Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
Almost Sure Equality Preserves Square-Integrability and the Mean-Square Norm
lemmalem:almost-sure-equality-square-integrable-2026aLet be a probability space, and let and be random variables on it that are almost surely equal, in the sense that there is an event with such that for every . If …The Twice Continuously Differentiable Extension Determined by Affine-Controlled Rate Data
lemmalem:affine-c2-extension-2026bProbabilityLet be twice continuously differentiable affine-controlled rate data on states with control set and derivative bound , and let be the probability simplex. For each ordered pair with…Twice Continuously Differentiable Affine-Controlled Rate Data
definitiondef:c2-affine-rate-data-2026bProbabilityLet and be natural numbers with and , let be the probability simplex, let be a nonempty subset of Euclidean space that is convex and compact for the topology determined by the Euclidean distance, ca…Conditional-Variance Lower Bound for the Completed-Square Control Energy
lemmalem:fluctuation-conditional-variance-2026aProbabilityAdopt the setting, hypotheses (H1)--(H2), and notation of the completion-of-squares theorem for the fluctuation cost: in particular the fluctuation processes and of a solution of the controlled -agent dynamics about a…Sharp Drift Linearization Error under a Control-Affine Extension
lemmalem:affine-drift-linearization-sharp-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 ,…Cauchy-Schwarz Inequality for the Euclidean Dot Product
lemmalem:euclidean-dot-cauchy-schwarz-2026aAnalysisLinear AlgebraLet be a natural number, and let be points of Euclidean space . Write for the dot product, for the Euclidean norm, and for the absolute value on the real numbers, with the order of their ordered field structure.…Uniform Convergence in Probability of the N-Agent Empirical State Measure to the Unique Optimal Mean-Field Trajectory
corollarycor:n-agent-trajectory-uniform-convergence-2026cAnalysisProbabilityAdopt the setting, hypotheses and notation of the convergence theorem for the optimal -agent value. In particular: is an affine-controlled transition-rate family on states with control set , with…Convergence of the Optimal N-Agent Value to the Optimal Mean-Field Value and Concentration of Asymptotically Optimal Controls
theoremthm:n-agent-optimal-value-mean-field-limit-2026cAnalysisProbabilityAdopt the setting, hypotheses and notation of the asymptotic lower bound theorem for the -agent cost. In particular: is an affine-controlled transition-rate family on states with control set and…Asymptotic Lower Bound for the N-Agent Cost and Concentration of the Limit Laws on the Optimal Mean-Field Controls
theoremthm:n-agent-cost-liminf-limit-laws-2026cAnalysisProbabilityAdopt the setting, hypotheses and notation of the comparison lemma for the -agent system and the mean-field flow. In particular: is an affine-controlled transition-rate family on states with control set and…Comparison of the N-Agent System with the Mean-Field Flow and Cost along the Realized Control
lemmalem:n-agent-mean-field-comparison-2026cAnalysisProbabilityLet and be natural numbers with and , let be an affine-controlled transition-rate family on states with control set and let be its transition-rate family, with rate bound , aggregat…The Realized Control of the Controlled N-Agent Dynamics as a Random Element of the Control Set
lemmalem:realized-control-random-element-2026cAnalysisProbabilityAdopt the setting of the controlled -agent dynamics: natural numbers , , and ; a nonempty convex subset of Euclidean space , called the control set, which is compact for the topology determined by the…The Simplex, the Control Set and Their Product are Compact Separable Metric Spaces
lemmalem:simplex-control-product-compact-2026aAnalysisTopologyProbabilityLet and be natural numbers with and , and let be a real number. Let be the probability simplex, write for the Euclidean norm, let be the Euclidean distance, a metric by…Control Policy with Values in a Prescribed Subset of Euclidean Space
definitiondef:a-valued-control-policy-2026aProbabilityLet and be natural numbers with and , let be a real number, and let be a nonempty subset of Euclidean space . Let be an observation-driven control policy with horizon , control dimen…Structure of the Optimal Control Set and Separation of Near-Optimal Controls
lemmalem:mean-field-optimal-set-structure-2026bAnalysisProbabilityAdopt the setting, hypotheses and notation of the optimal value, controls and trajectories of the mean-field problem: the initial state , the optimal value , the set of optimal controls, the mean-field flow…The Optimal Value, the Optimal Controls and the Optimal Trajectories of the Mean-Field Problem
definitiondef:mean-field-optimal-solution-set-2026bAnalysisProbabilityAdopt the setting, hypotheses and notation of the boundedness, lower semicontinuity and attainment theorem for the mean-field cost: the affine-controlled transition-rate family on states with control set , the horizo…Boundedness, Lower Semicontinuity and Attainment of the Mean-Field Cost
theoremthm:mean-field-cost-lsc-attainment-2026bAnalysisProbabilityAdopt the setting and notation of the mean-field cost of a control from an initial state: the affine-controlled transition-rate family on states with control set , the horizon , the population cost data ,…The Mean-Field Cost of a Control from an Initial State
definitiondef:mean-field-control-cost-2026bAnalysisProbabilityLet be an affine-controlled transition-rate family on states with control set , let be the probability simplex, let be a real number, and let be population cost data on states with cont…Sequential Characterization of Lower Semicontinuity on a Subset of a Metric Space
lemmalem:lsc-sequential-characterization-2026aAnalysisTopologyLet be a metric space, let , and let be the restriction of to , a metric on by claim 1 of The Restriction of a Metric to a Subset Induces the Subspace Topology. Let be the set of real numbers with the addition and the order…Stability of the Mean-Field Flow under Perturbation of the Initial State and Weak Convergence of Controls
lemmalem:mean-field-flow-stability-2026cAnalysisProbabilityLet be an affine-controlled transition-rate family on states with control set and Lipschitz constant , let be its transition-rate family, and adopt from that lemma the real numbers , , and…Integrals of Functions Vanishing or Agreeing off a Null Set on a Compact Interval
lemmalem:integral-null-set-interval-2026aAnalysisLet be real numbers with and adopt the notation and of the restricted Lebesgue measure space on a compact interval, so that is a measure space by claim 1 there. Measurability of a re…