Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
Existence, Uniqueness, Causality, and Measurability of the Open-Loop Aggregate Solution
theoremthm:open-loop-aggregate-existence-2026aProbabilityAdopt the setting and notation of Open-Loop Aggregate Solution Driven by Aggregate Transition Clocks: natural numbers , , , a nonempty subset of Euclidean space , real numbers and , a transition-rate family on…Open-Loop Aggregate Solution Driven by Aggregate Transition Clocks
definitiondef:open-loop-aggregate-solution-2026aProbabilityLet , and be natural numbers with , and , let be a nonempty subset of Euclidean space , let and be real numbers, and let be a transition-rate family on states with control set and…- Let be the set of natural numbers, , let , and let be Euclidean space, whose points are written . Let be a point of the probability simplex…
Move Information of a Discrete Probability Mass Function
definitiondef:discrete-move-information-2026aProbabilityStatisticsLet and be natural numbers, let be a discrete probability mass function on Euclidean space , put , let be a family of points of (the moves) and…Sum of a Nonnegative Function over an Arbitrary Set
definitiondef:sum-nonnegative-function-over-set-2026aAnalysisSet TheoryLet be a set and let be a function with values in the nonnegative real numbers. For a nonempty finite subset , denotes the sum over the finite index set of the restriction of to , and …Move Score and Move Information of the Multinomial Probability Mass Function
lemmalem:multinomial-move-information-2026aProbabilityStatisticsLet be the set of natural numbers, , let with , and let be Euclidean space; points are written with subscript coordinates, and denotes the…Move Score and Move Information of the Poisson Probability Mass Function
lemmalem:poisson-move-score-2026aProbabilityLet be the set of natural numbers, , and let be the set of real numbers, identified with the Euclidean space . We use the factorial with the conventions and , and the…Gaussian Smoothing of a Finitely Supported Probability Mass Function: Density Bounds and Control of the Directional Score Integral by the Move Information
lemmalem:discrete-smoothing-score-bound-2026aAnalysisProbabilityStatisticsLet be a natural number, let be a real number with , and let , , , and (for ) be as in…Move Score of a Discrete Probability Mass Function
definitiondef:discrete-move-score-2026aProbabilityStatisticsLet and be natural numbers, let be a discrete probability mass function on Euclidean space , and put . Let be a family of points of (the moves) and let …Discrete Probability Mass Function on Euclidean Space
definitiondef:discrete-pmf-euclidean-2026aProbabilityLet be a natural number and let be Euclidean space. A discrete probability mass function on is a function whose sum over isThe Gaussian Smoothing Weight: Normalization, Derivatives, Exponential Tilting, Moments, and First-Order Remainder
lemmalem:gaussian-smoothing-weight-2026aAnalysisProbabilityLet be a natural number, let be Euclidean space with the Euclidean norm , the dot product , and the Euclidean distance , and let be Lebesgue measure on the Borel -algebra . Let…The Empirical State Measure Deviates from the Realized Mean-Field Flow by at Most the Noise Majorant
lemmalem:realized-flow-deviation-majorant-2026aProbabilityAdopt the setting, hypotheses and notation of the pre-stopping envelope lemma: in particular the number of agents and the number of states (both natural numbers), the horizon , the solution of the controlled -agent dynamics with regular event and empiri…Asymptotic Lower Bound for the Recentred N-Agent Cost by the Fluctuation LQG Value, under Law-Transported Injection Certificates
theoremthm:n-agent-cost-lqg-lower-bound-2026cAnalysisProbabilityAdopt the common data, the family of solutions, the standing hypotheses, hypotheses (I), (I) and (CB), the notion of an admissible parameter vector, and the real number of the asymptotic lower bound theorem: in particular the stationary mean-field triple , the…Localized Filtering Lower Bound from a Mixture-Weight van Trees Certificate
lemmalem:filtering-certificate-bound-2026cProbabilityStatisticsLet 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 it. For each f…Adjoint Energy Identity for the Kalman Covariance Riccati Equation
lemmalem:riccati-adjoint-energy-2026aAnalysisLinear AlgebraAdopt the setting and notation of the Kalman covariance Riccati existence theorem: real numbers , a natural number , assignments , and of real matrices with rows and columns to each , all entries continuous in , with every and e…Directional Form of the Multivariate van Trees Inequality
corollarycor:directional-van-trees-2026aProbabilityStatisticsAdopt the setting, notation and hypotheses (i)--(iv) of the multivariate van Trees inequality: the probability space , the natural number , the measurable space with its -finite measure , the square-integrable random v…Rank-One Lower Bound for the Inverse of a Positive Definite Matrix
lemmalem:rank-one-inverse-bound-2026aLinear AlgebraLet be a natural number and let be a positive definite real matrix with rows and columns. Throughout, is Euclidean space, denotes the dot product, the matrix-vector product, the matrix product and the transpose.…Asymptotic Lower Bound for the Recentred N-Agent Cost without Uniform Control-Moment Hypotheses
theoremthm:n-agent-cost-lower-bound-2026aAnalysisProbabilityCommon data. Fix an affine-controlled transition-rate family on states with compact convex control set and control bound , its transition-rate family with rate bound , an observation-rate family…Ledger Decomposition of the Recentred N-Agent Cost over the Block Cascade and Its Near-Field Filtering Lower Bound
lemmalem:n-agent-cascade-ledger-2026aAnalysisProbabilityAdopt the setting, notation, parameters and standing hypotheses of the tracked energy bound lemma, formed for one and the same data as there. In particular: the affine-controlled transition-rate family on states with compact convex control set…Observation-Measurability of the Cascade Good Sets and the Restricted Filtering Bound
lemmalem:fluctuation-cascade-filtering-2026aProbabilityAdopt the setting and notation of the block cascade lemma — the solution of the controlled -agent dynamics with regular event , empirical state measure , control , observation filtration and system filtration…