Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
Jump Representation and Positive Semidefiniteness of the Aggregate Fluctuation Covariance
lemmalem:fluctuation-covariance-psd-2026bProbabilityLet and be natural numbers with and , let be a nonempty subset of Euclidean space , let be a transition-rate family on states with control set and rate bound , and let be its…Fluctuation LQG Data of a Stationary Mean-Field Triple
definitiondef:fluctuation-lqg-data-2026bProbabilityLet , , , with rate bound , with derivative bound , , with second-derivative bound , , , and the stationary co-state be as in the definition of the…Regularity and Derivative Bounds of the Extended Aggregate Observation Drift
lemmalem:extended-observation-drift-regularity-2026bProbabilityLet and be natural numbers with and , let be an observation-rate family on states with observation channels and rate bound , let be a…Extended Aggregate Observation Drift
definitiondef:extended-aggregate-observation-drift-2026bProbabilityLet and be natural numbers with and , let be an observation-rate family on states with observation channels and rate bound , and let be a…Twice Continuously Differentiable Extension of an Observation-Rate Family
definitiondef:c2-observation-rate-extension-2026bProbabilityLet and be natural numbers with and , let be an observation-rate family on states with observation channels and rate bound , let be the probability simplex, and let…Multiplier Identities and Interval Estimates for the Compensated Counters of the Controlled N-Agent Dynamics
lemmalem:n-agent-multiplier-interval-estimates-2026bProbabilityAdopt the setting of the compensated counters of the controlled -agent dynamics: a nonempty subset of Euclidean space , a transition-rate family with rate bound on states with control set , an observation-rate family…Factorial Moments and Moments of Every Order of the Poisson Distribution
lemmalem:poisson-factorial-moments-2026aProbabilityLet be a probability space, let be a real number, let be a random variable on with the Poisson distribution with parameter , and let be a natural number. Write for the expectation and use the…A Priori Fourth-Moment Bound for the State Fluctuation Process
lemmalem:fluctuation-fourth-moment-bound-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 , and rate bound , an observation-rate family ,…Moment Bounds for the Aggregate Compensated Counters of the Controlled N-Agent Dynamics
lemmalem:n-agent-counter-fourth-moment-2026bProbabilityAdopt the setting of the compensated counters of the controlled -agent dynamics with agents, states, observation channels, and control dimension : a transition-rate family with rate bound , an observation-rate family with rate…Mean Deviation Bound for the Aggregate Fluctuation Covariance along a Mean-Field Trajectory Pair
lemmalem:fluctuation-covariance-deviation-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 , and rate bound , an observation-rate family ,…Mean-Square Continuous Dependence for Linear Stochastic Differential Equations Driven by the Same Brownian Motion
lemmalem:linear-sde-continuous-dependence-2026bProbabilityThroughout, a real-valued function on a subinterval of the real numbers is called continuous on when it is continuous relative to , both and the codomain carrying the metric of the real line. Let be a…Mean-Square Linearization Residual of the State Fluctuation Process
lemmalem:fluctuation-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 , and rate bound , an observation-rate family ,…Completion of Squares and A Priori Control Bound for the Fluctuation Cost
theoremthm:fluctuation-control-coercivity-2026cProbabilityAdopt the full setting of the second-order expansion of the -agent cost: the fluctuation processes , of a solution about a mean-field trajectory pair , the extension of with derivative bound and its…Weighted Second-Moment Evolution of the State Fluctuation Process
lemmalem:fluctuation-weighted-second-moment-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 , and rate bound , an observation-rate family ,…- Let and be natural numbers with and , let be a nonempty subset of Euclidean space , let be a transition-rate family on states with control set and rate bound , and let be a…
Grouping Independence and the Fresh-Start Sigma-Algebra of an Independent-Increment Process
lemmalem:independent-increments-fresh-start-2026aProbabilityLet be a probability space. (a) (Grouping.) Let be a natural number, let be independent random variables on , and let and be disjoint subsets of . Then the -algebras…Second-Order Expansion of the N-Agent Cost about a Stationary Mean-Field Trajectory
theoremthm:n-agent-cost-expansion-2026cProbabilityAdopt 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 , and rate bound , an observation-rate family ,…A Priori Second-Moment Bound for the State Fluctuation Process
lemmalem:fluctuation-state-moment-bound-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 , and rate bound , an observation-rate family ,…- Let , , , with rate bound , with derivative bound , , with second-derivative bound , , and be as in the definition of a stationary mean-field triple, let be the…
- Let and be natural numbers with and . Let be a nonempty subset of Euclidean space , let be a transition-rate family on states with control set and rate bound , let be a…