theorem superadditivity_qualitative
(F : AggFun J) (hhom : IsHomogDegOne J F)
(hconcave : ∀ (x y : Fin J → ℝ) (t : ℝ),
(∀ j, 0 < x j) → (∀ j, 0 < y j) → 0 ≤ t → t ≤ 1 →
F (fun j => t * x j + (1 - t) * y j) ≥ t * F x + (1 - t) * F y)
(x y : Fin J → ℝ) (hx : ∀ j, 0 < x j) (hy : ∀ j, 0 < y j)
(hFx : 0 < F x) (hFy : 0 < F y) :
F (fun j => x j + y j) ≥ F x + F y := by
set s := F x + F y with hs_def
have hs_pos : 0 < s := by linarith
set t := F x / s with ht_def
have ht_ge : 0 ≤ t := div_nonneg (le_of_lt hFx) (le_of_lt hs_pos)
have ht_le : t ≤ 1 := by rw [ht_def, div_le_one₀ hs_pos]; linarith
have h1t : 1 - t = F y / s := by
rw [ht_def]; field_simp; linarith
set x' := fun j => x j / F x
set y' := fun j => y j / F y
have hx' : ∀ j, 0 < x' j := fun j => div_pos (hx j) hFx
have hy' : ∀ j, 0 < y' j := fun j => div_pos (hy j) hFy
have hFx' : F x' = 1 := by
have h1 := hhom x (F x)⁻¹ (inv_pos.mpr hFx)
rw [show (fun j => (F x)⁻¹ * x j) = x' from by
ext j; simp [x', div_eq_inv_mul]] at h1
rw [h1, inv_mul_cancel₀ (ne_of_gt hFx)]
have hFy' : F y' = 1 := by
have h1 := hhom y (F y)⁻¹ (inv_pos.mpr hFy)
rw [show (fun j => (F y)⁻¹ * y j) = y' from by
ext j; simp [y', div_eq_inv_mul]] at h1
rw [h1, inv_mul_cancel₀ (ne_of_gt hFy)]
have mix_eq : ∀ j, x j + y j = s * (t * x' j + (1 - t) * y' j) := by
intro j; simp only [x', y', ht_def]
have hFxne : F x ≠ 0 := ne_of_gt hFx
have hFyne : F y ≠ 0 := ne_of_gt hFy
have hsne : s ≠ 0 := ne_of_gt hs_pos
field_simp; ring
have hconc := hconcave x' y' t hx' hy' ht_ge ht_le
rw [hFx', hFy'] at hconc
have hge1 : F (fun j => t * x' j + (1 - t) * y' j) ≥ 1 := by linarith
have := hhom (fun j => t * x' j + (1 - t) * y' j) s hs_pos
rw [show (fun j => s * (t * x' j + (1 - t) * y' j)) = (fun j => x j + y j) from by
ext j; rw [mix_eq]] at this
rw [this]
calc s * F (fun j => t * x' j + (1 - t) * y' j)
≥ s * 1 := by apply mul_le_mul_of_nonneg_left hge1 (le_of_lt hs_pos)
_ = s := mul_one stheorem diversity_encoding (hJ : 2 ≤ J) {ρ : ℝ} (hρ : ρ < 1)
(m : EquicorrModel) :
-- The second-order correction to E[F(X)] is:
-- -(K/(2c)) · τ²(1-r) = cesEigenvaluePerp J ρ c · (J-1)/J · τ²(1-r) / 2
let correction := -(curvatureK J ρ) / (2 * m.c) * m.idioVar
-- This equals the trace of H · Σ restricted to 1⊥, divided by 2
correction = cesEigenvaluePerp J ρ m.c * (↑J - 1) * m.idioVar / 2 := by
simp only [curvatureK, cesEigenvaluePerp, EquicorrModel.idioVar]
have hJne : (↑J : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr (by omega)
have hcne : m.c ≠ 0 := ne_of_gt m.hc
field_simptheorem eigenvaluePerp_sq_proportional_to_K_sq (hJ : 2 ≤ J) (ρ c : ℝ) :
cesEigenvaluePerp J ρ c ^ 2 =
curvatureK J ρ ^ 2 / ((↑J - 1) ^ 2 * c ^ 2) := by
simp only [cesEigenvaluePerp, curvatureK]
have hJne : (↑J : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr (by omega)
have hJm1_ne : (↑J : ℝ) - 1 ≠ 0 := by
have : (1 : ℝ) < ↑J := by exact_mod_cast (by omega : 1 < J)
linarith
field_simptheorem ces_log_supermodular (J : ℕ) {ρ : ℝ} (hρ : ρ < 1)
{c : ℝ} (hc : 0 < c) (hJ : 0 < J)
{i j : Fin J} (hij : i ≠ j) :
0 < cesHessianEntry J ρ c i j := by
simp only [cesHessianEntry, hij, ite_false, sub_zero, mul_one]
apply div_pos
· linarith
· apply mul_pos
· positivity
· exact hctheorem gainsFromVariety_gt_one (hJ : 2 ≤ J) {ρ : ℝ} (hρ : 0 < ρ) (hρ1 : ρ < 1) :
1 < gainsFromVariety J ρ := by
simp only [gainsFromVariety]
have hJpos : (1 : ℝ) < ↑J := by exact_mod_cast (by omega : 1 < J)
have hexp : 0 < 1 / ρ - 1 := by
rw [sub_pos, lt_div_iff₀ hρ, one_mul]
exact hρ1
calc (1 : ℝ) = 1 ^ (1 / ρ - 1) := (one_rpow _).symm
_ < (↑J : ℝ) ^ (1 / ρ - 1) := by
exact rpow_lt_rpow zero_le_one hJpos hexptheorem diversity_premium_proportional_to_K_logJ (hJ : 2 ≤ J)
{ρ : ℝ} (hρ : ρ ≠ 0) {c : ℝ} (hc : 0 < c) :
Real.log (unnormCES J ρ (symmetricPoint J c) / c) - Real.log ↑J =
(1 - ρ) / ρ * Real.log ↑J := by
rw [network_log_premium (by omega) hρ hc]
field_simptheorem bridge_theorem {J : ℕ} {ρ : ℝ} (hρ : ρ ≠ 0)
{c : ℝ} (hc : c ≠ 0) (hJ : (↑J : ℝ) ≠ 0) :
-hessLogFEigenvalue J ρ c =
bridgeRatio ρ * escortFisherEigenvalue J ρ c := by
simp only [hessLogFEigenvalue, escortFisherEigenvalue, bridgeRatio]
field_simp
ringtheorem fifth_role_of_K (hJ : 2 ≤ J) {ρ : ℝ} (hρ : ρ < 1) (hρ0 : ρ ≠ 0)
{c : ℝ} (hc : 0 < c) :
-- K is positive (economic curvature exists)
0 < curvatureK J ρ ∧
-- K decomposes as bridge × geometry × Fisher
curvatureK J ρ =
bridgeRatio ρ * (↑J - 1) * c ^ 2 * escortFisherEigenvalue J ρ c ∧
-- The bridge theorem holds
-hessLogFEigenvalue J ρ c =
bridgeRatio ρ * escortFisherEigenvalue J ρ c :=
⟨curvatureK_pos hJ hρ,
curvatureK_eq_bridge_times_fisher hρ0 hc.ne' (Nat.cast_ne_zero.mpr (by omega)),
bridge_theorem hρ0 hc.ne' (Nat.cast_ne_zero.mpr (by omega))⟩theorem keff_below_critical (J : ℕ) (ρ T Tstar : ℝ)
(hTs : 0 < Tstar) (hT : T < Tstar) :
effectiveCurvatureKeff J ρ T Tstar =
curvatureK J ρ * (1 - T / Tstar) := by
simp only [effectiveCurvatureKeff]
congr 1
exact max_eq_right (by rw [sub_nonneg, div_le_one hTs]; exact le_of_lt hT)theorem order_parameter_exponent_one (J : ℕ) (ρ T Tstar : ℝ)
(hTs : 0 < Tstar) (hT : T < Tstar) :
effectiveCurvatureKeff J ρ T Tstar =
curvatureK J ρ * ((Tstar - T) / Tstar) := by
rw [keff_below_critical J ρ T Tstar hTs hT]
congr 1; field_simptheorem landau_minimizer_optimal (t m : ℝ) (hm : 0 ≤ m) :
landauPotential t (max 0 (-t)) ≤ landauPotential t m := by
unfold landauPotential
by_cases ht : 0 ≤ t
· -- Super-critical: minimizer is 0, V(0) = 0 ≤ V(m)
rw [max_eq_left (by linarith : -t ≤ 0)]
nlinarith [sq_nonneg m, mul_nonneg ht hm]
· -- Sub-critical: V(m) - V(-t) = (m+t)²/2 ≥ 0
push_neg at ht
rw [max_eq_right (by linarith : 0 ≤ -t)]
nlinarith [sq_nonneg (m + t), neg_sq t]theorem ces_sextuple_role (ρ : ℝ) : SextupleRoleStatement J ρ where
K_pos := fun hJ hρ => curvatureK_pos hJ hρ
superadd := fun hJ hρ c hc v hv hv_ne =>
ces_strict_concavity_on_perp hJ hρ hc v hv hv_ne
corr_robust := fun hJ hρ m => diversity_encoding hJ hρ m
strategic := fun hJ hρ c hc δ hδ hδ_ne =>
ces_strict_concavity_on_perp hJ hρ hc δ hδ hδ_ne
network := fun hJ hρne c hc =>
network_scaling hJ hρne hc
estimation := fun hρ c hc hJ => bridge_theorem hρ hc hJ
phase := fun T Tstar => keff_eq_K_times_reduced J ρ T Tstar