control…