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Add some doc-comments
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Signed-off-by: Avi Shinnar <[email protected]>
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shinnar committed Dec 5, 2024
1 parent 8636c84 commit 3779070
Showing 1 changed file with 14 additions and 1 deletion.
15 changes: 14 additions & 1 deletion coq/QLearn/jaakkola_vector.v
Original file line number Diff line number Diff line change
Expand Up @@ -7016,37 +7016,50 @@ Proof.
{isl2 : forall k i pf, IsLp prts 2 (vecrvnth i pf (XF k))}
{rvXF : forall k, RandomVariable (F (S k)) (Rvector_borel_sa (S N)) (XF k)} :

(**r α and β are almost always non-negative *)
almost prts (fun ω => forall k i pf, 0 <= vector_nth i pf (α k ω)) ->
almost prts (fun ω => forall k i pf, 0 <= vector_nth i pf (β k ω)) ->

(**r α is almost always less than or equal to β, component-wise *)
almost prts (fun ω => forall k i pf, vector_nth i pf (β k ω) <= vector_nth i pf (α k ω)) ->

(**r The sum of αs almost always increase without limit *)
almost prts (fun ω => forall i pf, is_lim_seq (sum_n (fun k => vector_nth i pf (α k ω))) p_infty) ->
(**r The sum of βs almost always increases without limit *)
almost prts (fun ω => forall i pf, is_lim_seq (sum_n (fun k => vector_nth i pf (β k ω))) p_infty) ->

(**r The sum of α²s almost always converges to a finite limit *)
(forall i pf, almost prts (fun ω => ex_series (fun n => Rsqr (vector_nth i pf (α n ω))))) ->
(**r The sum of β²s almost always converges to a finite limit *)
(forall i pf, almost prts (fun ω => ex_series (fun n => Rsqr (vector_nth i pf (β n ω))))) ->

(exists (γ : R),
0 < γ < 1 /\
almost prts
(fun ω =>
(forall k,
(pos_scaled_Rvector_max_abs ((vector_FiniteConditionalExpectation prts (filt_sub k) (XF k) (rv := vec_rvXF_I filt_sub XF k) (isfe := vec_isfe XF (vec_rvXF_I := vec_rvXF_I filt_sub XF) k)) ω) W) <
(γ * (pos_scaled_Rvector_max_abs (X k ω) W))))) ->

(forall i pf,
is_lim_seq'_uniform_almost (fun n ω => sum_n (fun k => rvsqr (vecrvnth i pf (α k)) ω) n)
(fun ω => Lim_seq (sum_n (fun k => rvsqr (vecrvnth i pf (α k)) ω)))) ->

(forall i pf,
is_lim_seq'_uniform_almost (fun n ω => sum_n (fun k => rvsqr (vecrvnth i pf (β k)) ω) n)
(fun ω => Lim_seq (sum_n (fun k => rvsqr (vecrvnth i pf (β k)) ω)))) ->
(exists (C : R),

(exists (C : R),
(0 < C) /\
almost prts
(fun ω =>
(forall k i pf,
((FiniteConditionalVariance_new prts (filt_sub k) (vecrvnth i pf (XF k)) (rv := vecrvnth_rv i pf (XF k) (rv := vec_rvXF_I filt_sub XF k))) ω)
<= (C * (1 + pos_scaled_Rvector_max_abs (X k ω) W)^2)))) ->

(forall k, rv_eq (X (S k))
(vecrvplus (vecrvminus (X k) (vecrvmult (α k) (X k))) (vecrvmult (β k) (XF k) ))) ->

almost prts (fun ω =>
forall i pf,
is_lim_seq (fun m => vector_nth i pf (X m ω)) 0).
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