Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
The Hessian Matrix of a Function of Class C²
definitiondef:hessian-matrix-2026cAnalysisLinear AlgebraMultivariable CalculusDefines the second partial derivatives of a real-valued function of class C² on an open subset of ℝⁿ, and its Hessian matrix and Hessian function.Real-Valued Map on an Open Subset of Euclidean Space
definitiondef:c2-map-euclidean-open-set-2026aAnalysisMultivariable CalculusLet be a natural number, let be an open subset of Euclidean space , and let , where is the set of real numbers. We say that is of class on if the following two conditions hold. 1. is…Semicontinuous Functions Attain Their Extrema on a Compact Set
theoremthm:semicontinuous-attains-extrema-compact-2026bAnalysisTopologyLet be a metric space, equipped with the collection of all subsets that are open in , which is a topology by The Open Subsets of a Metric Space Form a Topology. Let be nonempty and compact in . Let be the set of real numbers with the…Sums and Nonnegative Multiples of Semicontinuous Functions
lemmalem:sum-semicontinuous-2026aAnalysisTopologyLet be a metric space, let , let be the set of real numbers with the addition and multiplication and the order of its ordered field structure, let , let satisfy , and let . Le…Semicontinuity Under Negation and Characterization of Continuity
lemmalem:semicontinuity-negation-continuity-2026aAnalysisTopologyLet be a metric space, let , let be the set of real numbers with the addition and the order of its ordered field structure, let , and let . Let be the function whose value at is the additive…Lower Semicontinuous Function on a Subset of a Metric Space
definitiondef:lower-semicontinuous-function-metric-2026aAnalysisTopologyLet be a metric space, let , let be the set of real numbers with the addition and the order of its ordered field structure, where means that and , let , and let . We say that is…Upper Semicontinuous Function on a Subset of a Metric Space
definitiondef:upper-semicontinuous-function-metric-2026aAnalysisTopologyLet be a metric space, let , let be the set of real numbers with the addition and the order of its ordered field structure, where means that and , let , and let . We say that is…Continuous Map Between Metric Spaces
definitiondef:continuous-map-metric-spaces-2026cAnalysisTopologyDefines continuity of a map from a subset of a metric space into a metric space, at a point relative to the subset and on the whole subset, by the epsilon-delta condition.- The map sending two real numbers s and t to |s - t| is a metric on the real numbers; the resulting metric space is called the real line.
Elementary Order Arithmetic in an Ordered Field
lemmalem:ordered-field-order-arithmetic-2026bAnalysisAlgebraElementary order rules in an ordered field: strict order is compatible with addition and with multiplication by positive elements, mixed transitivity, sign reversal, positivity of products, of 1 and of inverses, halving, the least of two elements, and order reversal of reciprocal…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 as the Best Mean-Square Predictor
lemmalem:conditional-mean-square-optimality-2026bProbabilityFor a square-integrable random vector, a version of its conditional expectation given a sub-sigma-algebra is square-integrable, its error is orthogonal to every square-integrable measurable predictor, and the weighted mean-square error of any such predictor splits into the error…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…