Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
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…Existence and Uniqueness for Ordinary Differential Equations with Measurable Time Dependence
theoremthm:caratheodory-ode-2026bAnalysisLet be a natural number, let , and be real numbers, and let be a map into Euclidean space such that: 1. (Measurability in time.) For every and every…Norm Bound for a Vector-Valued Lebesgue Integral over a Compact Interval
lemmalem:vector-integral-norm-bound-2026aAnalysisLet be a natural number, let be real numbers, and let be a map into Euclidean space whose components are bounded and measurable with respect to the trace Borel -algebra on and the Borel -algebra on the…- Let be the real numbers, and let , , and be real numbers with and . Write for the closed interval determined by and , and likewise for the closed interval determined by and when . Let…
Nearest-Point Projection onto a Nonempty Closed Convex Subset of Euclidean Space
lemmalem:convex-projection-rn-2026aAnalysisLet be a natural number and let be a nonempty subset of Euclidean space that is convex and closed for the topology of open subsets determined by the Euclidean distance. Write for the dot product of and for the…Measurability of Countable Suprema, Bounded Pointwise Limits, Monotone Functions, and Continuous Functions
lemmalem:measurable-limits-toolkit-2026cAnalysisProbabilityLet be a measurable space. Real-valued maps on are called measurable when they are measurable with respect to and the Borel -algebra on the real line. Let be a real number and let , indexed by the…