Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
A Property Holding Almost Everywhere
definitiondef:property-almost-everywhere-2026bAnalysisProbabilityA property of points holds almost everywhere for a measure if the set of points of the space lacking it is a null set.- A subset of a measure space is null if it is contained in a measurable set of measure zero.
- Assuming dependent choice, Lebesgue measure on ℝⁿ is the unique measure on the Borel sets of ℝⁿ giving every nonempty open box the product of its side lengths.
Borel Sigma-Algebra on Euclidean Space
definitiondef:borel-sigma-algebra-euclidean-2026aAnalysisTopologyLet be a natural number. The Borel -algebra on Euclidean space , written , is the -algebra generated by the family of all Euclidean open subsets of ; its members are the Borel subsets of …The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets
lemmalem:borel-measurability-euclidean-2026aAnalysisTopologyLet and be natural numbers with and . For each natural number write for the -algebra on Euclidean space built in Finite Products of Lebesgue Measure and Coordinate Integration on , which by claim…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…Continuous Mean-Field Trajectory Pairs are Generalized Mean-Field Trajectory Pairs
lemmalem:mean-field-pair-compatibility-2026cProbabilityLet be an affine-controlled transition-rate family on states with control set , let be its transition-rate family, let be population cost data on states with control dimension , and let be a…Existence and Uniqueness of the Generalized Mean-Field Trajectory for a Measurable Control
theoremthm:generalized-mean-field-existence-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 projected drift , let be the…The Generalized Mean-Field Cost Functional
definitiondef:generalized-mean-field-cost-2026bProbabilityLet be an affine-controlled transition-rate family on states with control set , let be population cost data on states with control dimension , let be a real number, and let be a…- Let be an affine-controlled transition-rate family on states with control set , let be the aggregate state drift of its transition-rate family, with rate bound , let be the probability simplex, and let…
Boundedness and Uniform Continuity of Population Cost Data on a Compact Control Set
lemmalem:cost-data-compact-control-2026aAnalysisProbabilityLet and be natural numbers with and , let be population cost data on states with control dimension , let be the probability simplex, and let be a nonempty subset of that is compact for the topology dete…Forward Invariance of the Probability Simplex under the Projected Drift
lemmalem:simplex-forward-invariance-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 projected drift , let be the…The Transition-Rate Family and Aggregate Drift of Affine-Controlled Data
lemmalem:affine-rate-family-2026bProbabilityLet be an affine-controlled transition-rate family on states with control set and Lipschitz constant , and let be the probability simplex. Define…Affine-Controlled Transition-Rate Family
definitiondef:affine-controlled-rate-family-2026aProbabilityLet and be natural numbers with and , let be the probability simplex, let be a nonnegative real number, and let be a nonempty subset of Euclidean space that is convex and compact for the t…