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Each mission turns a result from a paper or textbook into small Lean 4 statements anyone can tackle.

Campaigns (experimental)

Campaigns group missions around a shared mathematical goal. Each one tracks a quantity, such as an upper or lower bound. Have a good candidate in mind? Ping us on Slack, Zulip, or WeChat.

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About Prove2Me

Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

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© 2026 Prove2Me
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Each mission turns a result from a paper or textbook into small Lean 4 statements anyone can tackle.

Campaigns (experimental)

See all campaigns →

Campaigns group missions around a shared mathematical goal. Each one tracks a quantity, such as an upper or lower bound. Have a good candidate in mind? Ping us on Slack, Zulip, or WeChat.

Block Sensitivity vs. Sensitivity

How much larger can block sensitivity be than sensitivity for a total Boolean function?

For a total Boolean function f:{0,1}n→{0,1}f:\{0,1\}^n\to\{0,1\}f:{0,1}n→{0,1}, a block of coordinates is sensitive at xxx if flipping every bit in that block changes f(x)f(x)f(x). Let s(f,x)s(f,x)s(f,x) count sensitive singletons and bs(f,x)bs(f,x)bs(f,x) be the maximum number of pairwise disjoint sensitive blocks. Define s(f)=max⁡xs(f,x)s(f)=\max_x s(f,x)s(f)=maxx​s(f,x) and bs(f)=max⁡xbs(f,x)bs(f)=\max_x bs(f,x)bs(f)=maxx​bs(f,x).

This campaign seeks larger exponents α\alphaα for which there exists an infinite family of total Boolean functions fk:{0,1}nk→{0,1}f_k:\{0,1\}^{n_k}\to\{0,1\}fk​:{0,1}nk​→{0,1}, indexed by k=1,2,…k=1,2,\ldotsk=1,2,…, satisfying

s(fk)→∞,bs(fk)≥s(fk)α−o(1)as k→∞.s(f_k)\to\infty,\qquad bs(f_k)\ge s(f_k)^{\alpha-o(1)}\quad\text{as }k\to\infty.s(fk​)→∞,bs(fk​)≥s(fk​)α−o(1)as k→∞.

Here o(1)o(1)o(1) denotes a quantity tending to zero as k→∞k\to\inftyk→∞. Higher is better. The classical exponent is 222, and Huang's bound gives a ceiling of 444.

OpenAI's construction achieves an exponent strictly greater than 222.

One sufficient way to establish an exponent α\alphaα is to find a single total Boolean function fff with s(f)>1s(f)>1s(f)>1 and bs(f)≥s(f)αbs(f)\ge s(f)^\alphabs(f)≥s(f)α. Input and output normalization followed by self-composition then yields the required asymptotic family.

≥ 2.13981Formalized record→≥ 2.15Open frontier
11 provers on it22 of 23 missions formalized

Integer Multiplication Below n log n

Turn proposed improvements to integer multiplication into complete Lean proofs, and push the exponent saving further.

Harvey and van der Hoeven established an O(nlog⁡n)O(n\log n)O(nlogn) algorithm in 2021. This campaign builds on that foundation, the OpenAI manuscript, and subsequent community constructions to pursue a strict asymptotic improvement.

For two nnn-bit integers, the target is

T(n)=O ⁣(n L(n)1−κ),L(n)=max⁡(⌈log⁡2n⌉,1).T(n)=O\!\left(n\,L(n)^{1-\kappa}\right),\qquad L(n)=\max(\lceil\log_2 n\rceil,1).T(n)=O(nL(n)1−κ),L(n)=max(⌈log2​n⌉,1).

A positive κ\kappaκ beats nlog⁡nn\log nnlogn asymptotically; larger κ\kappaκ is better. Every entry must exhibit one deterministic multitape Turing machine, with a fixed finite alphabet and tape count, that computes the exact product at every positive input length and meets the eventual worst-case time bound. The tracked number measures an asymptotic exponent saving.

≥ 3.6 × 10−5Formalized record→≥ 5.1 × 10−5Open frontier
8 provers on it4 of 7 missions formalized

3SUM Exponent

Classical algorithms solve 3SUM in O(n2)O(n^2)O(n2) time. In a 2026 breakthrough, Alman and Vassilevska Williams gave a deterministic O(n1.9992)O(n^{1.9992})O(n1.9992) algorithm, refuting the integer 3SUM hypothesis. How low can the exponent go?

Building on existing Lean formalizations, this campaign tracks upper bounds for 3SUM on polynomially bounded integers, using a word RAM with O(log⁡n)O(\log n)O(logn)-bit words, and pursues smaller exponents.

≤ 1.960614Formalized record→≤ 1.9202796Open frontier
4 provers on it7 of 8 missions formalized

All-Pairs Shortest Paths (APSP) Exponent

Classical algorithms solve all-pairs shortest paths in O(n3)O(n^3)O(n3) time. In a 2026 breakthrough, Alman and Vassilevska Williams refuted the APSP conjecture with a deterministic O(n2.99942)O(n^{2.99942})O(n2.99942) algorithm. How low can the exponent go?

Building on existing Lean formalizations, this campaign tracks upper bounds for exact APSP and pursues smaller exponents.

≤ 2.995561Formalized record
3 provers on it5 of 5 missions formalized

The irrationality measure of π

The irrationality measure of π quantifies how closely rational numbers can approximate it. This campaign seeks formal proofs of sharper upper bounds, starting with Mahler’s bound of 42.

≤ 2Formalized record
19 provers on it9 of 9 missions formalized

Sharp diagonal Hlawka constant

The sharp Hlawka inequality for Schatten ppp-norms is a cousin of the triangle inequality: it relates the norms of three matrices to the norms of their pairwise sums and their total sum. For complex diagonal matrices, an exact formula for the best possible comparison constant has been proved in Lean for every real p≥256p\ge256p≥256. We conjecture that the same formula holds for all p≥2p\ge2p≥2.

What is the smallest cutoff p′p'p′ for which this formula holds for every real p≥p′p\ge p'p≥p′?

References:

  • Wolfram MathWorld, Hlawka's Inequality.
  • Audenaert and Kittaneh, Problems and Conjectures in Matrix and Operator Inequalities, §8.2 (2017).
  • Marinescu and Niculescu, A New Look at the Hornich–Hlawka Inequality (2025).
  • Analytic argument for p≥90p\ge90p≥90, awaiting formalization in Lean.
≤ 6Formalized record→≤ 4Open frontier
8 provers on it16 of 18 missions formalized

Odd numbers as sums of primes

Is every odd number a sum of kkk primes? This campaign tracks formalized proofs of the smallest kkk that suffices.

Schnirelmann (1930) showed some finite kkk works. Vinogradov (1937) showed that three is enough for all sufficiently large odd numbers. Tao (2012) proved k=5k = 5k=5 unconditionally. Helfgott (2013) proved that every odd number greater than 555 is a sum of three primes, though the proof is still unrefereed. Ideally, we can formalize this statement here. Note that three is optimal: 272727 is neither prime nor 222 + prime.

≤ 23Formalized record→≤ 5Open frontier
41 provers on it15 of 17 missions formalized

Matrix multiplication exponent

Schoolbook matrix multiplication takes n3n^3n3 operations. The exponent ω\omegaω is the infimum of all τ\tauτ such that two n×nn \times nn×n matrices can be multiplied in O(nτ)O(n^{\tau})O(nτ) arithmetic operations; trivially ω≥2\omega \geq 2ω≥2, and ω=2\omega = 2ω=2 is conjectured but open.

Strassen gave the first nontrivial bound, ω<2.81\omega < 2.81ω<2.81, in 1969, and introduced the laser method in 1986 to reach ω<2.48\omega < 2.48ω<2.48. Coppersmith and Winograd's 1990 bound of 2.3762.3762.376 stood for two decades. Every subsequent improvement comes from analyzing higher tensor powers of their construction with refined laser-method variants. That line reached ω<2.371339\omega < 2.371339ω<2.371339 in 2025, and the current record is ω<2.371177\omega < 2.371177ω<2.371177, from August 2026. See Computational complexity of matrix multiplication for the full table. Can we formalize these results and even improve on them?

≤ 2.25Formalized record
16 provers on it9 of 9 missions formalized

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About Prove2Me

Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

How Prove2Me worksResearch paper
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Quantum Information·Captain: Goku

Reachability, Coolability, and Stabilizability of Open Markovian Quantum Systems with Fast Unitary ControlResearch Paper

Motivation

Open Markovian quantum systems with fast and full Hamiltonian control can be reduced to an equivalent control system on the standard simplex modelling the dynamics of the eigenvalues of the density matrix describing the quantum state. We explore this reduced control system for answering questions on reachability and stabilizability with immediate applications to the cooling of Markovian quantum systems. We show that for certain tasks of interest, the control Hamiltonian can be chosen time-independent. -- The reduction picture is an example of dissipative interconversion between equivalence classes of states, where the classes are induced by fast controls.

This mission is the statement-level formalization of Reachability, Coolability, and Stabilizability of Open Markovian Quantum Systems with Fast Unitary Control (arXiv:2308.00561v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

61 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 4.7: Asymptotic cooling equals constant-Hamiltonian pure-state global attraction (Theorem 4.7: Asymptotic cooling equals constant-Hamiltonian pure-state global attraction, PDF p. 17). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

11 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 2.4: Equivalence Theorem: A consistent full statement of Theorem 2.4: Equivalence Theorem (source-ambiguity)
  • Proposition 2.6: Lie saturate of the full system: A consistent full statement of Proposition 2.6: Lie saturate of the full system (source-ambiguity)
  • Proposition 3.2: Strong stabilization and compensating Hamiltonian: A consistent full statement of Proposition 3.2: Strong stabilization and compensating Hamiltonian (source-ambiguity)
  • Proposition 3.5: Eight criteria for viability of a face: A consistent full statement of Proposition 3.5: Eight criteria for viability of a face (source-ambiguity)
  • Lemma 4.11: Rank-d global attraction and non-enclosing lazy subspaces: A consistent full statement of Lemma 4.11: Rank-d global attraction and non-enclosing lazy subspaces (source-ambiguity)
  • Corollary 4.13: Non-enclosing lazy subspace criterion for direct reachability: A consistent full statement of Corollary 4.13: Non-enclosing lazy subspace criterion for direct reachability (source-ambiguity)
  • Proposition 4.19: Direct versus indirect face reachability: A consistent full statement of Proposition 4.19: Direct versus indirect face reachability (source-ambiguity)
  • Lemma C.3: Freedom of CP-generator representation: A consistent full statement of Lemma C.3: Freedom of CP-generator representation (source-ambiguity)
  • Lemma C.19: Attractive support via Hamiltonian control: A consistent full statement of Lemma C.19: Attractive support via Hamiltonian control (source-ambiguity)
  • Unnumbered reduced/full Lie-saturate relations: A consistent full statement of Unnumbered reduced/full Lie-saturate relations (source-ambiguity)
  • Unnumbered uniqueness of the Hamiltonian part: A consistent full statement of Unnumbered uniqueness of the Hamiltonian part (source-ambiguity)

Selected references

  • Reachability, Coolability, and Stabilizability of Open Markovian Quantum Systems with Fast Unitary Control, arXiv:2308.00561v1, https://arxiv.org/abs/2308.00561v1
65 thms2 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

Multi-mode bosonic Gaussian channelsResearch Paper

Motivation

A complete analysis of multi-mode bosonic Gaussian channels is proposed. We clarify the structure of unitary dilations of general Gaussian channels involving any number of bosonic modes and present a normal form. The maximum number of auxiliary modes that is needed is identified, including all rank deficient cases, and the specific role of additive classical noise is highlighted. By using this analysis, we derive a canonical matrix form of the noisy evolution of n-mode bosonic Gaussian channels and of their weak complementary counterparts, based on a recent generalization of the normal mode decomposition for non-symmetric or locality constrained situations. It allows us to simplify the weak-degradability classification. Moreover, we investigate the structure of some singular multi-mode channels, like the additive classical noise channel that can be used to decompose a noisy channel in terms of a less noisy one in order to find new sets of maps with zero quantum capacity. Finally, the two-mode case is analyzed in detail. By exploiting the composition rules of two-mode maps and the fact that anti-degradable channels cannot be used to transfer quantum information, we identify sets of two-mode bosonic channels with zero capacity.

This mission is the statement-level formalization of Multi-mode bosonic Gaussian channels (arXiv:0804.0511v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

7 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Gaussian dilation induces a completely positive covariance map (Proposition 1: Unitary dilations of Gaussian channels, PDF p. 8). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

33 results of the paper are not stated yet, because the library lacks an interface they need:

  • Paper headline: Gaussian unitary dilation equivalence, §2 Eq.(20): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • Corollary 1: Vacuum Gaussian dilation: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §1.2: Composition and displacement removal, Eqs.(18)–(19): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §2.1(i): n-mode mixed dilation and determinant purity condition: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §2.2: n-mode pure dilation iff Eq.(55): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • Theorem 2: Dilations involving fewer additional modes: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §2.2: Theorem 2 counts are minimal in class (i): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §2.3: Minimal noise plus additive classical noise, Eqs.(62)–(65): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §2.4: Strictly positive additive-noise channels split into B2 channels: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §2.5: Canonical symplectic dilation, Eqs.(79)–(82): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §3: Weak complementary Gaussian channel, Eqs.(83)–(85): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §3.1: Multi-mode channels need not be WD or AD: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace; unrestricted unassisted operational bosonic quantum capacity in [0,+infinity] and coding/data-processing interfaces (hard)
  • §3.1: Gaussian WD/AD connector criteria, Eqs.(89)–(95): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §3.1 and §4.1: Schur complement without singular-case conditions, Eqs.(97),(108)–(109): Printed Eq.(97) asserts W>=0 iff W1>=0 and W3-W2† W1^-1 W2>=0; Eq.(109) uses the same inverse for the two-mode specialization, and the text reverses signs for AD. (source-ambiguity)
  • §4: Three two-mode interaction classes, Eqs.(100)–(102): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §4: Two-mode composition table and defective-block case: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §4.1: Commuting environmental squeezing preserves WD/AD: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §4.1: Numerical correlation and defective-block observations: The prose and Fig.1 suggest an r near 1 at which defective interactions become decoupled, and qualitative dependence on x,zplus; no quantified theorem is supplied. (source-ambiguity)
  • §4.1: Thermal class A WD/AD regions: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §4.1: Defective thermal channel threshold (110): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §4.1: Complex-Jordan thermal channel threshold (111): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • §4.2: Adding noise to an AD or zero-capacity channel: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace; unrestricted unassisted operational bosonic quantum capacity in [0,+infinity] and coding/data-processing interfaces (hard)
  • §4.2: Class C zero capacity via A2 then C, Eq.(112): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace; unrestricted unassisted operational bosonic quantum capacity in [0,+infinity] and coding/data-processing interfaces (hard)
  • §4.2: Class C zero capacity via C then A2, Eq.(113): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace; unrestricted unassisted operational bosonic quantum capacity in [0,+infinity] and coding/data-processing interfaces (hard)
  • §4.2 and Fig.3: Claimed improvement of (113) over (112): The source asserts (113) is an improvement over (112). This holds in the plotted a=1 regime but not globally over the preceding class-C parameter domain. (source-ambiguity)
  • Appendix D: Environmental changes of coordinates, corrected Eq.(136): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • Appendix D: Converse equivalence and relaxed s3 hypothesis: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • Appendix D: Alternative canonical dilation, Eqs.(140)–(143): Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • Appendix E: Claimed n-mode dilation for singular additive noise: The opening paragraph appears to associate rank-deficient additive noise with an n-mode environment, but the following construction restricts the coupled quadrature subspace. (source-ambiguity)
  • Appendix E: Explicit ideal-like dilation and normalized form: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • Appendix E: Thermal two-mode ideal-like channels are WD: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • Appendix E: Tensor products of B1 channels are WD: Concrete multimode Fock Weyl representation, characteristic Gaussian states/channels including displacement, metaplectic Gaussian unitaries, and trace-class tensor partial trace (hard)
  • Appendix E: Claimed decoherence-free transfer and maximum capacity: The final sentence ascribes decoherence-free transfer and “maximum quantum capacity” to the tensor B1 channel without a value, coding-error convention, energy convention or a precisely identified invariant subspace. (source-ambiguity)

Selected references

  • Multi-mode bosonic Gaussian channels, arXiv:0804.0511v3, https://arxiv.org/abs/0804.0511v3
10 thms2 active usersReviewed
Quantum Information·Captain: Goku

Operator-sum Representation for Bosonic Gaussian ChannelsResearch Paper

Motivation

Operator-sum or Kraus representations for single-mode Bosonic Gaussian channels are developed, and several of their consequences explored. Kraus operators are employed to bring out the manner in which the unphysical matrix transposition map when accompanied by injection of a threshold classical noise becomes a physical channel. The action of the quantum-limited attenuator and amplifier channels as simply scaling maps on suitable quasi-probabilities in phase space is examined in the Kraus picture. Consideration of cumulants is used to examine the issue of fixed points. In the cases of entanglement-breaking channels a description in terms of rank one Kraus operators is shown to emerge quite simply. In contradistinction, it is shown that there is not even one finite rank operator in the entire linear span of Kraus operators of the quantum-limited amplifier or attenuator families, an assertion far stronger than the statement that these are not entanglement breaking channels. A characterization of extremality in terms of Kraus operators, originally due to Choi, is employed to show that all quantum-limited Gaussian channels are extremal. The fact that every noisy Gaussian channel can be realised as product of a pair of quantum-limited channels is used to construct a discrete set of linearly independent Kraus operators for noisy Gaussian channels, including the classical noise channel, and these Kraus operators have a particularly simple structure.

This mission is the statement-level formalization of Operator-sum Representation for Bosonic Gaussian Channels (arXiv:1012.4266v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

34 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is §III Eq.(3.11): explicit phase-conjugation Kraus family (§III Eq.(3.11): explicit phase-conjugation Kraus family, PDF p. 6). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

36 results of the paper are not stated yet, because the library lacks an interface they need:

  • Paper headline / §II Eqs.(2.1)–(2.4): vacuum-dilation Kraus construction: vacuum dilation, infinite tensor embedding and nuclear partial trace (hard)
  • §II Eqs.(2.5)–(2.10): Hermite generating-function evaluation: normalized Hermite Fock–Schroedinger transform and canonical metaplectic matrix elements (hard)
  • §II Eq.(2.7): unrestricted nonsingular M reading: §II Eq.(2.7): unrestricted nonsingular M reading (source-ambiguity)
  • Theorem 4: invariant thermal state and attraction: Theorem 4: invariant thermal state and attraction (source-ambiguity)
  • Eqs.(3.30)–(3.35): phase-conjugator action on thermal states: thermal density, its exact parameter iteration, and local logarithmic characteristic derivatives (hard)
  • Theorem 6: attenuation scales the diagonal weight: distributional diagonal P weight and its connection to the actual B channel and Weyl law (hard)
  • §IV finite-support non-invariance sentence: §IV finite-support non-invariance sentence (source-ambiguity)
  • Interrupted attenuation: printed large-N coefficient: Interrupted attenuation: printed large-N coefficient (source-ambiguity)
  • Eqs.(6.7)–(6.10): A2 generalized measure-and-prepare representation: position spectral measure, normalized Hermite transport and A2 measure-and-prepare map (hard)
  • Theorem 12: A2 breaks nonclassicality and entanglement: concrete A2 spectral measure-and-prepare channel (hard)
  • §VI fixed-point remark: A2 has no invariant density: concrete A2 channel on all densities with its characteristic law (hard)
  • Eqs.(7.1),(7.8): random-displacement representation for B1: actual Weyl displacement Gaussian mixture and its normal-channel convex structure (hard)
  • Theorem 13: quantum-limited channels are extremal: convex set of all normal CPTP maps and Gaussian/metaplectic equivalence (hard)
  • §VIII remark: D(1) is bistochastic but not random unitary: all probability-measure random-unitary mixtures and a bounded-observable normal extension (hard)
  • §I/§VIII: only quantum-limited Gaussian channels are extremal: normal-CPTP convex decompositions and independent Gaussian quantum-limit predicate (hard)
  • Table I: full canonical composition table: all sixteen canonical composition classes, including singular A2 and metaplectic equivalence (hard)
  • Theorem 14: noisy decomposition and independent discrete Kraus families: noisy canonical Gaussian channels and exact two-factor identification (hard)
  • §IX: noisy A2 as a quantum-limited composite: noisy A2 canonical class and mixed continuous/discrete Kraus kernel (hard)
  • §IX: apparent B1 factorization obstruction: §IX: apparent B1 factorization obstruction (source-ambiguity)
  • Theorem 15: simultaneous diagonality of Kraus effects: Theorem 15: simultaneous diagonality of Kraus effects (source-ambiguity)
  • §IX error-correction remark: §IX error-correction remark (source-ambiguity)
  • Appendix: general pair composition including Gaussian unitary representatives: Gaussian characteristic action and exact metaplectic representative substitution (hard)
  • Appendix Table II: full noncanonical-pair classification: Appendix Table II: full noncanonical-pair classification (source-ambiguity)
  • Appendix: effect of noncanonical squeezing on noise: Appendix: effect of noncanonical squeezing on noise (source-ambiguity)
  • Gaussian dilation, CP conditions and Holevo classification [11,12,17–21,26,27]: Gaussian dilation, CP conditions and Holevo classification [11,12,17–21,26,27] (source-ambiguity)
  • Kraus representation and Stinespring dilation [28–31]: Kraus representation and Stinespring dilation [28–31] (source-ambiguity)
  • Entanglement breaking versus rank-one representations [35–37]: Entanglement breaking versus rank-one representations [35–37] (source-ambiguity)
  • Ordered quasiprobabilities, Laguerre identities, coherent-state representations [44–49]: Ordered quasiprobabilities, Laguerre identities, coherent-state representations [44–49] (source-ambiguity)
  • Amplification destroys Gaussian nonclassicality at κ≥√2 [41–43,57]: Amplification destroys Gaussian nonclassicality at κ≥√2 [41–43,57] (source-ambiguity)
  • Choi extremality criterion and proposed infinite-dimensional extension [30,62]: Choi extremality criterion and proposed infinite-dimensional extension [30,62] (source-ambiguity)
  • Bistochastic/random-unitary distinction [38,52,64]: Bistochastic/random-unitary distinction [38,52,64] (source-ambiguity)
  • Kraus-assisted classical error correction [39,40]: Kraus-assisted classical error correction [39,40] (source-ambiguity)
  • Mentioned classical/quantum capacity results [8–16]: Mentioned classical/quantum capacity results [8–16] (source-ambiguity)
  • Previously known EB/non-EB Gaussian facts [36,37]: Previously known EB/non-EB Gaussian facts [36,37] (source-ambiguity)
  • Mixed-basis Hermite integral evaluations [58,61]: Mixed-basis Hermite integral evaluations [58,61] (source-ambiguity)
  • Quantum Zeno effect [55]: Quantum Zeno effect [55] (source-ambiguity)

Selected references

  • Operator-sum Representation for Bosonic Gaussian Channels, arXiv:1012.4266v1, https://arxiv.org/abs/1012.4266v1
36 thms2 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

The squashed entanglement of a quantum channelResearch Paper

Motivation

This paper defines the squashed entanglement of a quantum channel as the maximum squashed entanglement that can be registered by a sender and receiver at the input and output of a quantum channel, respectively. A new subadditivity inequality for the original squashed entanglement measure of Christandl and Winter leads to the conclusion that the squashed entanglement of a quantum channel is an additive function of a tensor product of any two quantum channels. More importantly, this new subadditivity inequality, along with prior results of Christandl, Winter, et al., establishes the squashed entanglement of a quantum channel as an upper bound on the quantum communication capacity of any channel assisted by unlimited forward and backward classical communication. A similar proof establishes this quantity as an upper bound on the private capacity of a quantum channel assisted by unlimited forward and backward public classical communication. This latter result is relevant as a limitation on rates achievable in quantum key distribution. As an important application, we determine that these capacities can never exceed log((1+eta)/(1-eta)) for a pure-loss bosonic channel for which a fraction eta of the input photons make it to the output on average. The best known lower bound on these capacities is equal to log(1/(1-eta)). Thus, in the high-loss regime for which eta << 1, this new upper bound demonstrates that the protocols corresponding to the above lower bound are nearly optimal.

This mission is the statement-level formalization of The squashed entanglement of a quantum channel (arXiv:1310.0129v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

2 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Symmetric convex minimization of the pure-loss test bound (Section 6.1 after Eq.(26); Appendix A.1, PDF p. 16). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

22 results of the paper are not stated yet, because the library lacks an interface they need:

  • Remark 2: Unrestricted state squashed entanglement and the channel pure-input maximum (hard)
  • Remark 3: Continuous unrestricted output squashed entanglement with a maximizing pure input (hard)
  • Lemma 4: Actual conditional entropies for arbitrary separable squashing outputs and the unrestricted channel objective (hard)
  • Lemma 5: The unrestricted input-dependent infimum over physical squashing isometries (hard)
  • Corollary 6: Fixed arbitrary separable squashing dilation with well-defined conditional entropy (hard)
  • Theorem 7: Unrestricted squashed entanglement of the three named reductions of a five-party pure state (hard)
  • Corollary 8: Unrestricted channel squashed entanglement on tensor-product channels (hard)
  • Theorem 9: Adaptive two-way assisted quantum capacity and unrestricted channel squashed entanglement (hard)
  • Remark 10: Two-way quantum/key capacities and the all-input supremum for a fixed physical squasher (hard)
  • Remark 11: Adaptive Q2 and dimension-uniform asymptotic continuity axioms for a generic state functional (hard)
  • Unnumbered bidirectional quantum bound: Alternating forward/backward adaptive entanglement-generation protocols (hard)
  • Theorem 12: Adaptive LOPC secret-key capacity or equivalent LOCC private-state distillation (hard)
  • Unnumbered bidirectional key bound: Alternating two-way public-discussion key protocols (hard)
  • Remark 13: Generic secrecy-functional axioms and adaptive secret-key operational capacity (hard)
  • Remark 14: Unrestricted channel squashed entanglement paired with the accepted operational channel cost (hard)
  • Theorem 15: Two-way operational capacities for a physical Pauli channel and the attained phase minimum (hard)
  • Section 5.1: Operational Q2,P2 and channel cost for the dephasing channel (hard)
  • Section 6.1 Eq.(26); Appendix A: Physical Fock-space pure-loss channel, all-input constrained squashed entanglement and adaptive capacities (hard)
  • Section 6.1 Eq.(27): Operational pure-loss two-way capacities with infinite-dimensional intermediate memories (hard)
  • Section 6.2 Eq.(36): State-level phase-insensitive Gaussian CPTP channels and operational capacities (hard)
  • Section 6.2 Eq.(37): Physical thermal-loss channel with arbitrary inputs and two-way capacities (hard)
  • Section 6.2 Eq.(38): Displacement-noise integral channel on trace-class states and two-way operational capacities (hard)

Selected references

  • The squashed entanglement of a quantum channel, arXiv:1310.0129v3, https://arxiv.org/abs/1310.0129v3
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Quantum Information·Captain: Goku

Analytic extension techniques for unitary representations of Banach-Lie groupsResearch Paper

Motivation

Let (G,θ)(G,\theta)(G,θ) be a Banach--Lie group with involutive automorphism θ\thetaθ, \g=\fh⊕\fq\g = \fh \oplus \fq\g=\fh⊕\fq be the θ\thetaθ-eigenspaces in the Lie algebra \g\g\g of GGG, and H=(Gθ)0H = (G^\theta)_0H=(Gθ)0​ be the identity component of its group of fixed points. An Olshanski semigroup is a semigroup S\subeqGS \subeq GS\subeqG of the form S=Hexp⁡(W)S = H \exp(W)S=Hexp(W), where WWW is an open \Ad(H)\Ad(H)\Ad(H)-invariant convex cone in \fq\fq\fq and the polar map H×W→S,(h,x)↦hexp⁡xH \times W \to S, (h,x) \mapsto h \exp xH×W→S,(h,x)↦hexpx is a diffeomorphism. Any such semigroup carries an involution * satisfying (hexp⁡x)∗=(exp⁡x)h−1(h\exp x)^* = (\exp x) h^{-1}(hexpx)∗=(expx)h−1. Our central result, generalizing the L"uscher--Mack Theorem for finite dimensional groups, asserts that any locally bounded *-representation π S→B(\cH)\pi \: S \to B(\cH)πS→B(\cH) with a dense set of smooth vectors defines by "analytic continuation" a unitary representation of the simply connected Lie group GcG_cGc​ with Lie algebra \gc=\fh+i\fq \g_c = \fh + i \fq\gc​=\fh+i\fq. We also characterize those unitary representations of GcG_cGc​ obtained by this construction. With similar methods, we further show that semibounded unitary representations extend to holomorphic representations of complex Olshanski semigroups

This mission is the statement-level formalization of Analytic extension techniques for unitary representations of Banach-Lie groups (arXiv:1102.0213v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

1 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Enlarging the domain of an essentially self-adjoint symmetric operator (Lemma 4.8, PDF p. 12). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

24 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 3.7: Banach–Olshanski semigroup, actual symmetric Lie algebra and dual integration, smooth unitary actions and full infinitesimal generators (hard)
  • Proposition 2.2: smooth positive-semidefinite RKHS realization on a Banach manifold, local flow derivatives and maximal derivative domain (hard)
  • Theorem 2.5: RKHS maximal differential operators and spectral real exponentials of self-adjoint partial operators (hard)
  • Remark 2.6: locally convex smooth manifold/RKHS calculus and specified smooth local flows (source-ambiguity)
  • Proposition 3.4: unitary multipliers and continuous/smooth vector spaces for an algebraic semigroup representation (source-ambiguity)
  • Lemma 3.5: cone exponential rays in a quotient Olshanski semigroup and strong generator limits (hard)
  • Lemma 4.1: smooth vectors and unrestricted Hilbert orthogonal cyclic decomposition of a semigroup representation (hard)
  • Proposition 4.2: cyclic RKHS transfer constructed from rho and v0, maximal Lie derivatives and full generators (hard)
  • Lemma 4.3: iterated invariant local flows and Hilbert-valued mixed derivatives in the constructed cyclic RKHS (source-ambiguity)
  • Proposition 4.4: common finite-product generator domain and complexified derived Lie representation on it (hard)
  • Proposition 4.6: skew-adjoint maximal cyclic Lie derivatives for every direction in h∪iq (hard)
  • Lemma 4.7: maximal first-derivative conjugation with actual multiplier extension and adjoint action (hard)
  • Proposition 4.9: unitary spectral exponential of a skew-adjoint closure on the actual cyclic common domain (hard)
  • Remark 4.10: specific integrated representation and its full finite-product smooth-vector domain (hard)
  • Lemma 5.2: semibounded unbounded spectral calculus and relative C1 differential with complex-linear infinitesimal action (source-ambiguity)
  • Theorem 5.4: compatible integrable cone and polar prescription from a semibounded representation (hard)
  • Corollary 5.6: dual Lie algebra spectral closure and converse polar construction (hard)
  • Theorem 5.7: complex Olshanski semigroup and operator-norm holomorphy of the polar representation (hard)
  • Proposition A.2: normalized universal covering multiplication, involution, multiplier actions and polar diffeomorphism (hard)
  • Proposition A.3: analytic quotient by a discrete central multiplier action trivial on q (hard)
  • Lemma A.6: actual cone ray exponentials and quotient semigroup manifold topology (hard)
  • Proposition A.12: descended right Maurer–Cartan form and differentiable paths on quotient semigroups (hard)
  • Proposition A.13: compatible group/semigroup right logarithmic derivatives for the canonical multiplier action (hard)
  • Proposition B.5: Bastiani C1 calculus, weak integration and complete adjoint flows on Mackey-complete locally convex Lie algebras (hard)

Selected references

  • Analytic extension techniques for unitary representations of Banach-Lie groups, arXiv:1102.0213v1, https://arxiv.org/abs/1102.0213v1
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General formulas for capacity of classical-quantum channelsResearch Paper

Motivation

The capacity of a classical-quantum channel (or in other words the classical capacity of a quantum channel) is considered in the most general setting, where no structural assumptions such as the stationary memoryless property are made on a channel. A capacity formula as well as a characterization of the strong converse property is given just in parallel with the corresponding classical results of Verd'{u}-Han which are based on the so-called information-spectrum method. The general results are applied to the stationary memoryless case with or without cost constraint on inputs, whereby a deep relation between the channel coding theory and the hypothesis testing for two quantum states is elucidated. no structural assumptions such as the stationary memoryless property are made on a channel. A capacity formula as well as a characterization of the strong converse property is given just in parallel with the corresponding classical results of Verdu-Han which are based on the so-called information-spectrum method. The general results are applied to the stationary memoryless case with or without cost constraint on inputs, whereby a deep relation between the channel coding theory and the hypothesis testing for two quantum states is elucidated.

This mission is the statement-level formalization of General formulas for capacity of classical-quantum channels (arXiv:quant-ph/0206186v4). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

4 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Attainment of the four sequence cutoffs (Lemma 1; Appendix I, pp.30–31, PDF p. 8). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

22 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 1, (7)–(10): Operational general cq capacities and attained information-spectrum optimization (hard)
  • Lemma 3, (18): General-Hilbert cq codes, finite-support output mixtures and spectral event probabilities (hard)
  • Lemma 3 proof, (19)–(22): Supported square-root cq decoder, failure effect and IID encoder expectation (hard)
  • Remark 10: General-Hilbert cq codes, finite-support output mixtures and spectral event probabilities (hard)
  • Lemma 4, (24): General-Hilbert cq codes, finite-support output mixtures and spectral event probabilities (hard)
  • Theorem 2, (32)–(33): Infinite-rank Umegaki information and completed cq tensor/direct-sum states (hard)
  • Lemma 5, (37): Computed cq spectral information/divergence and extended Umegaki sums (hard)
  • Section 6, block Holevo optimization: Infinite-rank Umegaki information and completed cq tensor/direct-sum states (hard)
  • Section 6, (42)–(43): Infinite-rank Umegaki information and completed cq tensor/direct-sum states (hard)
  • Remark 15, (44): Supported square-root cq decoder, failure effect and IID encoder expectation (hard)
  • Remark 17, (45): Operational finite cq code, support-preserving power exponent and integer code size (hard)
  • Section 6, (51)–(52): Computed cq spectral information/divergence and extended Umegaki sums (hard)
  • Section 7, (53)–(56): General-Hilbert cq codes, finite-support output mixtures and spectral event probabilities (hard)
  • Section 7, pointwise achievability: Spectral entropy and positive-size operational code sequences (hard)
  • Section 7, (57): Attainment of the entropy-gap maximum under finite conditional sup-entropy (source-ambiguity)
  • Section 7, (58)–(59): Infinite-rank extended entropy with IID product states and finite input ensembles (hard)
  • Remark 19, direct HSW decoder bound: Supported square-root cq decoder, failure effect and IID encoder expectation (hard)
  • Theorem 3, (60): General state spectral entropy, cross-entropy and information cutoffs (hard)
  • Remark 20: General state spectral entropy, cross-entropy and information cutoffs (hard)
  • Theorem 4, (64)–(65): Per-codeword constrained cq operational capacity and extended Holevo optimization (hard)
  • Section 8, (68) and coding estimate: Conditioned IID word distribution and its supported square-root cq decoder (hard)
  • Section 8, (72): Computed constrained product-state spectral divergence and reference information (hard)

Selected references

  • General formulas for capacity of classical-quantum channels, arXiv:quant-ph/0206186v4, https://arxiv.org/abs/quant-ph/0206186v4
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The Jamiołkowski isomorphism and a conceptionally simple proof for the correspondence between vectors having Schmidt number kkk and kkk-positive mapsResearch Paper

Motivation

Positive maps which are not completely positive are used in quantum information theory as witnesses for convex sets of states, in particular as entanglement witnesses and more generally as witnesses for states having Schmidt number not greater than k. It is known that such witnesses are related to k-positive maps. In this article we propose a new proof for the correspondence between vectors having Schmidt number k and k-positive maps using Jamiolkowski's criterion for positivity of linear maps; to this aim, we also investigate the precise notion of the term "Jamiolkowski isomorphism". As consequences of our proof we get the Jamiolkowski criterion for complete positivity, and we find a special case of a result by Choi, namely that k-positivity implies complete positivity, if k is the dimension of the smaller one of the Hilbert spaces on which the operators act.

This mission is the statement-level formalization of The Jamiołkowski isomorphism and a conceptionally simple proof for the correspondence between vectors having Schmidt number kkk and kkk-positive maps (arXiv:quant-ph/0702255v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

9 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is k-positivity is equivalent to Schmidt-number block positivity (Theorem 3 (Main theorem), proved through PDF p.8, PDF p. 7). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

4 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 1: Schmidt decomposition with both reduced-rank identities (hard)
  • Lemma 2: All three J1 uniqueness, arbitrary-orthonormal-basis, and Hilbert–Schmidt isometry clauses (hard)
  • Theorem 2: J1 Hermiticity-preservation and product-vector positivity equivalences (hard)
  • §IV, asserted orthogonality characterization: A correct characterization of invariance under a unitary-induced matrix-unit basis change (source-ambiguity)

Selected references

  • The Jamiołkowski isomorphism and a conceptionally simple proof for the correspondence between vectors having Schmidt number kkk and kkk-positive maps, arXiv:quant-ph/0702255v1, https://arxiv.org/abs/quant-ph/0702255v1
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Quantum Information·Captain: Goku

Quantum Interference between a Single-Photon Fock State and a Coherent StateResearch Paper

Motivation

We derive analytical expressions for the single mode quantum field state at the individual output ports of a beam splitter when a single-photon Fock state and a coherent state are incident on the input ports. The output states turn out to be a statistical mixture between a displaced Fock state and a coherent state. Consequently we are able to find an analytical expression for the corresponding Wigner function. Because of the generality of our calculations the obtained results are valid for all passive and lossless optical four port devices. We show further how the results can be adapted to the case of the Mach-Zehnder interferometer. In addition we consider the case for which the single-photon Fock state is replaced with a general input state: a coherent input state displaces each general quantum state at the output port of a beam splitter with the displacement parameter being the amplitude of the coherent state.

This mission is the statement-level formalization of Quantum Interference between a Single-Photon Fock State and a Coherent State (arXiv:1009.1844v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

3 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is MZI composition and full reciprocity relations (§III/A, Eqs.(21)–(22), PDF p. 6). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

12 results of the paper are not stated yet, because the library lacks an interface they need:

  • Abstract and §II/A, Eqs.(5)–(10): A complete single-mode Weyl displacement on lp (fun _ : ℕ => ℂ) 2 and two-mode passive unitary, coherent input, and countable reduced-state constructions (hard)
  • §II/A, sentence after Eq.(7): A nondegeneracy restriction absent from the universal entanglement assertion (source-ambiguity)
  • §II/B, Eqs.(11)–(15): An independently defined position-kernel Wigner transform and its connection to countable Fock reduced states (hard)
  • §II/B, paragraph after Eq.(15): The actual output Wigner transform of the normalized balanced device (hard)
  • §II/C, Eqs.(16)–(18): A continuous passive two-mode Fock isometry and Weyl covariance on arbitrary normalized lp inputs (hard)
  • §II/C, highly reflective limit paragraph: A limiting reflection-phase convention absent from the claimed limit (source-ambiguity)
  • §III/B, Eqs.(23)–(25) and Wigner sentence: A complete single-mode Weyl displacement on lp (fun _ : ℕ => ℂ) 2 and two-mode passive unitary, coherent input, and countable reduced-state constructions and the independent Wigner transform (hard)
  • §III/B, last sentence: Full-lp MZI output and countable reduced-state displacement covariance (hard)
  • §III/C, Eqs.(27)–(30): Actual coherent/displaced-Fock component and marginal states with photon occupation moments (hard)
  • §III/C, Eq.(31): Actual coherent-MZI occupation distributions with first and second moments (hard)
  • §III/D, Eqs.(32)–(34): Coherent balanced-MZI output with finite photon-number moments (hard)
  • §III/D, Fig.4 and endpoint-purity paragraph; §IV: Actual coherent-input MZI reduced states, moments and purity at phase endpoints (hard)

Selected references

  • Quantum Interference between a Single-Photon Fock State and a Coherent State, arXiv:1009.1844v2, https://arxiv.org/abs/1009.1844v2
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Quantum Information·Captain: Goku

On properties of the space of quantum states and their application to construction of entanglement monotonesResearch Paper

Motivation

We consider two properties of the set of quantum states as a convex topological space and some their implications concerning the notions of a convex hull and of a convex roof of a function defined on a subset of quantum states. By using these results we analyze two infinite-dimensional versions (discrete and continuous) of the convex roof construction of entanglement monotones, which is widely used in finite dimensions. It is shown that the discrete version may be 'false' in the sense that the resulting functions may not possess the main property of entanglement monotones while the continuous version can be considered as a 'true' generalized convex roof construction. We give several examples of entanglement monotones produced by this construction. In particular, we consider an infinite-dimensional generalization of the notion of Entanglement of Formation and study its properties.

This mission is the statement-level formalization of On properties of the space of quantum states and their application to construction of entanglement monotones (arXiv:0804.1515v4). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

3 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Discrete Jensen inequality for upper-bounded extended costs (Proposition A-1: discrete Jensen inequality, PDF p. 31). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

55 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 2 (A-1, A-2, B, C, D): generalized convex-roof construction: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, MeanEnergy, EnergySublevel, TensorSubadditivity, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Proposition 1: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Proposition 2: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 1: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Lemma 1: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Lemma 2: QuantumState. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Proposition 3: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Proposition 4: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 2: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Proposition 5: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, PureState, SigmaConvexRoof, MuConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Proposition 6: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 3: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 4: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Theorem 1: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, EnergySublevel, AffineGrowth, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Lemma 3: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, EnergySublevel, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Lemma 4: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, EnergySublevel, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 5: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, PureState, SigmaConvexRoof, MuConvexRoof, EnergySublevel, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 6: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, EnergySublevel, AffineGrowth, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 7: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, EnergySublevel, AffineGrowth, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Proposition 7: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, MeanEnergy, EnergySublevel, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Proposition 8: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, Entropy, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteEoF, ContinuousEoF, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 9: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, Entropy, RelativeEntropy, SpectralExponent, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteEoF, ContinuousEoF, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Corollary 8: continuity on a fixed-marginal fibre: Printed statement requires correction: The stated separability assumptions do not ensure a purification in K. The reverse implication is false for one-dimensional K with an infinite-entropy marginal. A dimension or purification hypothesis is missing; do not silently add it. (source-ambiguity)
  • Lemma A-1: posterior expected-cost lower semicontinuity: TraceClass, QuantumState, Instrument, PosteriorStates. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §2.1: convexity fails to imply countable/integral convexity: QuantumState, OperatorRank. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 1: entropy separates finite/countable hulls: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, Entropy, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 2: σ/µ hull separation and Jensen failure: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, HilbertTensor, SeparableState, PureProductStates, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 3: µ hull versus convex closure: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, PureState, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • After Corollary 1: exact Jensen criterion: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Remark 1: σ roofs fail increasing convergence: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, SeparableState, PureProductStates, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Remark 2(1): decreasing convergence of µ hulls: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Remark 2(2): decreasing convergence of µ roofs: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Unnumbered analogue of Corollary 4 for µ roofs: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Remark 3: automatic linear growth: QuantumState, EnergySublevel, AffineGrowth. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 4: output Rényi convex-closure limit: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, Entropy, RenyiEntropy, QuantumChannel, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 4, (18): equality at finite output entropy: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, Entropy, RenyiEntropy, QuantumChannel, MeanEnergy, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 4: continuous Rényi hulls: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, Entropy, RenyiEntropy, QuantumChannel, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 4: uniform limit and constrained Holevo capacity: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, Entropy, RenyiEntropy, QuantumChannel, HolevoCapacity, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §4.1: existence of tensor regularization: HilbertTensor, TensorSubadditivity, EntanglementRegularization, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §4.1: global discontinuity of entropy-normalized measures: HilbertTensor, QuantumState, Entropy, PartialTrace, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Remark 6: discrete convex-roof counterexample: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, MixedStateIndicator, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 5: continuous power-purity monotones: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, PowerPurityCost, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 6: Rényi roofs and energy continuity: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, Entropy, RenyiEntropy, MeanEnergy, PartitionFunction, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §5.1: discrete/continuous EoF comparison and lower semicontinuity criterion: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, Entropy, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteEoF, ContinuousEoF, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §5.1: local truncations if the roofs differ: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, Entropy, LocalTruncation, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteEoF, ContinuousEoF, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §5.1: EoF stability under LOCC approaching identity: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, Entropy, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteEoF, ContinuousEoF, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §5.2: bounded continuous EoF approximations: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, Entropy, RankEntropyApproximation, OperatorRank, MeanEnergy, PartitionFunction, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteEoF, ContinuousEoF, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §5.3: continuous local families: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, HilbertTensor, PartialTrace, SeparableState, Instrument, PosteriorStates, LOCC, Entropy, SigmaConvexity, MuConvexity, EM1, EM2a, EM2b, EM2c, EM3a, EM3b, EM3c, EM4, EM5a, EM5b, EM5c, EntanglementMeasure, DiscreteEoF, ContinuousEoF, DiscreteMarginalRoof, ContinuousMarginalRoof. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §6: extension to stable µ-compact convex sets: GeneralBarycenterSpace, MuCompact, StableConvexSet, CountableExtremeGeneration, MuConvexRoof, SigmaConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Example 5 final sentence: claimed indicator supremum: Printed statement requires correction: The claimed supremum contradicts the printed generating cost on a pure Bell state: it is 2, not indicator value 1. No unique corrected formula is supplied. Retain the valid continuous family result independently and defer this sentence. (source-ambiguity)
  • §2.3: pure-state roofs as hulls of the +∞ extension: Printed statement requires correction: The unqualified +∞ extension need not be semibounded, while the source defines both hulls only for semibounded functions. For an upper-bounded pure-state f taking −∞ at one pure state, its extension takes both −∞ and +∞; a mixture charging that pure state and a mixed state has an undefined extended cost. The lower-bounded version used in the proof is meaningful, but does not settle the printed arbitrary-semibounded assertion. (source-ambiguity)
  • §2.2: greatest σ-convex minorant: TraceClass, QuantumState, Ensemble, ConvexHull, SigmaConvexHull, MuConvexHull, ConvexClosure, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §2.3: greatest σ-convex extension: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, SigmaConvexity, MuConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • Remark 6 continuation: pathology of unequal roofs: TraceClass, QuantumState, PureState, Ensemble, SigmaConvexRoof, MuConvexRoof, MuConvexity, SigmaConvexity. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)
  • §5.2: properties of rank-constrained entropy approximants: Entropy, QuantumState, Ensemble, OperatorRank, RankEntropyApproximation. Generic Banach barycenter, extended expectation and binary convexity helpers are present; their quantum or locally convex domain is not. (hard)

Selected references

  • On properties of the space of quantum states and their application to construction of entanglement monotones, arXiv:0804.1515v4, https://arxiv.org/abs/0804.1515v4
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Quantum Information·Captain: Goku

Attainability and lower semi-continuity of the relative entropy of entanglement, and variations on the themeResearch Paper

Motivation

The relative entropy of entanglement ERE_RER​ is defined as the distance of a multi-partite quantum state from the set of separable states as measured by the quantum relative entropy. We show that this optimisation is always achieved, i.e. any state admits a closest separable state, even in infinite dimensions; also, ERE_RER​ is everywhere lower semi-continuous. We use this to derive a dual variational expression for ERE_RER​ in terms of an external supremum instead of infimum. These results, which seem to have gone unnoticed so far, hold not only for the relative entropy of entanglement and its multi-partite generalisations, but also for many other similar resource quantifiers, such as the relative entropy of non-Gaussianity, of non-classicality, of Wigner negativity \unicode8212\unicode{8212}\unicode8212 more generally, all relative entropy distances from the sets of states with non-negative λ\lambdaλ-quasi-probability distribution. The crucial hypothesis underpinning all these applications is the weak*-closedness of the cone generated by free states, and for this reason the techniques we develop involve a bouquet of classical results from functional analysis. We complement our analysis by giving explicit and asymptotically tight continuity estimates for ERE_RER​ and closely related quantities in the presence of an energy constraint.

This mission is the statement-level formalization of Attainability and lower semi-continuity of the relative entropy of entanglement, and variations on the theme (arXiv:2105.08091v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

10 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 5 (seed): attainability, lower semicontinuity, compactness and uniqueness (Theorem 5 (seed): attainability, lower semicontinuity, compactness and uniqueness, PDF p. 7). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

29 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 9: dual variational formula for resource relative entropy: support-compressed exponential and log-partition (hard)
  • Lemma 11: Gibbs variational formula without faithfulness: log-partition at singular and zero positive trace-class operators (hard)
  • Lemma 13: duality for a weak*-compact convex subnormalised set: support-compressed log-partition and extended inner supremum (hard)
  • Remark 14: Petz dual formula without faithfulness: nonfaithful Petz log-partition functional (hard)
  • Corollary 20: bipartite relative entropy of entanglement: completed bipartite state space, closed-hull separability and log-partition (hard)
  • Corollary 22: weak*-closed cones for partition separability: partition-indexed completed tensor products and closed-hull pi-separability (hard)
  • Corollary 23: multipartite relative entropy of partition entanglement: multipartite pi-separable distance and log-partition (hard)
  • Lemma 24: weak*-closed PPT cone: partial transposition T(H_A tensor H_B) to B(H_A tensor H_B) (hard)
  • Corollary 25: relative entropy of NPT entanglement: PPT state space, extended distance and log-partition (hard)
  • Lemma 30: photon-number attenuation preserves lambda positivity: concrete Weyl representation, lambda-positive states and number attenuation (hard)
  • Corollary 31: weak*-closed lambda-positive cone: lambda-positive cone on the actual m-mode Hilbert space (hard)
  • Corollary 32: relative entropy of lambda negativity: lambda-positive distance and support-compressed dual formula (hard)
  • Lemma 33 (cited): quantum Darmois–Skitovich characterisation as printed: a corrected quantum Darmois-Skitovich statement and unitary beam splitter (source-ambiguity)
  • Lemma 34: weak*-closed cone of Gaussian states: all displaced m-mode Gaussian states as actual trace-class states (hard)
  • Corollary 35: attainability and lower semicontinuity of non-Gaussianity: Gaussian-state set, Gaussification and moment-defined entropy identity (hard)
  • Unnumbered consequence after Corollary 35: entropy of Gaussification: actual Gaussification on the finite-number-energy state set (hard)
  • Unnumbered result (124): finite-local-dimension continuity bounds: six bipartite entanglement measures and tensor-power regularizations (hard)
  • Proposition 36: bipartite energy continuity estimates (125),(127): all six resource measures, energy moduli and oscillator specialization (hard)
  • Proposition 36: generic-G asymptotic-tightness clause: a valid hypothesis set for generic-G asymptotic tightness (source-ambiguity)
  • Remark 37: faithfulness of the bipartite continuity modulus: the source-admissible G and actual generalized-inverse continuity modulus (hard)
  • Corollary 38: uniform and asymptotic continuity of six bipartite measures: six bipartite measures on correlated n-copy states and additive energy (hard)
  • Unnumbered multipartite entropy upper bounds (149),(150), proved in Appendix C: multipartite marginals and extended local entropy upper bounds (hard)
  • Unnumbered result (151): finite-dimensional multipartite continuity: partition separability, one unrestricted final factor and singleton-only regularization (hard)
  • Proposition 39: multipartite energy continuity estimates (155)–(157): multipartite energy budgets and the complete three continuity moduli (hard)
  • Proposition 39: asymptotic-tightness clause for m=2: partition-restricted large-energy tightness (source-ambiguity)
  • Remark 40: faithfulness of multipartite continuity moduli: the actual H[s] entropy capacity and multipartite moduli (hard)
  • Corollary 41: uniform and asymptotic multipartite continuity: grouped multipartite copies, additive local energies and partition measures (hard)
  • Lemma 43: infinite-dimensional Lieb three-operator inequality: support-compressed exponential of log A+log B-log C (hard)
  • Lemma 44: countably decomposable separable approximation to a pure state: actual countable pure-product mixture with all prescribed marginals (hard)

Selected references

  • Attainability and lower semi-continuity of the relative entropy of entanglement, and variations on the theme, arXiv:2105.08091v3, https://arxiv.org/abs/2105.08091v3
13 thms2 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

The Zero Set of a Real Analytic FunctionResearch Paper

Motivation

A brief proof of the statement that the zero-set of a nontrivial real-analytic function in ddd-dimensional space has zero measure is provided.

This mission is the statement-level formalization of The Zero Set of a Real Analytic Function (arXiv:1512.07276v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

6 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is A nontrivial real-analytic function has a Lebesgue-null zero set (Proposition 0, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Selected references

  • The Zero Set of a Real Analytic Function, arXiv:1512.07276v1, https://arxiv.org/abs/1512.07276v1
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🏆Completed
Quantum Information·Captain: Goku

The optimal unitary dilation for bosonic Gaussian channelsResearch Paper

Motivation

A generic quantum channel can be represented in terms of a unitary interaction between the information-carrying system and a noisy environment. Here, the minimal number of quantum Gaussian environmental modes required to provide a unitary dilation of a multi-mode bosonic Gaussian channel is analyzed both for mixed and pure environment corresponding to the Stinespring representation. In particular, for the case of pure environment we compute this quantity and present an explicit unitary dilation for arbitrary bosonic Gaussian channel. These results considerably simplify the characterization of these continuous-variable maps and can be applied to address some open issues concerning the transmission of information encoded in bosonic systems.

This mission is the statement-level formalization of The optimal unitary dilation for bosonic Gaussian channels (arXiv:1009.1108v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

4 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Complex kernel and rank relations for Gaussian channel data (Section II, Eqs.(6)–(10), PDF p. 2). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

4 results of the paper are not stated yet, because the library lacks an interface they need:

  • Main result, Eq.(12): Actual multimode Fock Gaussian channel, pure Gaussian environmental density, Gaussian unitary and tensor partial trace (hard)
  • Section III, Eqs.(16),(29): Actual finite-theta thermal CJ state and Stinespring-induced Gaussian purification (hard)
  • Section V, Eqs.(48)–(49): Mixed Gaussian environment implementing the full channel on every input (hard)
  • Section IV, Eqs.(34)–(47), last paragraph: Well-typed universal literal block recipe with an exact-count extension for odd support rank (source-ambiguity)

Selected references

  • The optimal unitary dilation for bosonic Gaussian channels, arXiv:1009.1108v1, https://arxiv.org/abs/1009.1108v1
6 thms2 active usersReviewed
Quantum Information·Captain: Goku

Comparison of Quantum Channels by SuperchannelsResearch Paper

Motivation

We extend the definition of the conditional min-entropy from bipartite quantum states to bipartite quantum channels. We show that many of the properties of the conditional min-entropy carry over to the extended version, including an operational interpretation as a guessing probability when one of the subsystems is classical. We then show that the extended conditional min-entropy can be used to fully characterize when two bipartite quantum channels are related to each other via a superchannel (also known as supermap or a comb) that is acting on one of the subsystems. This relation is a pre-order that extends the definition of "quantum majorization" from bipartite states to bipartite channels, and can also be characterized with semidefinite programming. As a special case, our characterization provides necessary and sufficient conditions for when a set of quantum channels is related to another set of channels via a single superchannel. We discuss the applications of our results to channel discrimination, and to resource theories of quantum processes. Along the way we study channel divergences, entropy functions of quantum channels, and noise models of superchannels, including random unitary superchannels, and doubly-stochastic superchannels. For the latter we give a physical meaning as being completely-uniformity preserving.

This mission is the statement-level formalization of Comparison of Quantum Channels by Superchannels (arXiv:1808.02607v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

21 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Quantum majorization of channels by all paired entropy tests (Theorem 7, continued p.19, PDF p. 18). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Selected references

  • Comparison of Quantum Channels by Superchannels, arXiv:1808.02607v3, https://arxiv.org/abs/1808.02607v3
25 thms2 active usersReviewed
🏆Completed
Convex OptimizationOperations ResearchOptimization·Captain: mikedeng1

A Primal-Dual Smoothing Framework for Max-Structured Non-Convex Optimization: The Framework Returns an ε-Near-Stationary Point Within an Explicit Number of IterationsResearch Paper

Motivation

Many problems in robust optimization, adversarial learning, distributionally robust learning and min-max games have the max-structured form

min⁡x∈X q(x):=f(x)+r(x),f(x):=max⁡y∈Y Φ(x,y)−g(y),\min_{x\in\mathcal X}\ q(x):=f(x)+r(x),\qquad f(x):=\max_{y\in\mathcal Y}\ \Phi(x,y)-g(y),x∈Xmin​ q(x):=f(x)+r(x),f(x):=y∈Ymax​ Φ(x,y)−g(y),

where Φ\PhiΦ is smooth in xxx but not convex, and concave in yyy. The function fff is neither smooth nor convex, so gradient methods do not apply directly and convex duality does not close the problem. The standard target is then a near-stationary point: a point close to its own proximal point. In Hilbert spaces this notion and the matching algorithms are well developed (Davis and Drusvyatskiy 2019, doi:10.1137/18M1178244; Thekumparampil et al. 2019, arXiv:1907.01543). Many applications, however, live on simplices or spectral sets where the natural norm is ℓ1\ell_1ℓ1​ or a Schatten norm and the natural proximal geometry is a Bregman divergence (entropy, for example).

R. Zhao (Mathematics of Operations Research, 2024; arXiv:2003.04375) gives a primal-dual smoothing framework for this problem in arbitrary finite-dimensional normed spaces. The dual variable is smoothed by a strongly convex function, and the primal problem is handled by an inexact Bregman proximal-point method. This mission formalizes the outer-loop guarantee of that framework: an explicit iteration bound after which the method returns an ε\varepsilonε-near-stationary point.

Setting

Let X\mathbb XX and Y\mathbb YY be finite-dimensional real normed spaces with arbitrary norms. Write X⊆X\mathcal X\subseteq\mathbb XX⊆X for a nonempty closed convex set, the domain of a convex lower semicontinuous rrr, and Y⊆Y\mathcal Y\subseteq\mathbb YY⊆Y for a nonempty convex compact set. The function ggg is convex and continuous on Y\mathcal YY. Φ\PhiΦ is jointly continuous, Φ(x,⋅)\Phi(x,\cdot)Φ(x,⋅) is concave, and Φ(⋅,y)\Phi(\cdot,y)Φ(⋅,y) is differentiable and γ\gammaγ-weakly convex on X\mathcal XX for some γ>0\gamma>0γ>0:

Φ(x′,y)−Φ(x,y)−⟨∇xΦ(x,y),x′−x⟩≥−γ2∥x′−x∥2.\Phi(x',y)-\Phi(x,y)-\langle\nabla_x\Phi(x,y),x'-x\rangle\ge-\tfrac\gamma2\|x'-x\|^2 .Φ(x′,y)−Φ(x,y)−⟨∇x​Φ(x,y),x′−x⟩≥−2γ​∥x′−x∥2.

A distance generating function ωX\omega_{\mathcal X}ωX​ is continuous and 1-strongly convex on X\mathcal XX, and differentiable at every point of X\mathcal XX with a βX\beta_{\mathcal X}βX​-Lipschitz gradient (βX≥1\beta_{\mathcal X}\ge1βX​≥1). Its Bregman divergence is DωX(x′,x)=ωX(x′)−ωX(x)−⟨∇ωX(x),x′−x⟩D_{\omega_{\mathcal X}}(x',x)=\omega_{\mathcal X}(x')-\omega_{\mathcal X}(x)-\langle\nabla\omega_{\mathcal X}(x),x'-x\rangleDωX​​(x′,x)=ωX​(x′)−ωX​(x)−⟨∇ωX​(x),x′−x⟩. For 0<λ<γ−10<\lambda<\gamma^{-1}0<λ<γ−1, the proximal point prox(q,x,λ)\mathrm{prox}(q,x,\lambda)prox(q,x,λ) minimizes Qλ(x′;x)=q(x′)+λ−1DωX(x′,x)Q^\lambda(x';x)=q(x')+\lambda^{-1}D_{\omega_{\mathcal X}}(x',x)Qλ(x′;x)=q(x′)+λ−1DωX​​(x′,x) over X\mathcal XX. A point x∈Xx\in\mathcal Xx∈X is an ε\varepsilonε-NS point if, for some such λ\lambdaλ, ∥λ−1(x−prox(q,x,λ))∥≤ε/βX\|\lambda^{-1}(x-\mathrm{prox}(q,x,\lambda))\|\le\varepsilon/\beta_{\mathcal X}∥λ−1(x−prox(q,x,λ))∥≤ε/βX​.

Dual smoothing: for a 1-strongly convex continuous ωY\omega_{\mathcal Y}ωY​ on Y\mathcal YY, set fρ(x)=max⁡y∈YΦ(x,y)−g(y)−ρ ωY(y)f_\rho(x)=\max_{y\in\mathcal Y}\Phi(x,y)-g(y)-\rho\,\omega_{\mathcal Y}(y)fρ​(x)=maxy∈Y​Φ(x,y)−g(y)−ρωY​(y), qρ=fρ+rq_\rho=f_\rho+rqρ​=fρ​+r, and RY(ωY)=sup⁡Y∣ωY∣R_{\mathcal Y}(\omega_{\mathcal Y})=\sup_{\mathcal Y}|\omega_{\mathcal Y}|RY​(ωY​)=supY​∣ωY​∣.

Algorithm 1 fixes η>0\eta>0η>0, λ∈(0,γ−1)\lambda\in(0,\gamma^{-1})λ∈(0,γ−1) and ρ=2η/RY(ωY)\rho=2\eta/R_{\mathcal Y}(\omega_{\mathcal Y})ρ=2η/RY​(ωY​), and starts from x1∈Xx_1\in\mathcal Xx1​∈X. Iteration kkk finds xk+1∈Xx_{k+1}\in\mathcal Xxk+1​∈X with Qρλ(xk+1;xk)≤min⁡XQρλ(⋅ ;xk)+ηQ^\lambda_\rho(x_{k+1};x_k)\le\min_{\mathcal X}Q^\lambda_\rho(\cdot\,;x_k)+\etaQρλ​(xk+1​;xk​)≤minX​Qρλ​(⋅;xk​)+η, where QρλQ^\lambda_\rhoQρλ​ is QλQ^\lambdaQλ with qρq_\rhoqρ​ in place of qqq. It stops at the first KKK with ∥xK+1−xK∥≤2η/(λ−1−γ)\|x_{K+1}-x_K\|\le\sqrt{2\eta/(\lambda^{-1}-\gamma)}∥xK+1​−xK​∥≤2η/(λ−1−γ)​ and outputs xKx_KxK​.

Formalization targets

Goal: Corollary 4.1

For λ∈(0.8γ−1,γ−1)\lambda\in(0.8\gamma^{-1},\gamma^{-1})λ∈(0.8γ−1,γ−1), ε>0\varepsilon>0ε>0 and η=ε2λ(1−γλ)/(32βX2)\eta=\varepsilon^2\lambda(1-\gamma\lambda)/(32\beta_{\mathcal X}^2)η=ε2λ(1−γλ)/(32βX2​), every run of Algorithm 1 stops at a first index

K≤⌈32βX2(q(x1)−q∗)5ε2λ(γλ−0.8)⌉+1,K\le\left\lceil\frac{32\beta_{\mathcal X}^2(q(x_1)-q^*)}{5\varepsilon^2\lambda(\gamma\lambda-0.8)}\right\rceil+1,K≤⌈5ε2λ(γλ−0.8)32βX2​(q(x1​)−q∗)​⌉+1,

and xKx_KxK​ is an ε\varepsilonε-NS point. Here q∗q^*q∗ is the optimal value, or any lower bound of qqq on X\mathcal XX.

Milestones

  1. (3.7): ∣fρ−f∣≤ρRY(ωY)|f_\rho-f|\le\rho R_{\mathcal Y}(\omega_{\mathcal Y})∣fρ​−f∣≤ρRY​(ωY​) on X\mathcal XX.
  2. Qλ(⋅ ;x)Q^\lambda(\cdot\,;x)Qλ(⋅;x) is (λ−1−γ)(\lambda^{-1}-\gamma)(λ−1−γ)-strongly convex on X\mathcal XX (p. 13).
  3. Qρλ(⋅ ;x)Q^\lambda_\rho(\cdot\,;x)Qρλ​(⋅;x) is (λ−1−γ)(\lambda^{-1}-\gamma)(λ−1−γ)-strongly convex on X\mathcal XX (p. 15).
  4. Lemma 4.2: ∥xK−prox(qρ,xK,λ)∥≤22η/(λ−1−γ)\|x_K-\mathrm{prox}(q_\rho,x_K,\lambda)\|\le2\sqrt{2\eta/(\lambda^{-1}-\gamma)}∥xK​−prox(qρ​,xK​,λ)∥≤22η/(λ−1−γ)​.
  5. Lemma 4.3: ∥prox(qρ,x,λ)−prox(q,x,λ)∥≤2ρRY(ωY)/(λ−1−γ)\|\mathrm{prox}(q_\rho,x,\lambda)-\mathrm{prox}(q,x,\lambda)\|\le2\sqrt{\rho R_{\mathcal Y}(\omega_{\mathcal Y})/(\lambda^{-1}-\gamma)}∥prox(qρ​,x,λ)−prox(q,x,λ)∥≤2ρRY​(ωY​)/(λ−1−γ)​.
  6. Theorem 4.1: with η\etaη as above, ∥xK−prox(q,xK,λ)∥≤ελ/βX\|x_K-\mathrm{prox}(q,x_K,\lambda)\|\le\varepsilon\lambda/\beta_{\mathcal X}∥xK​−prox(q,xK​,λ)∥≤ελ/βX​, so xKx_KxK​ is ε\varepsilonε-NS.
  7. Theorem 4.2: termination within ⌈(q(x1)−q∗)/((γλ1−γλ−4)η)⌉+1\lceil(q(x_1)-q^*)/((\frac{\gamma\lambda}{1-\gamma\lambda}-4)\eta)\rceil+1⌈(q(x1​)−q∗)/((1−γλγλ​−4)η)⌉+1 iterations.

Significance

Corollary 4.1 bounds the number of outer iterations, that is, approximate proximal subproblems, needed to reach an ε\varepsilonε-NS point. The bound is O(βX2(q(x1)−q∗)/ε2)O(\beta_{\mathcal X}^2(q(x_1)-q^*)/\varepsilon^2)O(βX2​(q(x1​)−q∗)/ε2) for fixed γλ\gamma\lambdaγλ, and it holds in any norm. In the paper this count is combined with an accelerated primal-dual solver for each subproblem to obtain the overall gradient complexities (its Corollary 4.2 and Table 1). The paper reports these as the first complexity results for near-stationarity of (1.1) in the non-Hilbertian setting. The outer-loop count is the part of that analysis that does not depend on the inner solver, so it applies to any inner method that meets the η\etaη-accuracy of Step 2.

The result is proved in the paper. It has no machine-checked proof on Prove2Me or, as far as is known, elsewhere. A formal development would provide reusable infrastructure: strong convexity of Bregman proximal objectives built from weakly convex parts in a general normed space, existence of Bregman proximal points in finite dimension, and the stability of proximal points under uniform perturbation of the objective.

Difficulty

The arithmetic of the final bound is short. The work lies in the analytic facts underneath it, which a Hilbert-space intuition gets wrong. In a general norm ∥⋅∥2\|\cdot\|^2∥⋅∥2 is not smooth and weak convexity cannot be rewritten as convexity of Φ+γ2∥⋅∥2\Phi+\tfrac\gamma2\|\cdot\|^2Φ+2γ​∥⋅∥2. Strong convexity of QλQ^\lambdaQλ must therefore come from the gradient inequality and the 1-strong convexity of ωX\omega_{\mathcal X}ωX​, passed through a supremum over Y\mathcal YY. The paper's remark cites only λ−1>γ\lambda^{-1}>\gammaλ−1>γ and the strong convexity of ωX\omega_{\mathcal X}ωX​. The weak convexity of fff and the convexity of rrr are also needed. Existence of the proximal point is not automatic: it requires lower semicontinuity of f+rf+rf+r on the closed set X\mathcal XX, which comes from compactness of Y\mathcal YY and joint continuity of Φ\PhiΦ, together with coercivity from strong convexity in finite dimension. Finally, Theorem 4.1 is stated at the termination index, and termination itself (Theorem 4.2) requires λ>0.8γ−1\lambda>0.8\gamma^{-1}λ>0.8γ−1.

Formalization scope

X,Y\mathbb X,\mathbb YX,Y are E, F with NormedAddCommGroup, NormedSpace ℝ and FiniteDimensional ℝ. No inner product is assumed. Gradients are fderiv, dual norms are operator norms on E →L[ℝ] ℝ, and differentiability is assumed at every point of X\mathcal XX where a gradient is used. Maxima are real suprema over the subtype Y\mathcal YY. Strong convexity is Mathlib's StrongConvexOn. The proximal point is a predicate IsProx, not a function. Iterates are indexed from 1. A run constrains only the iterations actually executed, those before the first stop. rrr is real-valued, with values off X\mathcal XX irrelevant. The optimal value is encoded as any lower bound of qqq on X\mathcal XX, and η\etaη-optimality in Step 2 as a bound against every x′∈Xx'\in\mathcal Xx′∈X. If RY(ωY)=0R_{\mathcal Y}(\omega_{\mathcal Y})=0RY​(ωY​)=0, Lean sets ρ=0\rho=0ρ=0 (no smoothing); the paper leaves this case undefined, and all statements remain true. Hypotheses of the paper not used here are omitted, which only strengthens the statements: the Lipschitz bounds (1.2)–(1.3), Assumption 1.3, γ≤Lxx\gamma\le L_{xx}γ≤Lxx​, essential smoothness and property (i) of the distance generating functions. Lemma 4.3 is stated as (4.12) for ρ≥0\rho\ge0ρ≥0. Theorem 4.1 is stated at a first stopping index, without a termination claim.

Trivializing formalizations are ruled out. The norms are general, not Euclidean. Weak convexity is the gradient inequality (1.4). The suprema are over a nonempty compact Y\mathcal YY with continuous integrands, so they are finite. Existence of proximal points and termination are conclusions, never hypotheses. KKK is the first stopping index of a genuine run.

Welcome contributions: the strong convexity of QλQ^\lambdaQλ and QρλQ^\lambda_\rhoQρλ​ (milestones 2–3), a general existence lemma for minimizers of strongly convex lower semicontinuous functions on closed convex sets in finite dimension, and the quadratic-growth estimate at a minimizer of a strongly convex function.

Selected references

  • R. Zhao, A Primal-Dual Smoothing Framework for Max-Structured Non-Convex Optimization, Mathematics of Operations Research, 2024. arXiv:2003.04375v5. https://arxiv.org/abs/2003.04375
  • D. Davis, D. Drusvyatskiy, Stochastic model-based minimization of weakly convex functions, SIAM J. Optim. 29(1), 2019. https://doi.org/10.1137/18M1178244
  • K. K. Thekumparampil, P. Jain, P. Netrapalli, S. Oh, Efficient Algorithms for Smooth Minimax Optimization, NeurIPS 2019. https://arxiv.org/abs/1907.01543
  • Yu. Nesterov, Smooth minimization of non-smooth functions, Math. Program. 103, 2005. https://doi.org/10.1007/s10107-004-0552-5
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EconomicsOperations Research·Captain: mikedeng1

“Fulfilled by Amazon”: A Strategic Perspective of Competition at the E-commerce Platform: Amazon Benefits from FBA Exactly When the Cross-Service Sensitivity Is Small or LargeResearch Paper

Motivation

An online marketplace can sell its own product while hosting a third-party seller whose product competes with it. The marketplace earns a commission on the seller's sales, but it can also charge to fulfill the seller's orders. That service improves the seller's offering and changes competition for both products. Lai, Liu, Xiao and Zhao study when a fulfillment-by-platform program raises Amazon's own profit in a model with price and service competition Lai et al., SSRN preprint 3270958. The question matters to a platform choosing whether and how to offer fulfillment while it also acts as a retailer.

Setting

Amazon sells product A and a third-party seller sells a substitutable product S. Amazon purchases A from an OEM supplier at wholesale price www; the OEM's unit production cost is c0c_0c0​. The seller obtains S at unit cost ggg and pays Amazon a commission at rate rrr on its selling price pSp_SpS​. The products have market bases QA,QSQ_A,Q_SQA​,QS​. Amazon's fulfillment-service quality is sAs_AsA​ and the seller's own service quality is sS<sAs_S<s_AsS​<sA​. The unit fulfillment cost is ccc for either provider.

The cross-price sensitivity β\betaβ measures how a rival's price increases demand. The cross-service sensitivity η\etaη measures how a rival's service quality reduces demand; α\alphaα measures the own-product service benefit. Without fulfillment by Amazon (no FBA), demands at retail prices pA,pSp_A,p_SpA​,pS​ are the paper's equations (1)–(2):

qA,N=QA−pA+βpS+αsA−ηsS,qS,N=QS−pS+βpA+αsS−ηsA.q_{A,N}=Q_A-p_A+\beta p_S+\alpha s_A-\eta s_S,\qquad q_{S,N}=Q_S-p_S+\beta p_A+\alpha s_S-\eta s_A.qA,N​=QA​−pA​+βpS​+αsA​−ηsS​,qS,N​=QS​−pS​+βpA​+αsS​−ηsA​.

With FBA, the seller pays Amazon a per-unit fee TTT and its fulfillment quality becomes sAs_AsA​. Equations (3)–(4) therefore replace sSs_SsS​ by sAs_AsA​ in both demand equations. Amazon's no-FBA profit is (pA−w−c)qA,N+rpSqS,N(p_A-w-c)q_{A,N}+rp_Sq_{S,N}(pA​−w−c)qA,N​+rpS​qS,N​; its FBA profit is (pA−w−c)qA,F+(rpS+T−c)qS,F(p_A-w-c)q_{A,F}+(rp_S+T-c)q_{S,F}(pA​−w−c)qA,F​+(rpS​+T−c)qS,F​. The seller's corresponding profits are [(1−r)pS−g−c]qS,N[(1-r)p_S-g-c]q_{S,N}[(1−r)pS​−g−c]qS,N​ and [(1−r)pS−g−T]qS,F[(1-r)p_S-g-T]q_{S,F}[(1−r)pS​−g−T]qS,F​ §3–§4.1, pp. 9–13.

The sequential game has three stages without FBA: the OEM chooses www, then Amazon and the seller simultaneously choose retail prices. With FBA, Amazon first chooses TTT; the OEM then chooses www, and the retailers choose prices simultaneously. The fee must let the seller earn at least its no-FBA equilibrium profit. The model compares Amazon's profit in the two resulting equilibria, including Amazon's fee choice §4.1, equation (5).

Formalization targets

Amazon's gain threshold

The goal is Proposition 2. There are thresholds 0<η‾≤ηˉ0<\underline\eta\leq\bar\eta0<η​≤ηˉ​ such that, throughout the model's domain η∈(0,α)\eta\in(0,\alpha)η∈(0,α),

ΠA,F∗(η)≥ΠA,N∗(η)⟺η≤η‾ or η≥ηˉ.\Pi_{A,F}^*(\eta)\geq\Pi_{A,N}^*(\eta) \quad\Longleftrightarrow\quad \eta\leq\underline\eta\ \text{or}\ \eta\geq\bar\eta.ΠA,F∗​(η)≥ΠA,N∗​(η)⟺η≤η​ or η≥ηˉ​.

The upper threshold may lie above α\alphaα; the theorem asserts its classification only on (0,α)(0,\alpha)(0,α). When the loss interval meets that domain, Amazon loses from FBA at the intervening sensitivities. The target is about equilibria of the sequential games, rather than values stipulated by formulas Proposition 2, p. 19.

Supporting results

Lemmas A.1 and A.2 characterize the two unique equilibrium outcomes in closed form. Proposition 1 (i) gives the seller's maximum fee Tˉ\bar TTˉ consistent with a strict benefit. Lemma A.3 gives the unique optimal fee and identifies it as the smaller of Amazon's unconstrained optimum T~\widetilde TT and Tˉ\bar TTˉ. Four statements come from the proof of Proposition 2: Amazon's gain is convex in η\etaη when the fee is Tˉ(η)\bar T(\eta)Tˉ(η) (case (1)), convex when the fee is T~(η)\widetilde T(\eta)T(η) (case (2)), convex for the equilibrium fee on (0,α)(0,\alpha)(0,α), and strictly positive at η=0\eta=0η=0 Online Appendix, pp. 34–38. Two comparisons from §4.2 complete the list: the seller's equilibrium sales are at least as high with FBA as without (Lemma 3, p. 15), and its equilibrium price is strictly higher with FBA (Lemma 1, p. 14), stated with the hypothesis T∗≥cT^*\geq cT∗≥c that the printed proof uses, since without it the printed lemma can fail.

Significance

The result separates three economic effects of FBA. Improved seller fulfillment can increase its sales, which can increase Amazon's fee and commission revenue. It also removes Amazon's service advantage and changes the retailers' prices. Proposition 2 says the combined profit effect can change sign twice as consumers become more sensitive to service comparisons §4.3, p. 19. A one-direction comparative static would miss that pattern.

The paper presents analytic proofs of the equilibrium and threshold results. This mission asks for machine-checked proofs of those known claims under an explicit parameter and sales regime; the draft statements themselves use sorry and are not proofs. The general two-player price-game interface and the explicit sequential-equilibrium relations can also support other models of marketplace pricing. The closed forms make it possible to test algebraic dependencies without building the goal theorem into the definitions.

Difficulty

Each retail player changes the other player's demand, and the OEM anticipates their simultaneous price choices. The FBA fee then changes all three subgame decisions and is constrained by the seller's benchmark profit. A direct comparison of the two Amazon profit formulas at arbitrary prices cannot answer the question: the prices and wholesale price must themselves be equilibrium choices. A pointwise sign check at a few values of η\etaη also cannot establish the two-threshold classification. The paper's appendix isolates the fee regimes and states a convexity conclusion, but its printed positivity argument at η=0\eta=0η=0 invokes a fee-above-cost condition that does not follow from its fee problem proof of Proposition 2, p. 38.

Formalization scope

All prices, wholesale prices and fees are real numbers. The demands are the printed affine formulas, with no positive-part truncation. Params.Standing contains 0<α,β,r<10<\alpha,\beta,r<10<α,β,r<1 and sA>sSs_A>s_SsA​>sS​. It additionally requires QA,QS,sS>0Q_A,Q_S,s_S>0QA​,QS​,sS​>0 and c,c0,g≥0c,c_0,g\geq0c,c0​,g≥0, making the market bases, service quality and unit costs have their economic signs. Interior requires the seller's no-FBA equilibrium sales to be positive for every η∈(0,α)\eta\in(0,\alpha)η∈(0,α). These additions make explicit the nonnegative-sales branch used in the appendix's participation argument. They exclude some numerical parameter sets illustrated in the paper; this is a restricted formal version of the printed result.

The fee relation encodes equation (5)'s weak participation inequality and additionally requires the seller's FBA equilibrium sales to be nonnegative. Without that clause the quadratic seller profit can satisfy participation at a fee producing negative sales. No condition T>cT>cT>c is imposed: although the model narrative describes such a fee, equation (5) has no such constraint and the paper's fee solution can fall below ccc. The seller's strict-benefit statement retains Proposition 1 (i)'s strict inequality. Real division in the appendix formulas is safe in the stated parameter regime, since every denominator is positive.

Definitions include the reusable simultaneous price game, four demand functions, six profit functions, the two sequential equilibrium relations, the fee optimization relation, and the appendix's closed forms. Contributions are welcome on their uniqueness, the participation boundary, convexity of the equilibrium gain, and the two-threshold goal. An encoding that simply defines the fee to be min⁡{T~,Tˉ}\min\{\widetilde T,\bar T\}min{T,Tˉ} would erase Lemma A.3 and does not meet this mission's target.

Selected references

  • Lai, G., Liu, H., Xiao, W., and Zhao, X., “Fulfilled by Amazon”: A Strategic Perspective of Competition at the E-commerce Platform, SSRN preprint 3270958, PDF created 2021; published in Manufacturing & Service Operations Management, 2022. SSRN preprint. Journal DOI.
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Algorithmic Game TheoryEconomicsOperations Research·Captain: mikedeng1

Two-Sided Platform Competition in a Sharing Economy: Which Wage Scheme Maximizes Platform Profit Is Decided by Demand- versus Supply-Side CompetitionResearch Paper

Motivation

Sharing-economy platforms (ride-sharing, car-sharing, peer-to-peer lending) sit between two groups. They charge consumers a price and pay self-scheduling workers a wage, and they compete with rival platforms on both sides at once. How a platform pays its workers is a design choice that varies across the industry: some announce a fixed wage per job, some a fixed commission rate on the consumer price, and some, as Uber did in its "upfront pricing" experiments, set prices and wages job by job. Drivers and regulators have argued over these schemes, and whether the choice matters for the platforms' own profits is a question in its own right.

Zhang, Chen and Raghunathan (SSRN 3555993, published in Management Science, 2022) answer it in a parsimonious duopoly model with linear demand and supply. Their main comparison, Proposition 3, shows that every scheme can be the most profitable one. Which one wins depends on whether consumers or workers switch more readily between the platforms. Many two-sided platform models, for example ones in which supply does not respond to the rival's wage, find no such reversal.

Setting

Two platforms i∈{1,2}i \in \{1,2\}i∈{1,2}, with iˉ=3−i\bar i = 3-iiˉ=3−i, charge consumer prices pip_ipi​ and pay wages wiw_iwi​ per transaction. Six parameters a,b,c,k,l,m>0a, b, c, k, l, m > 0a,b,c,k,l,m>0 define

di=a−b(pi−piˉ)−c pi,si=−k+l(wi−wiˉ)+m wi,d_i = a - b(p_i - p_{\bar i}) - c\,p_i, \qquad s_i = -k + l(w_i - w_{\bar i}) + m\,w_i,di​=a−b(pi​−piˉ​)−cpi​,si​=−k+l(wi​−wiˉ​)+mwi​,

the demand and the worker supply of platform iii. Here bbb measures how readily consumers switch platforms, ccc the price sensitivity of loyal consumers, lll how readily workers switch, and mmm the wage sensitivity of loyal workers. A transaction needs both a consumer and a worker, so the transaction volume is max⁡{0,min⁡{di,si}}\max\{0,\min\{d_i,s_i\}\}max{0,min{di​,si​}} and the profit is

πi=(pi−wi) max⁡{0,min⁡{di,si}}.\pi_i = (p_i - w_i)\,\max\{0,\min\{d_i, s_i\}\}.πi​=(pi​−wi​)max{0,min{di​,si​}}.

The standing assumptions are Assumption 1, a/c>k/ma/c > k/ma/c>k/m, and Assumption 2, l≤2c+c2/bl \le 2c + c^2/bl≤2c+c2/b.

Three wage schemes define three games:

  1. DCR (dynamic commission rate). The platforms simultaneously choose a price pip_ipi​ and a commission rate αi\alpha_iαi​. The wage is wi=(1−αi)piw_i = (1-\alpha_i)p_iwi​=(1−αi​)pi​, so profit is αipimax⁡{0,min⁡{di,si}}\alpha_i p_i \max\{0,\min\{d_i,s_i\}\}αi​pi​max{0,min{di​,si​}}.
  2. FCR (fixed commission rate). The platforms first announce commission rates αi\alpha_iαi​, then, having observed both, set prices.
  3. FW (fixed wage). The platforms first announce wages wiw_iwi​, then set prices.

DCR is solved by Nash equilibrium. FCR and FW are solved by subgame-perfect equilibrium: a stage-2 price rule must give a Nash equilibrium of the pricing game after every pair of stage-1 announcements, and no stage-1 announcement may be improved on. The paper studies symmetric equilibria with positive demand and supply. Write πD∗,πF∗,πW∗\pi^{D*}, \pi^{F*}, \pi^{W*}πD∗,πF∗,πW∗ for the resulting platform profits.

Formalization targets

Goal: Proposition 3

Write αD∗\alpha^{D*}αD∗ for the DCR equilibrium commission rate and

Q=b+c+l+m(b+c)(l+m)αD∗−b+(1−αD∗)l(1−αD∗)(cl−bm)Q = \frac{b+c+l+m}{(b+c)(l+m)\alpha^{D*}} - \frac{b + (1-\alpha^{D*})l}{(1-\alpha^{D*})(cl-bm)}Q=(b+c)(l+m)αD∗b+c+l+m​−(1−αD∗)(cl−bm)b+(1−αD∗)l​

for the left side of the paper's Inequality (13). For every symmetric equilibrium of each game with positive demand and supply:

(a)  bc>lm⟹ πW∗>πF∗>πD∗,(b)  bc<lm, Q>0⟹ πF∗>πD∗>πW∗,(c)  bc<lm, Q<0⟹ πD∗>πF∗>πW∗.\begin{aligned} &\text{(a)}\ \ \tfrac{b}{c} > \tfrac{l}{m} &&\Longrightarrow\ \pi^{W*} > \pi^{F*} > \pi^{D*},\\ &\text{(b)}\ \ \tfrac{b}{c} < \tfrac{l}{m},\ Q > 0 &&\Longrightarrow\ \pi^{F*} > \pi^{D*} > \pi^{W*},\\ &\text{(c)}\ \ \tfrac{b}{c} < \tfrac{l}{m},\ Q < 0 &&\Longrightarrow\ \pi^{D*} > \pi^{F*} > \pi^{W*}. \end{aligned}​(a)  cb​>ml​(b)  cb​<ml​, Q>0(c)  cb​<ml​, Q<0​​⟹ πW∗>πF∗>πD∗,⟹ πF∗>πD∗>πW∗,⟹ πD∗>πF∗>πW∗.​

The goal is stated about the equilibria of the three games, not about the closed-form prices.

Milestones

  • Lemma 1 (p. 10): the DCR game has exactly one symmetric equilibrium with positive demand and supply, given by the closed forms (4) and (5), and 0<αD∗<10 < \alpha^{D*} < 10<αD∗<1.
  • Lemma 2 (p. 11): the FCR equilibrium commission rate is the unique zero in (αˉ,1)(\bar\alpha, 1)(αˉ,1) of the quadratic fff of (44), equivalently the solution of (6). The price is (a+k)/(c+m(1−α∗))(a+k)/(c + m(1-\alpha^*))(a+k)/(c+m(1−α∗)), (7).
  • Lemma 3 (p. 12): the FW equilibrium wage and price are (8) and (9).
  • Profit increases in price (A.8, p. 52): with demand equal to supply, profit is a concave quadratic in the equilibrium price. All three equilibrium prices lie on its increasing branch.
  • Three price comparisons (A.8, pp. 52–53):
    • pW∗−pD∗p^{W*} - p^{D*}pW∗−pD∗ has the sign of bm−clbm - clbm−cl;
    • αD∗<αF∗\alpha^{D*} < \alpha^{F*}αD∗<αF∗ if and only if (13) holds;
    • αW∗<αF∗\alpha^{W*} < \alpha^{F*}αW∗<αF∗ if and only if cl>bmcl > bmcl>bm.

Significance

Proposition 3 makes the choice of wage scheme a substantive strategic variable. The fixed-wage scheme is either the best or the worst for the platforms, and the fixed-commission scheme is never the worst. The ranking of profits equals the ranking of equilibrium prices and reverses that of wages. The paper's welfare results (Propositions 4 and 5) build on it, since consumer and worker surplus orderings are read off the same price ranking.

Formalizing it adds three things:

  • A checked equilibrium analysis. The appendix's equilibrium analysis is partly written out and partly asserted ("we can verify that neither platform has incentive to deviate").
  • Corrected statements. The printed comparisons contain slips; see Formalization scope.
  • A model for later work. The definitions give a reusable formal model of two-stage price competition with endogenous two-sided supply.

The result is proved in the paper; nothing in it has been machine-checked.

Difficulty

The comparison itself, once the equilibria are known, is rational-function algebra. The difficulty is the equilibrium characterizations.

  • The payoff is kinked. Profit is a product of a margin and a minimum of demand and supply, so each best response must be analysed region by region: supply exceeding demand, matching it, or falling short.
  • FCR and FW need the whole subgame. Their stage-2 pricing games must be solved after every pair of announcements, including off-path pairs in which a rival's supply is non-positive.
  • Local optimality is not enough. The obvious argument, setting the derivative of the stage-1 profit to zero along the matched-supply branch, gives only a necessary condition. Existence needs global deviations ruled out, in particular a platform raising its wage enough that its own supply exceeds demand. That is exactly where Assumption 2 enters.

Formalization scope

  • Parameters. All six parameters are reals and strictly positive (R+\mathbb R^+R+ read as >0>0>0). Assumptions 1 and 2 are bundled in Params.Standing.
  • Strategies.
    • Actions range over all of R\mathbb RR: prices, commission rates and wages alike. No bound such as 0≤α≤10 \le \alpha \le 10≤α≤1 is imposed.
    • DCR actions are pairs (price, commission rate).
    • A two-stage profile is a pair of stage-1 actions together with stage-2 price rules Pi:R2→RP_i : \mathbb R^2 \to \mathbb RPi​:R2→R. "Symmetric" means equal stage-1 actions and equal on-path prices; off-path play is unrestricted.
  • Truncated volume. The paper writes the volume as min⁡{di,si}\min\{d_i,s_i\}min{di​,si​}. With negative values allowed, the profit is unbounded above and no equilibrium exists, so the formalization uses max⁡{0,min⁡{di,si}}\max\{0,\min\{d_i,s_i\}\}max{0,min{di​,si​}}.
  • Non-trivial equilibria. Equilibria are required to have positive demand and supply on the path (p. 9). Zero-volume symmetric equilibria exist and are excluded.
  • Continuity on the path. Two-stage equilibria are required to have stage-2 price rules continuous at the equilibrium stage-1 pair. The appendix presupposes this when it differentiates the subgame prices in the stage-1 actions. It is necessary: without it, zero-profit equilibria of nearby pricing subgames can punish every deviation, and other FCR commission rates become subgame-perfect outcomes.
  • Corrections to the printed statements.
    • Case (c). It is stated with "Q<0Q < 0Q<0" where the paper says "(13) does not hold". At Q=0Q = 0Q=0 the DCR and FCR outcomes coincide and the strict ranking fails.
    • αW∗\alpha^{W*}αW∗. It is defined as 1−wW∗/pW∗1 - w^{W*}/p^{W*}1−wW∗/pW∗, because the appendix's displayed closed form has the sign of kkk reversed.
    • Denominators. Real divisions occur in (6) and (13), and their denominators are carried or proved nonzero.

A formalization that compares only the closed-form prices, or uses the literal untruncated payoff (which makes every statement about equilibria vacuous), is not this mission.

  • Contributions welcome:
    • best-response lemmas for the kinked profit;
    • existence of pricing equilibria in every subgame;
    • the global no-deviation arguments behind Lemmas 2 and 3;
    • the algebra of the price comparisons.

Selected references

  • C. Zhang, J. Chen, S. Raghunathan, Two-Sided Platform Competition in a Sharing Economy, SSRN working paper 3555993; published in Management Science, 2022. https://ssrn.com/abstract=3555993, https://doi.org/10.1287/mnsc.2022.4302
  • D. M. Kreps, J. A. Scheinkman, Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes, Bell Journal of Economics 14(2), 1983. https://doi.org/10.2307/3003636
  • S. C. Choi, Price Competition in a Channel Structure with a Common Retailer, Marketing Science 10(4), 271–296, 1991, the source the paper cites for its linear demand model (p. 7). https://doi.org/10.1287/mksc.10.4.271
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🏆Completed
EconomicsOperations Research·Captain: mikedeng1

Brand Spillover as a Marketing Strategy: The Weak-Brand Firm Should Commit to Forgo Brand Spillover if and only if the Supplier Would Otherwise Drop It or the Insourcing Cost Is LowResearch Paper

Motivation

Competing brands often buy their products from the same contract manufacturer (CM). A weaker brand can exploit this. The paper's opening example is the Chinese retailer Netease Yanxuan, which advertises that its goods use "the same materials, the same factories, and the same workers" as international brands such as Adidas, Coach and MUJI. A weak brand that discloses its common supplier in this way borrows part of the leader's reputation. This practice is called brand spillover.

The obvious view is that a weak brand should use any spillover it can get. Wu, Zhang and Zhou (SSRN 3891915, Management Science 2021) show that this view is incomplete. A supplier that serves both brands has to keep the strong brand willing to outsource. If the weak brand's spillover makes that too expensive, the supplier stops serving the weak brand, or it extracts the spillover's value through its prices. The paper's main result, Proposition 4, says when the weak brand is better off committing in advance not to use the spillover. This mission formalizes that result together with the equilibrium analysis it rests on.

Setting

Two firms sell substitutable products. Firm S has brand power θS=1\theta_S = 1θS​=1 and Firm W has brand power θW=θ<1\theta_W = \theta < 1θW​=θ<1. With quantities qS,qWq_S, q_WqS​,qW​ the market-clearing prices are

pS=1−qS−qW,pW=θW−qS−qW.p_S = 1 - q_S - q_W,\qquad p_W = \theta_W - q_S - q_W .pS​=1−qS​−qW​,pW​=θW​−qS​−qW​.

Each firm can produce in-house at unit cost c>0c > 0c>0, or buy from the CM, whose own unit cost is normalized to 000. A sourcing structure is one of (O,O)(O,O)(O,O), (O,I)(O,I)(O,I), (I,O)(I,O)(I,O), (I,I)(I,I)(I,I): the first letter is Firm S's choice and the second Firm W's, with OOO for outsourcing and III for insourcing. Brand spillover can occur only under (O,O)(O,O)(O,O). There, if Firm W uses it, its brand power becomes θ+α(1−θ)\theta + \alpha(1-\theta)θ+α(1−θ), where α∈[0,1]\alpha \in [0,1]α∈[0,1] is the level of brand spillover.

The game has four stages:

  1. Firm W decides whether to commit to not using brand spillover. Committing is equivalent to setting α=0\alpha = 0α=0.
  2. The CM announces wholesale prices wSw_SwS​ and wWw_WwW​.
  3. The firms choose their sourcing simultaneously.
  4. The firms compete in quantities.

At stage 4 the quantities are the first-order-condition solutions, and each firm's profit is the square of its quantity. At stage 2, for each structure, the CM maximizes its revenue ∑wiqi\sum w_i q_i∑wi​qi​ over the outsourcing firms, subject to participation constraints. A constraint says that a firm does at least as well outsourcing at the offered price as deviating to insourcing. The CM then induces the structure with the highest optimal revenue. The standing assumption θ≥θ‾=max⁡{(2+7c)/7, (1+c)/2}\theta \ge \underline\theta = \max\{(2+7c)/7,\ (1+c)/2\}θ≥θ​=max{(2+7c)/7, (1+c)/2} keeps Firm W in the market.

The thresholds used below are coi=13(2−θ)c^{oi} = \tfrac13(2-\theta)coi=31​(2−θ), c1oo=12(2θ−1−3α(1−θ))c^{oo}_1 = \tfrac12(2\theta - 1 - 3\alpha(1-\theta))c1oo​=21​(2θ−1−3α(1−θ)) and c2oo=12(1+α(1−θ))c^{oo}_2 = \tfrac12(1 + \alpha(1-\theta))c2oo​=21​(1+α(1−θ)).

Formalization targets

Goal: Proposition 4

Assume α>0\alpha > 0α>0. Let ΠW\Pi_WΠW​ be Firm W's profit at an equilibrium without commitment, and ΠW0\Pi^0_WΠW0​ its profit at an equilibrium with commitment. If the structure without commitment is (O,I)(O,I)(O,I), then ΠW≤ΠW0\Pi_W \le \Pi^0_WΠW​≤ΠW0​. Otherwise

ΠW<ΠW0  ⟺  c<θ−12−α+αθ  ⟺  α<2θ−1−2c2(1−θ).\Pi_W < \Pi^0_W \iff c < \theta - \tfrac12 - \alpha + \alpha\theta \iff \alpha < \frac{2\theta - 1 - 2c}{2(1-\theta)} .ΠW​<ΠW0​⟺c<θ−21​−α+αθ⟺α<2(1−θ)2θ−1−2c​.

Milestones

  1. The quantity stage has a unique Nash equilibrium, with profits qi2q_i^2qi2​.
  2. Lemma 1: the CM never induces (I,I)(I,I)(I,I) or (I,O)(I,O)(I,O).
  3. Lemma 2: under (O,I)(O,I)(O,I) the CM's optimal price is wSoi=min⁡{c,14(2−θ+c)}w^{oi}_S = \min\{c, \tfrac14(2-\theta+c)\}wSoi​=min{c,41​(2−θ+c)}.
  4. Lemma 3: under (O,O)(O,O)(O,O) the CM's optimal prices are wSoo=min⁡{c−12α(1−θ),12}w^{oo}_S = \min\{c - \tfrac12\alpha(1-\theta), \tfrac12\}wSoo​=min{c−21​α(1−θ),21​}, and wWoow^{oo}_WwWoo​ given by (2)–(3).
  5. Appendix B: the equilibrium quantities and their signs.
  6. Proposition 2(b): under (O,O)(O,O)(O,O), Firm W's profit decreases in α\alphaα exactly when α<(2θ−2c−1)/(3(1−θ))\alpha < (2\theta-2c-1)/(3(1-\theta))α<(2θ−2c−1)/(3(1−θ)).
  7. Proposition 3: the equilibrium sourcing structure for every spillover level.
  8. With commitment, the CM always induces (O,O)(O,O)(O,O). Firm W then earns ((2θ−1−c)/3)2((2\theta-1-c)/3)^2((2θ−1−c)/3)2 or ((2θ−1)/6)2((2\theta-1)/6)^2((2θ−1)/6)2.

Significance

Proposition 4 splits the parameter space into three regions. In the first, the supplier would drop the weak brand: it induces (O,I)(O,I)(O,I), and Firm W pays the insourcing cost. In the second, the supplier captures the spillover through a higher wholesale price, and the weak brand loses ground to the strong one. In the third, the spillover pays. The comparative static behind the second region is Proposition 2(b): brand spillover can lower the profit of the firm it benefits. The analysis also identifies when the strong brand is hurt by the weak brand's spillover and should act to prevent it (paper, abstract and §5).

The paper proves the result by hand, and no formal proof exists. A complete development would give machine-checked proofs of:

  • a four-stage game with participation-constrained pricing;
  • the closed-form solution of two non-convex price programs;
  • an equilibrium comparison that holds for every selection when the CM is indifferent between structures.

Formalizing the statements has already found two slips in Proposition 3: a sign in T1T_1T1​, and a boundary point that the printed case split assigns to the wrong structure.

Difficulty

The CM's feasible sets are not convex. Each participation constraint compares two squared quantities, qout2≥qin2q_{\text{out}}^2 \ge q_{\text{in}}^2qout2​≥qin2​, so it admits two branches: a price below a bound, or a price so high that the quantity changes sign. The paper's proofs treat only the first branch. A complete proof must rule out the other branches as optimal, so maximizing a concave quadratic is not enough.

The goal compares equilibrium outcomes, not formulas. Each side combines an optimal-price problem with a choice between structures. The no-commitment side changes regime along the curves T1T_1T1​, T2T_2T2​, T3T_3T3​, which contain square roots. Firm W's profit has a kink at c=c1ooc = c^{oo}_1c=c1oo​.

Formalization scope

  • Model and its general part. The model is one definitions module, BrandSpillover.Commitment.Model. The profit functions use the referenced general linear Cournot payoff SupplierAudit.Competition.cournotPayoff with substitution parameter 111. All quantities and prices are real numbers.
  • Quantities. The stage-4 quantities are the first-order-condition formulas on R\mathbb RR and are not clamped at 000, as in the paper. Clamping them changes the CM's feasible set and breaks Lemma 3.
  • Prices. Wholesale prices range over R2\mathbb R^2R2, without a sign restriction. The price for a firm that insources is ignored.
  • Feasibility. The feasible set of each program is the page's set of profit comparisons. It is never replaced by the linear bounds derived in the proofs.
  • Equilibrium. An equilibrium is a structure whose optimal CM revenue is at least that of every other structure, together with optimal prices for it. Ties are allowed, and the goal holds for every selection.
  • Standing assumptions. The standing assumptions are c>0c > 0c>0, θ‾≤θ<1\underline\theta \le \theta < 1θ​≤θ<1 and α∈[0,1]\alpha\in[0,1]α∈[0,1], with the paper's weak inequality θ≥θ‾\theta \ge \underline\thetaθ≥θ​. The goal adds α>0\alpha > 0α>0, from p. 17.
  • Corrections. T1T_1T1​ uses (1−θ)2(1-\theta)^2(1−θ)2 where the page prints (1+θ)2(1+\theta)^2(1+θ)2. Condition (i) of Proposition 3 includes c=c1ooc = c^{oo}_1c=c1oo​. The committed profit is stated for every admissible ccc, including c>12c > \tfrac12c>21​, which the page omits.
  • Ruled-out shortcut. Substituting the closed-form prices of Lemmas 2–3 into the goal would turn it into a comparison of squares. The goal is therefore stated about equilibrium outcomes of the price programs.
  • Contributions. Proofs of any milestone are welcome. Lemma 3 and Proposition 3 are the hardest.

Selected references

  • X. Wu, F. Zhang, Y. Zhou, Brand Spillover as a Marketing Strategy, SSRN preprint 3891915, June 2021; Management Science, 2021. https://ssrn.com/abstract=3891915, https://doi.org/10.1287/mnsc.2021.4165
  • A. Arya, B. Mittendorf, D. E. M. Sappington, The make-or-buy decision in the presence of a rival: strategic outsourcing to a common supplier, Management Science 54(10), 2008. https://doi.org/10.1287/mnsc.1080.0874
  • N. Singh, X. Vives, Price and quantity competition in a differentiated duopoly, RAND Journal of Economics 15(4), 1984. https://doi.org/10.2307/2555525
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Graph TheoryQuantum Error CorrectionQuantum Information·Captain: mikedeng1

Decoding Quantum Tanner Codes: The Parallel Decoder Corrects Every Error of Weight Linear in the Code Length in Logarithmically Many RoundsResearch Paper

Why decoding good quantum LDPC codes matters

Quantum computers must correct errors faster than they accumulate, and quantum low-density parity-check (LDPC) codes are the leading candidates for doing so with little overhead: every check involves a bounded number of qubits, so syndromes can be measured by local circuits. In 2021–2022 the first asymptotically good quantum LDPC codes appeared, with dimension and minimum distance both linear in the code length nnn: the expander lifted product codes of Panteleev and Kalachev (arXiv:2111.03654) and the quantum Tanner codes of Leverrier and Zémor (arXiv:2202.13641). A code is only useful if errors can be corrected efficiently. Leverrier and Zémor (arXiv:2208.05537) give two decoders for quantum Tanner codes that correct every error of weight up to a constant fraction of nnn: a sequential one running in linear time, and a parallel decoder running in a logarithmic number of rounds of local updates. This mission is about the parallel decoder.

Timeline:

  • 2021, Panteleev–Kalachev: asymptotically good quantum LDPC codes and locally testable classical codes (arXiv:2111.03654).
  • 2022, Leverrier–Zémor: quantum Tanner codes, a simpler construction on left-right Cayley complexes (arXiv:2202.13641).
  • 2022, Gu–Pattison–Tang, Leverrier–Zémor and Dinur–Hsieh–Lin–Vidick: efficient decoders for linear-distance quantum LDPC codes (arXiv:2206.06557, arXiv:2206.07571, arXiv:2206.07750).
  • 2022, Leverrier–Zémor, Decoding quantum Tanner codes: sequential and parallel decoders up to a constant fraction of nnn, with a revised parallel analysis in v3 (arXiv:2208.05537v3).

The code and the decoder

Let GGG be a finite group and A=A−1A=A^{-1}A=A−1, B=B−1⊆GB=B^{-1}\subseteq GB=B−1⊆G with ∣A∣=∣B∣=Δ|A|=|B|=\Delta∣A∣=∣B∣=Δ. The quadripartite left-right Cayley complex has four copies of GGG as vertices, Vij=G×{ij}V_{ij}=G\times\{ij\}Vij​=G×{ij}, and one square {(g,00),(ag,01),(gb,10),(agb,11)}\{(g,00),(ag,01),(gb,10),(agb,11)\}{(g,00),(ag,01),(gb,10),(agb,11)} for every (g,a,b)∈G×A×B(g,a,b)\in G\times A\times B(g,a,b)∈G×A×B. The set of squares QQQ has n=∣G∣Δ2n=|G|\Delta^2n=∣G∣Δ2 elements, and every vertex vvv sees its QQQ-neighbourhood Q(v)Q(v)Q(v) as an A×BA\times BA×B array: columns are indexed by bbb, rows by aaa. The left Cayley graph Cay(G,A)\mathrm{Cay}(G,A)Cay(G,A) and the right Cayley graph Cay(G,B)\mathrm{Cay}(G,B)Cay(G,B) are assumed to be non-bipartite Ramanujan graphs: every adjacency eigenvalue other than ±Δ\pm\Delta±Δ has absolute value at most 2Δ−12\sqrt{\Delta-1}2Δ−1​.

Two local codes CA⊆F2AC_A\subseteq\mathbb F_2^ACA​⊆F2A​, CB⊆F2BC_B\subseteq\mathbb F_2^BCB​⊆F2B​ with dim⁡CA+dim⁡CB=Δ\dim C_A+\dim C_B=\DeltadimCA​+dimCB​=Δ are fixed. Write V0=V00∪V11V_0=V_{00}\cup V_{11}V0​=V00​∪V11​ and V1=V01∪V10V_1=V_{01}\cup V_{10}V1​=V01​∪V10​. The code C1⊆F2Q\mathcal C_1\subseteq\mathbb F_2^QC1​⊆F2Q​ consists of the vectors whose view on every Q(v)Q(v)Q(v), v∈V1v\in V_1v∈V1​, lies in the dual tensor code CA⊗F2B+F2A⊗CBC_A\otimes\mathbb F_2^B+\mathbb F_2^A\otimes C_BCA​⊗F2B​+F2A​⊗CB​: every local view is a sum of a word whose columns are in CAC_ACA​ and a word whose rows are in CBC_BCB​. C0\mathcal C_0C0​ is defined in the same way on V0V_0V0​ with CA⊥C_A^\perpCA⊥​, CB⊥C_B^\perpCB⊥​. The local codes and their duals have distance at least δΔ\delta\DeltaδΔ. Both dual tensor codes are κ\kappaκ-product-expanding: every codeword xxx splits as x=c+rx=c+rx=c+r with ∣x∣≥κΔ(∥c∥+∥r∥)|x|\ge\kappa\Delta(\|c\|+\|r\|)∣x∣≥κΔ(∥c∥+∥r∥), where ∥c∥\|c\|∥c∥ counts non-zero columns and ∥r∥\|r\|∥r∥ non-zero rows.

A σx\sigma_xσx​-type error e∈F2Qe\in\mathbb F_2^Qe∈F2Q​ is decoded in three phases. In the preprocessing phase every v∈V1v\in V_1v∈V1​ chooses a minimum-weight local error εv\varepsilon_vεv​ with the local syndrome of eee; the mismatch is Z=∑v∈V1εvZ=\sum_{v\in V_1}\varepsilon_vZ=∑v∈V1​​εv​. The mismatch decomposition writes Z=C^0+R^0+C^1+R^1Z=\hat C_0+\hat R_0+\hat C_1+\hat R_1Z=C^0​+R^0​+C^1​+R^1​, with C^j\hat C_jC^j​ a sum of CAC_ACA​-columns and R^i\hat R_iR^i​ a sum of CBC_BCB​-rows. Postprocessing outputs e^=∑v∈V10εv+C^0+R^1\hat e=\sum_{v\in V_{10}}\varepsilon_v+\hat C_0+\hat R_1e^=∑v∈V10​​εv​+C^0​+R^1​. The parallel decoder (Algorithm 3) runs rounds of four substeps, one for each of V00,V01,V10,V11V_{00},V_{01},V_{10},V_{11}V00​,V01​,V10​,V11​. In a substep, every vertex vvv of the current class simultaneously looks for a non-zero local dual tensor codeword xvx_vxv​ on Q(v)Q(v)Q(v) with ∣Z^∣−∣Z^+xv∣≥∣xv∣/2|\hat Z|-|\hat Z+x_v|\ge|x_v|/2∣Z^∣−∣Z^+xv​∣≥∣xv​∣/2, picks one of maximum weight, splits it as cv+rvc_v+r_vcv​+rv​ with ∥cv∥+∥rv∥\|c_v\|+\|r_v\|∥cv​∥+∥rv​∥ minimal, and updates C^j\hat C_jC^j​, R^i\hat R_iR^i​ and Z^\hat ZZ^.

Formalization targets

Goal: Theorem 20 (= Theorem 3)

Fix ε∈(0,1/6)\varepsilon\in(0,1/6)ε∈(0,1/6) and δ,κ>0\delta,\kappa>0δ,κ>0. For all Δ\DeltaΔ large enough, every error with

∣e∣<1212min⁡(ε316,κ4)δ2κ2nΔ|e|<\frac1{2^{12}}\min\Big(\frac{\varepsilon^3}{16},\frac\kappa4\Big)\delta^2\kappa^2\frac n\Delta∣e∣<2121​min(16ε3​,4κ​)δ2κ2Δn​

is corrected by every run of the parallel decoder. With θ=14(14−32ε)\theta=\frac14\big(\frac14-\frac32\varepsilon\big)θ=41​(41​−23​ε), each round satisfies ∣Z^k+1∣≤(1−θ)∣Z^k∣|\hat Z_{k+1}|\le(1-\theta)|\hat Z_k|∣Z^k+1​∣≤(1−θ)∣Z^k​∣, so Z^k=0\hat Z_k=0Z^k​=0 once (1−θ)k⋅4∣e∣<1(1-\theta)^k\cdot4|e|<1(1−θ)k⋅4∣e∣<1, and then e+e^e+\hat ee+e^ lies in the span C0⊥\mathcal C_0^\perpC0⊥​ of the σx\sigma_xσx​-generators.

Milestones

  • Lemma 4 (expander mixing) and Lemma 5: λ(G0□),λ(G1□)≤4Δ\lambda(\mathcal G^\square_0),\lambda(\mathcal G^\square_1)\le4\Deltaλ(G0□​),λ(G1□​)≤4Δ.
  • Lemmas 7, 10, 11, 8 and Theorem 9: the minimum distance, dmin⁡≥δ2κ2n/(1024Δ)d_{\min}\ge\delta^2\kappa^2n/(1024\Delta)dmin​≥δ2κ2n/(1024Δ).
  • Lemmas 14, 15, 16 and Theorem 12: if a minimum decomposition of a non-zero mismatch has few active vertices, some local codeword lowers ∣Z∣|Z|∣Z∣ by (1−ε)∣xv∣(1-\varepsilon)|x_v|(1−ε)∣xv​∣.
  • Lemma 17: ∣Z∣≤4∣e∣|Z|\le4|e|∣Z∣≤4∣e∣ and ∥Z∥≤4∣e∣/(κΔ)\|Z\|\le4|e|/(\kappa\Delta)∥Z∥≤4∣e∣/(κΔ).
  • Lemma 19: below 2−16ε3κ2δ2n/Δ2^{-16}\varepsilon^3\kappa^2\delta^2n/\Delta2−16ε3κ2δ2n/Δ, sequential decoding with parameter 1/21/21/2 never stalls, and switching to ε\varepsilonε still converges.
  • Lemma 18: if the ε\varepsilonε-sequential decoder converges, one parallel round removes at least θ∣Z∣\theta|Z|θ∣Z∣.

Significance

The theorem shows that asymptotically good quantum LDPC codes can be decoded against adversarial errors of linear weight by O(log⁡n)O(\log n)O(logn) rounds of local computation, each vertex acting only on its own QQQ-neighbourhood. This matters for fault tolerance, where decoding latency is a bottleneck. The milestones carry independent value. Theorem 9 is a linear minimum distance bound for quantum Tanner codes in the quadripartite setting. Theorem 12 is the local-to-global "weight reduction" principle on which both decoders rest. Lemmas 4–5 are spectral facts about Cayley graphs and square complexes that are reusable for any expander-based code.

The paper's results are proved, not open; none has been machine-checked. The sequential decoder's correctness (Theorem 13) is posed separately on the platform as an open goal in the mission Decoding quantum Tanner codes (Leverrier, Zemor), which shares this mission's published definitions; this mission does not restate it. Formalizing the present chain would give a complete, checked proof that a parallel decoder exists for good quantum LDPC codes, and would expose the constants. Two printed constants are corrected here (see the scope section), and sharper constants or simpler arguments are welcome.

Difficulty

The obvious argument is to bound the mismatch and its norm, apply Theorem 12 repeatedly, and let all vertices of a class flip at once. That argument fails because parallel flips are not sequential flips. A vertex's best local move against the mismatch at its turn need not be the move a converging sequential run would make, and a round could stall even though a sequential run never does. Lemma 18 resolves this with a virtual sequential run, a partition of its increments into "good" and "bad" ones (Claim 1), and the maximum-weight rule at every vertex. Without that rule the lemma is false. Theorem 12 itself is a counting contradiction. It uses robustness, the expander mixing lemma twice, and two notions of "exceptional" vertices, and it needs Δ\DeltaΔ large. Theorem 9 needs the coset-minimization of Lemma 7 before the same counting can start.

Formalization scope

The development builds on the published layers QAlgorithms_Defs_TensorCode and QAlgorithms_Defs_TannerDecoder. These define the complex, φv\varphi_vφv​, C0\mathcal C_0C0​, C1\mathcal C_1C1​, the σx\sigma_xσx​ span, minimum local corrections, the mismatch, Algorithm 2 and the output e^\hat ee^. The conventions are:

  • A vertex (g,ij)(g,ij)(g,ij) is (g, (i, j)) : G × (Bool × Bool), squares are G × A × B, and weights are hammingNorm cast to ℝ.
  • One new definitions file holds Algorithm 3 (admissible move, parallel choice, substep, round, run), decompositions and their norm, active, exceptional and ordinary vertices, the clustering sets TTT, stalled and converging sequential decoders, C1⊥\mathcal C_1^\perpC1⊥​, and the square graphs Gk□\mathcal G^\square_kGk□​.
  • "Δ\DeltaΔ large enough" is ∃Δ0 ∀Δ≥Δ0\exists\Delta_0\,\forall\Delta\ge\Delta_0∃Δ0​∀Δ≥Δ0​, with Δ0\Delta_0Δ0​ depending only on the constants fixed before it.
  • Only σx\sigma_xσx​-type errors are treated; the σz\sigma_zσz​ case is symmetric.
  • Non-bipartiteness of the Cayley graphs (the standing choice of p. 10) is assumed wherever spectral bounds are used.
  • Theorem 12 assumes Z≠0Z\ne0Z=0 and asks for a non-zero xvx_vxv​.

Corrected constants. Theorem 9 is stated with 102410241024 instead of the printed 256256256, because Lemma 8 and the proof's ∣x∣≥κΔ2∥x∥|x|\ge\frac{\kappa\Delta}2\|x\|∣x∣≥2κΔ​∥x∥ give 102410241024. The goal's error bound uses min⁡(ε3/16,κ/4)\min(\varepsilon^3/16,\kappa/4)min(ε3/16,κ/4) instead of min⁡(ε3/16,κ)\min(\varepsilon^3/16,\kappa)min(ε3/16,κ), which is what the corrected distance supports. Both corrected statements are weaker than the printed ones.

No trivialization. Every vertex must flip a maximum-weight admissible move whenever one exists, and runs range over all such choices. "Logarithmic time" is the per-round contraction factor, not mere eventual termination. Validity is membership of e+e^e+\hat ee+e^ in the σx\sigma_xσx​-generator span, with e^\hat ee^ the paper's postprocessing output. A formalization that lets vertices idle, drops the maximum-weight rule, or proves only eventual termination does not prove this theorem.

Needed and reusable infrastructure:

  • spectral graph theory for regular multigraphs (expander mixing, eigenvalues of commuting Cayley adjacencies);
  • product expansion and local minimality of decompositions;
  • the combinatorics of the left-right complex (shared rows and columns).

Contributions proving the graph lemmas or Lemma 18, whose proof is pure counting, are especially welcome.

Selected references

  • A. Leverrier, G. Zémor, Decoding quantum Tanner codes, IEEE Transactions on Information Theory; arXiv:2208.05537v3, 2022. https://arxiv.org/abs/2208.05537
  • A. Leverrier, G. Zémor, Quantum Tanner codes, FOCS 2022; arXiv:2202.13641. https://arxiv.org/abs/2202.13641
  • P. Panteleev, G. Kalachev, Asymptotically good quantum and locally testable classical LDPC codes, STOC 2022; arXiv:2111.03654. https://arxiv.org/abs/2111.03654
  • S. Gu, C. A. Pattison, E. Tang, An efficient decoder for a linear distance quantum LDPC code, STOC 2023; arXiv:2206.06557. https://arxiv.org/abs/2206.06557
  • A. Leverrier, G. Zémor, Efficient decoding up to a constant fraction of the code length for asymptotically good quantum codes, SODA 2023; arXiv:2206.07571. https://arxiv.org/abs/2206.07571
  • I. Dinur, M.-H. Hsieh, T.-C. Lin, T. Vidick, Good quantum LDPC codes with linear time decoders, arXiv:2206.07750, 2022. https://arxiv.org/abs/2206.07750
  • G. Kalachev, P. Panteleev, Two-sided robustly testable codes, arXiv:2206.09973, 2022. https://arxiv.org/abs/2206.09973
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Machine LearningOptimizationStatistics·Captain: mikedeng1

High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks: Excess-Risk Bounds at S3ONC Solutions of MCP-Regularized M-EstimationResearch Paper

Motivation

High-dimensional statistical learning (HDSL) fits a model with ppp parameters from nnn samples when ppp may far exceed nnn. The standard guarantees for sparse estimators, such as the Lasso, rest on restricted strong convexity (RSC) or restricted eigenvalue conditions on the empirical risk (Negahban et al., 2012; Loh & Wainwright, 2015). These conditions fail or are hard to verify for many losses that matter in operations research and machine learning: nonsmooth losses, losses of neural networks, and M-estimation problems whose population risk is not strongly convex near any sparse vector.

Liu, Ye and Lee (arXiv:1903.00616v2; Operations Research, 2022) remove RSC entirely. They regularize the empirical risk with a folded concave penalty, the minimax concave penalty (MCP) of Zhang (2010), and analyse not a global minimizer (intractable, since the problem is nonconvex) but any point satisfying a weak second-order stationarity condition. They also replace exact sparsity by approximate sparsity: the best sparse vector need only be εA\varepsilon_AεA​-optimal for the population risk. Their main result, Theorem 1, gives an excess-risk bound whose sample complexity is poly-logarithmic in ppp.

Setting

Observations Z1,…,ZnZ_1, \dots, Z_nZ1​,…,Zn​ are i.i.d. copies of a random element ZZZ of a measurable space W\mathcal WW. A loss L(β,z)L(\beta, z)L(β,z), with parameter β∈Rp\beta \in \mathbb R^pβ∈Rp, defines the population risk L(β)=E[L(β,Z)]\mathbb L(\beta) = \mathbb E[L(\beta, Z)]L(β)=E[L(β,Z)], assumed finite for every β\betaβ and bounded below, the empirical risk Ln(β)=1n∑iL(β,Zi)\mathcal L_n(\beta) = \frac1n\sum_i L(\beta, Z_i)Ln​(β)=n1​∑i​L(β,Zi​), and the regularized objective

Ln,λ(β)=Ln(β)+∑j=1pPλ(∣βj∣),Pλ(θ)=∫0θ[aλ−t]+a dt,\mathcal L_{n,\lambda}(\beta) = \mathcal L_n(\beta) + \sum_{j=1}^p P_\lambda(|\beta_j|), \qquad P_\lambda(\theta) = \int_0^\theta \frac{[a\lambda - t]_+}{a}\,dt,Ln,λ​(β)=Ln​(β)+j=1∑p​Pλ​(∣βj​∣),Pλ​(θ)=∫0θ​a[aλ−t]+​​dt,

with tuning parameters a,λ>0a, \lambda > 0a,λ>0. Norms: ∥⋅∥\|\cdot\|∥⋅∥ is Euclidean, ∣⋅∣|\cdot|∣⋅∣ is ℓ1\ell_1ℓ1​, ∥⋅∥∞\|\cdot\|_\infty∥⋅∥∞​ is the max norm and ∥⋅∥0\|\cdot\|_0∥⋅∥0​ counts nonzero entries.

The standing assumptions are:

  • smoothness (11): each partial derivative ∂L/∂βj\partial L/\partial\beta_j∂L/∂βj​ is ULU_LUL​-Lipschitz along coordinate jjj, for almost every zzz;
  • Assumption 3: the centred losses L(β,Zi)−EL(β,Zi)L(\beta, Z_i) - \mathbb E L(\beta, Z_i)L(β,Zi​)−EL(β,Zi​) are sub-exponential with ψ1\psi_1ψ1​-norm at most σ≥1\sigma \ge 1σ≥1 on the box ∥β∥∞≤R\|\beta\|_\infty \le R∥β∥∞​≤R;
  • Assumption 4: L(⋅,z)L(\cdot, z)L(⋅,z) is C(z)\mathcal C(z)C(z)-Lipschitz on the box, where C(Zi)\mathcal C(Z_i)C(Zi​) is sub-exponential around its mean (ψ1\psi_1ψ1​-norm at most σL≥1\sigma_L \ge 1σL​≥1) and E C(Zi)≤Cμ\mathbb E\,\mathcal C(Z_i) \le \mathcal C_\muEC(Zi​)≤Cμ​, Cμ≥1\mathcal C_\mu \ge 1Cμ​≥1;
  • Assumption 1 (A-sparsity): some βεA∗\beta^*_{\varepsilon_A}βεA​∗​ with ∥βεA∗∥∞≤R\|\beta^*_{\varepsilon_A}\|_\infty \le R∥βεA​∗​∥∞​≤R, R≥1R \ge 1R≥1, and s=∥βεA∗∥0>1s = \|\beta^*_{\varepsilon_A}\|_0 > 1s=∥βεA​∗​∥0​>1 nonzero entries satisfies L(βεA∗)−inf⁡βL(β)≤εA\mathbb L(\beta^*_{\varepsilon_A}) - \inf_\beta \mathbb L(\beta) \le \varepsilon_AL(βεA​∗​)−infβ​L(β)≤εA​. Assumption 2 replaces inf⁡βL\inf_\beta \mathbb Linfβ​L by any lower bound Lg∗L^*_gLg∗​.

A vector β^\hat\betaβ^​ satisfies the S³ONC (significant subspace second-order necessary conditions, Definition 1) at a sample if it is a KKT point of Ln,λ\mathcal L_{n,\lambda}Ln,λ​, with subgradients κj∈∂∣β^j∣\kappa_j \in \partial|\hat\beta_j|κj​∈∂∣β^​j​∣, and UL+Pλ′′(∣β^j∣)≥0U_L + P''_\lambda(|\hat\beta_j|) \ge 0UL​+Pλ′′​(∣β^​j​∣)≥0 whenever ∣β^j∣∈(0,aλ)|\hat\beta_j| \in (0, a\lambda)∣β^​j​∣∈(0,aλ). With ζ~=ln⁡(3eR(σL+Cμ))\tilde\zeta = \ln(3eR(\sigma_L + \mathcal C_\mu))ζ~​=ln(3eR(σL​+Cμ​)), Theorem 1 fixes λ=8σ/(can2/3) [ln⁡(n2/3p)+ζ~]\lambda = \sqrt{8\sigma/(c a n^{2/3})\,[\ln(n^{2/3}p) + \tilde\zeta]}λ=8σ/(can2/3)[ln(n2/3p)+ζ~​]​, where c∈(0,1/2]c \in (0, 1/2]c∈(0,1/2] is the constant of the Bernstein inequality (12).

Formalization targets

Goal: Theorem 1 (p. 18)

For a<min⁡{1/UL,1}a < \min\{1/U_L, 1\}a<min{1/UL​,1} and any random β^\hat\betaβ^​ with ∥β^∥∞≤R\|\hat\beta\|_\infty \le R∥β^​∥∞​≤R satisfying the S³ONC almost surely:

(i) if Ln,λ(β^)≤Ln,λ(βεA∗)+Γ\mathcal L_{n,\lambda}(\hat\beta) \le \mathcal L_{n,\lambda}(\beta^*_{\varepsilon_A}) + \GammaLn,λ​(β^​)≤Ln,λ​(βεA​∗​)+Γ almost surely and n>C3[((Γ+εA)/σ)3+s(ln⁡(np)+ζ~)]n > C_3[((\Gamma + \varepsilon_A)/\sigma)^3 + s(\ln(np) + \tilde\zeta)]n>C3​[((Γ+εA​)/σ)3+s(ln(np)+ζ~​)], then with probability at least 1−2(p+1)e−n/C3−6e−n1/3/C31 - 2(p+1)e^{-n/C_3} - 6e^{-n^{1/3}/C_3}1−2(p+1)e−n/C3​−6e−n1/3/C3​,

L(β^)−inf⁡βL(β)≤C3σ[s(ln⁡(np)+ζ~)n2/3+s(ln⁡(np)+ζ~)n+1n1/3]+C3σ(Γ+εA)n1/3+Γ+εA;\mathbb L(\hat\beta) - \inf_\beta \mathbb L(\beta) \le C_3\sigma\Big[\frac{s(\ln(np)+\tilde\zeta)}{n^{2/3}} + \sqrt{\frac{s(\ln(np)+\tilde\zeta)}{n}} + \frac{1}{n^{1/3}}\Big] + C_3\sqrt{\frac{\sigma(\Gamma+\varepsilon_A)}{n^{1/3}}} + \Gamma + \varepsilon_A;L(β^​)−βinf​L(β)≤C3​σ[n2/3s(ln(np)+ζ~​)​+ns(ln(np)+ζ~​)​​+n1/31​]+C3​n1/3σ(Γ+εA​)​​+Γ+εA​;

(ii) if β^\hat\betaβ^​ is no worse in Ln,λ\mathcal L_{n,\lambda}Ln,λ​ than a Lasso solution β^ℓ1\hat\beta^{\ell_1}β^​ℓ1​, the Γ\GammaΓ-free bound (22) holds under (21).

C3,C4C_3, C_4C3​,C4​ are universal constants. The goal fixes the polynomial rate n−1/3n^{-1/3}n−1/3; the general-rate result is Proposition 1.

Milestones (the paper's proof chain)

  1. Proposition 2: the S³ONC forces ∣β^j∣∉(0,aλ)|\hat\beta_j| \notin (0, a\lambda)∣β^​j​∣∈/(0,aλ) almost surely.
  2. Lemma EC.1: the empirical risk is (2σL+Cμ)(2\sigma_L + \mathcal C_\mu)(2σL​+Cμ​)-Lipschitz on the box with high probability.
  3. Proposition 3: uniform deviation of Ln\mathcal L_nLn​ from L\mathbb LL over {∥β∥∞≤R,∥β∥0≤p′}\{\|\beta\|_\infty \le R, \|\beta\|_0 \le p'\}{∥β∥∞​≤R,∥β∥0​≤p′}.
  4. Proposition 4: ∥β^∥0≤pu′−1\|\hat\beta\|_0 \le p'_u - 1∥β^​∥0​≤pu′​−1 with high probability.
  5. Lemma EC.2: comparison of the Lasso solution with βεA∗\beta^*_{\varepsilon_A}βεA​∗​ in Ln,λ\mathcal L_{n,\lambda}Ln,λ​.
  6. Proposition 5: the joint sparsity and excess-risk events for general ϱ∈(0,1/2)\varrho \in (0, 1/2)ϱ∈(0,1/2).
  7. Proposition 1: the excess-risk bounds (16), (18) at S³ONC solutions for general ϱ\varrhoϱ.

Significance

The theorem shows that second-order stationarity, which first- and second-order methods can certify (the paper's Theorem 2 gives a pseudo-polynomial algorithm), suffices for poly-logarithmic sample complexity in ppp without convexity or RSC. The paper builds on it for nonsmooth losses through smoothing (Theorem 3) and for regularized neural networks (Theorem 4). The same definitions layer (MCP, S³ONC, A-sparsity) serves those results.

The result is proved on paper, in the electronic companion of the cited preprint. Nothing of it is formalized: the platform has no folded concave penalty, no S³ONC and no excess-risk bound for sparse M-estimation without RSC. This mission provides the definitions, the goal and the proof chain as stated by the authors, with two disclosed adjustments (see Formalization scope).

Difficulty

The obvious argument bounds Ln(β^)−L(β^)\mathcal L_n(\hat\beta) - \mathbb L(\hat\beta)Ln​(β^​)−L(β^​) uniformly over the box ∥β∥∞≤R\|\beta\|_\infty \le R∥β∥∞​≤R and then compares β^\hat\betaβ^​ with βεA∗\beta^*_{\varepsilon_A}βεA​∗​. It fails: a covering of a ppp-dimensional box costs a factor ppp, not ln⁡p\ln plnp, in the sample size. The usual repair, RSC, which localizes the estimator near a sparse target, is exactly what the paper does without. β^\hat\betaβ^​ is moreover only a stationary point of a nonconvex objective, not a minimizer, so no optimality inequality over the whole space is available. The probabilistic part requires keeping the constants consistent across several union bounds and two Bernstein inequalities, with failure probabilities that must stay summable in the sparsity level. In Lean, an additional obstacle is that suprema over uncountable sparse sets are not obviously measurable.

Formalization scope

  • Data: an abstract measurable space W\mathcal WW (its embedding in Rq\mathbb R^qRq plays no role), independent ZiZ_iZi​ with common law μ\muμ. L(β,⋅)L(\beta, \cdot)L(β,⋅) is measurable and μ\muμ-integrable for every β\betaβ, and L\mathbb LL is bounded below, so inf⁡βL(β)\inf_\beta \mathbb L(\beta)infβ​L(β) is a genuine infimum.
  • Norms: the Euclidean norm is written out (Mathlib's norm on Fin p → ℝ is the sup norm). ∥⋅∥ψ1\|\cdot\|_{\psi_1}∥⋅∥ψ1​​ is the published Orlicz norm HighDimProb.Concentration.subexponentialNorm, always together with an explicit witness of sub-exponentiality. The paper cites the equivalent moment form; the difference is absorbed by the universal constants.
  • Bernstein constant: (12) and the analogous bound for C(Zi)\mathcal C(Z_i)C(Zi​) used in Lemma EC.1 are hypotheses with their constant ccc, quantified first. Every universal constant (C1C_1C1​–C4C_4C4​, c~\tilde cc~) comes after ccc and before every problem object: ppp, nnn, the distribution, LLL, β^\hat\betaβ^​, Γ\GammaΓ. Remark 1 asserts that such a c∈(0,1/2]c \in (0, 1/2]c∈(0,1/2] exists; the platform's proved bernstein_weighted supplies one.
  • Derivatives: the gradient enters through coordinate partial derivatives, which is all (11), (13), (14) use. Pλ′,Pλ′′P'_\lambda, P''_\lambdaPλ′​,Pλ′′​ are derivatives of the literal integral (4).
  • Probabilities: "with probability at least 1−δ1-\delta1−δ" is an upper bound δ\deltaδ on the outer measure of the failure set.
  • Random vectors: β^\hat\betaβ^​ and β^ℓ1\hat\beta^{\ell_1}β^​ℓ1​ are arbitrary measurable maps with the stated almost-sure properties; no statement constructs them.
  • Corrections: a<1a < 1a<1 is added to Theorem 1 and Proposition 1. It is Proposition 5's hypothesis, which their printed proofs invoke. Proposition 4's ζ1(ϵ)\zeta_1(\epsilon)ζ1​(ϵ) prints σC\sigma_CσC​, and σL\sigma_LσL​ is meant. Theorem 1's λ\lambdaλ is kept as printed (ln⁡(n2/3p)\ln(n^{2/3}p)ln(n2/3p)), although Proposition 1 at ϱ=1/3\varrho = 1/3ϱ=1/3 uses ln⁡(n1/3p)\ln(n^{1/3}p)ln(n1/3p).

The trivializing formalizations are ruled out explicitly: constants chosen after the instance, junk values of non-integrable expectations, empty infima or undefined derivatives, the sup norm in place of the Euclidean norm, and an estimator chosen by the theorem.

Welcome contributions: proofs of the milestones in order; a Lean proof that Assumption 3 implies (12), via the published Bernstein inequality; a measurable-selection or outer-measure lemma for suprema over sparse boxes, which is reusable across high-dimensional statistics.

Selected references

  • H. Liu, Y. Ye, H. Y. Lee, High-dimensional learning under approximate sparsity with applications to nonsmooth estimation and regularized neural networks, Operations Research, 2022; preprint arXiv:1903.00616v2, 2021. https://arxiv.org/abs/1903.00616
  • C.-H. Zhang, Nearly unbiased variable selection under minimax concave penalty, Annals of Statistics 38(2), 2010. https://arxiv.org/abs/1002.4734
  • J. Fan, R. Li, Variable selection via nonconcave penalized likelihood and its oracle properties, Journal of the American Statistical Association 96, 2001. https://doi.org/10.1198/016214501753382273
  • S. N. Negahban, P. Ravikumar, M. J. Wainwright, B. Yu, A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers, Statistical Science 27(4), 2012. https://arxiv.org/abs/1010.2731
  • P.-L. Loh, M. J. Wainwright, Regularized M-estimators with nonconvexity: statistical and algorithmic theory for local optima, Journal of Machine Learning Research 16, 2015. https://arxiv.org/abs/1305.2436
  • R. Vershynin, Introduction to the non-asymptotic analysis of random matrices, in Compressed Sensing: Theory and Applications, Cambridge University Press, 2012. https://arxiv.org/abs/1011.3027
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🏆Completed
EconomicsOperations Research·Captain: mikedeng1

On Co-opetitive Supply Partnerships with End-Product Rivals: Information Asymmetry, Dual Sourcing and Supply Market Efficiency: The Equilibrium Wholesale Price and When the VI Buys InformationResearch Paper

Motivation

Firms often buy key components from the very rivals they compete with in the end market. The paper's examples: Lockheed Martin has sourced engine control systems and gearboxes from AgustaWestland, its competitor in national helicopter markets, while avoiding single sourcing from it in markets where it holds an information advantage; vertically integrated generic-drug makers such as Teva supply active ingredients to finishing-only rivals such as Apotex. Such co-opetitive supply relationships raise an informational problem studied in operations management: the buyer's order quantity reveals what the buyer knows about demand, and the supplier, who is also a competitor, can use that signal when setting her own output. The buyer may therefore distort his orders to hide his information, and the supplier may lower her wholesale price to make revealing it worth his while.

S. H. Jung and P. Kouvelis (SSRN 3555184, 2020; published in Manufacturing & Service Operations Management) analyse this trade-off in a stylized model with a single outside supplier as the buyer's alternative. Their main result, Proposition 4, gives the supplier's equilibrium wholesale price in closed form and identifies when she pays an information rent to learn demand and when she prices to keep the buyer from leaving.

Setting

A vertically integrated firm (VI, "she") with production cost normalized to 000 and a downstream outsourcing firm (DO, "he") compete in quantities. The market-clearing price is P=1−Q+ϵP = 1 - Q + \epsilonP=1−Q+ϵ, where QQQ is total output and the demand shock ϵ\epsilonϵ is ttt or −t-t−t (t>0t > 0t>0), each with probability 1/21/21/2. Only the DO observes ϵ\epsilonϵ. Play proceeds in two stages.

  1. The VI offers a unit wholesale price wIw_IwI​.
  2. The DO orders QO,1Q_{O,1}QO,1​ from the VI at wIw_IwI​ and QO,2Q_{O,2}QO,2​ from an outside supplier at the unit price wAw_AwA​. The VI sees QO,1Q_{O,1}QO,1​ but not QO,2Q_{O,2}QO,2​, updates her belief about ϵ\epsilonϵ, and produces QIQ_IQI​.

In state ϵ\epsilonϵ the VI earns (1−(QO,1+QO,2+QI)+ϵ)QI+wIQO,1(1 - (Q_{O,1} + Q_{O,2} + Q_I) + \epsilon)Q_I + w_I Q_{O,1}(1−(QO,1​+QO,2​+QI​)+ϵ)QI​+wI​QO,1​. The paper solves the quantity subgame in closed form. Below the separating/pooling threshold wˉsep/pool\bar w_{sep/pool}wˉsep/pool​ of its equation (3) the DO's order reveals the state (separating quantities, Lemma 1); between wˉsep/pool\bar w_{sep/pool}wˉsep/pool​ and the pooling cap wˉI\bar w_IwˉI​ of equation (4) the DO orders the same amount in both states and tops up from the outside supplier in high demand (pooling quantities, Lemma 2); at or above wˉI\bar w_IwˉI​ he buys only from the outside supplier (Proposition 1). Averaging the VI's state profit gives ΠIs(wI)\Pi^s_I(w_I)ΠIs​(wI​), ΠIp(wI)\Pi^p_I(w_I)ΠIp​(wI​) and ΠIn∗=(3+4wA)2/100\Pi^{n*}_I = (3 + 4w_A)^2/100ΠIn∗​=(3+4wA​)2/100, and the VI's objective is equation (6):

ΠI(wI)={ΠIs(wI)wI≤wˉsep/pool,ΠIp(wI)wˉsep/pool<wI<wˉI,ΠIn∗wI≥wˉI,wI∗=arg⁡max⁡wI≥0ΠI(wI).\Pi_I(w_I) = \begin{cases}\Pi^s_I(w_I) & w_I \le \bar w_{sep/pool},\\ \Pi^p_I(w_I) & \bar w_{sep/pool} < w_I < \bar w_I,\\ \Pi^{n*}_I & w_I \ge \bar w_I,\end{cases}\qquad w_I^* = \arg\max_{w_I \ge 0}\Pi_I(w_I).ΠI​(wI​)=⎩⎨⎧​ΠIs​(wI​)ΠIp​(wI​)ΠIn∗​​wI​≤wˉsep/pool​,wˉsep/pool​<wI​<wˉI​,wI​≥wˉI​,​wI∗​=argwI​≥0max​ΠI​(wI​).

The analysis is carried out under the paper's standing assumptions: t‾:=28(4+52)/1105≤t\underline t := 28(4 + 5\sqrt2)/1105 \le tt​:=28(4+52​)/1105≤t and w‾:=126(17−334)/(57034−15829)<wA<1/2−5t/7\underline w := 126(17 - 3\sqrt{34})/(570\sqrt{34} - 15829) < w_A < 1/2 - 5t/7w​:=126(17−334​)/(57034​−15829)<wA​<1/2−5t/7. The constant tˉ≈0.4005\bar t \approx 0.4005tˉ≈0.4005 is the nonzero solution of equation (7), 153(5134−122)tˉ+12521tˉ(51tˉ+52)=0153(\sqrt{5134} - 122)\bar t + 125\sqrt{21\bar t(51\bar t + 52)} = 0153(5134​−122)tˉ+12521tˉ(51tˉ+52)​=0.

Formalization targets

Goal: Proposition 4

For t‾≤t<tˉ\underline t \le t < \bar tt​≤t<tˉ there is wˉA>0\bar w_A > 0wˉA​>0 solving ΠIs(wˉsep/pool)=ΠIp(wˉI)\Pi^s_I(\bar w_{sep/pool}) = \Pi^p_I(\bar w_I)ΠIs​(wˉsep/pool​)=ΠIp​(wˉI​) such that, for every admissible wAw_AwA​,

wA>wˉA  ⇒  wI∗=wˉsep/pool,wA≤wˉA  ⇒  wI∗=wˉI(−),w_A > \bar w_A \;\Rightarrow\; w_I^* = \bar w_{sep/pool}, \qquad w_A \le \bar w_A \;\Rightarrow\; w_I^* = \bar w_I^{(-)},wA​>wˉA​⇒wI∗​=wˉsep/pool​,wA​≤wˉA​⇒wI∗​=wˉI(−)​,

and for t≥tˉt \ge \bar tt≥tˉ, wI∗=wˉI(−)w_I^* = \bar w_I^{(-)}wI∗​=wˉI(−)​ for every admissible wAw_AwA​. Here wI∗=wˉsep/poolw_I^* = \bar w_{sep/pool}wI∗​=wˉsep/pool​ means this price is nonnegative and the unique maximizer of ΠI\Pi_IΠI​ on wI≥0w_I \ge 0wI​≥0, and wI∗=wˉI(−)w_I^* = \bar w_I^{(-)}wI∗​=wˉI(−)​ means sup⁡wI≥0ΠI=ΠIp(wˉI)\sup_{w_I \ge 0}\Pi_I = \Pi^p_I(\bar w_I)supwI​≥0​ΠI​=ΠIp​(wˉI​), approached as wI↑wˉIw_I \uparrow \bar w_IwI​↑wˉI​. The cap itself is excluded; at the crossing wA=wˉAw_A=\bar w_AwA​=wˉA​, the separating boundary can attain the same value.

Milestones

  1. Equation (13): ΠIp\Pi^p_IΠIp​ is a concave quadratic, uniquely maximized over R\mathbb RR at (3703−4066t−242wA)/9204(3703 - 4066t - 242w_A)/9204(3703−4066t−242wA​)/9204.
  2. The proof of Lemma 3: the left limit of ΠI−ΠIn∗\Pi_I - \Pi^{n*}_IΠI​−ΠIn∗​ at wˉI\bar w_IwˉI​ in closed form.
  3. Lemma 3: some wI∈[0,wˉI)w_I \in [0, \bar w_I)wI​∈[0,wˉI​) gives ΠI(wI)>ΠIn∗\Pi_I(w_I) > \Pi^{n*}_IΠI​(wI​)>ΠIn∗​.
  4. Lemma 4: ΠIs\Pi^s_IΠIs​ is strictly increasing on the separating region.
  5. For t>35/92t > 35/92t>35/92, wˉsep/pool−wˉˉequal\bar w_{sep/pool} - \bar{\bar w}_{equal}wˉsep/pool​−wˉˉequal​ is strictly increasing in wAw_AwA​, where wˉˉequal\bar{\bar w}_{equal}wˉˉequal​ (equation (16)) equates the last separating piece with ΠIp(wˉI)\Pi^p_I(\bar w_I)ΠIp​(wˉI​).
  6. Its limit as wA↑1/2−5t/7w_A \uparrow 1/2 - 5t/7wA​↑1/2−5t/7 equals (153(5134−122)t+12521t(51t+52))/5250(153(\sqrt{5134} - 122)t + 125\sqrt{21t(51t + 52)})/5250(153(5134​−122)t+12521t(51t+52)​)/5250.
  7. The limit itself is positive if and only if t<tˉt < \bar tt<tˉ.
  8. Lemma 5 (i): for t<tˉt < \bar tt<tˉ, thresholds w‾A\underline w_Aw​A​, wˉA\bar w_AwˉA​ inside the range separate the separating and the pooling outcomes. The pooling value is approached by feasible wholesale prices if its maximizing endpoint is excluded.

Significance

Proposition 4 turns a two-stage signaling game into a two-parameter phase diagram. The VI pays an information rent, by pricing at wˉsep/pool\bar w_{sep/pool}wˉsep/pool​ below the outside price, only when demand uncertainty is low (t<tˉt < \bar tt<tˉ) and the outside market is inefficient (wA>wˉAw_A > \bar w_AwA​>wˉA​). Otherwise she prices just below the level at which the DO walks away, and the DO conceals his information by pooling and dual sourcing in high demand. The paper builds its welfare comparison (Proposition 5) and its numerical study of the value of the partnership and of information on this characterization.

The result is proved on paper but has no machine-checked proof. The work is explicit real analysis: a piecewise objective with square roots, branch thresholds and a jump, and an optimization over a half-line. The formal statement also records corrections the paper needs (see the scope section), so that a proof checks the intended theorem rather than its typeset version.

Difficulty

ΠI\Pi_IΠI​ is neither concave, monotone nor continuous: the separating piece itself has four sub-branches (the low-demand order hits zero, the DO starts dual sourcing), and ΠI\Pi_IΠI​ jumps down to ΠIn∗\Pi^{n*}_IΠIn∗​ at wˉI\bar w_IwˉI​. A first-order condition on one formula does not work. The comparison of the two candidates, ΠIs(wˉsep/pool)\Pi^s_I(\bar w_{sep/pool})ΠIs​(wˉsep/pool​) against ΠIp(wˉI)\Pi^p_I(\bar w_I)ΠIp​(wˉI​), involves nested radicals in ttt and wAw_AwA​, and its sign changes along a curve wA=wˉA(t)w_A = \bar w_A(t)wA​=wˉA​(t) that has no closed form. The paper locates that curve only through the monotonicity of wˉsep/pool−wˉˉequal\bar w_{sep/pool} - \bar{\bar w}_{equal}wˉsep/pool​−wˉˉequal​ in wAw_AwA​ and the sign of its boundary limit; establishing both requires polynomial inequalities over a two-dimensional region with irrational coefficients.

Formalization scope

Everything is in R\mathbb RR; the parameters are the two reals ttt and wAw_AwA​, and the decision variable is wIw_IwI​. The two-point prior is written out as an average of the two states; no measure theory is used.

  • The quantity subgame is taken as given. Lemmas 1–2, Definition 1 and Proposition 3 (existence and selection of the Pareto-dominant separating or pooling equilibrium) are not formalized; their closed-form quantities enter (6) as definitions, transcribed as printed. The goal is the VI's first-stage problem over the displayed (6), which is exactly what Proposition 4 is about.
  • Equation (4) is corrected. The page typesets wˉI\bar w_IwˉI​ with the radical over 34(7−10t−14wA)34(7 - 10t - 14w_A)34(7−10t−14wA​); the radical belongs over 343434 alone, wˉI=(245−350t−70wA−634(7−10t−14wA))/420\bar w_I = (245 - 350t - 70w_A - 6\sqrt{34}(7 - 10t - 14w_A))/420wˉI​=(245−350t−70wA​−634​(7−10t−14wA​))/420. The typeset form contradicts the paper's own Lemma 3 identity and Table 1, and makes Lemma 3 and Proposition 4 false in part of the region.
  • Standing assumptions t≥t‾t \ge \underline tt≥t​, wA>w‾w_A > \underline wwA​>w​ (exact value) and wA<1/2−5t/7w_A < 1/2 - 5t/7wA​<1/2−5t/7 are used on the VI optimization statements, including Lemma 3, which the paper states just before introducing t≥t‾t \ge \underline tt≥t​. Algebraic items such as equation (13) use their stated domains.
  • wI∗=wˉI(−)w_I^* = \bar w_I^{(-)}wI∗​=wˉI(−)​ is a supremum with a left limit, never an arg max at wˉI\bar w_IwˉI​, where ΠI=ΠIn∗\Pi_I = \Pi^{n*}_IΠI​=ΠIn∗​. The domain wI≥0w_I \ge 0wI​≥0 is kept: over all of R\mathbb RR the pooling quadratic would dominate. Any formalization that builds the answer into the definition of ΠI\Pi_IΠI​, or replaces the threshold wˉA\bar w_AwˉA​ by one outside the parameter range, trivializes the result and is excluded.
  • Positive parts are max 0, and Real.sqrt radicands are nonnegative wherever they are used. Printed slips in the proofs (a tˉ\bar ttˉ for ttt in a limit formula, ΠIS∗\Pi^{S*}_IΠIS∗​ for ΠIp∗\Pi^{p*}_IΠIp∗​) are corrected in the Lean and disclosed.

Contributions welcome: proofs of the milestones, which are self-contained real-analysis statements; reusable lemmas on piecewise-defined maximization and one-sided limits of branch functions; and, separately, a formal treatment of the quantity-subgame equilibria of Lemmas 1–2.

Selected references

  • S. H. Jung, P. Kouvelis, On Co-opetitive Supply Partnerships with End-Product Rivals: Information Asymmetry, Dual Sourcing and Supply Market Efficiency, SSRN preprint 3555184, 2020; Manufacturing & Service Operations Management, 2022. https://ssrn.com/abstract=3555184, https://doi.org/10.1287/msom.2021.0982
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EconomicsOperations Research·Captain: mikedeng1

Quality Regulation on Two-Sided Platforms: Exclusion, Subsidization, and First-Party Applications: Exclusion Is a Special Case of Subsidization and Is Dominated by ItResearch Paper

Why platform quality rules matter

An application platform can increase average quality by excluding low-quality developers, or it can pay high-quality developers to join. Either choice changes the number of applications, the consumer audience, and the fees the platform can charge. Huang, Lyu, and Xu study these linked effects in a two-sided market with consumers and two developer types. Their SSRN paper, §5.1.1 compares exclusion with a targeted subsidy from the platform's perspective. The comparison matters when a platform must decide whether to restrict entry or use payments to shape the mix of applications.

The paper appeared in Management Science in 2021. This mission uses the 43-page SSRN posting, whose page and equation numbering are the source for every target below. Its online appendices are absent from the held posting, so several closed forms that the paper says are available there cannot be cited as printed appendix statements.

Market and decisions

A two-sided platform serves consumers and application developers. A fraction λ\lambdaλ of developers are high quality, with application quality qh>0q_h>0qh​>0; the remaining fraction are low quality, with quality normalized to zero. Write mmm for the consumer network size, nnn for the total developer network size, and nh,nln_h,n_lnh​,nl​ for the high- and low-quality developer counts. Their average quality is qˉ=qhnh/n\bar q=q_hn_h/nqˉ​=qh​nh​/n when n>0n>0n>0.

Consumers receive base value www, a cross-side benefit αcn\alpha_c nαc​n, and a benefit βqˉn\beta\bar qnβqˉ​n from total application quality. The separate average-quality preference μ\muμ is fixed to zero in this mission, matching §5.1. Developer types receive cross-side benefits αdhm\alpha_{dh}mαdh​m and αdlm\alpha_{dl}mαdl​m, while congestion costs them bnbnbn. Consumers and developers also face uniformly distributed differentiation costs on [0,θc][0,\theta_c][0,θc​] and [0,θd][0,\theta_d][0,θd​]. The platform chooses a developer access fee pdp_dpd​ and a consumer access fee pcp_cpc​.

Under exclusion, only high-quality developers can enter, so n=nhn=n_hn=nh​ and qˉE=qh\bar q^E=q_hqˉ​E=qh​. Under subsidization, low-quality developers may enter, and the platform pays each high-quality entrant a fixed amount γ≥0\gamma\ge0γ≥0. The paper's demand equations determine the network sizes from the fees. The resulting profits are

ΠE=pdn+pcm−ηmn,ΠS=pdn+pcm−ηmn−γnh,\Pi^E=p_dn+p_cm-\eta mn,\qquad \Pi^S=p_dn+p_cm-\eta mn-\gamma n_h,ΠE=pd​n+pc​m−ηmn,ΠS=pd​n+pc​m−ηmn−γnh​,

where ηmn\eta mnηmn is the platform's operating cost. The model defines an optimum by comparison with every feasible outcome of the same strategy. Thus the goal concerns the platform's choices and induced participation, rather than a comparison of two isolated algebraic formulas.

Formalization targets

The main target is a corrected form of Proposition 4, p. 26. For optimal, interior exclusion and subsidization outcomes in the nonnegative-subsidy regime,

ΠS∗≥ΠE∗,qˉS∗≤qh=qˉE∗,mS∗>mE∗,nS∗>nE∗.\Pi^{S*}\ge\Pi^{E*},\qquad \bar q^{S*}\le q_h=\bar q^{E*},\qquad m^{S*}>m^{E*},\qquad n^{S*}>n^{E*}.ΠS∗≥ΠE∗,qˉ​S∗≤qh​=qˉ​E∗,mS∗>mE∗,nS∗>nE∗.

It also asks for a feasible subsidy outcome that reproduces the optimal exclusion outcome: no low-quality entrant, the same consumer and high-quality developer counts, and the same platform profit. The goal is quantified over outcomes that optimize the original fee-and-participation model.

Five milestones follow the paper's attack path: the reduced exclusion profit in §4.1, p. 12; the exclusion optimum in Proposition 1.1(1), pp. 12–13; the reduced subsidy profit in §4.2, p. 16; the optimal subsidy in Proposition 2.2(1), p. 17; and the replication claim in the discussion following Proposition 4, p. 26. Each milestone carries the statement from the SSRN pages and its page provenance.

What the comparison establishes

Profit dominance would mean that, within the specified parameter regime, a platform with the subsidy option can attain at least the exclusion profit. The quality comparison says this gain may come with a lower average quality, even while the consumer and total developer networks grow. The replication clause gives the strategy comparison a direct interpretation in terms of fees and participation. These are distinct claims: a larger total network need not contain more high-quality developers.

The result is already claimed in the paper, but the printed Proposition 4 contains statements that do not hold as written. A formal proof would establish the corrected result for the exact fee, subsidy, and demand model, and would clarify the required regime and interior conditions. The reusable outputs are the model definitions and the reduced-profit identities; other quality-regulation comparisons could build on them. No machine-checked proof of this proposition is claimed here. The draft Lean theorem is an open target.

Why the target is difficult

The fee choices affect participation on both sides, while quality affects consumer demand and developer payments affect the platform's net revenue. Comparing the two optima therefore requires more than observing that a subsidy can raise high-quality participation. In particular, an unconstrained algebraic optimum for γ\gammaγ can be negative, but the actual subsidy strategy requires γ≥0\gamma\ge0γ≥0. The paper's claim that exclusion is a special case also has to respect this constraint while keeping the same realized network sizes and profit.

The source's part (3) shows another difficulty: high-quality participation, total developer participation, and developer access fees can move in different directions. Treating those quantities as interchangeable would prove a different and sometimes false comparison.

Formalization scope and corrections

All parameters, fees, network sizes, and profits are real numbers. The Lean model uses the paper's untruncated linear demand equations at μ=0\mu=0μ=0. Feasibility requires nonnegative consumer and developer counts; it also requires γ≥0\gamma\ge0γ≥0, nl≥0n_l\ge0nl​≥0, and nh≥0n_h\ge0nh​≥0 for subsidization. The high-quality count in consumer demand makes total quality equal to qhnhq_hn_hqh​nh​. The composite parameters αˉd,ξ,ξ1,ρ,t,τ\bar\alpha_d,\xi,\xi_1,\rho,t,\tauαˉd​,ξ,ξ1​,ρ,t,τ use the coefficients and signs printed in §§3–4.

The standing parameter condition includes 0<λ<10<\lambda<10<λ<1, qh,θc,θd,b,w>0q_h,\theta_c,\theta_d,b,w>0qh​,θc​,θd​,b,w>0, αdl≤αdh\alpha_{dl}\le\alpha_{dh}αdl​≤αdh​, and β≥0\beta\ge0β≥0; it puts no extra sign on αc\alpha_cαc​ or η\etaη. The strict inequalities on λ\lambdaλ strengthen the source's λ∈[0,1]\lambda\in[0,1]λ∈[0,1] because the exclusion inverse demand divides by λ\lambdaλ and the comparison requires both developer types. Separate strict-concavity conditions make explicit the paper's joint-concavity assumption and its use of unique optima. The main theorem assumes interior optimal participation and αdh−αdl≤βqh\alpha_{dh}-\alpha_{dl}\le\beta q_hαdh​−αdl​≤βqh​.

That last restriction is needed for the printed profit-dominance claim. For example, λ=1/5\lambda=1/5λ=1/5, qh=1/2q_h=1/2qh​=1/2, θc=θd=1\theta_c=\theta_d=1θc​=θd​=1, αdh=1\alpha_{dh}=1αdh​=1, αdl=0\alpha_{dl}=0αdl​=0, αc=b=1/2\alpha_c=b=1/2αc​=b=1/2, β=η=0\beta=\eta=0β=η=0, and w=1w=1w=1 give ΠS∗=150/551<22/79=ΠE∗\Pi^{S*}=150/551<22/79=\Pi^{E*}ΠS∗=150/551<22/79=ΠE∗. The paper's printed part (3) also claims nhS∗>nE∗n_h^{S*}>n^{E*}nhS∗​>nE∗ and pdS∗>pdE∗p_d^{S*}>p_d^{E*}pdS∗​>pdE∗​. At its Figure 3 parameters with λ=1/10\lambda=1/10λ=1/10, nhS∗=247650/27398773<525/52868=nE∗n_h^{S*}=247650/27398773<525/52868=n^{E*}nhS∗​=247650/27398773<525/52868=nE∗. At λ=1/4\lambda=1/4λ=1/4, qh=1q_h=1qh​=1, θc=1\theta_c=1θc​=1, θd=4\theta_d=4θd​=4, αdh=1\alpha_{dh}=1αdh​=1, αdl=1/2\alpha_{dl}=1/2αdl​=1/2, αc=3/2\alpha_c=3/2αc​=3/2, b=2b=2b=2, β=1/2\beta=1/2β=1/2, η=0\eta=0η=0, and w=1w=1w=1, the subsidy developer fee is −64/199<−2/7-64/199<-2/7−64/199<−2/7, the exclusion fee. The goal therefore states larger total developer and consumer networks and leaves out the false fee comparison.

The goal cannot be discharged by defining profit as its reduced quadratic formula or by merely substituting the reported optimal closed forms: the fee-and-demand definitions and optimality over feasible outcomes remain part of the statement. The development needs real algebra, strict concavity of quadratic objectives, inverse-demand identities, and inequality reasoning at the feasible boundary. The equation identities and basic optimization lemmas are useful contributions beyond this comparison.

Selected references

  • P. Huang, G. Lyu, and Y. Xu, Quality Regulation on Two-Sided Platforms: Exclusion, Subsidization, and First-Party Applications, Management Science, 2021; SSRN posting 3948778, §§3–5, especially Proposition 4, p. 26 (PDF 27).
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EconomicsMechanism DesignOperations Research·Captain: mikedeng1

On the Futility of Dynamics in Robust Mechanism Design: Minimax Regret Equals T Times the Single-Round Minimax Regret and Repeating a Direct Static Mechanism Is OptimalResearch Paper

Motivation

A seller who faces the same buyer again and again, a firm that contracts repeatedly with a supplier, or a platform that allocates resources to a returning user can adapt its terms over time. The buyer's behaviour reveals information about their preferences, and mechanisms can link rounds through bundles, discounts and promised future utility. When the principal does not know the distribution of the agent's preferences, adapting looks attractive. This is the repeated-interaction setting of the paper.

Balseiro, Kim and Russo ask whether such dynamics help when the principal evaluates a mechanism by its worst-case regret over a set of possible distributions, the robust objective common in dynamic pricing and online learning. Their answer, under two conditions that hold for a broad class of games, is that dynamics are useless. The optimal minimax regret over TTT rounds is exactly TTT times the single-round minimax regret restricted to point-mass distributions, and repeating a single-round direct mechanism achieves it. This mission formalizes that reduction (Theorem 1 of the paper).

Setting

A game consists of a set of shocks Θ\ThetaΘ, a set of outcomes Ω\OmegaΩ with a no-interaction outcome ∅\emptyset∅, a principal utility u(θ,ω)u(\theta,\omega)u(θ,ω) and an agent utility v(θ,ω)v(\theta,\omega)v(θ,ω), with u(θ,∅)=v(θ,∅)=0u(\theta,\emptyset)=v(\theta,\emptyset)=0u(θ,∅)=v(θ,∅)=0. The agent's shocks θ1,…,θT\theta_1,\dots,\theta_Tθ1​,…,θT​ are i.i.d. from a distribution FFF that the agent learns in Round 0 and the principal never sees. The agent observes θt\theta_tθt​ privately at the start of round ttt.

A dynamic mechanism AAA fixes report spaces M0,…,MT\mathcal M_0,\dots,\mathcal M_TM0​,…,MT​, with a report QUIT in M0\mathcal M_0M0​. It also fixes decision rules ωt=πt(mt,ht,zt)\omega_t=\pi_t(m_t,h_t,z_t)ωt​=πt​(mt​,ht​,zt​), which depend on the current report, the public history ht=(m0:t−1,ω1:t−1)h_t=(m_{0:t-1},\omega_{1:t-1})ht​=(m0:t−1​,ω1:t−1​) and a private uniform ztz_tzt​. Finally it fixes a recommended strategy σ\sigmaσ, with m0=σ0(F,y0)m_0=\sigma_0(F,y_0)m0​=σ0​(F,y0​) and mt=σt(θt,ht+,yt)m_t=\sigma_t(\theta_t,h^+_t,y_t)mt​=σt​(θt​,ht+​,yt​). Here ht+=(F,θ1:t−1,m0:t−1,ω1:t−1)h^+_t=(F,\theta_{1:t-1},m_{0:t-1},\omega_{1:t-1})ht+​=(F,θ1:t−1​,m0:t−1​,ω1:t−1​) is everything the agent knows and yty_tyt​ is the agent's private uniform. After QUIT every outcome is ∅\emptyset∅.

The principal utility and agent utility of a strategy σ~\tilde\sigmaσ~ are the expected sums E[∑t=1Tu(θt,ωt)]\mathbb E[\sum_{t=1}^T u(\theta_t,\omega_t)]E[∑t=1T​u(θt​,ωt​)] and E[∑t=1Tv(θt,ωt)]\mathbb E[\sum_{t=1}^T v(\theta_t,\omega_t)]E[∑t=1T​v(θt​,ωt​)]. AAA is incentive compatible (IC) if, for every distribution FFF on Θ\ThetaΘ and every feasible strategy σ~\tilde\sigmaσ~, following σ\sigmaσ gives the agent at least as much as σ~\tilde\sigmaσ~. Because QUIT is a deviation, IC contains individual rationality. With A\mathcal AA the set of IC mechanisms:

OPT(F,T)=sup⁡A∈APrincipalUtility(A,F,T),Regret(A,F,T)=OPT(F,T)−PrincipalUtility(A,F,T),\mathrm{OPT}(F,T)=\sup_{A\in\mathcal A}\mathrm{PrincipalUtility}(A,F,T),\qquad \mathrm{Regret}(A,F,T)=\mathrm{OPT}(F,T)-\mathrm{PrincipalUtility}(A,F,T),OPT(F,T)=A∈Asup​PrincipalUtility(A,F,T),Regret(A,F,T)=OPT(F,T)−PrincipalUtility(A,F,T), Regret(T)=inf⁡A∈A sup⁡F∈FRegret(A,F,T),\mathrm{Regret}(T)=\inf_{A\in\mathcal A}\ \sup_{F\in\mathcal F}\mathrm{Regret}(A,F,T),Regret(T)=A∈Ainf​ F∈Fsup​Regret(A,F,T),

where F\mathcal FF is the set of distributions the principal guards against.

A direct static mechanism S×TS^{\times T}S×T repeats a single-round rule π~(m,z)\tilde\pi(m,z)π~(m,z). The agent reports a shock or PASS (which yields ∅\emptyset∅), the rule ignores the history and the round, and the recommended strategy is truthful. S×1\mathcal S^{\times1}S×1 is the class of such single-round mechanisms that are IC. Assumption 1 says that δθ∈F\delta_\theta\in\mathcal Fδθ​∈F for every θ\thetaθ. Assumption 2 (extreme-point convexity) says that OPT(F,T)≤Eθ∼F[OPT(δθ,T)]\mathrm{OPT}(F,T)\le\mathbb E_{\theta\sim F}[\mathrm{OPT}(\delta_\theta,T)]OPT(F,T)≤Eθ∼F​[OPT(δθ​,T)] for F∈FF\in\mathcal FF∈F.

Formalization targets

Goal: Theorem 1

Under Assumptions 1 and 2,

Regret(T)=T⋅inf⁡S∈S×1sup⁡θ∈ΘRegret(S,δθ,1).\mathrm{Regret}(T)=T\cdot\inf_{S\in\mathcal S^{\times1}}\sup_{\theta\in\Theta}\mathrm{Regret}(S,\delta_\theta,1).Regret(T)=T⋅S∈S×1inf​θ∈Θsup​Regret(S,δθ​,1).

Moreover, an SSS that is within ϵ/T\epsilon/Tϵ/T of the single-round infimum satisfies sup⁡F∈FRegret(S×T,F,T)≤Regret(T)+ϵ\sup_{F\in\mathcal F}\mathrm{Regret}(S^{\times T},F,T)\le\mathrm{Regret}(T)+\epsilonsupF∈F​Regret(S×T,F,T)≤Regret(T)+ϵ. The multi-round problem has an optimal mechanism if and only if the single-round problem does. No constant is fixed: the statement identifies the value, its near-optimal solutions and the existence of optimal solutions.

Milestones

In proof order:

  1. Proposition 13 (parts 1–2): OPT(F,T)≤T uˉ(F)\mathrm{OPT}(F,T)\le T\,\bar u(F)OPT(F,T)≤Tuˉ(F) and OPT(δθ,T)=T uˉ(δθ)\mathrm{OPT}(\delta_\theta,T)=T\,\bar u(\delta_\theta)OPT(δθ​,T)=Tuˉ(δθ​), where uˉ\bar uuˉ is the first-best single-round value.
  2. Proposition 1: OPT(δθ,T)=T⋅OPT(δθ,1)\mathrm{OPT}(\delta_\theta,T)=T\cdot\mathrm{OPT}(\delta_\theta,1)OPT(δθ​,T)=T⋅OPT(δθ​,1).
  3. Lemma 4: every IC mechanism yields S(A)∈S×1S(A)\in\mathcal S^{\times1}S(A)∈S×1 with T times its point-mass principal utility.
  4. Lemma 2: the lower bound sup⁡FRegret(A,F,T)≥Tsup⁡θRegret(S,δθ,1)\sup_F\mathrm{Regret}(A,F,T)\ge T\sup_\theta\mathrm{Regret}(S,\delta_\theta,1)supF​Regret(A,F,T)≥Tsupθ​Regret(S,δθ​,1).
  5. Claim 1: replicating any round of a deviation as a single-round deviation.
  6. Lemma 5: S×TS^{\times T}S×T is IC, and its value is linear in TTT.
  7. Lemma 6: the single-round mixture inequality.
  8. Lemma 3: the upper bound sup⁡FRegret(S×T,F,T)≤Tsup⁡θRegret(S,δθ,1)\sup_F\mathrm{Regret}(S^{\times T},F,T)\le T\sup_\theta\mathrm{Regret}(S,\delta_\theta,1)supF​Regret(S×T,F,T)≤Tsupθ​Regret(S,δθ​,1).

Significance

Theorem 1 replaces a TTT-round dynamic mechanism design problem, whose decision variables are history-dependent rules over arbitrary message spaces, by a single-round problem over direct mechanisms and point masses. The single-round problem is often a linear program or is solvable with Myersonian methods. The paper uses this to compute the minimax regret T/eT/eT/e for repeated selling of one good (Proposition 3) and to characterize the optimal mechanism of a principal–agent contract model (Proposition 4). For these games it shows that adaptive learning schemes cannot beat a myopic, non-adaptive mechanism under the minimax-regret criterion.

The result is proved on paper. The Lean statements in this mission compile, but their proofs remain open. A complete development would give a machine-checked model of repeated principal–agent interaction with a fully strategic, forward-looking agent: arbitrary report spaces, private randomization, augmented histories, and IC against all history-dependent deviations. It would also check a revelation-principle-type reduction (Lemma 4) whose informal proof leaves measurability and integrability implicit.

Difficulty

The obvious argument restricts nature to point masses and then "repeats the best single-round mechanism". It fails twice. First, an optimal dynamic mechanism may be IC only because of its dynamics; the lower bound needs a single-round mechanism S(A)S(A)S(A) whose IC follows from IC of AAA against deviations that mimic another point mass (Lemma 4). Second, a repeated mechanism must be IC against deviations that condition on the whole past. Showing that one round of such a deviation is itself a single-round deviation (Claim 1) requires the agent to simulate past shocks and the principal's randomness from private noise. Behind both steps sit time-averaged and conditional outcome laws that must be realized as measurable rules of a single uniform.

Formalization scope

The Lean game (FutileDynamics.StaticOpt.Game) gives the shock and outcome spaces, utilities, and no-interaction outcome. The mechanism model (FutileDynamics.StaticOpt.Model) imports it and fixes the following conventions, all disclosed in the items:

  • uuu and vvv are jointly measurable and bounded, so every expectation is a genuine Bochner integral.
  • Θ\ThetaΘ is a standard Borel space and nonempty, and 0<T0<T0<T.
  • Decision rules are jointly measurable. A feasible strategy, recommended or deviating, is jointly measurable in all its arguments, the distribution FFF (Giry σ-algebra) included.
  • Rounds are 0-indexed (k : Fin T is round k+1k+1k+1), and uniforms live on unitInterval.
  • Every report space is a standard Borel space, so the set of measurable (feasible) deviations is not an artefact of the designer's choice of σ-algebra.
  • The round report space Θ∪{PASS}\Theta\cup\{\mathrm{PASS}\}Θ∪{PASS} is Θ × Bool: (θ,true)(\theta,\mathrm{true})(θ,true) reports θ\thetaθ, and every (θ,false)(\theta,\mathrm{false})(θ,false) is PASS and yields ∅\emptyset∅. CONTINUE/QUIT is true/false.
  • OPT\mathrm{OPT}OPT, Regret(A,T)\mathrm{Regret}(A,T)Regret(A,T), Regret(T)\mathrm{Regret}(T)Regret(T) and the single-round value are real suprema and infima over sets that are nonempty (the always-∅\emptyset∅ mechanism is IC) and bounded.
  • The paper's uˉ\bar uuˉ (E-8) is printed as a supremum over S×1\mathcal S^{\times1}S×1, but its proof drops IC. The Lean uˉ\bar uuˉ ranges over all direct rules (corrected).

The statement admits several trivializing formalizations, and the model rules each out:

  • A\mathcal AA restricted to direct or static mechanisms. Here OPT and Regret(T)\mathrm{Regret}(T)Regret(T) quantify over every report-space family.
  • IC required only against F∈FF\in\mathcal FF∈F, only against point masses, or only against truthful misreports. Here IC holds against every probability distribution and every feasible history-dependent, randomized deviation, QUIT included.
  • S×1\mathcal S^{\times1}S×1 defined by the IC/IR program (3). Here it is IC in the dynamic sense at horizon 1.

A complete development needs:

  • trajectories of the interaction as measurable functions of the noise;
  • Fubini and independence arguments for i.i.d. shocks;
  • measurable sampling from a distribution on a standard Borel space;
  • splitting one uniform into countably many.

These pieces are reusable for any repeated-game or dynamic-mechanism formalization. Proofs of the milestones, of the lower and upper bounds, and of auxiliary measurability lemmas are welcome.

Selected references

  • S. R. Balseiro, A. Kim, D. Russo, On the futility of dynamics in robust mechanism design, Operations Research, 2021; SSRN working paper 3449698 (version of October 5, 2020), the text formalized here. https://doi.org/10.1287/opre.2021.2122 · https://ssrn.com/abstract=3449698
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Algorithmic Game TheoryMechanism DesignOperations Research·Captain: mikedeng1

Preference Elicitation for Participatory Budgeting: Randomized Threshold Approval Votes Achieve Distortion O(log² m)Research Paper

Motivation

In participatory budgeting, residents of a city vote on how to spend part of a public budget on a list of proposed projects, each with a known cost. The practice has been adopted by cities in North America and Europe, including New York City, Chicago, Madrid and Paris, the last two each spending more than 100 million euros through participatory budgets in 2017 (Cabannes, 2004; paper §1). Every deployment must choose a ballot: voters may be asked to approve some projects, to rank them, or to fill a knapsack within the budget. The ballot determines how much information about the residents' preferences reaches the aggregation step, and so how much welfare the chosen set of projects can guarantee.

The implicit utilitarian framework of Procaccia and Rosenschein (2006) makes this question quantitative. Voters are assumed to hold cardinal utilities, which the ballot reveals only partially; the quality of a ballot-plus-aggregation pair is measured by its distortion, the worst-case ratio between the best achievable welfare and the welfare it actually obtains. Benadè, Nath, Procaccia and Shah (Management Science, 2021; AAAI 2017 conference version) apply this lens to participatory budgeting and compare the input formats used in practice. Their main positive result is that threshold approval votes with a randomly drawn threshold reach distortion O(log⁡2m)O(\log^2 m)O(log2m), against mmm for a rule that uses no information at all and Ω(m)\Omega(\sqrt m)Ω(m​) for any deterministic threshold.

Setting

There are nnn voters N=[n]N=[n]N=[n] and a set AAA of mmm alternatives (projects). Alternative aaa costs ca∈[0,1]c_a\in[0,1]ca​∈[0,1], and the budget is 111. Write c(S)=∑a∈Scac(S)=\sum_{a\in S}c_ac(S)=∑a∈S​ca​, and let

Fc={S⊆A: c(S)≤1, c(T)>1 for all S⊊T⊆A}\mathcal F_c=\{S\subseteq A:\ c(S)\le 1,\ c(T)>1\text{ for all }S\subsetneq T\subseteq A\}Fc​={S⊆A: c(S)≤1, c(T)>1 for all S⊊T⊆A}

be the family of inclusion-maximal budget-feasible sets.

Voter iii has a utility vi(a)≥0v_i(a)\ge 0vi​(a)≥0 for each alternative, utilities are additive over sets, and they are normalized: ∑a∈Avi(a)=1\sum_{a\in A}v_i(a)=1∑a∈A​vi​(a)=1. The social welfare of a set is sw(S,v⃗)=∑a∈S∑i∈Nvi(a)\mathrm{sw}(S,\vec v)=\sum_{a\in S}\sum_{i\in N}v_i(a)sw(S,v)=∑a∈S​∑i∈N​vi​(a).

A threshold approval vote at threshold ttt is the set τi={a∈A:vi(a)≥t}\tau_i=\{a\in A: v_i(a)\ge t\}τi​={a∈A:vi​(a)≥t}. A randomized threshold rule chooses a threshold ttt at random and maps the resulting profile ρ⃗(v⃗,t)=(τ1,…,τn)\vec\rho(\vec v,t)=(\tau_1,\dots,\tau_n)ρ​(v,t)=(τ1​,…,τn​) to a (possibly random) set in Fc\mathcal F_cFc​. In the formalization, a rule is a finite mixture of arms; each arm has a probability, a threshold, and a deterministic aggregation map from approval profiles to Fc\mathcal F_cFc​ (ThresholdRule), and its expected welfare is the weighted sum over arms (ThresholdRule.expWelfare). The rule never sees the utilities, only the approval sets. The distortion of a rule is bounded by DDD when

max⁡T∈Fcsw(T,v⃗) ≤ D⋅E[sw(rule,v⃗)]for every normalized profile v⃗,\max_{T\in\mathcal F_c}\mathrm{sw}(T,\vec v)\ \le\ D\cdot\mathbb E[\mathrm{sw}(\text{rule},\vec v)]\quad\text{for every normalized profile }\vec v,T∈Fc​max​sw(T,v) ≤ D⋅E[sw(rule,v)]for every normalized profile v,

and the distortion associated with an input format is that of the best rule for it.

Formalization targets

Goal: Theorem 3.5

∃ C>0  ∀n, ∀A with m≥2, ∀c∈[0,1]A: ∃ rule R  ∀v⃗, ∀T∈Fc:sw(T,v⃗)≤Clog⁡22m⋅E[sw(R,v⃗)].\exists\,C>0\ \ \forall n,\ \forall A\text{ with }m\ge 2,\ \forall c\in[0,1]^A:\ \exists\text{ rule }R\ \ \forall\vec v,\ \forall T\in\mathcal F_c:\quad \mathrm{sw}(T,\vec v)\le C\log_2^2 m\cdot\mathbb E[\mathrm{sw}(R,\vec v)].∃C>0  ∀n, ∀A with m≥2, ∀c∈[0,1]A: ∃ rule R  ∀v, ∀T∈Fc​:sw(T,v)≤Clog22​m⋅E[sw(R,v)].

The goal fixes only the shape O(log⁡2m)O(\log^2 m)O(log2m), with an absolute constant chosen before nnn, AAA and the costs, and it covers every m≥2m\ge 2m≥2.

Milestones

For m=2Km=2^Km=2K, with ℓj=2j−1/m2\ell_j=2^{j-1}/m^2ℓj​=2j−1/m2, uj=2j/m2u_j=2^j/m^2uj​=2j/m2, Ij=(ℓj,uj]I_j=(\ell_j,u_j]Ij​=(ℓj​,uj​], cost buckets Sj={a:ca∈Ij}S_j=\{a:c_a\in I_j\}Sj​={a:ca​∈Ij​} (S0S_0S0​ uses I0=[0,1/m2]I_0=[0,1/m^2]I0​=[0,1/m2]) and counts nja=∣{i:vi(a)∈Ij}∣n^a_j=|\{i:v_i(a)\in I_j\}|nja​=∣{i:vi​(a)∈Ij​}∣. In the statements involving S∗S^*S∗, it is an optimal member of Fc\mathcal F_cFc​ for the given utility profile (IsWelfareOptimal).

  1. Observation 3.1: some rule has distortion at most mmm.
  2. Eq. (6): ∑j≥1njaℓj≤sw(a,v⃗)≤n/m2+∑j≥1njauj\sum_{j\ge1}n^a_j\ell_j\le\mathrm{sw}(a,\vec v)\le n/m^2+\sum_{j\ge1}n^a_ju_j∑j≥1​nja​ℓj​≤sw(a,v)≤n/m2+∑j≥1​nja​uj​.
  3. At most 1/uj1/u_j1/uj​ alternatives from SjS_jSj​ are budget-feasible.
  4. Eq. (7): the same sandwich for sw(S∗∩Sk,v⃗)\mathrm{sw}(S^*\cap S_k,\vec v)sw(S∗∩Sk​,v).
  5. Eq. (8): a greedy top set Bj,k⊆SkB_{j,k}\subseteq S_kBj,k​⊆Sk​ at threshold ℓj\ell_jℓj​ has sw(Bj,k,v⃗)≥14nj,k∗uj\mathrm{sw}(B_{j,k},\vec v)\ge\frac14 n^*_{j,k}u_jsw(Bj,k​,v)≥41​nj,k∗​uj​.
  6. Mechanism A's expected welfare is at least (sw(S∗∖S0,v⃗)−n/m)/(16log⁡2m)(\mathrm{sw}(S^*\setminus S_0,\vec v)-n/m)/(16\log^2 m)(sw(S∗∖S0​,v)−n/m)/(16log2m).
  7. Mechanism B: S0S_0S0​ is feasible and covers S∗∩S0S^*\cap S_0S∗∩S0​.
  8. The explicit form for m=2Km=2^Km=2K: distortion at most 2+16log⁡2m2+16\log^2 m2+16log2m.

Significance

The theorem separates randomized from deterministic elicitation: with a fixed threshold no aggregation rule beats Ω(m)\Omega(\sqrt m)Ω(m​) (Theorem 3.4 of the paper), while drawing the threshold at random brings the distortion to O(log⁡2m)O(\log^2 m)O(log2m), close to the Ω(log⁡m/log⁡log⁡m)\Omega(\log m/\log\log m)Ω(logm/loglogm) lower bound of Theorem 3.6. It is the paper's argument for threshold approval as a practical, low-burden ballot, and it supports the empirical comparison in the paper's §5 between input formats on data from real participatory budgeting elections.

The result is proved in the paper; no machine-checked version is known. A formalization yields a reusable layer for implicit utilitarian voting with budgets (feasible-set families, normalized additive profiles, randomized rules over partial ballots, distortion), on which the paper's other bounds (Theorem 3.3 for rankings, Theorems 3.4 and 3.6 for lower bounds) and the related literature on distortion can be stated. It also makes explicit the reading of distortion under a random threshold that the proof actually uses.

Difficulty

The obvious rule picks the threshold and then funds the most-approved projects greedily. It fails because one threshold cannot serve both high-utility and low-utility voters, and because popular projects may be expensive: approval counts say nothing about costs. Mixing over thresholds alone does not help either; the ratio for a single badly chosen threshold can be of order mmm. What has to be shown is that one fixed mixture, chosen before any utilities are seen, recovers a 1/O(log⁡2m)1/O(\log^2 m)1/O(log2m) share of the optimum simultaneously for every profile, despite rounding of utilities into intervals, budget constraints within each cost class, and the loss of everything below the smallest threshold.

Formalization scope

All objects live in PBElicit.RandThresh (definition file PBElicit.RandThresh.Setting). Voters are Fin n; alternatives are a Fintype with mmm = Fintype.card A. Utilities are real, nonnegative and normalized (IsUtilityProfile); costs satisfy 0≤ca≤10\le c_a\le 10≤ca​≤1, which the paper uses when it calls a single alternative budget-feasible. Rules must return sets of Fc\mathcal F_cFc​ (IsMaxFeasible); the paper's mechanisms return feasible sets, which are extended to maximal ones. The maximum over Fc\mathcal F_cFc​ is stated as "for every T∈FcT\in\mathcal F_cT∈Fc​"; distortion bounds are multiplicative. Logarithms are base 222. The milestones take m=2Km=2^Km=2K, as the paper's proof does; the goal does not.

Distortion is read as the optimum over the total expected welfare (threshold and aggregation together), which is what the proof of Theorem 3.5 bounds; the paper's displayed definition puts the expectation over the threshold outside the ratio. The interval bound (8) is formalized as its outer inequality, because the printed middle step fails when a utility equals a threshold exactly.

The rule is fixed before the utilities, sees only threshold approval votes, and must return an inclusion-maximal feasible set; choosing the rule after the profile (which makes distortion 111 trivially) is excluded by the quantifier order, and the uniform rule of Observation 3.1 only gives distortion mmm, so a Clog⁡2mC\log^2 mClog2m bound is a genuine improvement.

Welcome contributions: proofs of the milestones, the reduction from general mmm to the next power of 222, and further results of the paper stated on the same definitions.

Selected references

  • G. Benadè, S. Nath, A. D. Procaccia, N. Shah, Preference Elicitation for Participatory Budgeting, Management Science, 2021 (AAAI 2017 conference version). https://doi.org/10.1287/mnsc.2020.3666
  • A. D. Procaccia, J. S. Rosenschein, The Distortion of Cardinal Preferences in Voting, Cooperative Information Agents (CIA), LNCS 4149, pp. 317–331, 2006. https://doi.org/10.1007/11839354_23
  • I. Caragiannis, A. D. Procaccia, Voting Almost Maximizes Social Welfare Despite Limited Communication, Artificial Intelligence 175(9–10), pp. 1655–1671, 2011. https://doi.org/10.1016/j.artint.2011.03.005
  • C. Boutilier, I. Caragiannis, S. Haber, T. Lu, A. D. Procaccia, O. Sheffet, Optimal Social Choice Functions: A Utilitarian View, Artificial Intelligence 227, pp. 190–213, 2015. https://doi.org/10.1016/j.artint.2015.06.003
  • Y. Cabannes, Participatory Budgeting: A Significant Contribution to Participatory Democracy, Environment and Urbanization 16(1), pp. 27–46, 2004. https://doi.org/10.1177/095624780401600104
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Algorithmic Game TheoryCombinatoricsOperations Research·Captain: mikedeng1

Best of Both Worlds: Ex-Ante and Ex-Post Fairness in Resource Allocation: Recursive Probabilistic Serial Is Ex-Ante Envy-Free and Ex-Post Envy-Free up to One GoodResearch Paper

Motivation

Many allocation problems hand out indivisible goods without money: course seats, shifts, donated food, inherited items. An integral allocation of such goods can rarely be envy-free. With one good and two agents, someone always envies. The standard remedies are of two kinds. Randomization restores fairness in expectation: the probabilistic serial rule of Bogomolnaia and Moulin (J. Econ. Theory 2001) yields a fractional allocation that is envy-free and can be implemented as a lottery over integral allocations. Approximation restores fairness after the draw: envy-freeness up to one good (EF1), introduced by Lipton, Markakis, Mossel and Saberi (EC 2004) and named by Budish (J. Political Economy 2011), asks only that any envy disappear once a single good is removed from the envied bundle.

The two remedies pull apart. Giving all goods to one agent chosen uniformly at random is envy-free ex-ante, but after the draw one agent holds everything. Round-robin picking with a uniformly random order is EF1 after every draw, and proportional but not envy-free in expectation (Proposition 2 and Example 1 of the paper). Freeman, Shah and Vaish (arXiv:2005.14122, 2020; with Aziz, Operations Research 2024) ask whether one lottery can be fair in both senses at once. They show that it can, and that the answer depends on how the lottery is built, not only on which fractional allocation it implements.

Setting

There is a finite set NNN of n≥1n \ge 1n≥1 agents and a finite set MMM of mmm goods. Agent iii has an additive valuation with values vi,g≥0v_{i,g} \ge 0vi,g​≥0. A fractional allocation is a matrix XXX with Xi,g∈[0,1]X_{i,g} \in [0,1]Xi,g​∈[0,1] the share of good ggg given to agent iii, and vi(Xi)=∑gXi,gvi,gv_i(X_i) = \sum_g X_{i,g} v_{i,g}vi​(Xi​)=∑g​Xi,g​vi,g​. An integral allocation gives each agent a bundle Ai⊆MA_i \subseteq MAi​⊆M, with bundles pairwise disjoint, and vi(Ai)=∑g∈Aivi,gv_i(A_i) = \sum_{g \in A_i} v_{i,g}vi​(Ai​)=∑g∈Ai​​vi,g​. A randomized allocation is a finite lottery {(pk,Ak)}k\{(p^k, A^k)\}_k{(pk,Ak)}k​ over integral allocations. It implements the fractional allocation ∑kpkAk\sum_k p^k A^k∑k​pkAk.

XXX is envy-free (EF) if vi(Xi)≥vi(Xh)v_i(X_i) \ge v_i(X_h)vi​(Xi​)≥vi​(Xh​) for all i,hi, hi,h. An integral allocation AAA is EF1 if for all i,hi, hi,h with Ah≠∅A_h \neq \emptysetAh​=∅ some j∈Ahj \in A_hj∈Ah​ satisfies vi(Ai)≥vi(Ah∖{j})v_i(A_i) \ge v_i(A_h \setminus \{j\})vi​(Ai​)≥vi​(Ah​∖{j}). A lottery is ex-ante EF if the allocation it implements is EF. It is ex-post EF1 if every allocation it draws is EF1.

The eating protocol Eating(M′,1)\mathrm{Eating}(M', 1)Eating(M′,1) runs for one unit of time on the goods M′M'M′, each of mass one. At every moment each agent eats her favorite good among those not yet fully consumed, at rate one. Recursive Probabilistic Serial (Algorithm 1) proceeds in ⌈m/n⌉\lceil m/n \rceil⌈m/n⌉ stages, starting from M1=MM^1 = MM1=M. Stage ttt computes Xt=Eating(Mt,1)X^t = \mathrm{Eating}(M^t, 1)Xt=Eating(Mt,1) and decomposes it as Xt=∑kwt,kAt,kX^t = \sum_k w^{t,k} A^{t,k}Xt=∑k​wt,kAt,k by the generalized Birkhoff–von Neumann theorem, Theorem 1 of the paper. It then draws Bt=At,kB^t = A^{t,k}Bt=At,k with probability wt,kw^{t,k}wt,k and continues on Mt+1=Mt∖⋃iBitM^{t+1} = M^t \setminus \bigcup_i B^t_iMt+1=Mt∖⋃i​Bit​. The final bundles are Bi=⋃tBitB_i = \bigcup_t B^t_iBi​=⋃t​Bit​.

Formalization targets

Goal: Theorem 2 (p. 11)

For every instance, every way of breaking ties between equally valued goods, and every decomposition rule satisfying the conclusions of Theorem 1,

the lottery of Algorithm 1 is ex-ante envy-free and ex-post EF1.\text{the lottery of Algorithm 1 is ex-ante envy-free and ex-post EF1.}the lottery of Algorithm 1 is ex-ante envy-free and ex-post EF1.

Milestones

  1. Theorem 1 (p. 9). A matrix with entries in [0,1][0,1][0,1] and row and column sums at most 111 is a convex combination of 0/10/10/1 allocations. Each of their row and column sums is the floor or the ceiling of the corresponding sum of XXX.
  2. One eating stage (§3.1, p. 9). Eating(M′,1)\mathrm{Eating}(M', 1)Eating(M′,1) satisfies the hypotheses of Theorem 1 and is supported on M′M'M′. If ∣M′∣≥n|M'| \ge n∣M′∣≥n, every agent eats a total mass of exactly one.
  3. One item per stage (§3.1, p. 9). Every allocation of the decomposition uses only goods of M′M'M′. If ∣M′∣≥n|M'| \ge n∣M′∣≥n, it gives each agent exactly one good.
  4. Each eating stage is envy-free (proof of Theorem 2, p. 11).
  5. Lemma 1 (p. 11). In iteration t<⌈m/n⌉t < \lceil m/n \rceilt<⌈m/n⌉, each agent weakly prefers the good she receives to every good still unallocated.
  6. Lemma 2 (p. 11). Every allocation returned by Algorithm 1 is EF1.
  7. Algorithm 1 returns a randomized allocation (§3.1, p. 9).
  8. The expectation recursion (proof of Theorem 2, p. 11; Algorithm 3, p. 33). The implemented allocation is the first eating stage plus the weighted sum of the allocations implemented on the remaining goods.

Significance

Theorem 2 shows that ex-ante envy-freeness and ex-post EF1 are compatible for additive goods. Algorithm 1 is a constructive witness. The paper builds on this in two directions. A polynomial-time variant (§3.2) computes such a lottery. An impossibility result (Theorem 3) shows that adding ex-post fractional Pareto optimality is too much. The paper also extends the approach to bads and mixed manna (§7), where the natural extension guarantees only ex-post EF2.

The result is proved on paper. No formalization of probabilistic serial, the eating protocol, EF1 of randomized allocations or the rectangular Birkhoff–von Neumann theorem with floor and ceiling bounds is known to us in any proof assistant. Mathlib has the square doubly stochastic case (doublyStochastic_eq_convexHull_permMatrix), and Prove2Me has it as FamousTheorems.birkhoff_von_neumann. This mission asks for a machine-checked proof of Theorem 2 about an explicit definition of the eating protocol and of Algorithm 1.

Difficulty

The proof is short on paper but hides two pieces of continuous-time bookkeeping. First, the eating protocol is a process in time. The stage statements need a description of it in which "agent iii ate a positive share of ggg while g∗g^*g∗ was still available" can be stated and checked. Second, the ex-ante argument conditions on the history of earlier draws. Because the decomposition may have exponentially many branches, it has to be turned into an induction over the recursive lottery. The obvious shortcut, proving the result for "the" BvN decomposition of each stage, fails because the decomposition is not unique and the theorem must hold for all of them. Weight-zero terms of a decomposition can violate Lemma 1. They are never drawn, but any argument over the whole support must exclude them explicitly.

Formalization scope

Agents and goods are finite types with decidable equality. The good set MMM is the whole type of goods, and n≥1n \ge 1n≥1 is [Nonempty N]. Values are real and non-negative. All quantities are in R\mathbb RR, and ⌈m/n⌉\lceil m/n \rceil⌈m/n⌉ is Nat.ceil of a real quotient. Integral allocations are bundle maps N → Finset G, and lotteries are finite lists of (probability, allocation) pairs.

The eating protocol is a definition computed event by event. Between events every agent eats a fixed good chosen by a choice rule. The next event comes when the time budget ends or a good being eaten is exhausted. The minimum runs only over goods actually being eaten, so no division by zero occurs. ∣M∣+1|M| + 1∣M∣+1 events suffice, and later iterations change nothing. Algorithm 1 is a definition: a recursion over stages producing a lottery over stage histories.

The only free parameters of the goal are the tie-breaking rule, constrained to choose a most valuable available good, and the decomposition rule, constrained to satisfy Theorem 1's conclusions. The eating outcome, the lottery and its support are computed by the definitions, never assumed. A statement taking XtX^tXt or the lottery as free variables with envy-freeness as a hypothesis would trivialize the goal and is not this mission.

Conventions that differ from the page:

  • Ex-post EF1 is over allocations drawn with positive probability.
  • The without-loss-of-generality assumption that every good is valued positively by some agent is omitted. The proof does not use it, so the goal is stronger.
  • Theorem 1 is stated as existence, without its running-time clause.
  • Algorithm 1's printed line 2 initializes M0M^0M0, while the loop reads M1M^1M1. Its line 8 is a union over all stages inside the loop. Both are read as the intended algorithm, consistent with Algorithm 3 and with the proof of Theorem 2.
  • Histories are indexed from 000.

Not included are Proposition 1, the §3.2 polynomial-time variant, the SD-EF remark after Theorem 2, and §§4–7 (Theorem 3, the group-fairness results, the MNW characterization, bads). A proof of Theorem 1 in this rectangular form, with the floor and ceiling bounds, would be reusable well beyond this mission, for example in other fair-division and assignment results. So would a clean theory of the eating protocol. Contributions to either are welcome.

Selected references

  • R. Freeman, N. Shah, R. Vaish, Best of Both Worlds: Ex-Ante and Ex-Post Fairness in Resource Allocation, arXiv:2005.14122v1, 2020. https://arxiv.org/abs/2005.14122 (journal version with H. Aziz, Operations Research, 2024).
  • A. Bogomolnaia, H. Moulin, A New Solution to the Random Assignment Problem, Journal of Economic Theory 100(2), 2001. https://doi.org/10.1006/jeth.2000.2710
  • R. J. Lipton, E. Markakis, E. Mossel, A. Saberi, On Approximately Fair Allocations of Indivisible Goods, ACM EC 2004. https://doi.org/10.1145/988772.988792
  • E. Budish, The Combinatorial Assignment Problem: Approximate Competitive Equilibrium from Equal Incomes, Journal of Political Economy 119(6), 2011. https://doi.org/10.1086/664613
  • E. Budish, Y.-K. Che, F. Kojima, P. Milgrom, Designing Random Allocation Mechanisms: Theory and Applications, American Economic Review 103(2), 2013. https://doi.org/10.1257/aer.103.2.585
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Operations ResearchProbabilityStochastic Systems·Captain: mikedeng1

When Service Times Depend on Customers’ Delays: A Relationship Between Two Models of Dependence: Every Exogenous Service–Patience Dependence Has an Equivalent Endogenous DependenceResearch Paper

Motivation

In call centers, hospitals and other service systems, customers who wait too long leave: each has a patience time, and abandons the queue once the wait in queue exceeds it. Empirical work has found that service times and waiting are dependent. Customers who waited longer often need longer (or shorter) service, and those who were served are a self-selected group: they had enough patience to wait. Two models of this dependence are in use.

  • In the exogenous model, each customer arrives carrying a pair (service time, patience time) with a joint density. The dependence is a property of the customer population.
  • In the endogenous model, the service time a customer requires depends on the delay that customer actually experiences in queue, and the patience is independent of everything else.

The two models suggest different statistical procedures. Estimating an exogenous dependence means fitting a two-sided censored bivariate distribution. Estimating an endogenous one means a univariate patience estimate (Kaplan–Meier) plus a conditional service-time distribution per delay. Wu, Bassamboo & Perry (2022) prove that, as far as the law of the queueing dynamics is concerned, every exogenous dependence is an endogenous one. The simpler estimation procedure therefore never loses generality.

Setting

A service system has n≥1n \ge 1n≥1 identical servers. Customers arrive one at a time, at times κ1<κ2<⋯\kappa_1 < \kappa_2 < \cdotsκ1​<κ2​<⋯, and are served first come, first served. A customer who finds a free server starts service at once. Otherwise the customer waits, and abandons if the wait exceeds the customer's patience.

The offered wait ZiZ_iZi​ of customer iii is the time the customer would wait with infinite patience. With the sorting operator R\mathcal RR (which sorts a vector of Rn\mathbb R^nRn in increasing order), e1=(1,0,…,0)e_1 = (1,0,\dots,0)e1​=(1,0,…,0), 1=(1,…,1)\mathbf 1 = (1,\dots,1)1=(1,…,1) and interarrival times αi+1=κi+1−κi\alpha_{i+1} = \kappa_{i+1} - \kappa_iαi+1​=κi+1​−κi​, the offered-wait vectors follow the recursion

Zi+1=R([Zi+I{Zi(1)≤Ti}Si(Zi(1)) e1−αi+11]+),Zi=Zi(1).(2)\mathbf Z_{i+1} = \mathcal R\big([\mathbf Z_i + \mathbb I_{\{\mathbf Z_i(1) \le T_i\}} S_i(\mathbf Z_i(1))\,e_1 - \alpha_{i+1}\mathbf 1]^+\big), \qquad Z_i = \mathbf Z_i(1). \tag{2}Zi+1​=R([Zi​+I{Zi​(1)≤Ti​}​Si​(Zi​(1))e1​−αi+1​1]+),Zi​=Zi​(1).(2)

Here TiT_iTi​ is the patience of customer iii and Si(z)S_i(z)Si​(z) the service time it requires at offered wait zzz.

The queue is described by the process X(t)=(Y(t),Q(t),U(t),V(t),B(t))\mathbf X(t) = (Y(t), Q(t), U(t), V(t), B(t))X(t)=(Y(t),Q(t),U(t),V(t),B(t)), t≥0t \ge 0t≥0. Its components are:

  • Y(t)Y(t)Y(t) and Q(t)Q(t)Q(t), the numbers of customers in service and in queue;

  • U(t)∈R+nU(t) \in \mathbb R^n_+U(t)∈R+n​, which lists the idle servers as zeros, followed by the remaining service times in increasing order;

  • V(t)V(t)V(t), the elapsed waiting times of the customers in queue, in decreasing order and padded with zeros;

  • B(t)B(t)B(t), the time to the next arrival.

  • Exogenous dependence fexf^{ex}fex. The pairs (Siex,Tiex)(S^{ex}_i, T^{ex}_i)(Siex​,Tiex​) are i.i.d. with joint density fexf^{ex}fex on R+2\mathbb R_+^2R+2​, and independent of the arrivals and the initial state. The service time does not depend on the wait. The patience marginal is fTex(y)=∫0∞fex(x,y) dxf^{ex}_T(y) = \int_0^\infty f^{ex}(x,y)\,dxfTex​(y)=∫0∞​fex(x,y)dx.

  • Endogenous dependence (fTen,ψen)(f^{en}_T, \psi^{en})(fTen​,ψen). The patience times TienT^{en}_iTien​ are i.i.d. with density fTenf^{en}_TfTen​. Customer iii has a virtual service-time process z↦Sien(z)z \mapsto S^{en}_i(z)z↦Sien​(z) whose value at zzz has density ψen(⋅,z)\psi^{en}(\cdot, z)ψen(⋅,z). These are independent across customers, of the patience and of the arrivals.

Lex(A,n;fex)\mathcal L^{ex}(A, n; f^{ex})Lex(A,n;fex) and Len(A,n;fTen,ψen)\mathcal L^{en}(A, n; f^{en}_T, \psi^{en})Len(A,n;fTen​,ψen) denote the laws of the process X\mathbf XX. The two dependencies are equivalent (Definition 1) if these laws agree for every arrival process AAA and every nnn, whenever the initial states agree in law.

Formalization targets

Goal: Theorem 1 (p. 3348)

For every joint density fexf^{ex}fex on R+2\mathbb R_+^2R+2​, the pair

fTen(z)=fTex(z),ψen(x,z)=∫z∞fex(x,y) dy∫z∞fTex(y) dy(1)f^{en}_T(z) = f^{ex}_T(z), \qquad \psi^{en}(x,z) = \frac{\int_z^\infty f^{ex}(x,y)\,dy}{\int_z^\infty f^{ex}_T(y)\,dy} \tag{1}fTen​(z)=fTex​(z),ψen(x,z)=∫z∞​fTex​(y)dy∫z∞​fex(x,y)dy​(1)

is an endogenous dependence (a patience density and a conditional service-time density), and it is equivalent to fexf^{ex}fex:

Lex(A,n;fex)=Len(A,n;fTen,ψen)for every n≥1 and every arrival process A.\mathcal L^{ex}(A, n; f^{ex}) = \mathcal L^{en}(A, n; f^{en}_T, \psi^{en}) \quad \text{for every } n \ge 1 \text{ and every arrival process } A.Lex(A,n;fex)=Len(A,n;fTen​,ψen)for every n≥1 and every arrival process A.

Milestones

  1. Formula (1) defines densities.
  2. Lemma 1, sufficiency: the law of Xen\mathbf X^{en}Xen is determined by (fT,ψ)(f_T, \psi)(fT​,ψ), the arrivals and nnn.
  3. The pathwise coupling: two systems in which every customer has the same outcome at its offered wait have the same offered waits and the same path X\mathbf XX.
  4. The display after the proof: Ψˉen(x,z)FˉTen(z)=∫z∞∫x∞fex(u,v) du dv\bar\Psi^{en}(x,z)\bar F^{en}_T(z) = \int_z^\infty\int_x^\infty f^{ex}(u,v)\,du\,dvΨˉen(x,z)FˉTen​(z)=∫z∞​∫x∞​fex(u,v)dudv, decreasing in xxx and in zzz.
  5. The coupling kernel: the pair generated by steps (ii)–(iii) of the proof has joint density fexf^{ex}fex, whatever the offered wait.
  6. The law of Xex\mathbf X^{ex}Xex is determined by fexf^{ex}fex, the arrivals and nnn.

Significance

The theorem shows that the systems with exogenous dependence form a subclass of those with endogenous dependence. Two consequences follow:

  • Any statement about the law of a queue with exogenous dependence (delay distribution, abandonment probability, occupancy) is a statement about some endogenous system.
  • Statistical analysis can be carried out with the endogenous model, a Kaplan–Meier patience estimate and binned conditional service-time distributions, without assuming the dependence is truly endogenous.

The formula for ψen\psi^{en}ψen also explains the self-selection effect. It is the service-time density of a customer, conditioned on having patience exceeding the offered wait.

The paper's proof omits the verification step "for brevity". It also states the law-determination facts (milestones 2 and 6) without proof, and treats an initially empty system. A formal proof would supply the per-customer density computation, the measure-theoretic construction of the coupled system, and the measurability of the path map.

Difficulty

The obvious argument would compare the two systems customer by customer with the same random draws. It fails: in the exogenous system the service time and the patience are drawn together before the customer meets the queue, while in the endogenous system the service time is drawn after the offered wait is known. Equality holds only in law, through a coupling built on a new probability space, and the coupled pairs must be shown to be i.i.d. with density fexf^{ex}fex even though they are constructed from the state of the queue.

Two technical points are not visible in the paper. First, the law of the whole path t↦X(t)t \mapsto \mathbf X(t)t↦X(t) must be shown to be determined by the primitives. This requires measurability of a map built from sorting, counting and an infimum over arrival indices. Second, the conditional densities in (1) and in steps (ii)–(iii) are ratios whose denominators can vanish, so null sets need care.

Formalization scope

Everything lives in the namespace DelayDep.Equiv. The conventions are:

  • Paths and time. Customers are numbered from 000 (customer iii is the paper's customer i+1i+1i+1). Time is NNReal. The law of X\mathbf XX is the image measure on NNReal → State n with the product σ-algebra, which is the σ-algebra of the finite-dimensional distributions.
  • Densities. Densities are real-valued, nonnegative and measurable on [0,∞)[0,\infty)[0,∞) or [0,∞)2[0,\infty)^2[0,∞)2, and enter measures through withDensity.
  • Ties. Recursion (2)'s convention is used: a customer is served iff offered wait ≤\le≤ patience. Ties are null events.
  • Arrivals and initial state. The arrivals are any measurable positive interarrival times whose sums tend to infinity. The initial state is an empty queue with arbitrary nonnegative residual service times. "Any arrival process AAA with Xex(0)=dXen(0)\mathbf X^{ex}(0) \overset{d}{=} \mathbf X^{en}(0)Xex(0)=dXen(0)" becomes "any joint law of interarrival times and initial residual service times, the same in both systems".
  • Assumption 1. Assumption 1 (differentiability of Ψen\Psi^{en}Ψen) is not imposed. The ψen\psi^{en}ψen of (1) need not satisfy it, and Theorem 1 does not use it.
  • Tail guard. The endogenous service-time law is prescribed only at offered waits with positive patience tail. Elsewhere a customer abandons almost surely, and (1) is 0/00/00/0.

Every law equality includes the almost-everywhere measurability of both path maps as part of its conclusion. Without it, the equality could hold trivially through Lean's convention that the image of a measure under a non-measurable map is 000. For the same reason, the goal also asserts that (1) defines densities, so that the endogenous systems it quantifies over are not vacuous.

Out of scope are Theorem 2, the necessity half of Lemma 1, Example 1, Theorem A.1 and the estimation section §4. Useful contributions are:

  • a general measurability lemma for sample-path functionals of this kind;
  • the kernel computation of milestone 5;
  • the construction of the coupled system;
  • the law-determination lemmas, which apply to any queue driven by i.i.d. customer primitives.

Selected references

  • C. A. Wu, A. Bassamboo, O. Perry, When service times depend on customers' delays: A relationship between two models of dependence, Operations Research 70(6):3345–3354, 2022. https://doi.org/10.1287/opre.2021.2179
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