Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
- Let and be natural numbers, and let and be real matrices, with entry notation and index sets and as there. Addition of real numbers is the addition of the ordered field . The sum is the real matrix whose entri…
- Let and be natural numbers, and let be the set of real numbers. Write and for the initial segments determined by and by . A real matrix is a function from the Cartesian product to . For …
The Positive Semidefinite Ordering on Symmetric Matrices
definitiondef:psd-ordering-symmetric-matrices-2026aAnalysisLinear AlgebraLet be a natural number, and let and be symmetric real matrices. Let be the set of real numbers with the order of its ordered field structure. We write if, with the dot product on Euclidean space and…Hessian Matrix of a Function
definitiondef:hessian-matrix-2026bAnalysisLinear AlgebraMultivariable CalculusLet be a natural number, let be an open subset of Euclidean space , let be the real numbers, let be of class on , and let . The Hessian matrix of at , denoted , is the rea…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 Metric Open Sets Form a Topology. Let be nonempty and compact in . Let be the set of real numbers with the order of its…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-2026aAnalysisTopologyLet and be metric spaces, let , let , and let . Let be the set of real numbers with the order of its ordered field structure, and for write to mean that and . We say…The Absolute Value Metric on the Real Line
lemmalem:absolute-value-metric-real-line-2026aAnalysisTopologyLet be the set of real numbers, with the addition and multiplication and the order of its ordered field structure, and let be the absolute value on . For write for . Let…Elementary Order Arithmetic in an Ordered Field
lemmalem:ordered-field-order-arithmetic-2026aAnalysisAlgebraLet together with be an ordered field, with additive identity and multiplicative identity , and with the addition and multiplication of its underlying field; its order is in particular a total order. For write to mean that and…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 Minimizes Weighted Mean-Square Estimation Error
lemmalem:conditional-mean-square-optimality-2026aProbabilityLet 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 . For each…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 , , , ,…