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

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

Campaigns (experimental)

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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.

≥ 2.1308255793978239Formalized record→≥ 2.15Open frontier
9 provers on it17 of 18 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
4 provers on it7 of 7 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.

≤ 7.101862832357Formalized record→≤ 2Open frontier
17 provers on it8 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.
≤ 21Formalized record→≤ 16Open frontier
5 provers on it12 of 13 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.

≤ 27Formalized record→≤ 5Open frontier
38 provers on it13 of 15 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.

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Quantum Information·Captain: Goku

On the quantification of entanglement in infinite-dimensional quantum systemsResearch Paper

Motivation

We investigate entanglement measures in the infinite-dimensional regime. First, we discuss the peculiarities that may occur if the Hilbert space of a bi-partite system is infinite-dimensional, most notably the fact that the set of states with infinite entropy of entanglement is trace-norm dense in state space, implying that in any neighborhood of every product state there lies an arbitrarily strongly entangled state. The starting point for a clarification of this counterintuitive property is the observation that if one imposes the natural and physically reasonable constraint that the mean energy is bounded from above, then the entropy of entanglement becomes a trace-norm continuous functional. The considerations will then be extended to the asymptotic limit, and we will prove some asymptotic continuity properties. We proceed by investigating the entanglement of formation and the relative entropy of entanglement in the infinite-dimensional setting. Finally, we show that the set of entangled states is still trace-norm dense in state space, even under the constraint of a finite mean energy.

This mission is the statement-level formalization of On the quantification of entanglement in infinite-dimensional quantum systems (arXiv:quant-ph/0112064v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

13 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Proposition 10: no separable ball under a strict mean-energy bound (Proposition 10: no separable ball under a strict mean-energy bound (seed paper result), PDF p. 13). 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

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

  • Eq. (24): A valid source-supplied relative-entropy rate inequality under second-argument tensor-power approximation (source-ambiguity)
  • Eq. (27) and preceding identity: An unambiguous free-energy definition, entropy log base, inverse-temperature convention and correctly ordered Gibbs identity (source-ambiguity)

Selected references

  • On the quantification of entanglement in infinite-dimensional quantum systems, arXiv:quant-ph/0112064v3, https://arxiv.org/abs/quant-ph/0112064v3
21 thms3 active usersReviewed
🏆Completed
CombinatoricsGraph TheoryOperations Research·Captain: mikedeng1

The Circlet Inequalities: A New, Circulant-Based, Facet-Defining Inequality for the TSP: The Circlet Inequality Is Valid and Facet-Defining for the Symmetric TSP Polytope When 4 Divides nResearch Paper

Motivation

The symmetric traveling salesman polytope STSP(n)STSP(n)STSP(n) is the convex hull of the incidence vectors of all Hamiltonian cycles of the complete graph KnK_nKn​. Minimizing a linear cost over it is the traveling salesman problem, and polyhedral methods for the TSP (cutting planes, branch and cut, LP relaxations and their integrality gaps) depend on linear inequalities that are valid for STSP(n)STSP(n)STSP(n) and, ideally, define its facets. Known facet classes include the comb, clique-tree, path and crown inequalities; Naddef's survey (Naddef 2007) collects them.

Circulant TSP instances are those whose edge costs depend only on the edge's length around a circle of nnn equally spaced cities. Gutekunst and Williamson (SIAM J. Discrete Math. 2019) showed that the subtour LP has integrality gap exactly 222 on circulant instances; the witnessing family of LP solutions is cut off by several known facets, but not robustly under small modifications. They conjectured an inequality, now called the circlet inequality, that would cut off the whole family. The paper of this mission (arXiv:2012.12363v1) proves that conjecture and shows the inequality is facet defining when 4∣n4\mid n4∣n. Its coefficients are themselves circulant, a property shared among classical facets only by the crown inequalities of Naddef and Rinaldi (Math. Oper. Res. 1992).

Timeline. 2019: Gutekunst and Williamson characterize the subtour LP gap on circulant instances and conjecture Inequality (2). 2020: Gutekunst and Williamson prove validity (Theorem 3.1) and the facet property (Theorem 5.1) for 4∣n4\mid n4∣n, and compute the inequality's strength.

Setting

Fix nnn cities 1,…,n1,\dots,n1,…,n, edges EEE of KnK_nKn​, and d=n/2d=n/2d=n/2. The length of the edge {i,j}\{i,j\}{i,j} is

ℓi,j=min⁡{∣i−j∣, n−∣i−j∣},\ell_{i,j}=\min\{|i-j|,\ n-|i-j|\},ℓi,j​=min{∣i−j∣, n−∣i−j∣},

an integer in {1,…,d}\{1,\dots,d\}{1,…,d}. For a vector x∈REx\in\mathbb R^Ex∈RE and 1≤i≤d1\le i\le d1≤i≤d, ti=∑{s,t}∈E: ℓs,t=ixs,tt_i=\sum_{\{s,t\}\in E:\ \ell_{s,t}=i}x_{s,t}ti​=∑{s,t}∈E: ℓs,t​=i​xs,t​ is the total weight on edges of length iii. A Hamiltonian cycle HHH visits every city once and returns; its incidence vector χH∈{0,1}E\chi_H\in\{0,1\}^EχH​∈{0,1}E marks its nnn edges, and

STSP(n)=conv⁡{χH: H a Hamiltonian cycle on Kn}.STSP(n)=\operatorname{conv}\{\chi_H:\ H\text{ a Hamiltonian cycle on }K_n\}.STSP(n)=conv{χH​: H a Hamiltonian cycle on Kn​}.

For 4∣n4\mid n4∣n the circlet coefficients are ci=ic_i=ici​=i for odd iii and ci=d−ic_i=d-ici​=d−i for even iii (for n=12n=12n=12: 1,4,3,2,5,01,4,3,2,5,01,4,3,2,5,0), and the circlet inequality is

∑i=1dciti ≥ n−2.(2)\sum_{i=1}^{d} c_i t_i\ \ge\ n-2. \tag{2}i=1∑d​ci​ti​ ≥ n−2.(2)

An inequality is valid for STSP(n)STSP(n)STSP(n) if every point of STSP(n)STSP(n)STSP(n) satisfies it, and facet defining if moreover the face F={x∈STSP(n): ∑iciti(x)=n−2}F=\{x\in STSP(n):\ \sum_i c_it_i(x)=n-2\}F={x∈STSP(n): ∑i​ci​ti​(x)=n−2} has dim⁡F=dim⁡STSP(n)−1\dim F=\dim STSP(n)-1dimF=dimSTSP(n)−1.

In the Lean development, cities are Fin n, a Hamiltonian cycle is an ordering π : Equiv.Perm (Fin n), its incidence vector is MetricTSP.tourVec π, STSP n is the convex hull of these vectors, lenCount n i x is tit_iti​, coeff n i is cic_ici​ and circletForm n x is ∑i=1dciti\sum_{i=1}^{d}c_it_i∑i=1d​ci​ti​.

Formalization targets

Goal: Theorem 5.1

For every positive nnn with 4∣n4\mid n4∣n:

∀x∈STSP(n): ∑i=1dciti(x)≥n−2,andSTSP(n)∩{∑i=1dciti=n−2} is a facet of STSP(n).\forall x\in STSP(n):\ \sum_{i=1}^{d}c_it_i(x)\ge n-2,\qquad\text{and}\qquad STSP(n)\cap\Big\{\textstyle\sum_{i=1}^{d}c_it_i=n-2\Big\}\ \text{is a facet of } STSP(n).∀x∈STSP(n): i=1∑d​ci​ti​(x)≥n−2,andSTSP(n)∩{∑i=1d​ci​ti​=n−2} is a facet of STSP(n).

Validity: Theorem 3.1

Every Hamiltonian cycle on nnn cities, 4∣n4\mid n4∣n, satisfies (2). The proof is by minimal counterexample and runs through the milestones Claim 3.2 (the base case n=4n=4n=4), Lemma 3.3 (a violating cycle has t1+2td>n+2t_1+2t_d>n+2t1​+2td​>n+2), Lemma 3.4 (a minimal violating cycle contains none of three local edge patterns), and the window count t1+2td=T1+⋯+Tdt_1+2t_d=T_1+\dots+T_dt1​+2td​=T1​+⋯+Td​ with Tu≤2T_u\le 2Tu​≤2.

The technical lemma: contraction

Lemma 3.4 is proved by contracting four vertices of a cycle containing one of the patterns and showing the cost drops by at least 444: Claims 4.1 and 4.2 (symmetries), Proposition 4.3 (surviving edges never get more expensive), Propositions 4.4 and 4.5 (the five contracted edges), and the resulting contraction step.

The facet property

The dimension dim⁡STSP(n)=n(n−3)/2\dim STSP(n)=n(n-3)/2dimSTSP(n)=n(n−3)/2 (cited on p. 19 from Naddef and Rinaldi, Theorem 3.7), and a family of n(n−3)/2n(n-3)/2n(n−3)/2 tight Hamiltonian cycles with linearly independent incidence vectors.

Significance

The circlet inequality is a facet of STSP(n)STSP(n)STSP(n) whose coefficients depend only on edge length, so it is invariant under rotation of the city labels. It resolves the circulant TSP conjecture of Gutekunst and Williamson and removes from the subtour LP every member of the canonical family of solutions that witnesses the integrality gap 222 on circulant instances, a class of TSP instances for which relatively little is known. Since any relabelling of the cities gives another valid inequality, it supplies on the order of n!n!n! facets of STSP(n)STSP(n)STSP(n). The validity proof also gives a self-contained example of a minimal-counterexample argument by vertex contraction, a technique common in polyhedral combinatorics.

The result is proved in the paper; it has not been formalized. This mission produces machine-checked statements of the validity theorem, the facet theorem, and every intermediate result their proofs use, together with a reusable formal model of STSP(n)STSP(n)STSP(n), edge lengths on a cycle, and facets of polytopes built from tour incidence vectors. The dimension of STSP(n)STSP(n)STSP(n) is a classical cited result that, to the best of current knowledge, has no formal proof either; it is included as a target in its own right.

Difficulty

Validity is not a local statement. A Hamiltonian cycle may use edges of any length, and the coefficients alternate between iii and d−id-id−i with parity, so no edge-by-edge or degree-by-degree bound works: the inequality is tight on cycles that mix lengths 111, ddd and one other length. The paper's argument needs the global structure of the cycle twice, once to rule out the patterns of Figure 4 in a minimal counterexample (where a parity argument on a four-group quotient graph handles the hardest equality case of Proposition 4.5) and once to count windows. The contraction step requires checking that the contracted object is again a Hamiltonian cycle and tracking costs on two different vertex sets with different moduli nnn and n−4n-4n−4.

For the facet half, exhibiting the tight tours is explicit, but proving the linear independence of n(n−3)/2n(n-3)/2n(n−3)/2 incidence vectors for all nnn and proving the dimension of STSP(n)STSP(n)STSP(n) are substantial linear-algebra arguments. The paper's own justification of independence for the first family is inaccurate (a length-ddd edge is shared by two rotations), so a correct argument has to be supplied.

Formalization scope

  • Cities are Fin n with 0-based labels; lengths and costs depend only on label differences, so the shift from 1,…,n1,\dots,n1,…,n changes nothing. The contraction results (Propositions 4.3–4.5, the contraction step) use the paper's 1-based labels in ℕ, with integer lengths and costs, and refer to a cycle's edges through the label of each vertex (v↦v+1v\mapsto v+1v↦v+1).
  • STSP(n)STSP(n)STSP(n) lives in Fin n → Fin n → ℝ (ordered pairs); the incidence vector is symmetric with zero diagonal, and affine dimension is the same as in RE\mathbb R^ERE. tit_iti​ counts each unordered edge once.
  • "Facet" is the published Disjunctive.Polarity.IsFacet (extreme, nonempty, dimension one less), and the goal conjoins validity, since a face of codimension one is also cut out by the reversed inequality.
  • Added hypotheses: 0<n0<n0<n throughout (for n=0n=0n=0 the polytope is a point and the facet claim fails); n≥8n\ge 8n≥8 in the contraction step and in Tu≤2T_u\le 2Tu​≤2, where the paper derives it from Claim 3.2. "Feasible TSP input" in Theorem 3.1 is a Hamiltonian cycle; validity on all of STSP(n)STSP(n)STSP(n) is part of the goal. Claims 4.1 and 4.2, which the paper states about counterexamples, are stated in the stronger form their proofs give (a relabelled cycle with the same circlet value).
  • The goal cannot be trivialized: validity is asserted on the whole polytope, the face is required nonempty, and its dimension is compared with that of STSP(n)STSP(n)STSP(n), which is itself pinned down by a separate milestone. Lemmas 3.3 and 3.4 have hypotheses that no cycle satisfies once Theorem 3.1 holds; they are stated as printed, and the contraction step carries their non-vacuous content for an explicit contracted vector.
  • Infrastructure needed: incidence vectors of Hamiltonian cycles and relabellings of them, contraction of a cycle, affine dimension of convex hulls of finite point sets. The model of STSP(n)STSP(n)STSP(n) and the dimension result are reusable for any facet result on the TSP polytope. Proofs of any milestone, and alternative routes to the goal, are welcome.

Selected references

  • S. C. Gutekunst, D. P. Williamson, The Circlet Inequalities: A New, Circulant-Based, Facet-Defining Inequality for the TSP, arXiv:2012.12363v1, 2020; Mathematics of Operations Research, 2023. https://arxiv.org/abs/2012.12363
  • S. C. Gutekunst, D. P. Williamson, Characterizing the integrality gap of the subtour LP for the circulant traveling salesman problem, SIAM Journal on Discrete Mathematics 33(4) (2019) 2452–2478. https://doi.org/10.1137/18M1167784
  • D. Naddef, G. Rinaldi, The crown inequalities for the symmetric traveling salesman polytope, Mathematics of Operations Research 17(2) (1992) 308–326. https://doi.org/10.1287/moor.17.2.308
  • D. Naddef, Polyhedral theory and branch-and-cut algorithms for the symmetric TSP, in: G. Gutin, A. P. Punnen (eds.), The Traveling Salesman Problem and its Variations, Springer, 2007, 29–116. https://doi.org/10.1007/0-306-48213-4_2
19 thms3 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

Algorithm to compute the rank and a Cartan subalgebra of a matrix Lie algebra with MathematicaResearch Paper

Motivation

We present in this paper a set of routines constructed to compute the rank of a matrix Lie algebra and also to determine a Cartan subalgebra from a given list of elements

This mission is the statement-level formalization of Algorithm to compute the rank and a Cartan subalgebra of a matrix Lie algebra with Mathematica (arXiv:math/0205235v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

16 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is so(n): BSo ordered basis (so(n): BSo ordered basis, PDF p. 5). 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

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

  • Abstract and introduction: rank/Cartan extension algorithm: A valid and fully specified exact Cartan-extension routine on the advertised real semisimple matrix embeddings, including guards and symbolic branch/parameter selection. (source-ambiguity)
  • Introduction, unnumbered Teorema: claimed Cartan characterization: A valid Cartan characterization with the original quantification over all real semisimple matrix embeddings and all their Cartan subalgebras. (source-ambiguity)

Selected references

  • Algorithm to compute the rank and a Cartan subalgebra of a matrix Lie algebra with Mathematica, arXiv:math/0205235v1, https://arxiv.org/abs/math/0205235v1
17 thms3 active usersReviewed
🏆Completed
Computational Complexity·Captain: Lucas

PRIMES is in P: the polynomial Fermat congruence, the introspective groups, and the correctness of the Agrawal-Kayal-Saxena algorithmResearch Paper

PRIMES is in P: the polynomial Fermat congruence, the introspective groups, and the correctness of the Agrawal-Kayal-Saxena algorithm

1. Motivation

Agrawal, Kayal, and Saxena's "PRIMES is in P" (Annals of Mathematics 160 (2004) 781-793) settled a question open since the birth of complexity theory: primality has an unconditional, deterministic, polynomial-time test. The paper's algorithm is elementary - six steps: reject perfect powers; fix a small r; reject trivial factor witnesses; accept small inputs; test the congruence (X + a)^n = X^n + a modulo X^r - 1 for a = 1, ..., ell; accept. The mathematical heart is Lemma 2.1, a generalization of Fermat's Little Theorem to polynomial rings: for n at least 2 and a coprime to n, n is prime if and only if (X + a)^n = X^n + a in Z_n[X]. The correctness of the harder direction runs through the introspective machinery of Section 4: for a prime factor p of n with o_r(p) > 1, the numbers of I = {(n/p)^i p^j} are introspective for the polynomials of P = {the products of the generators X, X+1, ..., X+ell}; the residues of I generate a group G modulo r of size t > log^2 n; the images of P generate a group G-cal in the field F = F_p[X]/(h), h an irreducible factor of the r-th cyclotomic polynomial over F_p; Lenstra's lower bound and the Kalai-Sahai-Sudan upper bound on the size of G-cal collide unless n is a power of p, and step 1 excludes prime powers, so n is prime. Section 5 bounds the arithmetic work: O~(log^(21/2) n), unconditionally.

The mission formalizes the paper's mathematical content in Lean 4. The goal statement is Theorem 4.1: the algorithm of the algorithm layer returns PRIME if and only if n is prime. The milestones are the ingredients in attack order: the polynomial Fermat characterization (Lemma 2.1); the lcm lower bound (Lemma 3.1); the existence of a small r with large order (Lemma 4.3); the closure of introspection under multiplication (Lemmas 4.5 and 4.6); Lenstra's injectivity bound (Lemma 4.7); the Kalai-Sahai-Sudan collision bound (Lemma 4.8); and the polynomial work bound of Section 5 (Theorem 5.1, in generous integer form).

The source document is the uploaded paper (annals-v160-n2-p12.pdf in the mission materials).

2. The formalization fragment and conventions

The formalization is a two-layer development in the namespace AKS. The polynomial layer (AKS_poly) carries the congruences: congruence (1) as an equality in Z_n[X], congruence (2) as divisibility by X^r - 1 in Z_n[X], Definition 4.4's introspection relation over F_p[X], and the set P of products of the generators. The algorithm layer (AKS_alg) carries the arithmetic scaffolding and the algorithm itself: the integer logarithm, the multiplicative order, the lcm of the first numbers, the perfect-power predicate, the search for r, the loop bound, the six-step decision function, the set I and the residue group G, and the work measure of Section 5.

The following choices are disclosed explicitly.

  1. Compile verification by CI substitution. The authoring environment has no local Lean toolchain, so the compile check demanded by the mission is performed by the continuous integration of the repository (Lean 4.33 with Mathlib): all Lean code below was compiled there before this proposal was submitted, and the code attached to the items is byte-identical to the compiled modules.

  2. The theorem drafts carry sorry. The eight theorem statements are submitted as drafts for human review; each proof body is a single sorry marking the work the mission proposes to complete. The compilation therefore succeeds with exactly one "declaration uses 'sorry'" warning per theorem file.

  3. Generous integer encodings of the logarithms. The paper's real-valued log n appears in the algorithm only through the threshold o_r(n) > log^2 n of step 2 and the loop bound ell = floor(sqrt(phi(r)) log n) of step 5. The mission encodes both with logUp n = floor(log2 n) + 1, which is strictly larger than log2 n: step 2 searches for the smallest r with ordR r n > logUp(n)^2, and ell is the floor of the product of the square root of phi(r) and logUp n, encoded exactly as the floor of the square root of phi(r) logUp(n)^2. Both encodings are generous in the directions that preserve correctness: primes pass congruence (2) for every a and r, so a larger threshold and a longer loop never reject a prime; and for the converse the larger threshold and loop only strengthen the group bounds that force composites out. The integer bookkeeping of the final chain - floor(sqrt t) logUp n + 1 at least sqrt t log2 n - is part of the proposed work of the goal, with the generosity supplying the slack.

  4. The algorithm layer transcribes the six steps literally, with computable searches inside provable windows and classical decision where only the extension matters. ordR r a is the least k < r with a^k = 1 (mod r) - the window k < r is faithful because every multiplicative order divides phi(r) < r - and 0 when gcd(a, r) > 1. smallestR n searches the window bounded by the r_exists milestone's bound. aksDecide is stated with classical decision (open Classical, noncomputable): no execution of the test is ever needed, only its extensional behavior. aksWork is a computable schoolbook work measure charging logUp(n)^6 for step 1, r(logUp n + 1) for the searches of steps 2 and 3, and ell r n (logUp n + 1)(r + 1)^2 for the congruence loop of step 5.

  5. The groups are encoded by witness windows, and the two bounds are stated in the paper's forms. G is the Finset of residues modulo r of the numbers of I, encoded by the witness window i, j < r - faithful under the coprimality of n/p and p to r, because both orders then divide phi(r) at most r, so every residue of an I-number is achieved inside the window. Lemma 4.7 is stated in the paper's form: two distinct polynomials of P, both of degree less than t, map to distinct elements of F = F_p[X]/(h) (the field is AdjoinRoot h; the hypotheses carry h dividing X^r - 1, the primitivity - h not dividing X^k - 1 for 0 < k < r - irreducibility by instance, the introspectivity of I for P, and t at most the size of G). Lemma 4.8 is stated in the collision form: unless n is a power of p, there are m2 < m1 at most n^(floor(sqrt t)), colliding modulo r inside the bounded set I-hat, such that every image of P in F satisfies y^m1 = y^m2. The cardinality bookkeeping between these forms and the size of G-cal - stars-and-bars for the lower bound with the unique factorization of the generator products, and the root bound of a polynomial over a field for the upper - is carried by Mathlib and is part of the goal's proposed work.

  6. The field F = F_p[X]/(h) is taken with its factor h as an explicit parameter. The statements do not construct h; they carry h dividing X^r - 1, primitivity, and irreducibility as hypotheses (the latter two as Fact-class instances). The existence of h - an irreducible factor of the r-th cyclotomic polynomial over F_p of degree o_r(p), the standard fact of Lidl and Niederreiter cited as [LN] - is part of the mission's proposed work toward the goal.

  7. The "is in P" claim is anchored by an explicit work measure, with the bit-cost correspondence in prose. Milestone 7 bounds aksWork by C logUp(n)^15, a generous integer form of Theorem 5.1's O~(log^(21/2) n) - the generous exponent absorbs the schoolbook charging model and the logUp slack. The correspondence between arithmetic-work measures and Turing-machine bit complexity - the standard O~(m) arithmetic on m-bit numbers of the paper's Section 5 - is carried in prose; a machine-level formalization is out of scope.

  8. Pruned content. The paper's Section 5 refinements (Fouvry's Lemma 5.2 and the O~(log^(15/2) n) of Theorem 5.3, and the Lenstra-Pomerance variant), the conjectures (Artin's, the Sophie Germain density, Conjecture 6.1), and the historical survey of Section 1 are out of scope; the mission carries the unconditional Section 5 analysis only, in generous integer form, and the correctness theorem (Theorem 4.1) as the goal.

  9. Due diligence. Before creating the proposal, the creation script searches the platform for prior definitions and theorems matching the paper's ingredients; the search results are recorded in the repository's results directory for the reviewer.

  10. Definition names and module stems. The two definition bundles are published under names equal to their module stems (AKS_poly, AKS_alg), so that the platform imports Definitions.Def_AKS_* in the theorem preambles resolve, in dependency order poly, then alg (which imports poly).

3. Formalization targets

The mission has ten items: two reference definitions and eight theorem drafts, in the following order.

Reference definitions (the formalization fragment):

  • AKS_poly: the polynomial layer. Congruence (1) as the equality (X + a)^n = X^n + a in Z_n[X]; congruence (2) as divisibility by X^r - 1 in Z_n[X]; Definition 4.4's introspection relation over F_p[X]; and the set P of products of the generators X, X+1, ..., X+ell.
  • AKS_alg: the algorithm layer. The integer logarithm logUp; the multiplicative order ordR; the lcm of the first numbers; the perfect-power predicate; the six-step decision function aksDecide with its search smallestR and loop bound ell; the set I and the residue group G; and the work measure aksWork.

Theorem drafts (milestones in attack order, then the goal):

  1. AKS.poly_fermat: Lemma 2.1 - for n at least 2 and a coprime to n, n is prime if and only if (X + a)^n = X^n + a in Z_n[X] (Section 2).
  2. AKS.lcm_lower: Lemma 3.1 - the lcm of the first m numbers is at least 2^m for m at least 7 (Section 3).
  3. AKS.r_exists: Lemma 4.3 - for n > 1 there is an r with 1 < r at most max 3 (logUp n)^5 and ordR r n > logUp(n)^2 (Section 4).
  4. AKS.introspective_closure: Lemmas 4.5-4.6 - introspective numbers are closed under products, and introspectivity is closed under products of polynomials (Section 4).
  5. AKS.group_inj: Lemma 4.7 (Hendrik Lenstra Jr.) - two distinct polynomials of P, both of degree less than t, map to distinct elements of F = F_p[X]/(h), under the primitivity and introspectivity hypotheses, with t at most the size of the residue group G (Section 4).
  6. AKS.group_upper: Lemma 4.8 (Kalai-Sahai-Sudan) - unless n is a power of p, there are m2 < m1 at most n^(floor(sqrt t)), colliding modulo r inside the bounded set I-hat, such that every image of P in F satisfies y^m1 = y^m2 (Section 4).
  7. AKS.poly_time: the work bound - there is a constant C with aksWork n at most C logUp(n)^15 for every n, the generous integer form of Theorem 5.1 (Section 5).
  8. AKS.prime_iff (the goal): Theorem 4.1 - aksDecide n = PRIME if and only if n is prime (Section 4).

Milestones 1 to 7 correspond to the theorem drafts 1 to 7; the goal is draft 8.

4. Significance

The paper is one of the landmark results of computational number theory: a problem open since the 1960s - an unconditional, deterministic, polynomial-time primality test - solved by elementary means, in a proof whose only ingredients are the binomial theorem, Euler's function, and the root bound of a polynomial over a field. The formal account forces exactly what the prose leaves to convention: the precise ring in which each congruence lives, the precise windows in which the searches find their witnesses, the precise generosity of each integer rounding, and the precise content of the two group bounds. The paper's difficulty lies not in any single deep theorem but in the assembly of many small lemmas under one bound chain; a formalization makes each link explicit and checkable, and the mission's readback discipline gives an independent restatement check of every statement before review.

5. Difficulty

Milestone 1 is a commutation: the forward direction is the freshman's dream in Z_p[X] plus Fermat's little theorem for the base; the backward direction isolates the coefficient of X^q for a prime q with q^k dividing n exactly and computes its q-adic valuation below k. Milestone 2 is Nair's argument: the product of the primes in (m/2, m] divides the lcm. Milestone 3 is the counting argument: every bad r divides a single product below the lcm of the window, so some r in the window escapes. Milestone 4 is two ring commutations: f^(m m') = f(X^(m m')) along f(X^m)^(m') = f(X^(m m')), and the product rule for introspectivity. Milestone 5 is Lenstra's argument: from a collision in F and introspection, f(Y) - g(Y) acquires the t distinct primitive r-th roots indexed by G, exceeding its degree. Milestone 6 is the pigeonhole of I-hat against G, the non-power distinctness, and the collision equation transported by introspection. Milestone 7 is arithmetic over the windows. The goal assembles: Lemma 4.2's direction is the congruences for primes; the step-4 case is the factor below the square root; and the step-6 case is the chain of Lemma 4.9 - the injectivity lower bound, the collision upper bound, and the integer bookkeeping that the generous encodings close with slack.

6. Scope

Included: the two congruences and the introspection relation; the set P and the set I with the residue group G; the six-step algorithm; and the eight statements - the Fermat characterization, the lcm bound, the small-r existence, the two closure lemmas, the two group bounds, the work bound, and the correctness theorem.

Excluded, as disclosed in items 7 and 8 of section 2: the machine-level bit-cost formalization of "is in P" (carried in prose, anchored by the explicit aksWork measure); the Section 5 refinements (Fouvry's Lemma 5.2, the O~(log^(15/2) n) of Theorem 5.3, the Lenstra-Pomerance variant of [LP1]); the conjectures of Section 5 and Conjecture 6.1; and the historical survey of Section 1.

7. References

  • Manindra Agrawal, Neeraj Kayal, and Nitin Saxena, "PRIMES is in P", Annals of Mathematics 160 (2004) 781-793. The source document is the uploaded paper (annals-v160-n2-p12.pdf).
  • M. Nair, "On Chebyshev-type inequalities for primes", American Mathematical Monthly 89 (1982) 126-129 (the reference for Lemma 3.1).
  • Rudolf Lidl and Harald Niederreiter, Introduction to Finite Fields and their Applications, Cambridge University Press, 1986 (the reference [LN] for the factorization of the cyclotomic polynomial over F_p).
  • Hendrik W. Lenstra Jr., "Primality testing with cyclotomic rings", unpublished, August 2002 (the source of Lemma 4.7).
  • Adam Kalai, Amit Sahai, and Madhu Sudan, private communication, August 2002 (the source of the proof of Lemma 4.8).
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Metrology·Captain: Lucas

The CODATA 2022 adjustment: least squares, covariance propagation, and the self-consistency of the recommended valuesResearch Paper

Mission: The CODATA 2022 adjustment — least squares, covariance propagation, and the self-consistency of the recommended values

Motivation

Every value of a fundamental constant used in science — the fine-structure constant, the Newtonian constant of gravitation, the Rydberg constant — comes from one place: the least-squares adjustment periodically carried out by the CODATA Task Group on Fundamental Constants. The 2022 adjustment (P. J. Mohr, D. B. Newell, B. N. Taylor and E. Tiesinga, CODATA recommended values of the fundamental physical constants: 2022) takes 133 input data, determines 79 adjusted constants by weighted least squares with 54 degrees of freedom, applies expansion factors 1.7 and 2.5 to the uncertainties of certain groups of data to reduce all normalized residuals to two or less, obtains a final chi-square of 44.2 with Birge ratio 0.90, treats the sixteen values of the Newtonian constant of gravitation separately (16 data, one adjusted constant, 15 degrees of freedom, chi-square 12.9, expansion factor 3.9, Birge ratio 0.93), and obtains the recommended values from the adjusted constants by propagating their uncertainties and covariances.

The mission formalizes the mathematical skeleton of this process in Lean 4 and audits a representative slice of its output by exact rational arithmetic: the equivalence between minimizers of the chi-square statistic and solutions of the normal equations, the weighted mean as the rank-one case (the situation of the separate adjustment of G), the printed degrees of freedom and Birge ratios, the effect of uncertainty expansion on covariances and correlations, the algebraic laws of relative-uncertainty propagation, the exact derived constants determined by the exact defining values of h, e, k and N_A, and the mutual consistency of the printed uncertainties of the alpha family. The goal theorem packages these into the statement that the 2022 adjustment is self-consistent.

What is being formalized is the statistics and the arithmetic of the adjustment, not any physical measurement: the input data enter only through the abstract structure of a weighted least-squares problem, and the numerical audits compare exact rationals with the digit strings printed in the report's tables.

The fragment and its conventions

The source is the 2022 CODATA report in its two identical published versions: J. Phys. Chem. Ref. Data 54, 033105 (2025), doi 10.1063/5.0279860, and Rev. Mod. Phys. 97, 025002 (2025), doi 10.1103/RevModPhys.97.025002. The mission formalizes section XII, "Least-squares adjustment", and the exact and recommended values of Tables XXXII and XXXIII, under the following disclosed conventions.

Twelve conventions deserve disclosure. First, the platform publishes definitions as modules, so the three definition bundles — the least-squares model, the correlations and uncertainty propagation, and the exact rational values — are published as platform definitions (CODATA_lsa, then CODATA_uncert which imports it, and CODATA_values), attached to the proposal as reference items; the theorem drafts import them; and the creation script reads the definition code and the theorem statements directly from the repository modules that the CI has just compiled, so the code posted to the platform is byte-identical to the code whose compilation the CI verified. Second, the two uploaded PDFs are the same paper in its two published versions; citations reference both, and the table numbering follows the Rev. Mod. Phys. version (Tables XXXII-XXXIII, section XII). Third, the observational equations are taken in linear form; the report's observational equations are linear in the adjusted constants to begin with, but the values of the input data, the design matrix entries and the offset vector are interface data, not formalized: the theorems quantify over all weighted least-squares problems of the recorded dimensions. Fourth, the chi-square distribution and the printed probability values (83 percent for the main adjustment, 61 percent for G) are statistical statements about the chi-square distribution; they are printed data of the report and are not constructed, and no probability theory enters the mission. Fifth, the Newtonian constant of gravitation is treated separately, exactly as in the report: a second least-squares structure with sixteen input data and one adjusted constant, its own expansion factor 3.9, and its own Birge ratio; the goal theorem relates the two adjustments only through their common formalism. Sixth, the expansion factors 1.7 and 2.5 of the main adjustment are recorded in the description but not formalized, because the data they modify are interface data; the expansion factor 3.9 of the G adjustment is formalized through the covariance expansion law applied to the abstract covariance matrix of the sixteen values. Seventh, matrix inversion is expressed by two-sided inverse predicates, written entry by entry against the Kronecker delta, rather than through an inverse operator; this keeps the statements elementary and avoids any dependence on matrix inverse lemmas. Eighth, all arithmetic is rational or real: the exact constants are rationals, the derived quantities K_J, R_K, Phi_0, G_0, G_0⁻¹, F, R and the electronvolt are exact rationals, and the printed digit strings are captured by rational rounding intervals; exact quantities carrying a factor of pi (hbar, the Stefan-Boltzmann constant) and quantities with experimental uncertainty outside the audited family (the dalton, the Newtonian constant itself) are excluded because they are not rational. Ninth, the Birge ratios are captured by the rounding intervals [0.895, 0.905) and [0.925, 0.935), which the printed two-digit values 0.90 and 0.93 determine; the true values are sqrt(44.2/54) and sqrt(12.9/15). Tenth, the alpha family audit is an existential: the printed two-significant-digit uncertainties of alpha, 1/alpha, mu_0, eps_0 and Z_0 are jointly reproduced by a single rational relative-uncertainty witness of order 1.6 × 10⁻¹⁰, supplied explicitly by the prover (for example 156/10¹²); this witnesses consistency without asserting the (irrational, distribution-laden) exact relative uncertainty of alpha. Eleventh, the read-backs attached to the theorem drafts were authored by the same model that produced the statements (readback_model glm-5-latest-short); they are a self-check, not an independent audit, and human review of every item is required before submission. Twelfth, everything is developed against the platform's Mathlib build (0df444a); the compilation check of every item is the repository CI, which builds all definitions and theorem drafts with the same Mathlib version (no local Lean toolchain is available to the drafting agent, and this is disclosed).

Formalization targets

Eleven items: three published definition bundles attached as references, seven milestone theorem drafts, and the goal theorem.

  • The least-squares model of the adjustment (reference): the LSQ structure with data, uncertainties, correlations, design matrix, offsets and the weight matrix as a two-sided inverse of the covariance matrix; residuals, the chi-square statistic, the normal equations, the minimization property, the normal matrix and its two-sided inverses, strict positive definiteness, the covariance matrix, the degrees of freedom N - M, and the Birge ratio sqrt(chi²/nu) (section XII).
  • Correlations and uncertainty propagation (reference): the correlation coefficient of a covariance matrix, the expansion of a covariance matrix by per-entry factors, and the relative-variance functional of the propagation law (section XII).
  • The exact rational values (reference): c, h, e, k and N_A exactly as fixed by the SI revision, the derived exact quantities 2e/h, h/e², h/2e, 2e²/h, h/2e², N_A e, N_A k, the electronvolt and h/e, and the 2022 rational values of alpha, 1/alpha, mu_0, eps_0 and Z_0 (Tables XXXII-XXXIII).
  • The normal equations characterize the minimizers, and the solution is unique at full column rank — milestone.
  • The single adjusted constant is the weighted mean with variance the inverse of the total weight, uniquely determined — milestone.
  • The printed degrees of freedom and Birge ratios: 133 - 79 = 54, 16 - 1 = 15, and the rounding intervals of sqrt(44.2/54) and sqrt(12.9/15) — milestone.
  • Expansion of uncertainties: a common factor squares the covariances and preserves every correlation; equal factors on the two members of a pair suffice — with the expansion factor 3.9 of the G adjustment as the instance — milestone.
  • The laws of propagation of relative uncertainty: unit self-correlations, single-component variances, quadratic scaling, and addition of variances for uncorrelated inputs — milestone.
  • The exact derived constants agree with the printed digit strings of Table XXXIII: K_J, R_K, Phi_0, G_0, G_0⁻¹, F, R, the electronvolt and h in eV Hz⁻¹ — milestone.
  • A single rational relative-uncertainty witness reproduces the printed uncertainties of the whole alpha family — milestone.
  • The 2022 adjustment is self-consistent: the goal, packaging the degrees of freedom, the two minimizations, the two Birge ratios, the correlation preservation under the expansion factor 3.9, the alpha-family witness, and the derived-value audit — the goal.

Significance

The CODATA adjustment is the mechanism by which the values of the fundamental constants become internationally accepted, self-consistent numbers; every precision measurement and every physical theory that quotes a constant inherits from it. The mission makes the three layers of the mechanism checkable by a proof assistant: the statistics (the least-squares theorem that the adjustment procedure is, by construction, the unique minimum of the chi-square statistic), the data hygiene (the effect of uncertainty expansion on covariances and correlations, and the propagation laws by which the recommended values and their uncertainties are derived), and the arithmetic (an exact rational audit confirming that the printed digit strings of the derived constants and the printed Birge statistics are consistent with the exact defining values and the reported chi-squares). Because the 2019 SI revision fixed h, e, k and N_A exactly, a growing family of derived constants is a pure rational computation; the mission verifies a representative slice of that family to the printed precision.

Difficulty

The milestones are honest and of mixed difficulty. The normal-equations milestone is the mathematical heart: the chi-square statistic is a quadratic form in the adjusted constants, strict positive definiteness of the weight matrix makes it convex, and the equivalence with the normal equations plus uniqueness at full column rank is a complete weighted least-squares existence-uniqueness argument, carried out entry by entry without matrix inverse lemmas. The weighted-mean milestone is a direct computation in the rank-one case, complicated only by the bookkeeping of the two-sided inverse predicate for the one-by-one normal matrix. The Birge milestone is real arithmetic: two subtractions and two square-root bounds, each reducible to exact rational comparisons by squaring. The expansion and propagation milestones are algebra over the reals: square roots of products of positive reals and the cancellation of equal factors; their difficulty is bookkeeping, not ideas. The derived-values and alpha-family milestones are exact rational computations with numerators and denominators up to thirty digits; they are fully decidable, and their difficulty is the size of the arithmetic — the prover must exhibit the witness ur and verify fifteen rational interval inclusions — for which norm_num-style automation is intended. The goal assembles the parts. Nothing in the mission requires mathematics beyond convexity of a quadratic form and exact rational arithmetic, and this is the point: the CODATA adjustment, the most authoritative computation in metrology, is at its core an auditable exact computation.

Formalization scope

Every theorem quantifies only over abstract least-squares structures and rational values; no measurement, no physical theory, and no probability distribution enters. The fragment excludes: the 133 input data as concrete vectors and the 79 adjusted constants as concrete quantities; the chi-square distribution and all probability statements; the least-squares fitting of the theoretical expressions (atomic transition frequencies, muonic Lamb shifts, magnetic-moment anomalies); the 2022-versus-2018 value comparisons and the historical narrative; the mises en pratique and the experimental methods; the electroweak and particle-physics input data; the quantities whose exact values involve pi (hbar, the Stefan-Boltzmann constant) or whose values carry experimental uncertainty outside the audited family; and the correlations among the input data as concrete numbers. What is formalized is the statistical skeleton, the covariance algebra, and the exact rational audit of the printed output.

Selected references

  • P. J. Mohr, D. B. Newell, B. N. Taylor and E. Tiesinga, CODATA recommended values of the fundamental physical constants: 2022, J. Phys. Chem. Ref. Data 54, 033105 (2025), doi 10.1063/5.0279860; Rev. Mod. Phys. 97, 025002 (2025), doi 10.1103/RevModPhys.97.025002 — the mission's source (uploaded by the proposer in both versions): section XII and Tables XXXII-XXXIII.
  • Resolution 1 of the 26th CGPM (2018) — the exact defining values of h, e, k and N_A on which the derived-value audit rests.
  • B. N. Taylor and C. E. Kuyatt, Guidelines for evaluating and expressing the uncertainty of NIST measurement results (1994), and the Guide to the Expression of Uncertainty in Measurement (JCGM 100) — the law of propagation of uncertainty that the propagation milestones formalize.
  • R. T. Birge (1932) and the subsequent least-squares tradition of the constants — the Birge ratio R_B = sqrt(chi²/nu) and the normalized-residual criterion that the expansion factors implement.
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CombinatoricsGraph TheoryMachine Learning·Captain: mikedeng1

Geometric Deep Learning IX: Message-Passing GNNs Are No More Powerful Than the Weisfeiler–Lehman Test — Equal Colour Histograms Force Equal OutputsTextbook

Motivation

Graph neural networks (GNNs) compute representations of nodes and whole graphs by repeatedly combining each node's state with information from its neighbours. Soon after they became a standard tool, the question arose of what they cannot do. A natural test case is graph isomorphism: given two graphs that are not isomorphic, can the network attach different representations to them? If it cannot, it is hopeless on any task that needs to tell the two graphs apart.

The yardstick for this question is the Weisfeiler–Lehman (WL) test (Weisfeiler and Leman, 1968), a colour-refinement procedure that is a necessary condition for isomorphism. Bronstein, Bruna, Cohen and Veličković's Geometric Deep Learning (arXiv:2104.13478v2) reports, in its historical chapter (Ch. 7, p. 120), the conclusion of Morris et al. (2019) and Xu et al. (2019): any GNN of the three flavours of §5.3 "cannot be more powerful than the WL test". This mission formalizes that claim, together with the surrounding remarks of the book that make it precise.

Timeline. 1968: Weisfeiler and Leman introduce the refinement. 2011: Shervashidze et al. use the WL iteration to build graph kernels. 2017: Gilmer et al. unify many architectures as message-passing neural networks. 2019: Morris et al. and Xu et al. independently prove that message-passing GNNs are bounded by 1-WL, and that injective aggregation attains the bound (the Graph Isomorphism Network). 2020: Corso et al. show that with continuous features injective aggregation needs several aggregators.

Setting

A graph GGG has node set V={0,…,n−1}V = \{0, \dots, n-1\}V={0,…,n−1} and a symmetric, loopless adjacency relation. The neighbourhood of a node is Nu={v:(u,v)∈E}\mathcal N_u = \{v : (u, v) \in E\}Nu​={v:(u,v)∈E} (eq. (11), p. 34); it does not contain uuu.

The WL colour refinement on a featureless graph starts with the same colour c0(u)c^0(u)c0(u) for every node and sets

cs+1(u)=(cs(u),{ ⁣{cs(v):v∈Nu} ⁣}),c^{s+1}(u) = \big(c^s(u), \{\!\{c^s(v) : v \in \mathcal N_u\}\!\}\big),cs+1(u)=(cs(u),{{cs(v):v∈Nu​}}),

where { ⁣{⋅} ⁣}\{\!\{\cdot\}\!\}{{⋅}} is a multiset. Colours carry their full history, so colours of nodes of two different graphs can be compared directly. The colour histogram at round sss is the multiset { ⁣{cs(u):u∈V} ⁣}\{\!\{c^s(u) : u \in V\}\!\}{{cs(u):u∈V}}. The WL test declares two graphs indistinguishable when their histograms agree at every round.

A message-passing layer (eq. (35), p. 79) has a message function ψ\psiψ, a permutation-invariant aggregator ⨁\bigoplus⨁ and an update ϕ\phiϕ, and updates node features hhh by

hu←ϕ(hu,⨁v∈Nuψ(hu,hv)).h_u \leftarrow \phi\Big(h_u, \bigoplus_{v \in \mathcal N_u} \psi(h_u, h_v)\Big).hu​←ϕ(hu​,v∈Nu​⨁​ψ(hu​,hv​)).

A GNN starts from a constant feature hu0=ch^0_u = chu0​=c and applies layers t=0,1,…t = 0, 1, \dotst=0,1,…, with parameters (ψt,⨁t,ϕt)(\psi_t, \bigoplus_t, \phi_t)(ψt​,⨁t​,ϕt​) shared by all graphs. Its graph-level output after TTT rounds is a read-out of the multiset { ⁣{huT:u∈V} ⁣}\{\!\{h^T_u : u \in V\}\!\}{{huT​:u∈V}}.

Formalization targets

Goal: GNNs are bounded by WL

For every GNN, read-out, depth TTT and pair of graphs GGG, G′G'G′ (of possibly different sizes):

cGt(u)=cG′t(v)  ⟹  hGt(u)=hG′t(v)(t≤T),c^t_G(u) = c^t_{G'}(v) \implies h^t_G(u) = h^t_{G'}(v) \quad (t \le T),cGt​(u)=cG′t​(v)⟹hGt​(u)=hG′t​(v)(t≤T), { ⁣{cGT(u)} ⁣}u={ ⁣{cG′T(v)} ⁣}v  ⟹  readout({ ⁣{hGT(u)} ⁣}u)=readout({ ⁣{hG′T(v)} ⁣}v).\{\!\{c^T_G(u)\}\!\}_u = \{\!\{c^T_{G'}(v)\}\!\}_v \implies \mathrm{readout}\big(\{\!\{h^T_G(u)\}\!\}_u\big) = \mathrm{readout}\big(\{\!\{h^T_{G'}(v)\}\!\}_v\big).{{cGT​(u)}}u​={{cG′T​(v)}}v​⟹readout({{hGT​(u)}}u​)=readout({{hG′T​(v)}}v​).

The statement fixes no architecture and no feature space: it quantifies over all message, aggregation, update and read-out functions.

Milestones

  1. Injective ϕ\phiϕ is one WL step (§4.1, p. 34): for the local layer hu↦ϕ(hu,{ ⁣{hv:v∈Nu} ⁣})h_u \mapsto \phi(h_u, \{\!\{h_v : v \in \mathcal N_u\}\!\})hu​↦ϕ(hu​,{{hv​:v∈Nu​}}) with ϕ\phiϕ injective, if equal features are exactly equal round-sss colours, then equal new features are exactly equal round-(s+1)(s+1)(s+1) colours.
  2. Isomorphic graphs (side-note p. 119): a GNN attaches identical representations to isomorphic graphs.
  3. C6C_6C6​ versus 2K32K_32K3​ (side-note p. 120): the 6-cycle and two disjoint triangles have equal WL histograms at every round but are not isomorphic.
  4. Max and mean (side-note p. 120): the multisets { ⁣{a,b} ⁣}\{\!\{a, b\}\!\}{{a,b}} and { ⁣{a,a,b,b} ⁣}\{\!\{a, a, b, b\}\!\}{{a,a,b,b}} differ but have the same maximum and the same mean.

Companion: reaching the bound

If every layer's update (x,S)↦ϕt(x,⨁y∈Sψt(x,y))(x, S) \mapsto \phi_t(x, \bigoplus_{y \in S} \psi_t(x, y))(x,S)↦ϕt​(x,⨁y∈S​ψt​(x,y)) is injective, then equal features are exactly equal WL colours (Xu et al.).

Significance

The result. The bound says that a GNN's ability to separate graphs is capped by a cheap combinatorial procedure. Every pair of non-isomorphic graphs that WL fails to separate — all regular graphs of the same degree and size, such as C6C_6C6​ and 2K32K_32K3​ — is also inseparable by every message-passing GNN, whatever its width, depth or training. This limitation motivated the higher-order and subgraph-based architectures discussed later in Ch. 7. The companion result explains why architectures with injective (sum-type) aggregation, such as GIN, are the maximally expressive members of the class, and the max/mean example explains why common aggregators fall short of it.

Formalizing it. The results are proved on paper; to the knowledge of this mission none has a machine-checked proof. The formalization makes explicit what the informal statements leave open: that the comparison needs parameters shared across graphs, that it concerns featureless graphs, which flavour of layer is covered, and in what sense "equivalent to one step" holds. It reuses a published 1-WL colour refinement (WLIdentification), so the GNN results connect to the platform's existing WL statements.

Difficulty

The statements are close to their definitions, and the difficulty is in the bookkeeping rather than in an idea. The comparison is between two different graphs, whose node sets are different types, so the relation between features and colours has to be carried across graphs rather than within one; equalities of colour multisets over neighbourhoods have to become equalities of multisets of messages, and histograms of colours have to become multisets of features. The C6C_6C6​ / 2K32K_32K3​ example needs the colours of a regular graph at every round and a separate non-isomorphism argument. A tempting shortcut, defining the GNN's features to be the WL colours, proves nothing: the goal quantifies over all GNNs.

Formalization scope

Graphs are the published OAI.WLIdentification.Graph (order nnn, Boolean symmetric loopless adjacency on Fin n); the WL test is its neighborColor and neighborHistogram, featureless and with history-carrying colours. The book numbers no theorems, so every item is cited by section, equation and printed page.

Conventions committed to:

  • Featureless graphs. The GNN's initial features are a constant, matching the featureless WL refinement (the WL analyses "almost always consider featureless or categorically-featured graphs", side-note p. 120). The featured version is not stated.
  • The message-passing flavour. The goal is posed for layers (35). It covers the attentional flavour (34) and the convolutional flavour (33) when the coefficient cuvc_{uv}cuv​ is a function of the features of uuu and vvv. A coefficient that is an arbitrary function of the graph is outside the claim; with cuvc_{uv}cuv​ the number of triangles through uuu, a convolutional layer separates C6C_6C6​ from 2K32K_32K3​.
  • Shared parameters. One GNN is evaluated on both graphs. A formalization in which each graph receives its own parameters would be trivially satisfiable and is ruled out.
  • Aggregation on multisets. The aggregator is a function of the multiset of messages, so permutation invariance holds by construction; message, aggregate and feature types are arbitrary types.
  • Neighbourhoods exclude the node itself; the node's own state enters through the first argument of ϕ\phiϕ.
  • The page's slips. The WL test is described (p. 120) as "randomly hashing their sums"; the refinement used hashes the multiset injectively. "With summation being a key representative" is not formalized: on real features summation is not injective on multisets, and Xu et al.'s result uses a chosen feature embedding.

Infrastructure needed is light: multiset bijections along equal maps (Multiset.map), induction over rounds, and finite computations on six-node graphs. The induction lemmas relating features to colours across two graphs are reusable for any further GNN-expressivity statement (higher-order WL, subgraph GNNs). Proofs of the milestones, of the companion, and alternative proofs of the goal through the companion are welcome.

Selected references

  • M. M. Bronstein, J. Bruna, T. Cohen, P. Veličković, Geometric Deep Learning: Grids, Groups, Graphs, Geodesics, and Gauges, arXiv preprint, 2021. https://arxiv.org/abs/2104.13478v2
  • B. Weisfeiler, A. Leman, The reduction of a graph to canonical form and the algebra which appears therein, Nauchno-Technicheskaya Informatsia, 1968 (English translation). https://www.iti.zcu.cz/wl2018/pdf/wl_paper_translation.pdf
  • K. Xu, W. Hu, J. Leskovec, S. Jegelka, How Powerful are Graph Neural Networks?, ICLR, 2019. https://arxiv.org/abs/1810.00826
  • C. Morris, M. Ritzert, M. Fey, W. L. Hamilton, J. E. Lenssen, G. Rattan, M. Grohe, Weisfeiler and Leman Go Neural: Higher-order Graph Neural Networks, AAAI, 2019. https://arxiv.org/abs/1810.02244
  • J. Gilmer, S. S. Schoenholz, P. F. Riley, O. Vinyals, G. E. Dahl, Neural Message Passing for Quantum Chemistry, ICML, 2017. https://arxiv.org/abs/1704.01212
  • N. Shervashidze, P. Schweitzer, E. J. van Leeuwen, K. Mehlhorn, K. M. Borgwardt, Weisfeiler-Lehman Graph Kernels, JMLR 12, 2011. https://www.jmlr.org/papers/v12/shervashidze11a.html
  • G. Corso, L. Cavalleri, D. Beaini, P. Liò, P. Veličković, Principal Neighbourhood Aggregation for Graph Nets, NeurIPS, 2020. https://arxiv.org/abs/2004.05718
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Dynamical SystemsMachine Learning·Captain: mikedeng1

Geometric Deep Learning VIII: An RNN Seeded at a Fixed Point h⁽⁰⁾ = R(0, h⁽⁰⁾) Is Equivariant to Left Shifts of a Zero-Padded Input SequenceTextbook

Why sequence boundaries matter

A recurrent neural network (RNN) processes an ordered stream while retaining a summary of earlier inputs. The same update rule is applied at every time step, so it is natural to ask whether shifting the input stream simply shifts the resulting sequence of summaries. The answer depends on how the run begins. The first summary is supplied as an initial state, while the first input encountered after a shift can be different. Bronstein, Bruna, Cohen and Veličković use this boundary effect to explain a precise form of temporal translation equivariance for RNNs in §5.7 of Geometric Deep Learning (arXiv:2104.13478v2, pp. 90–93).

The claim matters when the same sequential model is applied to streams presented with different starting times. Without a specified boundary convention, the shared update rule alone does not guarantee that corresponding hidden states agree. The chapter's zero-padding construction makes that convention explicit. Its condition on the initial state can then be stated independently of a particular architecture or training procedure. The book numbers equations but no theorems or lemmas here; the mission's items are cited by section, equation, page, and, for a marginal statement, “side-note.”

RNN runs and padded sequences

Let z(t)∈Rkz(t)\in\mathbb R^kz(t)∈Rk be the input at time ttt, let h(t)∈Rmh(t)\in\mathbb R^mh(t)∈Rm be its hidden summary, and let R:Rk×Rm→RmR:\mathbb R^k\times\mathbb R^m\to\mathbb R^mR:Rk×Rm→Rm be a shared update map. Given a seed h0h_0h0​, equation (38) defines a run by

h(0)=h0,h(t+1)=R(z(t+1),h(t)).h(0)=h_0,\qquad h(t+1)=R\bigl(z(t+1),h(t)\bigr).h(0)=h0​,h(t+1)=R(z(t+1),h(t)).

The first processed input is z(1)z(1)z(1); z(0)z(0)z(0) is unused. This is the book's time convention, including the named state h(0)h(0)h(0) (Bronstein et al., §5.7, p. 90, equation (38)). The update map is arbitrary: the results concern the recurrence itself, so they do not require the affine layer and activation used as one example in equation (39).

A left shift by sss steps replaces the input at time ttt with the old input at time t+st+st+s. A left-padded input of length ddd is

zˉ(t)={0,t≤d,z(t−d),t>d.\bar z(t)= \begin{cases} 0,&t\le d,\\ z(t-d),&t>d. \end{cases}zˉ(t)={0,z(t−d),​t≤d,t>d.​

Here 000 is the zero vector in Rk\mathbb R^kRk. The original input begins at time d+1d+1d+1. The two runs being compared use the same update map and the same seed. This is the exact padding convention displayed on p. 93 of the book (Bronstein et al., §5.7, p. 93).

Formalization targets

The capstone is the chapter's one-step equivariance claim. For every update map, input sequence, and seed fixed by the zero-input update, one or more zero-padding steps suffice:

d≥1,R(0,h0)=h0⟹hzˉ(⋅+1)(t)=hzˉ(t+1)for every t≥0.d\ge1,\qquad R(0,h_0)=h_0 \quad\Longrightarrow\quad h_{\bar z(\cdot+1)}(t)=h_{\bar z}(t+1) \quad\text{for every }t\ge0.d≥1,R(0,h0​)=h0​⟹hzˉ(⋅+1)​(t)=hzˉ​(t+1)for every t≥0.

The multi-step side note extends the conclusion to every sss with 0≤s≤d0\le s\le d0≤s≤d:

hzˉ(⋅+s)(t)=hzˉ(t+s)for every t≥0.h_{\bar z(\cdot+s)}(t)=h_{\bar z}(t+s) \quad\text{for every }t\ge0.hzˉ(⋅+s)​(t)=hzˉ​(t+s)for every t≥0.

The milestone list also records the book's unpadded boundary counterexample and its observation that a contraction γ(h)=R(0,h)\gamma(h)=R(0,h)γ(h)=R(0,h) has a unique attracting fixed point. The latter is represented by an already proved, reusable Banach fixed-point theorem rather than a second draft of the same result (Bronstein et al., §5.7, pp. 92–93, equations (40)–(42) and side-note).

What the result supplies

The equivariance theorem identifies a checkable condition under which the hidden-state sequence tracks a left-shifted input exactly, including at the first state. It also marks the limit of the informal idea that sharing the same update map across time automatically creates shift equivariance: the unpadded run can fail already at time 111. The fixed-point condition is therefore part of the mathematical claim, rather than an implementation preference (Bronstein et al., §5.7, pp. 92–93).

The RNN shift statements are targets for machine-checked proofs. The contraction milestone already has a machine-checked proof in the referenced CursoEDO.contraction_fixed_point theorem. A completed development would make the boundary convention and the arbitrary-update-map quantifiers available for later statements about sequential models. The recurrence and padding definitions are reusable whenever a discrete-time state update is compared before and after a shift.

The boundary difficulty

The tempting comparison takes two runs that begin with the same seed, then tries to pair the shifted run's state at ttt with the original run's state at t+1t+1t+1. At the first step, those states have encountered different input histories. Equations (40)–(41) display the mismatch: the original run has applied RRR to its first input, while the shifted run still uses the supplied seed at the corresponding update. For an arbitrary RRR and arbitrary first input, the states need not agree (Bronstein et al., §5.7, p. 92). A shift statement that omits its padding length or seed condition would therefore assert something the chapter explicitly rejects.

Formalization scope

Lean represents Rk\mathbb R^kRk and Rm\mathbb R^mRm as functions on Fin k and Fin m; time and padding lengths are natural numbers. The run uses h(0)=h0h(0)=h_0h(0)=h0​ and consumes z(t+1)z(t+1)z(t+1) at its next update. The padding function returns the zero vector through index ddd and then the correspondingly indexed original input. These definitions cover every finite dimension, including zero-dimensional edge cases, while the unpadded counterexample uses one input and one hidden coordinate.

The target ranges over all update maps RRR and all input sequences; it does not impose a special neural-network parameterization. The seed is any fixed point of h↦R(0,h)h\mapsto R(0,h)h↦R(0,h), not necessarily the zero state, and the zero-input update need not be the identity map. The formal statements include time t=0t=0t=0 and the endpoint s=ds=ds=d. No contraction assumption is needed for shift equivariance itself; contraction enters only the separate existence-and-convergence milestone. The contraction theorem is stated for a nonempty complete metric space, which includes the finite-dimensional real hidden-state spaces used here.

The work requires a small discrete recurrence interface, an exact padding definition, and proofs for the boundary counterexample and shift identities. Those two definitions and the shift results can also support variants with a nonzero padding vector. The LSTM equations of §5.8 have a separate gated state model and are outside this mission's formalization scope. Contributions that keep the full fixed-point hypothesis and the stated boundary cases are welcome.

Selected references

  • M. M. Bronstein, J. Bruna, T. Cohen and P. Veličković, Geometric Deep Learning: Grids, Groups, Graphs, Geodesics, and Gauges, arXiv preprint, 2021, arXiv:2104.13478v2, §5.7, pp. 90–93.
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Harmonic AnalysisLinear algebraMachine Learning·Captain: mikedeng1

Geometric Deep Learning III: An n × n Matrix Commutes with the Cyclic Shift S if and only if It Is Circulant, So Convolution Is Shift EquivarianceTextbook

Why convolution, and why the shift

Convolutional neural networks process images, audio and time series with layers whose weights are shared across positions. The Geometric Deep Learning programme of Bronstein, Bruna, Cohen and Veličković (arXiv:2104.13478v2) explains this architecture by symmetry: on a grid the relevant symmetry is translation, and a linear layer that respects translations is forced to be a convolution. Section 4.2 of the book makes this precise in the simplest setting, a one-dimensional periodic grid, and then derives the discrete Fourier transform from the same symmetry, as the common eigenbasis of all convolution operators. The material is classical in signal processing (see the tutorial of Bamieh, arXiv:1805.05533), and the book uses it as the template that the later chapters generalise to groups, graphs and manifolds; for example, graph signal processing (Sandryhaila and Moura, arXiv:1210.4752) replaces the shift by an adjacency matrix.

This mission formalises the characterisation the book calls the basis of "the overall philosophy of Geometric ML": a matrix is circulant if and only if it commutes with the shift (§4.2, p. 37). It is the third mission of a series on the book. The book numbers no theorems, lemmas or definitions; every item is cited by section, equation or position, and printed page.

Setting

Fix n≥1n \ge 1n≥1 and the ring graph with nodes Zn={0,1,…,n−1}\mathbb Z_n = \{0, 1, \dots, n-1\}Zn​={0,1,…,n−1}, arithmetic taken modulo nnn. A signal is a vector x=(x0,…,xn−1)x = (x_0, \dots, x_{n-1})x=(x0​,…,xn−1​) with entries in a commutative ring RRR, for instance R\mathbb RR.

  • The circulant matrix of a vector θ=(θ0,…,θn−1)\theta = (\theta_0, \dots, \theta_{n-1})θ=(θ0​,…,θn−1​) is C(θ)=(θu−v mod n)u,vC(\theta) = (\theta_{u - v \bmod n})_{u, v}C(θ)=(θu−vmodn​)u,v​: each row is the previous one shifted circularly by one position.
  • The circular convolution of a signal xxx with a filter θ\thetaθ is (x⋆θ)u=∑v=0n−1xv θu−v mod n(x \star \theta)_u = \sum_{v=0}^{n-1} x_v\, \theta_{u - v \bmod n}(x⋆θ)u​=∑v=0n−1​xv​θu−vmodn​.
  • The right shift SSS is the circulant matrix of θ=(0,1,0,…,0)⊤\theta = (0, 1, 0, \dots, 0)^\topθ=(0,1,0,…,0)⊤. It moves a vector one position to the right, (Sx)u=xu−1(Sx)_u = x_{u-1}(Sx)u​=xu−1​.
  • Over C\mathbb CC, the discrete Fourier basis is φk(u)=n−1/2e2πiku/n\varphi_k(u) = n^{-1/2} e^{2\pi i k u / n}φk​(u)=n−1/2e2πiku/n for k=0,…,n−1k = 0, \dots, n-1k=0,…,n−1. The Fourier matrix Φ=(φ0,…,φn−1)\Phi = (\varphi_0, \dots, \varphi_{n-1})Φ=(φ0​,…,φn−1​) has the φk\varphi_kφk​ as columns, and Φ∗\Phi^*Φ∗ is its conjugate transpose.

In Lean the index set is ZMod n with [NeZero n], C(θ)C(\theta)C(θ) is Mathlib's Matrix.circulant θ, and the mission's definitions GeomDL.Grids.conv, GeomDL.Grids.shift, GeomDL.Grids.fourierVec and GeomDL.Grids.fourierMatrix are the four objects above.

Formalization targets

Goal: commuting with the shift characterises circulant matrices

For every n×nn \times nn×n matrix MMM over a commutative ring RRR,

MS=SM  ⟺  M=C(θ) for some θ∈Rn.M S = S M \iff M = C(\theta) \text{ for some } \theta \in R^n .MS=SM⟺M=C(θ) for some θ∈Rn.

The book states the converse direction tentatively ("the opposite direction appears to be true as well"); it is a theorem, and it is stated here without the hedge.

Milestones, in attack order

  1. Circulant matrices are convolutions, C(θ)x=x⋆θC(\theta)x = x \star \thetaC(θ)x=x⋆θ, and S=C(0,1,0,…,0)S = C(0, 1, 0, \dots, 0)S=C(0,1,0,…,0) shifts right, (Sx)u=xu−1(Sx)_u = x_{u-1}(Sx)u​=xu−1​ (p. 37).
  2. The left shift is S⊤S^\topS⊤, and S⊤S=SS⊤=IS^\top S = S S^\top = IS⊤S=SS⊤=I (side-note, p. 37).
  3. Shift equivariance of convolution, S C(θ) x=C(θ) S xS\,C(\theta)\,x = C(\theta)\,S\,xSC(θ)x=C(θ)Sx (p. 37).
  4. The Fourier basis vectors are eigenvectors of SSS: Sφk=e−2πik/nφkS\varphi_k = e^{-2\pi i k/n}\varphi_kSφk​=e−2πik/nφk​, with eigenvalues that are nnn-th roots of unity (p. 38 and side-note).
  5. These eigenvalues are pairwise distinct (side-note, p. 37).
  6. Φ∗Φ=I\Phi^*\Phi = IΦ∗Φ=I (side-note, p. 38).

Companion: the Convolution Theorem

With (Fθ)k=∑wθwe−2πikw/n(\mathcal F\theta)_k = \sum_w \theta_w e^{-2\pi i k w/n}(Fθ)k​=∑w​θw​e−2πikw/n,

C(θ)φk=(Fθ)k φk,C(θ)=Φ diag⁡(Fθ) Φ∗.C(\theta)\varphi_k = (\mathcal F\theta)_k\,\varphi_k, \qquad C(\theta) = \Phi\,\operatorname{diag}(\mathcal F\theta)\,\Phi^* .C(θ)φk​=(Fθ)k​φk​,C(θ)=Φdiag(Fθ)Φ∗.

The book prints this with θ^=Φ∗θ=n−1/2Fθ\hat\theta = \Phi^*\theta = n^{-1/2}\mathcal F\thetaθ^=Φ∗θ=n−1/2Fθ in place of Fθ\mathcal F\thetaFθ, which is off by a factor n\sqrt nn​ for n≥2n \ge 2n≥2; the corrected identity is stated. The transform form of the Convolution Theorem, F(u⋆v)=Fu⋅Fv\mathcal F(u \star v) = \mathcal F u \cdot \mathcal F vF(u⋆v)=Fu⋅Fv with Mathlib's ZMod.dft, is already Proved on the platform as IntMul.HvdH.dft_cyclic_conv and is included as a reference item.

Significance

The goal identifies the space of linear translation-equivariant maps on RZnR^{\mathbb Z_n}RZn​ with the convolutions, an nnn-dimensional space parametrised by the filter θ\thetaθ. This is the statement that lets the book define convolution as a translation-equivariant linear operation, and it is the grid case of the general principle the book develops in §4.3 and §5: a linear map that commutes with a group action is a group convolution. Milestones 4–6 and the companion are the other half of §4.2: the shift has distinct eigenvalues, so every matrix commuting with it is diagonal in the shift's eigenbasis, and that eigenbasis is the Fourier basis; hence the Fourier transform diagonalises every convolution.

Mathlib contains circulant matrices, their commutativity (Matrix.circulant_mul_comm) and the discrete Fourier transform on ZMod n, but neither the converse characterisation nor the diagonalisation of circulant matrices by the normalised Fourier matrix. The mission adds these, in a form that later missions of the series (group convolutions, graph Fourier transforms) can be compared against.

Difficulty

The direction "⇐\Leftarrow⇐" is a one-line consequence of the commutativity of circulant matrices. The content is "⇒\Rightarrow⇒": the equation MS=SMMS = SMMS=SM is an equation between matrices, and it has to be turned into the statement that the entries of MMM are constant along every cyclic diagonal, with the indices handled modulo nnn. The spectral argument of the book (commuting matrices with a common eigenbasis) only applies over a field containing the nnn-th roots of unity in which nnn is invertible; over a general commutative ring, such as Z\mathbb ZZ or Z/2\mathbb Z/2Z/2, the goal has to be proved without it. For the Fourier statements the work is in the geometric sums of roots of unity and in the bookkeeping between the representatives {0,…,n−1}\{0, \dots, n-1\}{0,…,n−1} used in the exponents and the arithmetic of Zn\mathbb Z_nZn​.

Formalization scope

  • Indices live in ZMod n with [NeZero n], so n≥1n \ge 1n≥1 and matrices are finite; no lower bound n≥2n \ge 2n≥2 is needed (for n=1n = 1n=1, S=IS = IS=I and every matrix is circulant, so the goal holds). Exponents use the representatives ZMod.val ∈{0,…,n−1}\in \{0, \dots, n-1\}∈{0,…,n−1}, as on the page.
  • The goal and milestones 1–3 are stated over an arbitrary commutative ring RRR; milestones 4–6 and the companion are over C\mathbb CC.
  • "Circulant" means equal to Matrix.circulant θ for some θ. Defining a matrix to be circulant when it commutes with SSS would make the goal true by definition; the mission does not do that. A sanity file checks that the shift moves vectors to the right on Z3\mathbb Z_3Z3​ and that diag⁡(1,0)\operatorname{diag}(1, 0)diag(1,0) on Z2\mathbb Z_2Z2​ does not commute with SSS.
  • The side-note on p. 38 calls Φ\PhiΦ "orthogonal"; the property it writes, Φ∗Φ=I\Phi^*\Phi = IΦ∗Φ=I with the conjugate transpose, is unitarity, and that is what is stated.
  • The Fourier normalisation is the book's n−1/2n^{-1/2}n−1/2 in φk\varphi_kφk​; the eigenvalues in the companion use Mathlib's unnormalised ZMod.dft, and the factor n\sqrt nn​ is written out in its statement.

No new infrastructure beyond Mathlib is required. Proofs of any item, and proofs of the goal that avoid the spectral argument, are welcome; the shift and Fourier lemmas are reusable for the graph Fourier transform later in the book.

Selected references

  • M. M. Bronstein, J. Bruna, T. Cohen, P. Veličković, Geometric Deep Learning: Grids, Groups, Graphs, Geodesics, and Gauges, arXiv preprint, 2021 (v2). §4.2, pp. 35–38. https://arxiv.org/abs/2104.13478
  • B. Bamieh, Discovering Transforms: A Tutorial on Circulant Matrices, Circular Convolution, and the Discrete Fourier Transform, arXiv preprint, 2018. https://arxiv.org/abs/1805.05533
  • A. Sandryhaila, J. M. F. Moura, Discrete Signal Processing on Graphs, IEEE Transactions on Signal Processing, 2013. https://arxiv.org/abs/1210.4752
  • D. Harvey, J. van der Hoeven, Integer multiplication in time O(n log n), Annals of Mathematics, 2021 (source of the platform's proved IntMul.HvdH.dft_cyclic_conv). https://hal.science/hal-02070778
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Quantum InformationTheoretical Computer Science·Captain: mikedeng1

A Meet-in-the-Middle Algorithm for Fast Synthesis of Depth-Optimal Quantum Circuits: Meet-in-the-Middle Search Returns a Minimal-Depth Circuit, Generating Only Circuits of Half the DepthResearch Paper

Motivation

A quantum algorithm is run as a quantum circuit: a sequence of elementary gates drawn from a fixed instruction set, such as the Hadamard, phase, controlled-NOT and TTT gates. On fault-tolerant hardware every layer of gates costs time and error-correction overhead, so the depth of a circuit, its number of layers, is a primary cost measure. Compilers therefore want, for a given target unitary, a circuit of the least possible depth, not merely some circuit.

Amy, Maslov, Mosca and Roetteler (arXiv:1206.0758, IEEE TCAD 2013) gave an exact, depth-optimal synthesis algorithm, MITM-factor, based on a meet-in-the-middle search. With it they found the first TTT-depth-3 circuit for the Toffoli gate and improved circuits for several standard gates. Approximate synthesis methods such as the Solovay–Kitaev algorithm (Dawson–Nielsen) produce short circuits but not optimal ones. The paper is a standard reference for exact, optimal synthesis over Clifford+TTT, and later depth- and TTT-count-optimal search methods start from it.

Setting

Fix nnn qubits. U(2n)U(2^n)U(2n) is the group of 2n×2n2^n \times 2^n2n×2n complex matrices UUU with UU†=U†U=IUU^\dagger = U^\dagger U = IUU†=U†U=I, where U†U^\daggerU† is the conjugate transpose. An instruction set G\mathcal GG is a set of gates closed under inversion. A gate acts on some of the qubits and as the identity on the rest.

A depth-one circuit applies gates of G\mathcal GG to pairwise disjoint sets of qubits at once. Vn,G\mathcal V_{n,\mathcal G}Vn,G​ is the set of unitaries of depth-one circuits. A circuit of depth mmm is a sequence of layers U1,…,Um∈Vn,GU_1, \dots, U_m \in \mathcal V_{n,\mathcal G}U1​,…,Um​∈Vn,G​, and it implements U1U2⋯UmU_1U_2\cdots U_mU1​U2​⋯Um​. Let

S0={I},Si=Vn,G Si−1,S_0 = \{I\}, \qquad S_i = \mathcal V_{n,\mathcal G}\, S_{i-1},S0​={I},Si​=Vn,G​Si−1​,

so SiS_iSi​ is the set of unitaries implementable in depth iii, and write Si†U={X†U:X∈Si}S_i^\dagger U = \{X^\dagger U : X \in S_i\}Si†​U={X†U:X∈Si​}.

MITM-factor(G,U,l)(\mathcal G, U, l)(G,U,l) runs i=1,…,⌈l/2⌉i = 1, \dots, \lceil l/2\rceili=1,…,⌈l/2⌉. At step iii it builds SiS_iSi​ and tests whether Si−1†U∩Si≠∅S_{i-1}^\dagger U \cap S_i \ne \emptysetSi−1†​U∩Si​=∅; if so it returns the concatenation of the two witnessing circuits. Otherwise it tests Si†U∩Si≠∅S_i^\dagger U \cap S_i \ne \emptysetSi†​U∩Si​=∅ in the same way. If no step succeeds, it returns nothing.

In the Lean development the layer set is a finite set V of unitaries standing for Vn,G\mathcal V_{n,\mathcal G}Vn,G​, S V i is SiS_iSi​, circuits V i is the set of circuits of iii layers (lists over V), and mitmFactor V U l is the algorithm.

Formalization targets

Goal: the main result (§2, p. 4)

For every finite VVV, unitary UUU and l≥0l \ge 0l≥0, with h=⌈l/2⌉h = \lceil l/2\rceilh=⌈l/2⌉:

MITM-factor(U,l)=none  ⟺  U∉S1∪⋯∪S2h,\text{MITM-factor}(U,l) = \text{none} \iff U \notin S_1 \cup \cdots \cup S_{2h},MITM-factor(U,l)=none⟺U∈/S1​∪⋯∪S2h​,

and a returned circuit ccc lies over VVV, implements UUU, has 1≤∣c∣≤2h1 \le |c| \le 2h1≤∣c∣≤2h, and ∣c∣≤∣c′∣|c| \le |c'|∣c∣≤∣c′∣ for every circuit c′c'c′ over VVV of positive depth implementing UUU. For even lll the decided range is exactly 1≤d≤l1 \le d \le l1≤d≤l. If ∣V∣≥2|V| \ge 2∣V∣≥2, the counted cost satisfies

cost(U,l)≤8 ∣V∣hlog⁡2∣V∣h.\mathrm{cost}(U,l) \le 8\,|V|^{h}\log_2 |V|^{h}.cost(U,l)≤8∣V∣hlog2​∣V∣h.

The goal fixes no instruction set and no gate. It is the paper's correctness and running-time claim for the search itself.

Milestones

In attack order:

  1. Vn,G\mathcal V_{n,\mathcal G}Vn,G​ is closed under adjoint (proof of Lemma 1).
  2. Si†=SiS_i^\dagger = S_iSi†​=Si​ when the layer set is closed under adjoint.
  3. The sets the algorithm generates are exactly the depth-iii circuits and their unitaries.
  4. Lemma 1: UUU has a depth-lll circuit iff S⌊l/2⌋†U∩S⌈l/2⌉≠∅S_{\lfloor l/2\rfloor}^\dagger U \cap S_{\lceil l/2\rceil} \ne \emptysetS⌊l/2⌋†​U∩S⌈l/2⌉​=∅.
  5. Iteration iii tests depth 2i−12i-12i−1, then depth 2i2i2i.
  6. The algorithm stops at the least positive depth.
  7. ∣Si∣≤∣V∣i|S_i| \le |V|^i∣Si​∣≤∣V∣i.
  8. The two sum bounds of the running-time analysis.

Significance

The result. Searching all circuits of depth at most lll takes ∣Vn,G∣l|\mathcal V_{n,\mathcal G}|^l∣Vn,G​∣l steps. MITM-factor needs only about ∣Vn,G∣⌈l/2⌉|\mathcal V_{n,\mathcal G}|^{\lceil l/2\rceil}∣Vn,G​∣⌈l/2⌉, up to a logarithmic factor: a square-root saving that made exhaustive depth-optimal synthesis of three- and four-qubit gates feasible. Its correctness is what lets a computer search certify optimality: when the search fails up to depth lll, no shorter circuit exists. The paper's non-existence statements, such as the absence of shallower circuits for particular gates, rest on this.

Formalizing it. The result is proved in the paper, informally and briefly. No machine-checked version is known to exist. The mission produces a checked statement of what the search decides, which repairs two boundary cases of the printed claim (see Formalization scope), and a cost bound with an explicit constant in place of the OOO. Lemma 1 and the generation step are reusable for any meet-in-the-middle search over a monoid generated by a finite set.

Difficulty

The mathematics is elementary; the difficulty is in stating exactly what the algorithm does. The obvious reading, "the algorithm decides depth at most lll", is false for odd lll: the last step also tests depth l+1l + 1l+1 and may return a circuit of that depth. "Returns a circuit of minimal depth" is false for U=IU = IU=I, whose minimal depth 000 is never tested. A proof therefore has to track the loop's first success through two interleaved tests per step, and connect sets of unitaries to circuits as lists of layers. For the cost bound, the step from per-iteration costs to the total needs the geometric-sum bound in a form the paper misprints: ∑i≤hmi≤mh(1+1/(mh−1))\sum_{i \le h} m^i \le m^h(1 + 1/(m^h - 1))∑i≤h​mi≤mh(1+1/(mh−1)) fails at m=2m = 2m=2, h=2h = 2h=2.

Formalization scope

  • Unitaries are elements of Matrix.unitaryGroup (Fin n → Bool) ℂ; U†U^\daggerU† is the group inverse.

  • The layer set V is an arbitrary Finset of unitaries. The paper's argument uses nothing about Vn,G\mathcal V_{n,\mathcal G}Vn,G​ beyond finiteness, and milestone 1 relates Vn,G\mathcal V_{n,\mathcal G}Vn,G​, defined over the shared QAlgorithms gate and circuit layer, to this setting. Hypotheses on V appear only where used: closure under inverse for milestone 2, ∣V∣≥2|V| \ge 2∣V∣≥2 for the cost clause.

  • Circuits are Lists of layers, implementing their List.prod, head leftmost, as "U1U2⋯UmU_1U_2\cdots U_mU1​U2​⋯Um​" on p. 4. The algorithm returns a circuit, not a unitary. The "any circuit" of the pseudocode is a choice of witnesses.

  • Corrections, each disclosed in the items:

    • the decided range is 1≤d≤2⌈l/2⌉1 \le d \le 2\lceil l/2\rceil1≤d≤2⌈l/2⌉;
    • minimality is among circuits of positive depth;
    • the second sum bound uses 1/(∣V∣−1)1/(|V| - 1)1/(∣V∣−1).
  • Cost model. The running time is a counted cost, built from the sets SiS_iSi​ the run actually generates:

    • ∣V∣ ∣Si−1∣|V|\,|S_{i-1}|∣V∣∣Si−1​∣ to generate SiS_iSi​;
    • ∣Si∣log⁡2∣Si∣|S_i|\log_2|S_i|∣Si​∣log2​∣Si​∣ to sort it;
    • (∣Si−1∣+∣Si∣)log⁡2∣Si∣(|S_{i-1}| + |S_i|)\log_2|S_i|(∣Si−1​∣+∣Si​∣)log2​∣Si​∣ for the lookups.

    These are summed over the iterations executed, up to the first success. Logarithms are Real.logb 2. The constant 888 is the mission's explicit form of the paper's OOO.

  • Trivializing readings are ruled out: the cost is not defined from ∣V∣i|V|^i∣V∣i, which would make the bound an identity about powers, and the goal is not an existence claim about some algorithm with that cost. A circuit-valued output compared against every circuit over VVV prevents a content-free minimality clause.

  • Not covered: Theorem 1 and Theorem 2 with Lemma 2 (controlled-UUU costs and TTT-depth with ancillas), the TTT-depth variant of §3.1, the pruning of §4, and the computational results of §§5–6.

  • Welcome contributions: proofs of the milestones, lemmas on circuits and S (for instance Si+j=SiSjS_{i+j} = S_iS_jSi+j​=Si​Sj​), and a list-based model of the sort-and-search cost.

Selected references

  • M. Amy, D. Maslov, M. Mosca, M. Roetteler, A meet-in-the-middle algorithm for fast synthesis of depth-optimal quantum circuits, IEEE Trans. Computer-Aided Design 32(6), 2013; arXiv:1206.0758v3. https://arxiv.org/abs/1206.0758
  • C. M. Dawson, M. A. Nielsen, The Solovay–Kitaev algorithm, Quantum Inf. Comput. 6(1), 2006; arXiv:quant-ph/0505030. https://arxiv.org/abs/quant-ph/0505030
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CombinatoricsComplexity Theory·Captain: yousofy

Block Sensitivity vs. Sensitivity: Reach 2.1308255793978239…2.1308255793978239\ldots2.1308255793978239…Open Problem

Comparing single-coordinate and block changes

A Boolean function can react differently to changing one input coordinate and changing several coordinates together. Measuring this difference is a question about the local complexity of total Boolean functions. The Block Sensitivity vs. Sensitivity campaign records exponents that quantify how large this difference can become along families of functions with increasing sensitivity.

This mission records the exact exponent

α=log⁡(140558)log⁡(3738277295413674)=2.130825579397823947629976285043….\alpha=\frac{\log(14055^8)}{\log(3738277295413674)} =2.130825579397823947629976285043\ldots.α=log(3738277295413674)log(140558)​=2.130825579397823947629976285043….

Its construction is already accepted and public. The mission expresses that result using the campaign's shared definition, so that its value can enter the same record as earlier entries. The logarithmic expression is the target; the displayed decimal is an approximation. No optimality claim is part of this mission.

Boolean functions and sensitive blocks

A total Boolean function on nnn coordinates is a map f:{0,1}n→{0,1}f:\{0,1\}^n\to\{0,1\}f:{0,1}n→{0,1}, defined on every binary input. For an input xxx and a set BBB of coordinates, write x⊕Bx\oplus Bx⊕B for the input obtained by flipping exactly the bits indexed by BBB.

A coordinate iii is sensitive at xxx if f(x⊕{i})≠f(x)f(x\oplus\{i\})\ne f(x)f(x⊕{i})=f(x). The sensitivity s(f,x)s(f,x)s(f,x) counts those coordinates, and s(f)s(f)s(f) is the maximum of s(f,x)s(f,x)s(f,x) over all inputs. A nonempty coordinate set BBB is a sensitive block at xxx if f(x⊕B)≠f(x)f(x\oplus B)\ne f(x)f(x⊕B)=f(x). The block sensitivity bs⁡(f,x)\operatorname{bs}(f,x)bs(f,x) is the largest number of pairwise disjoint sensitive blocks at that input. The quantity bs⁡(f)\operatorname{bs}(f)bs(f) is its maximum over all inputs.

Every block in one block-sensitivity witness is tested at the same input. The blocks are disjoint as coordinate sets; their sizes need not be equal. These conventions are those of the shared foundation mission, rather than complexity measures defined only on selected inputs or on a promise domain.

Formalization target

The goal is the campaign proposition AchievesExponent⁡(α)\operatorname{AchievesExponent}(\alpha)AchievesExponent(α). Explicitly, for every real ε>0\varepsilon>0ε>0 and every natural number S≥2S\ge2S≥2, there must exist a natural number nnn and a total Boolean function f:{0,1}n→{0,1}f:\{0,1\}^n\to\{0,1\}f:{0,1}n→{0,1} satisfying

s(f)≥S,bs⁡(f)≥s(f)α−ε.s(f)\ge S,\qquad \operatorname{bs}(f)\ge s(f)^{\alpha-\varepsilon}.s(f)≥S,bs(f)≥s(f)α−ε.

Both the dimension and the function may depend on ε\varepsilonε and SSS. The sensitivity threshold is essential: a favorable ratio for one bounded example does not establish this statement. For example, choosing successively smaller positive losses and increasing thresholds produces a sequence of finite total Boolean functions with unbounded sensitivity and exponents approaching α\alphaα.

The exact numerator is the natural number

140558=1522813785050025472152230187890625.14055^8=1522813785050025472152230187890625.140558=1522813785050025472152230187890625.

The denominator inside the logarithm is 373827729541367437382772954136743738277295413674. Both logarithm arguments exceed one. There is no division by a zero logarithm, and the result uses ordinary real powers. The goal does not assume a finite construction certificate or the existence of a suitable labeling as a hypothesis.

Improvement and verification status

The accepted construction theorem also proves the strict comparison

log⁡(140558)log⁡(3738289747988852)<α.\frac{\log(14055^8)}{\log(3738289747988852)}<\alpha.log(3738289747988852)log(140558)​<α.

It improves the earlier public exponent, approximately 2.1303203332203662.1303203332203662.130320333220366, by approximately 0.0005052460.0005052460.000505246. The full proof constructs actual Boolean functions and establishes the asymptotic quantifiers; the numerical approximation alone is not the evidence for the separation.

The complete construction has passed local Lean kernel verification and Prove2Me verification. Its accepted submission is a9d25c46-43bd-4fb1-826b-0ed075b8cf0a. The source uses ordinary checked proofs with the standard axioms propext, Classical.choice, and Quot.sound. Its final statement spells out sensitivity and block sensitivity directly through finite sets. The campaign goal uses the existing shared definitions for those same quantities, and its proof explicitly establishes the equivalence needed to transfer the accepted result.

Why the full statement matters

A lower bound on block sensitivity at one input must be combined with an upper bound on sensitivity over every input. Local calculations that ignore the latter maximum can overstate the separation. Likewise, overlapping sensitive blocks cannot be counted as a disjoint family. These requirements persist through the construction and the passage to arbitrarily large sensitivity.

The exponent also depends on exact integer growth rates. Rounded numerical scores can identify candidates, but they do not establish the final real-power inequality. A complete proof must account for finite construction constraints, the complexity measures of the resulting functions, and the exponent loss allowed in the asymptotic statement. The accepted result includes these steps. This mission records that established result rather than a proposed stronger threshold awaiting construction.

Formalization scope

The development targets Lean 4.33.1 and Mathlib revision 0df444a360eaa60ab8c11dca51a86af692955474. Inputs are functions Fin n → Bool, and outputs are Bool. Sensitivity and block sensitivity are natural numbers obtained by finite maxima. The campaign proposition quantifies over positive real losses and natural sensitivity thresholds.

Dimension zero is permitted by the representation, but its sensitivity is zero and it cannot witness any required threshold S≥2S\ge2S≥2. Empty block families contribute zero; every counted block is nonempty. There are no hypotheses that can make the target vacuous. The shared definition and finite-certificate references are retained from the campaign template. The only new result recorded here is the improved separation exponent and its exact campaign formulation. Attribution to the original OpenAI development and Robin Kothari/Codex is retained in the accepted construction source; the new construction is credited to yousofy with Codex.

Selected references

  • Prove2Me community, Block Sensitivity vs. Sensitivity, collaborative campaign, 2026. Campaign and template.
  • Prove2Me community, Sensitivity foundation, formal definitions. Shared foundation mission.
  • yousofy with Codex, Six shared defect tolerances improve the sensitivity exponent to 2.1308255794, Prove2Me, 2026. Accepted complete construction.
  • yousofy with Codex, Earlier strict exponent checkpoint, Prove2Me, 2026. Public comparison theorem.
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Category TheoryDifferential GeometryMathematical Physics·Captain: Alien60

Weatherall 2016: Newtonian Gravitation vs. Newton-Cartan Theory (Trautman Geometrization and Categorical Equivalence)Research Paper

Motivation

Newtonian gravitation can be written in two ways. In Newtonian gravitation (NG), spacetime has a flat derivative operator ∇\nabla∇ and a scalar potential φ\varphiφ obeying Poisson's equation, and bodies are pushed off the straight lines of ∇\nabla∇ by the force −∇aφ-\nabla^a\varphi−∇aφ. In geometrized Newtonian gravitation (GNG), also called Newton–Cartan theory, the potential is absorbed into a curved derivative operator ∇~\tilde\nabla∇~ whose geodesics are the trajectories of freely falling bodies. This is the same geometrization that general relativity performs. Trautman (1965) proved that the two pictures pass into each other.

Weatherall (2016) asks whether NG and GNG are the same theory. He represents each theory by a category of models and calls two theories equivalent when there is an equivalence of categories that preserves empirical content. The answer depends on the arrows chosen for NG:

  • NG₁ treats the potential as physical. Its arrows are diffeomorphisms preserving tat_ata​, habh^{ab}hab, ∇\nabla∇ and φ\varphiφ, and NG₁ is not equivalent to GNG.
  • NG₂ treats the potential as a gauge quantity, as Newton's Corollary VI suggests. Its arrows are pairs (f,ψ)(f,\psi)(f,ψ) with ∇a∇bψ=0\nabla^a\nabla^b\psi = 0∇a∇bψ=0, and NG₂ is equivalent to GNG (Prop. 6.1).

This is the gravitational twin of the electromagnetic question "potentials vs. field strengths" treated in the companion missions on Weatherall's Understanding Gauge. The other side of the Newton–Cartan story, the classical limit of general relativity, is described under Significance.

Setting

Following Weatherall (p. 3), spacetime is R4\mathbb R^4R4, here in one global chart E = Fin 4 → ℝ with index 0 for time. The classical metrics are ta=dx0t_a = dx^0ta​=dx0 (tt) and hab=diag(0,1,1,1)h^{ab} = \mathrm{diag}(0,1,1,1)hab=diag(0,1,1,1) (hh). Their t=constt = \text{const}t=const slices are complete copies of R3\mathbb R^3R3, as Weatherall requires.

A derivative operator is a smooth field of Christoffel symbols Γ x a b c =Γabc(x)=\Gamma^a{}_{bc}(x)=Γabc​(x), symmetric in b,cb,cb,c, acting by

∇bξa=∂bξa+Γabnξn.\nabla_b\xi^a = \partial_b\xi^a + \Gamma^a{}_{bn}\xi^n .∇b​ξa=∂b​ξa+Γabn​ξn.

It is compatible when ∇atb=0\nabla_a t_b = 0∇a​tb​=0 and ∇ahbc=0\nabla_a h^{bc} = 0∇a​hbc=0. Curvature uses Malament's sign convention:

ξbRabcd=−2∇[c∇d]ξa,Rbc=Rnbcn.\xi^bR^a{}_{bcd} = -2\nabla_{[c}\nabla_{d]}\xi^a, \qquad R_{bc} = R^n{}_{bcn}.ξbRabcd​=−2∇[c​∇d]​ξa,Rbc​=Rnbcn​.

Other notation:

  • Geometrization: ∇~=(∇,−tbtc∇aφ)\tilde\nabla = (\nabla, -t_bt_c\nabla^a\varphi)∇~=(∇,−tb​tc​∇aφ), that is Γ~abc=Γabc+tbtc han∂nφ\tilde\Gamma^a{}_{bc} = \Gamma^a{}_{bc} + t_bt_c\,h^{an}\partial_n\varphiΓ~abc​=Γabc​+tb​tc​han∂n​φ (geomΓ).
  • Gauge transformation: (∇,tbtc∇aψ)(\nabla, t_bt_c\nabla^a\psi)(∇,tb​tc​∇aψ) (gaugeΓ).
  • Curves: a massive body has unit timelike tangent, taξa=1t_a\xi^a = 1ta​ξa=1. Curves are smooth on an open interval.

The objects of the categories are:

  • NG (IsNG Γ φ): compatible, flat ∇\nabla∇ and a smooth potential φ\varphiφ. The mass density is ρ=∇a∇aφ/4π\rho = \nabla^a\nabla_a\varphi/4\piρ=∇a∇a​φ/4π.
  • GNG (IsGNG Γ): compatible ∇~\tilde\nabla∇~ satisfying, for some smooth ρ\rhoρ,
(1) Rab=4πρ tatb,(2) Rabcd=Rcdab,(3) Rabcd=0.(1)\ R_{ab} = 4\pi\rho\,t_at_b,\qquad (2)\ R^a{}_b{}^c{}_d = R^c{}_d{}^a{}_b,\qquad (3)\ R^{ab}{}_{cd} = 0 .(1) Rab​=4πρta​tb​,(2) Rab​cd​=Rcd​ab​,(3) Rabcd​=0.

The arrows are diffeomorphisms fff of R4\mathbb R^4R4 that preserve tat_ata​ and habh^{ab}hab and carry one derivative operator to the other through the transformation law

∂b∂cfa+Γ′ade(f(x)) ∂bfd ∂cfe=∂nfa Γnbc(x)\partial_b\partial_c f^a + \Gamma'^a{}_{de}(f(x))\,\partial_bf^d\,\partial_cf^e = \partial_nf^a\,\Gamma^n{}_{bc}(x)∂b​∂c​fa+Γ′ade​(f(x))∂b​fd∂c​fe=∂n​faΓnbc​(x)

(IsGNGArrow). NG₁ arrows also preserve φ\varphiφ (IsNG1Arrow). NG₂ arrows are pairs (f,ψ)(f,\psi)(f,ψ) with ∇a∇bψ=0\nabla^a\nabla^b\psi = 0∇a∇bψ=0, where fff carries the gauge-transformed pair ((∇,tbtc∇aψ), φ+ψ)\big((\nabla,t_bt_c\nabla^a\psi),\ \varphi+\psi\big)((∇,tb​tc​∇aψ), φ+ψ) to (∇′,φ′)(\nabla',\varphi')(∇′,φ′) (IsNG2Arrow).

Formalization targets

Goal: NG₂ ≃ GNG (ng2_equiv_gng, Weatherall Prop. 6.1)

Geometrization E(∇,φ)=∇~E(\nabla,\varphi) = \tilde\nablaE(∇,φ)=∇~, E(f,ψ)=fE(f,\psi) = fE(f,ψ)=f has these properties:

  1. It sends NG₂ objects to GNG objects with the same allowed trajectories, and NG₂ arrows to GNG arrows.
  2. It is full and faithful: every GNG arrow f:E(A)→E(A′)f : E(A)\to E(A')f:E(A)→E(A′) is E(f,ψ)E(f,\psi)E(f,ψ) for a unique ψ\psiψ.
  3. It is essentially surjective: every GNG object is isomorphic to a geometrization.

This is exactly the "full, faithful, essentially surjective" route of Weatherall's proof in App. A. These three properties together are equivalent to an equivalence of categories.

Milestones (source order)

  1. geometrization, Prop. 2.1 (Trautman). For flat compatible ∇\nabla∇ and Poisson's equation, ∇~\tilde\nabla∇~ has these properties:
    • it is a classical spacetime;
    • its timelike geodesics are exactly the curves with ξn∇nξa=−∇aφ\xi^n\nabla_n\xi^a = -\nabla^a\varphiξn∇n​ξa=−∇aφ;
    • it is the unique derivative operator with that property;
    • it satisfies (1)–(3).
  2. recovery, Prop. 2.2 (Trautman). Every classical spacetime satisfying (1)–(3) comes from some flat ∇\nabla∇ and potential φ\varphiφ obeying Poisson's equation.
  3. gauge_iff, the non-uniqueness remark after Prop. 2.2. A second pair (φ′,∇′)(\varphi',\nabla')(φ′,∇′) works iff ∇a∇b(φ′−φ)=0\nabla^a\nabla^b(\varphi'-\varphi)=0∇a∇b(φ′−φ)=0 and ∇′=(∇,tbtc∇a(φ′−φ))\nabla' = (\nabla, t_bt_c\nabla^a(\varphi'-\varphi))∇′=(∇,tb​tc​∇a(φ′−φ)). Weatherall states the "if" direction and his proof of Prop. 6.1 uses the "only if" direction. The iff is Malament's Prop. 4.2.5. Note that ψ=g(x0) x1\psi = g(x^0)\,x^1ψ=g(x0)x1 is allowed: the gauge includes time-dependent uniform accelerations (Corollary VI).
  4. geom_naturality, the key computation in App. A. A metric-preserving diffeomorphism carrying φ\varphiφ to φ′\varphi'φ′ carries ∇\nabla∇ to ∇′\nabla'∇′ iff it carries ∇~\tilde\nabla∇~ to ∇~′\tilde\nabla'∇~′.
  5. ng1_not_equiv_gng, the NG₁ row of Table 1 (§6, p. 18). No object map NG₁ → GNG preserves empirical content while inducing bijections of hom-sets. Weatherall states this in prose without a proof. The intended argument is that two NG₁ models related by a nonzero gauge share a geometrization but have no NG₁ arrow between them.

Significance

  • Philosophy of physics. This is the standard worked example for categorical criteria of theoretical equivalence: Glymour's criterion versus equivalence of categories. It also shows how "excess structure" (here the potential) is detected by fullness.
  • Physics. Newton–Cartan geometry is the non-relativistic limit of general relativity. Fletcher, Manchak, Schneider and Weatherall (2018), Thm 8 restates Malament's (1986) theorem in Künzle's (1976) framework. If a family gab(λ)g_{ab}(\lambda)gab​(λ) of Lorentzian metrics has gab→tatbg_{ab}\to t_at_bgab​→ta​tb​ and λgab→−hab\lambda g^{ab}\to -h^{ab}λgab→−hab, and its Einstein tensors converge, then the limit derivative operator satisfies (1) and (2), but not necessarily (3). GR limits therefore land in a slightly larger class than GNG, and condition (3) is exactly what the recovery theorem needs. This makes the present mission the Newtonian half of a planned GR-limit mission.
  • Lean. This is a reusable coordinate model of Galilean/Newton–Cartan structures, Christoffel transformation laws and curvature, none of which exist in Mathlib.

Difficulty

  • Milestones 1, 3 and 4 are long but elementary tensor computations. The uniqueness clause in 1 needs local existence of solutions of the trajectory ODE (Mathlib's Picard–Lindelöf).
  • Milestone 2 is the heart. Compatibility forces Γ~\tilde\GammaΓ~ to be a rotation field ωij\omega_{ij}ωij​ plus an acceleration field gig_igi​. Condition (3) forces ω\omegaω to be spatially constant, and condition (2) makes ggg, minus the inertial terms of a rotating frame, a closed form on each slice. The Poincaré lemma, smoothly in the time parameter, then produces φ\varphiφ. The degree-1 Poincaré lemma on convex sets is in Mathlib, and the companion mission Weatherall 2016: Potentials vs. Field Strengths (continuum) develops the homotopy operator.
  • The goal then assembles 2, 3 and 4.

Formalization scope

  • Single global chart. Weatherall's spacetime is R4\mathbb R^4R4 with arbitrary ta,habt_a, h^{ab}ta​,hab. Here tat_ata​ and habh^{ab}hab are fixed to their standard form in one global chart, a choice of Galilean coordinates; the derivative operators remain arbitrary. Arrows are genuine diffeomorphisms of R4\mathbb R^4R4.
  • Normalized curves. Massive bodies have unit tangent taξa=1t_a\xi^a = 1ta​ξa=1, as in Malament (Ch. 4). Without this normalization the geodesic and force laws are not equivalent.
  • No category instances. Categories are encoded by their hom-predicates, and "equivalence of categories" by the full / faithful / essentially-surjective data of App. A. Composition laws are not required by any item.
  • Out of scope: Weatherall's footnote 32 (spatially compact matter), Glymour's criterion, and the GR limit (planned as a separate mission).

Selected references

  • J. O. Weatherall, Are Newtonian Gravitation and Geometrized Newtonian Gravitation Theoretically Equivalent?, Erkenntnis 81 (2016) 1073–1091. Primary source: Props. 2.1, 2.2, 6.1, Table 1, App. A.
  • D. B. Malament, Topics in the Foundations of General Relativity and Newtonian Gravitation Theory, University of Chicago Press (2012), Ch. 4 (Props. 4.2.1, 4.2.5). Conventions.
  • D. B. Malament, Classical General Relativity, in Handbook of the Philosophy of Physics (2007).
  • A. Trautman, Foundations and current problems of general relativity, in Brandeis Summer Institute 1964, Prentice-Hall (1965).
  • S. C. Fletcher, J. B. Manchak, M. D. Schneider, J. O. Weatherall, Would Two Dimensions be World Enough for Spacetime?, Stud. Hist. Philos. Mod. Phys. 63 (2018) 100–113. Thm 8 is the Newtonian limit.
  • H. P. Künzle, Covariant Newtonian limit of Lorentz space-times, Gen. Rel. Grav. 7 (1976) 445–457.
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CombinatoricsGraph TheoryOperations Research·Captain: Shuze Chen

Flows in Networks V: Common Systems of Restricted RepresentativesTextbook

Motivation

Assignment questions ask whether every member of a family can be served by a different resource: committees that each need a distinct member as representative, or tasks that each need an admissible worker. The classical answer is Hall's theorem (Hall 1935): a family of sets has a system of distinct representatives exactly when every kkk of its sets together contain at least kkk elements. Operations research needs more than that. Representatives may be allowed to serve several sets within prescribed bounds, some elements may be required to appear, two families may have to be served by one common list, and the representatives may have to meet each class of a partition a bounded number of times.

Chapter II, §10 of Ford and Fulkerson's Flows in Networks (RAND Report R-375-PR, 1962; Princeton University Press, 1962) derives all of these as feasibility statements for network flows. The section collects results of Hall (1935), Mann and Ryser (1953), Hoffman and Kuhn (1956) and Ford and Fulkerson (1958). Its last results are the common system of restricted representatives theorem and the partition-constrained theorem of Hoffman and Kuhn.

Setting

Fix a fundamental set E={e1,…,em}E = \{e_1, \dots, e_m\}E={e1​,…,em​}, with the element eie_iei​ identified with its index iii. A family S={S1,…,Sn}\mathcal S = \{S_1, \dots, S_n\}S={S1​,…,Sn​} is a list of nnn subsets of EEE indexed by j=1,…,nj = 1, \dots, nj=1,…,n; two indices may carry the same set. For X⊆{1,…,n}X \subseteq \{1, \dots, n\}X⊆{1,…,n}, the index set I(X)⊆{1,…,m}I(X) \subseteq \{1, \dots, m\}I(X)⊆{1,…,m} is the set of indices of the elements of ⋃j∈XSj\bigcup_{j \in X} S_j⋃j∈X​Sj​, and I(∅)=∅I(\emptyset) = \emptysetI(∅)=∅.

A list of representatives is a choice r1,…,rnr_1, \dots, r_nr1​,…,rn​ of elements of EEE, where rjr_jrj​ represents SjS_jSj​. The number of occurrences of eie_iei​ is the number of indices jjj with rj=eir_j = e_irj​=ei​.

  • A system of distinct representatives (SDR) has rj∈Sjr_j \in S_jrj​∈Sj​ for all jjj and pairwise distinct entries.
  • Given integers 0≤ai≤ai′0 \le a_i \le a'_i0≤ai​≤ai′​, a system of restricted representatives (SRR) has rj∈Sjr_j \in S_jrj​∈Sj​ for all jjj, and each eie_iei​ occurs at least aia_iai​ and at most ai′a'_iai′​ times. The entries need not be distinct. With ai=0a_i = 0ai​=0 and ai′=1a'_i = 1ai′​=1 an SRR is exactly an SDR.
  • For a second family T={T1,…,Tn}\mathcal T = \{T_1, \dots, T_n\}T={T1​,…,Tn​}, a common SRR is a single list r1,…,rnr_1, \dots, r_nr1​,…,rn​ together with a permutation σ\sigmaσ of {1,…,n}\{1, \dots, n\}{1,…,n} such that rj∈Sjr_j \in S_jrj​∈Sj​ and rj∈Tσ(j)r_j \in T_{\sigma(j)}rj​∈Tσ(j)​ for every jjj, with the same occurrence bounds. Each representative represents exactly one set of each family, and every set of either family is represented exactly once. A common SDR is a common SRR with distinct entries.

For Y⊆{1,…,n}Y \subseteq \{1, \dots, n\}Y⊆{1,…,n}, I(Y)I(Y)I(Y) denotes the index set of ⋃j∈YTj\bigcup_{j \in Y} T_j⋃j∈Y​Tj​ when it refers to T\mathcal TT.

Formalization targets

Goal: the common SRR theorem (Chapter II, Theorem 10.8, p. 67)

A common SRR for S\mathcal SS and T\mathcal TT in which eie_iei​ occurs at least aia_iai​ and at most ai′a'_iai′​ times exists if and only if, for every X,Y⊆{1,…,n}X, Y \subseteq \{1, \dots, n\}X,Y⊆{1,…,n},

∣X∣+∣Y∣≤n−∑i=1mai+∑i∈I(X)∪I(Y)ai+∑i∈I(X)∩I(Y)ai′.(10.8)|X| + |Y| \le n - \sum_{i=1}^m a_i + \sum_{i \in I(X) \cup I(Y)} a_i + \sum_{i \in I(X) \cap I(Y)} a'_i. \tag{10.8}∣X∣+∣Y∣≤n−i=1∑m​ai​+i∈I(X)∪I(Y)∑​ai​+i∈I(X)∩I(Y)∑​ai′​.(10.8)

The bounds are integers with 0≤ai≤ai′0 \le a_i \le a'_i0≤ai​≤ai′​; the instance X=Y=∅X = Y = \emptysetX=Y=∅ reads ∑iai≤n\sum_i a_i \le n∑i​ai​≤n.

Milestones

In attack order:

  1. Hall's theorem (Theorem 10.1, p. 56). It is referenced from the platform's existing statement, which is the same result for an arbitrary index type.
  2. A sufficient condition through set sizes and element frequencies (Corollary 10.2, p. 58): if SjS_jSj​ has sjs_jsj​ elements, eie_iei​ lies in rir_iri​ sets, S=∑jsjS = \sum_j s_jS=∑j​sj​ and M=max⁡(r1,…,rm,s1,…,sn)M = \max(r_1, \dots, r_m, s_1, \dots, s_n)M=max(r1​,…,rm​,s1​,…,sn​), then (n−1)M<S(n - 1)M < S(n−1)M<S implies an SDR.
  3. The decomposition of an n×nn \times nn×n (0,1)(0,1)(0,1)-matrix with k>0k > 0k>0 ones in each row and column into kkk permutation matrices (Corollary 10.4, p. 59).
  4. The SRR theorem (Theorem 10.5, p. 59): an SRR exists iff for every XXX,
∣X∣≤min⁡(n−∑i=1mai+∑i∈I(X)ai, ∑i∈I(X)ai′).(10.1)|X| \le \min\Bigl(n - \sum_{i=1}^m a_i + \sum_{i \in I(X)} a_i,\ \sum_{i \in I(X)} a'_i\Bigr). \tag{10.1}∣X∣≤min(n−i=1∑m​ai​+i∈I(X)∑​ai​, i∈I(X)∑​ai′​).(10.1)
  1. SDRs containing a prescribed set MMM of marginal elements, in Hoffman and Kuhn's form (Theorem 10.6, p. 62: Hall's condition, and every M′⊆MM' \subseteq MM′⊆M meets at least ∣M′∣|M'|∣M′∣ of the sets) and through index sets (Corollary 10.7, p. 63: ∣X∣≤min⁡(n−ℓ+∣L∩I(X)∣,∣I(X)∣)|X| \le \min(n - \ell + |L \cap I(X)|, |I(X)|)∣X∣≤min(n−ℓ+∣L∩I(X)∣,∣I(X)∣) with LLL the index set of MMM and ℓ=∣M∣\ell = |M|ℓ=∣M∣).
  2. The common SDR theorem (Corollary 10.9, p. 68): ∣X∣+∣Y∣≤n+∣I(X)∩I(Y)∣|X| + |Y| \le n + |I(X) \cap I(Y)|∣X∣+∣Y∣≤n+∣I(X)∩I(Y)∣ for all X,YX, YX,Y.
  3. SDRs that meet each block PkP_kPk​ of a partition of EEE between integer bounds ak≤∣R∩Pk∣≤ak′a_k \le |R \cap P_k| \le a'_kak​≤∣R∩Pk​∣≤ak′​ (Theorem 10.10, p. 68). The condition is
∣(⋃k∈UPk)∩(⋃j∈VSj)∣≥max⁡(∣V∣−∑k∈Uˉak′, ∣V∣−n+∑k∈Uak)\Bigl|\Bigl(\bigcup_{k \in U} P_k\Bigr) \cap \Bigl(\bigcup_{j \in V} S_j\Bigr)\Bigr| \ge \max\Bigl(|V| - \sum_{k \in \bar U} a'_k,\ |V| - n + \sum_{k \in U} a_k\Bigr)​(k∈U⋃​Pk​)∩(j∈V⋃​Sj​)​≥max(∣V∣−k∈Uˉ∑​ak′​, ∣V∣−n+k∈U∑​ak​)

for all U⊆{1,…,p}U \subseteq \{1, \dots, p\}U⊆{1,…,p} and V⊆{1,…,n}V \subseteq \{1, \dots, n\}V⊆{1,…,n}.

Significance

These theorems are the combinatorial face of the integral flow theorems of the same chapter. The SRR theorem governs many-to-one assignment with quotas, where each resource must be used between a minimum and a maximum number of times. The marginal-element theorems decide when a prescribed set of resources can all be used; Mann and Ryser applied their sufficient condition for this to Ryser's theorem on extending Latin rectangles to Latin squares (p. 62). The common SRR theorem decides when two families can be served by one list, the setting of simultaneous assignment along two classifications. Theorem 10.10 adds quotas per class of a partition of the resources. Corollary 10.4 is König's edge-colouring theorem for regular bipartite graphs, in matrix form.

All of these results are classical and proved. Hall's theorem is in Mathlib and is referenced here. As far as a search of the platform shows, none of the quota, marginal-element, common-representative or partition versions has a machine-checked statement or proof. The mission produces faithful statements of the book's §10 results on a shared set of definitions, and invites formal proofs of them.

Difficulty

Necessity of each condition is a counting argument. Sufficiency is the content, and the natural first idea does not work. Applying Hall's theorem to a family in which each set is repeated according to its bounds handles upper bounds but not lower bounds. The two families of the common problem cannot be treated separately either: an SRR for S\mathcal SS and an SRR for T\mathcal TT with the same occurrence counts need not combine into one list, because the identification of positions must respect both families at once. In the book every sufficiency proof passes through an integral feasible flow or circulation, and the cut conditions of the circulation theorem must be reduced case by case to the stated inequalities.

Formalization scope

EEE is Fin m and a family is Fin n → Finset (Fin m), indexed from 000. A list of representatives is a function Fin n → Fin m, an SDR is an injective one, and the occurrence count is a Finset.card. A common SRR is a pair of a list and an Equiv.Perm (Fin n). The index set I(X)I(X)I(X) is X.biUnion S. The occurrence bounds are natural numbers. The page states only 0≤ai≤ai′0 \le a_i \le a'_i0≤ai​≤ai′​, but the bounds count occurrences, and with real bounds Theorems 10.5 and 10.8 are false. Every inequality involving subtraction is evaluated in Z\mathbb ZZ, so no term truncates at zero. The partition in Theorem 10.10 has nonempty, pairwise disjoint blocks covering EEE. In Corollary 10.2 the maximum runs over all rir_iri​ (i=1,…,mi = 1, \dots, mi=1,…,m); the page prints rnr_nrn​ as the last index. In Theorem 10.10 the first union is over k∈Uk \in Uk∈U; the page prints j∈Uj \in Uj∈U.

The trivializing formalizations are ruled out explicitly. An SRR without the occurrence bounds, and a "common SRR" consisting of two unrelated SRRs, are both excluded: the definitions carry the bounds, and a common SRR is one list whose entries each represent one set of each family through the permutation σ\sigmaσ.

Beyond the paper. Two sharpness probes restate Theorems 10.5 and 10.8 with real bounds 0≤ai≤ai′0 \le a_i \le a'_i0≤ai​≤ai′​. Both are expected to be false: with m=2m = 2m=2, n=1n = 1n=1, S1=T1={e1,e2}S_1 = T_1 = \{e_1, e_2\}S1​=T1​={e1​,e2​} and a=(12,12)a = (\tfrac12, \tfrac12)a=(21​,21​), a′=(1,1)a' = (1, 1)a′=(1,1), the conditions hold while no list of length one contains both elements. Disproofs are the sought outcome.

A complete development needs Hall's theorem (available in Mathlib) and, for the book's route, an integral flow or circulation feasibility theorem; purely combinatorial proofs by induction are equally welcome. The definitions are reusable for the zero-one matrix results of the following sections. Proofs of individual milestones are welcome, in any order.

Selected references

  • P. Hall, On representatives of subsets, Journal of the London Mathematical Society 10 (1935), 26–30. https://doi.org/10.1112/jlms/s1-10.37.26
  • L. R. Ford, Jr. and D. R. Fulkerson, Network flow and systems of representatives, Canadian Journal of Mathematics 10 (1958), 78–84. https://doi.org/10.4153/CJM-1958-009-4
  • A. J. Hoffman and H. W. Kuhn, Systems of distinct representatives and linear programming, American Mathematical Monthly 63 (1956), 455–460. https://doi.org/10.2307/2309399
  • L. R. Ford, Jr. and D. R. Fulkerson, Flows in Networks, RAND Report R-375-PR, 1962; Princeton University Press, 1962. https://www.rand.org/pubs/reports/R375.html
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Quantum Information·Captain: Goku

Gaussian classical-quantum channels: gain of entanglement-assistanceResearch Paper

Motivation

In the present paper we introduce and study Bosonic Gaussian classical-quantum (c-q) channels; the embedding of the classical input into quantum is always possible and therefore the classical entanglement-assisted capacity C_{ea} under appropriate input constraint is well defined. We prove a general property of entropy increase for weak complementary channel, that implies the equality C_{ea}=C (where C is the unassisted capacity) for certain class of c-q Gaussian channel under appropriate energy-type constraint. On the other hand, we show by explicit example that the inequality C<C_{ea} is not unusual for constrained c-q Gaussian channel.

This mission is the statement-level formalization of Gaussian classical-quantum channels: gain of entanglement-assistance (arXiv:1211.4774v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

13 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is §3, unnumbered criterion (14): Gaussian c-q iff isotropic K (§3, unnumbered criterion (14): Gaussian c-q iff isotropic K, PDF p. 5). 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

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

  • Abstract/main claim: strict entanglement-assistance gain in Example 2: A valid unrestricted unassisted-capacity identification or a valid operational separation for the channel (31). (source-ambiguity)
  • §4.2, printed unassisted capacity (33): A valid unrestricted unassisted-capacity identification or a valid operational separation for the channel (31). (source-ambiguity)
  • §4.2, claimed capacity-gain asymptotics: A valid unrestricted unassisted-capacity identification or a valid operational separation for the channel (31). (source-ambiguity)

Selected references

  • Gaussian classical-quantum channels: gain of entanglement-assistance, arXiv:1211.4774v1, https://arxiv.org/abs/1211.4774v1
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CombinatoricsComplexity Theory·Captain: marwahaha

Block Sensitivity vs. Sensitivity: Reach 2.13Open Problem

Improve the separation exponent between block sensitivity and sensitivity of total Boolean functions. This mission targets α≥2.13\alpha\ge2.13α≥2.13; higher is better.

For every ε>0\varepsilon>0ε>0 and every integer S≥2S\ge2S≥2, the goal asks for a total Boolean function fff with s(f)≥Ss(f)\ge Ss(f)≥S and bs(f)≥s(f)2.13−εbs(f)\ge s(f)^{2.13-\varepsilon}bs(f)≥s(f)2.13−ε. The shared definition SensitivityCampaign.AchievesExponent expresses this requirement. This is an open proof target.

Using a finite certificate. Choose a total Boolean function fff, an input xxx, and integers A,B>1A,B>1A,B>1. Prove s(f)≤As(f)\le As(f)≤A, B≤bs(f,x)B\le bs(f,x)B≤bs(f,x), and A2.13≤BA^{2.13}\le BA2.13≤B, then apply SensitivityCampaign.finite_certificate. The shared theorem handles normalization and passage to arbitrarily large sensitivity. Direct proofs of the asymptotic goal are equally welcome. Use exact certified bounds; numerical estimates alone do not establish the target.

Background: OpenAI problem 132 and the campaign proposal.

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CombinatoricsComplexity Theory·Captain: yousofy

Block Sensitivity vs. Sensitivity: Reach 2.13032.13032.1303Open Problem

Comparing single-coordinate and block changes

Two natural ways to measure the local instability of a Boolean function can behave differently. One counts individual input bits whose flips change the answer. The other permits several bits to change together, provided the chosen groups are disjoint. Quantifying the largest possible gap is a question in the complexity of total Boolean functions, and the Block Sensitivity vs. Sensitivity campaign tracks concrete lower bounds on its separation exponent.

The task is to establish a specified asymptotic exponent using the campaign's shared definitions. A numerical score for an abstract recurrence is insufficient: the witnesses must be actual total Boolean functions, and the sensitivities must become arbitrarily large. This mission records one completed construction checkpoint and its exact mathematical scope. Earlier accepted results, the original OpenAI construction and the community's intermediate refinements provide the surrounding research history in the campaign references.

Boolean functions and sensitive blocks

A total Boolean function on nnn coordinates is a map f:{0,1}n→{0,1}f:\{0,1\}^n\to\{0,1\}f:{0,1}n→{0,1} defined at every binary input. At an input xxx, a coordinate is sensitive if flipping that bit changes the output. The sensitivity s(f,x)s(f,x)s(f,x) counts these coordinates, and s(f)s(f)s(f) is the maximum over all inputs.

A sensitive block at xxx is a nonempty subset of coordinates whose simultaneous flip changes the output. The block sensitivity bs(f,x)bs(f,x)bs(f,x) is the maximum size of a collection of pairwise disjoint sensitive blocks at that same input. The global value bs(f)bs(f)bs(f) maximizes this quantity over all inputs. Blocks in one witness share an input and must be disjoint as coordinate sets; their sizes need not agree. These conventions are exactly those in the shared foundation mission.

Formalization target

For every real ε>0\varepsilon>0ε>0 and every integer S≥2S\ge2S≥2, establish the existence of a dimension nnn and a total Boolean function fff such that

s(f)≥S,bs(f)≥s(f)2.1303−ε.s(f)\ge S,\qquad bs(f)\ge s(f)^{2.1303-\varepsilon}.s(f)≥S,bs(f)≥s(f)2.1303−ε.

The number 2.13032.13032.1303 is an exact finite decimal. The witnesses may depend on both ε\varepsilonε and SSS. This is the campaign proposition AchievesExponent⁡(2.1303)\operatorname{AchievesExponent}(2.1303)AchievesExponent(2.1303), and the main theorem instantiates its template literally.

A supporting finite-family theorem asserts that, for every natural number mmm, there is a finite total Boolean function with

s(fm)≤3418946681687790375032⋅50063687m,bs(fm,0)≥25260794820729601m.s(f_m)\le3418946681687790375032\cdot50063687^m,\qquad bs(f_m,0)\ge25260794820729601^m.s(fm​)≤3418946681687790375032⋅50063687m,bs(fm​,0)≥25260794820729601m.

The associated exact logarithmic quotient is approximately 2.130319939592.130319939592.13031993959. It is a lower bound supplied by this construction, rather than a determination of the optimal separation exponent. The fixed prefactor is independent of mmm, and the lower bound concerns explicit nonempty pairwise disjoint sensitive blocks at the all-zero input.

Consequences and verification status

Any fixed exponent strictly below 2.13032.13032.1303 gives a literal power separation along functions of unbounded sensitivity. Taking increasing thresholds SSS yields an infinite family whose sensitivities tend to infinity. The theorem does not assert a loss-free inequality at the displayed endpoint, an optimality result, or an improved universal upper bound.

The full construction, its actual Boolean functions and the exponent conversion have passed complete local Lean kernel checks with only the standard three axioms. The shared-labeling lemma is separately accepted and publicly Proved. The main theorem currently has a checked reduction on Prove2Me; the larger finite-family dependency still awaits server acceptance after combined submissions exceeded the300-second verification limit. This mission records the exact proved local statement while preserving that server-status distinction.

The reusable content includes the finite-family statement, the unchanged campaign finite-certificate interface, and the exact exponent conversion. Those interfaces permit later constructions to replace the finite witnesses without changing what the campaign's asymptotic goal means. Source attribution to the original OpenAI development, community contributors and Robin Kothari/Codex is retained in the published proof sources. The new contribution is credited to username yousofy with Codex.

Why the quantifiers matter

A high block-sensitivity value at one input does not by itself control maximum sensitivity over all inputs. Likewise, a finite example with a favorable ratio does not by itself state the required unbounded-sensitivity family. A valid contribution must account for both requirements. Checking only selected inputs, allowing overlapping blocks, or changing the shared complexity definitions would establish a different assertion.

A large part of the formal verification concerns this connection between finite construction data and actual Boolean functions. Exact integer comparisons also matter: rounded decimal scores and floating-point feasibility checks do not prove the target inequality. Independent source and numerical audits supplement the Lean kernel checks; the authoritative server status of each referenced theorem remains visible separately.

Formalization scope and reusable interfaces

The formalization uses Lean4.33.1 and Mathlib revision 0df444a360eaa60ab8c11dca51a86af692955474. Finite input coordinates are represented by Fin n, and Boolean outputs by Bool. The shared SensitivitySeparation definitions count single-bit changes and nonempty pairwise disjoint sensitive blocks. The shared SensitivityCampaign definition quantifies over arbitrary positive real exponent loss and integer sensitivity thresholds.

The published goal has no hypothesis assuming the desired construction, separation, or labeling. In particular, zero-dimensional or bounded-sensitivity examples cannot satisfy the threshold quantifier. Standard real powers are used for the final comparison, while construction certificates are checked using exact natural-number arithmetic. The shared finite-certificate theorems and supporting finite-family statements are included as reference items. Corrections to exposition, independently checked proofs of the same goal, reusable supporting lemmas and genuinely stronger constructions are welcome.

Selected references

  • Prove2Me community, Block Sensitivity vs. Sensitivity, collaborative campaign,2026. Campaign and shared definitions.
  • OpenAI, Sensitivity separation construction, Lean mathematical development. Original construction.
  • Robin Kothari and Codex, Separation exponent at least2.075, Prove2Me,2026. Accepted foundation and retained attribution.
  • yousofy with Codex, Shared local-lemma labelings: exponent2.1303, Prove2Me,2026. Main statement and proof submissions.
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CombinatoricsComplexity Theory·Captain: yousofy

Block Sensitivity vs. Sensitivity: Reach 2.13012.13012.1301Open Problem

Comparing single-coordinate and block changes

Two natural ways to measure the local instability of a Boolean function can behave differently. One counts individual input bits whose flips change the answer. The other permits several bits to change together, provided the chosen groups are disjoint. Quantifying the largest possible gap is a question in the complexity of total Boolean functions, and the Block Sensitivity vs. Sensitivity campaign tracks concrete lower bounds on its separation exponent.

The task is to establish a specified asymptotic exponent using the campaign's shared definitions. A numerical score for an abstract recurrence is insufficient: the witnesses must be actual total Boolean functions, and the sensitivities must become arbitrarily large. This mission records one completed construction checkpoint and its exact mathematical scope. Earlier accepted results, the original OpenAI construction and the community's intermediate refinements provide the surrounding research history in the campaign references.

Boolean functions and sensitive blocks

A total Boolean function on nnn coordinates is a map f:{0,1}n→{0,1}f:\{0,1\}^n\to\{0,1\}f:{0,1}n→{0,1} defined at every binary input. At an input xxx, a coordinate is sensitive if flipping that bit changes the output. The sensitivity s(f,x)s(f,x)s(f,x) counts these coordinates, and s(f)s(f)s(f) is the maximum over all inputs.

A sensitive block at xxx is a nonempty subset of coordinates whose simultaneous flip changes the output. The block sensitivity bs(f,x)bs(f,x)bs(f,x) is the maximum size of a collection of pairwise disjoint sensitive blocks at that same input. The global value bs(f)bs(f)bs(f) maximizes this quantity over all inputs. Blocks in one witness share an input and must be disjoint as coordinate sets; their sizes need not agree. These conventions are exactly those in the shared foundation mission.

Formalization target

For every real ε>0\varepsilon>0ε>0 and every integer S≥2S\ge2S≥2, establish the existence of a dimension nnn and a total Boolean function fff such that

s(f)≥S,bs(f)≥s(f)2.1301−ε.s(f)\ge S,\qquad bs(f)\ge s(f)^{2.1301-\varepsilon}.s(f)≥S,bs(f)≥s(f)2.1301−ε.

The number 2.13012.13012.1301 is an exact finite decimal. The witnesses may depend on both ε\varepsilonε and SSS. This is the campaign proposition AchievesExponent⁡(2.1301)\operatorname{AchievesExponent}(2.1301)AchievesExponent(2.1301), and the main theorem instantiates its template literally.

A supporting finite-family theorem asserts that, for every natural number mmm, there is a finite total Boolean function with

s(fm)≤32057676379612508934192581⋅7922m,bs(fm,0)≥201838849m.s(f_m)\le32057676379612508934192581\cdot7922^m,\qquad bs(f_m,0)\ge201838849^m.s(fm​)≤32057676379612508934192581⋅7922m,bs(fm​,0)≥201838849m.

The natural number mmm indexes distinct finite construction instances; it is not a dimension bound. The fixed prefactor does not depend on mmm. The associated exact logarithmic quotient is a lower bound supplied by this construction, rather than a determination of the optimal separation exponent.

Consequences and verification status

Any fixed exponent strictly below 2.13012.13012.1301 gives a literal power separation along functions of unbounded sensitivity. Taking increasing thresholds SSS yields an infinite family whose sensitivities tend to infinity. The theorem does not assert a loss-free inequality at the displayed endpoint, an optimality result, or an improved universal upper bound.

The main theorem and its reusable finite-family input have accepted proofs and public Proved status. The exact growth-rate lower bound log(201838849)/log(7922), approximately2.13012479519, is also separately accepted. These facts are recorded with source hashes and acceptance receipts in the accompanying proof package.

The reusable content includes the finite-family statement, the unchanged campaign finite-certificate interface, and the exact exponent conversion. Those interfaces permit later constructions to replace the finite witnesses without changing what the campaign's asymptotic goal means. Source attribution to the original OpenAI development, community contributors and Robin Kothari/Codex is retained in the published proof sources. The new contribution is credited to username yousofy with Codex.

Why the quantifiers matter

A high block-sensitivity value at one input does not by itself control maximum sensitivity over all inputs. Likewise, a finite example with a favorable ratio does not by itself state the required unbounded-sensitivity family. A valid contribution must account for both requirements. Checking only selected inputs, allowing overlapping blocks, or changing the shared complexity definitions would establish a different assertion.

A large part of the formal verification concerns this connection between finite construction data and actual Boolean functions. Exact integer comparisons also matter: rounded decimal scores and floating-point feasibility checks do not prove the target inequality. Independent source and numerical audits supplement the Lean kernel checks; the authoritative server status of each referenced theorem remains visible separately.

Formalization scope and reusable interfaces

The formalization uses Lean4.33.1 and Mathlib revision 0df444a360eaa60ab8c11dca51a86af692955474. Finite input coordinates are represented by Fin n, and Boolean outputs by Bool. The shared SensitivitySeparation definitions count single-bit changes and nonempty pairwise disjoint sensitive blocks. The shared SensitivityCampaign definition quantifies over arbitrary positive real exponent loss and integer sensitivity thresholds.

The published goal has no hypothesis assuming the desired construction, separation, or labeling. In particular, zero-dimensional or bounded-sensitivity examples cannot satisfy the threshold quantifier. Standard real powers are used for the final comparison, while construction certificates are checked using exact natural-number arithmetic. The shared finite-certificate theorems and supporting finite-family statements are included as reference items. Corrections to exposition, independently checked proofs of the same goal, reusable supporting lemmas and genuinely stronger constructions are welcome.

Selected references

  • Prove2Me community, Block Sensitivity vs. Sensitivity, collaborative campaign,2026. Campaign and shared definitions.
  • OpenAI, Sensitivity separation construction, Lean mathematical development. Original construction.
  • Robin Kothari and Codex, Separation exponent at least2.075, Prove2Me,2026. Accepted foundation and retained attribution.
  • yousofy with Codex, Coupled target and guard profiles: exponent2.1301, Prove2Me,2026. Main statement and proof submissions.
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CombinatoricsComplexity Theory·Captain: yousofy

Block Sensitivity vs. Sensitivity: Periodic exponent 2.1192.1192.119Open Problem

Motivation

A rule that assigns an output bit to every input string can respond differently to changing one bit and changing a group of bits. Sensitivity counts individual changes that affect an output. Block sensitivity permits disjoint groups of coordinates to change separately. Understanding the largest possible difference between these measures is a question about the dependence of Boolean functions on their inputs.

Hao Huang's 2019 theorem established a polynomial relation between sensitivity and polynomial degree, resolving the Sensitivity Conjecture. Determining the sharp quantitative relation between sensitivity and block sensitivity remained a separate problem. OpenAI's 2026 result disproved a universal quadratic bound for total Boolean functions. Subsequent accepted results include the 2.075 theorem by Robin Kothari and Codex and the accepted 2.085 certificate developed for yousofy with Codex. This mission records a stronger quantitative target, 2.119.

Setting

A total Boolean function is a map

f:{0,1}n⟶{0,1}f:\{0,1\}^n\longrightarrow\{0,1\}f:{0,1}n⟶{0,1}

that assigns an output to every length-nnn bit string. For an input xxx and a coordinate set BBB, let xBx^BxB denote the string obtained by reversing exactly the bits in BBB.

A coordinate iii is sensitive at xxx if f(x{i})≠f(x)f(x^{\{i\}})\ne f(x)f(x{i})=f(x). Write s(f,x)s(f,x)s(f,x) for the number of such coordinates, and define

s(f)=max⁡xs(f,x).s(f)=\max_x s(f,x).s(f)=xmax​s(f,x).

A sensitive block at xxx is a nonempty coordinate set BBB with f(xB)≠f(x)f(x^B)\ne f(x)f(xB)=f(x). Let bs(f,x)bs(f,x)bs(f,x) be the largest size of a family of pairwise disjoint sensitive blocks at the same input, and set

bs(f)=max⁡xbs(f,x).bs(f)=\max_x bs(f,x).bs(f)=xmax​bs(f,x).

Each member of a block family is flipped separately from the original input. The definitions use finite coordinate sets and finite families of blocks.

Formalization target

The main theorem is

AchievesExponent⁡(2.119),2.119=21191000.\operatorname{AchievesExponent}(2.119),\qquad 2.119=\frac{2119}{1000}.AchievesExponent(2.119),2.119=10002119​.

Explicitly, for every real ε>0\varepsilon>0ε>0 and every natural number S≥2S\ge2S≥2, there must exist a natural number nnn and a total Boolean function f:{0,1}n→{0,1}f:\{0,1\}^n\to\{0,1\}f:{0,1}n→{0,1} such that

s(f)≥S,bs(f)≥s(f)2.119−ε.s(f)\ge S,\qquad bs(f)\ge s(f)^{2.119-\varepsilon}.s(f)≥S,bs(f)≥s(f)2.119−ε.

The formal statement is SensitivityCampaign.AchievesExponent (2.119 : ℝ). Both nnn and fff may depend on ε\varepsilonε and SSS. The decimal denotes the exact rational number displayed above. The claim includes arbitrarily small positive exponent loss and arbitrarily large sensitivity; neither quantifier is optional.

In particular, the statement gives a fixed exponent 2.118 for functions of unbounded sensitivity, strictly above 2.1. The target is a specific checkpoint in the broader problem of determining the optimal separation exponent. It does not assert that the displayed endpoint is attained without exponent loss.

Significance and verification status

The target extends these earlier quantitative bounds and crosses the campaign's 2.10 checkpoint. It requires the separation to persist beyond every sensitivity threshold, so a favorable comparison confined to bounded sensitivity would not establish the result. It also leaves the exact optimal exponent unresolved.

The new contribution is a certified finite construction and formal proof within the existing nine-predicate framework. The proof retains the generic development and attribution from Kothari and Codex's accepted 2.075 contribution, including its credit to abhishekdpseok's accepted 2.0635 proof and the earlier OpenAI and community work. The new certificate and its assembly were developed for username yousofy with Codex.

The complete self-contained source has passed standalone compilation in Lean 4.33.1, with only the standard axioms propext, Classical.choice, and Quot.sound. Its numerical certificates and source correspondence have also undergone independent checks. Prove2Me accepted the complete proof on 20 October 2026, submission bb3251a4-f00f-4b06-962a-97be2de5db1b. The public theorem and proof record records its verification status. Further work can examine the proof, improve its reusable interfaces, or establish stronger bounds.

Difficulty

The sensitivity bound must hold at every input. A calculation only at an input supporting many sensitive blocks does not control this maximum. Likewise, a collection of output-changing coordinate sets provides the required block bound only when every set is nonempty and the sets are pairwise disjoint.

The asymptotic requirement creates a separate difficulty. Increasing the dimension alone does not force sensitivity to increase, because added coordinates may be ignored. A complete argument must provide witnesses above every prescribed sensitivity threshold. Finally, the exact rational exponent needs rigorous comparisons: an approximate numerical score alone does not prove the stated inequality.

Formalization scope

The shared Lean representation is f : (Fin n → Bool) → Bool, using the definitions in SensitivityCampaign and OAI.Paper320. Sensitivity is the finite supremum over all inputs. Block sensitivity takes the finite supremum over all block families at each input, assigning zero to any family that fails the disjointness, nonemptiness, or output-change conditions. The empty family is allowed.

The target imposes no normalization on fff or a distinguished input, and it includes no promise restricting the function's domain. Dimensions zero and constant functions are permitted by the underlying types, but cannot satisfy s(f)≥S≥2s(f)\ge S\ge2s(f)≥S≥2. Natural-number complexity measures are cast to real numbers before real exponentiation. Every positive ε\varepsilonε is included, even when 2.119−ε2.119-\varepsilon2.119−ε is nonpositive.

The complete source imports Mathlib and the unchanged campaign definition. Existing reusable infrastructure includes the complexity measures, coordinate reindexing results, and the finite-certificate interface. Independent verification, clearer reusable statements, and stronger certified bounds are welcome, while preserving totality, global sensitivity, and the unbounded-sensitivity requirement.

Selected references

  • Hao Huang, Induced subgraphs of hypercubes and a proof of the Sensitivity Conjecture, Annals of Mathematics 190(3), 949–955, 2019. DOI.
  • OpenAI, A superquadratic separation between sensitivity and block sensitivity, OpenAI Math Release preprint, September 2026. Manuscript; formalization scope.
  • Robin Kothari and Codex, Separation exponent at least 2.075, Prove2Me accepted proof, 2026. Theorem and proof record.
  • abhishekdpseok, Separation exponent at least 2.0635, Prove2Me accepted proof, 2026. Theorem and proof record.
  • yousofy with Codex, Separation exponent at least 2.085, Prove2Me accepted proof, 2026. Theorem and proof record.
  • yousofy with Codex, Separation exponent at least 2.119 from a periodic profile invariant, Prove2Me accepted proof, 2026. Theorem and verification record.
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CombinatoricsComplexity Theory·Captain: yousofy

Block Sensitivity vs. Sensitivity: Eight-layer exponent 2.0852.0852.085Open Problem

Motivation

A rule that assigns an output bit to every input string can react very differently to changing one bit and changing several bits together. Quantifying that difference is a basic question about Boolean functions in theoretical computer science. Sensitivity measures how many individual bit changes can affect one output; block sensitivity allows disjoint groups of bits to change separately. The question here is how far apart these two measures can grow.

Hao Huang's 2019 theorem established a polynomial relation between sensitivity and polynomial degree, resolving the Sensitivity Conjecture. The sharper question about the exponent remained. OpenAI's 2026 superquadratic separation ruled out a universal quadratic bound. The subsequent accepted exponent-2.075 contribution by Robin Kothari and Codex provides the established comparison point for this mission. The target is the stronger quantitative bound 2.085.

Setting

A total Boolean function is a map

f:{0,1}n⟶{0,1}f:\{0,1\}^n\longrightarrow\{0,1\}f:{0,1}n⟶{0,1}

that assigns an output to every length-nnn bit string. For an input xxx and a set BBB of coordinate positions, write xBx^BxB for the string obtained by reversing exactly the bits in BBB.

A coordinate iii is sensitive at xxx when f(x{i})≠f(x)f(x^{\{i\}})\ne f(x)f(x{i})=f(x). Write s(f,x)s(f,x)s(f,x) for the number of such coordinates and define

s(f)=max⁡xs(f,x).s(f)=\max_x s(f,x).s(f)=xmax​s(f,x).

A sensitive block at xxx is a nonempty coordinate set BBB with f(xB)≠f(x)f(x^B)\ne f(x)f(xB)=f(x). Define bs(f,x)bs(f,x)bs(f,x) as the largest size of a family of pairwise disjoint sensitive blocks at that same input, and set

bs(f)=max⁡xbs(f,x).bs(f)=\max_x bs(f,x).bs(f)=xmax​bs(f,x).

Each block is flipped separately from the original input. All functions and coordinate sets in these definitions are finite.

Formalization target

The main theorem is the campaign statement

AchievesExponent⁡(2.085),2.085=417200.\operatorname{AchievesExponent}(2.085),\qquad 2.085=\frac{417}{200}.AchievesExponent(2.085),2.085=200417​.

Its full meaning is

∀ε>0  ∀S∈N, S≥2  ⟹  ∃n∈N  ∃f:{0,1}n→{0,1},\forall\varepsilon>0\;\forall S\in\mathbb N,\ S\ge2\;\Longrightarrow\; \exists n\in\mathbb N\;\exists f:\{0,1\}^n\to\{0,1\},∀ε>0∀S∈N, S≥2⟹∃n∈N∃f:{0,1}n→{0,1}, s(f)≥Sandbs(f)≥s(f)2.085−ε.s(f)\ge S\quad\text{and}\quad bs(f)\ge s(f)^{2.085-\varepsilon}.s(f)≥Sandbs(f)≥s(f)2.085−ε.

The exact formal target and its proof status are recorded here. Both the dimension and the function may depend on ε\varepsilonε and SSS. The decimal denotes an exact rational number. The statement permits arbitrarily small positive exponent loss and explicitly requires arbitrarily large sensitivity. For example, choosing ε=0.001\varepsilon=0.001ε=0.001 gives exponent 2.084 at every requested sensitivity threshold. This is a concrete checkpoint within the broader problem of determining the optimal separation exponent.

Significance and current status

The target raises the established exponent bound from 2.075 to 2.085, with the quantifiers stated above. In particular, it supplies a fixed exponent strictly above 2.075 for a family whose sensitivities are unbounded. This distinction matters: a favorable comparison for one finite Boolean function, without an appropriate asymptotic conclusion, would not establish the target.

The new contribution is an eight-layer numerical certificate within the existing nine-predicate framework. Its foundation comes from Kothari and Codex's accepted 2.075 proof, which retains credit to abhishekdpseok's accepted 2.0635 development and the earlier OpenAI and community proofs.

The complete self-contained proof has compiled successfully in Lean 4.33.1. The certificate and its assembly have also passed independent checks. Prove2Me has accepted the complete proof, submission c6096517-61e7-4f51-bc68-c1521d61eb65, on 20 October 2026. The target record is the reference for subsequent verification status. The separate proof explanation supplies the construction details and exact arithmetic.

Difficulty

The sensitivity estimate must hold at every input. Checking only the input that supports many sensitive blocks leaves that requirement unresolved. Likewise, a collection of output-changing sets is insufficient unless its members are nonempty and pairwise disjoint.

The asymptotic quantifiers impose a further requirement: witnesses must exist beyond every sensitivity threshold. Merely increasing the dimension does not establish this, since a function can ignore added coordinates. Finally, the exact rational exponent requires rigorous arithmetic bounds; a numerical logarithm estimate alone does not prove the formal statement.

Formalization scope

The shared Lean representation uses f : (Fin n → Bool) → Bool and the definitions in SensitivityCampaign and OAI.Paper320. Sensitivity is the finite supremum over all inputs. Block sensitivity takes the finite supremum over all block families at each input, assigning zero to a family that fails the disjointness, nonemptiness, or output-change conditions. The empty family is allowed.

The target imposes no normalization on fff or on a distinguished input. Dimensions zero and constant functions are permitted by the underlying types, but cannot satisfy the required sensitivity threshold S≥2S\ge2S≥2. Real exponentiation is applied after casting the natural-number complexity measures to real numbers.

The development uses Mathlib and the unchanged campaign definitions. Reusable infrastructure includes the complexity-measure definitions and the finite-certificate interface. Independent verification, clearer reusable statements, and stronger rigorously certified bounds are welcome contributions. Any stronger target should preserve totality, global sensitivity, and the unbounded-sensitivity requirement.

Selected references

  • Hao Huang, Induced subgraphs of hypercubes and a proof of the Sensitivity Conjecture, Annals of Mathematics 190(3), 949–955, 2019. DOI.
  • OpenAI, A superquadratic separation between sensitivity and block sensitivity, OpenAI Math Release preprint, September 2026. Manuscript; formalization scope.
  • Robin Kothari and Codex, Separation exponent at least 2.075, Prove2Me accepted proof, 2026, submission 819ad4c6-aa25-48ca-82e9-c8df39c182c0. Theorem and proof record.
  • abhishekdpseok, Separation exponent at least 2.0635, Prove2Me accepted proof, 2026, submission f80a3f37-72fa-4d56-a094-3e4d351764f3. Theorem and proof record.
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Algorithmic Game TheoryEconomicsOperations Research·Captain: mikedeng1

I Don’t “Recall”: The Decision to Delay Innovation Launch to Avoid Costly Product Failure: Neither, Both, or Exactly One of Two Identical Firms Tests, by Failure-Probability CutoffsResearch Paper

Motivation

Product recalls are frequent and costly. A firm that launches an innovation without thorough quality assurance testing gains time on the market but risks a recall, which brings direct costs (repairs, refunds, legal settlements) and lasting damage to the product's reputation. Testing removes the risk but delays the launch, and while a firm tests, a rival can take the market with its own innovation. Kim, Koenigsberg and Ofek (SSRN 3492105, November 2019; published in Management Science, 2022, doi:10.1287/mnsc.2022.4303) model this trade-off as a two-period game and ask when competing firms test and when they rush to market. Their answer for two identical firms, Proposition 2, is the goal of this mission: depending on the failure probability of an untested product, neither firm tests, both test, or exactly one tests.

Setting

Two firms each hold an innovation. The mature product has quality V>0V>0V>0 and the innovation quality V+BV+BV+B, with B>0B>0B>0. Production costs nothing. There are two periods, t=1,2t=1,2t=1,2.

Before t=1t=1t=1, each firm chooses its testing decision QA∈{0,1}QA\in\{0,1\}QA∈{0,1} simultaneously. A firm that tests (QA=1QA=1QA=1) sells its mature product at t=1t=1t=1 and a fail-proof innovation at t=2t=2t=2. A firm that does not test (QA=0QA=0QA=0) launches its innovation at t=1t=1t=1. The untested innovation fails during that period with probability θ∈(0,1)\theta\in(0,1)θ∈(0,1), independently across firms. On failure the firm pays a recall cost Δ=ρ+δ π1\Delta=\rho+\delta\,\pi_1Δ=ρ+δπ1​, where ρ>0\rho>0ρ>0 is a fixed cost, δ∈(0,1]\delta\in(0,1]δ∈(0,1] a penalty per unit of first-period revenue and π1\pi_1π1​ the firm's first-period profit, and at t=2t=2t=2 it sells a recalled innovation of quality (V+B)(1−γ)(V+B)(1-\gamma)(V+B)(1−γ), with reputation damage γ∈(0,1)\gamma\in(0,1)γ∈(0,1).

In each period a new unit mass of consumers arrives, with tastes ϕ\phiϕ uniform on [0,1][0,1][0,1]. A consumer of taste ϕ\phiϕ gets utility ϕ q−p\phi\,q-pϕq−p from a product of quality qqq at price ppp and buys the product of greatest utility if that utility is nonnegative. Given the two products on offer, the firms set prices; the pricing subgame is the one-period price game, and its equilibrium profit for quality qqq against q′q'q′ is written π(q,q′)\pi(q,q')π(q,q′). The testing game is the simultaneous 2×22\times22×2 game in which a firm choosing aaa against a rival choosing bbb earns the expected two-period payoff Πa,b\Pi^{a,b}Πa,b, and an equilibrium is a pure Nash equilibrium of it.

Formalization targets

Goal: Proposition 2

With the cutoffs of the paper's appendix,

θ~st=4B(V+B)2(3+γ)2(V+B)(4B(V+B)(3+γ)2δ−(3V+4B)2(1−γ)γ)+(3V+4B)2(3+γ)2ρ,\tilde\theta^{st}=\frac{4B(V+B)^2(3+\gamma)^2}{(V+B)\big(4B(V+B)(3+\gamma)^2\delta-(3V+4B)^2(1-\gamma)\gamma\big)+(3V+4B)^2(3+\gamma)^2\rho},θ~st=(V+B)(4B(V+B)(3+γ)2δ−(3V+4B)2(1−γ)γ)+(3V+4B)2(3+γ)2ρ4B(V+B)2(3+γ)2​,

and θ~nt=[θ~‾nt,θ~‾nt]\tilde\theta^{nt}=[\underline{\tilde\theta}^{nt},\overline{\tilde\theta}^{nt}]θ~nt=[θ~​nt,θ~nt], the interval between the two roots of the quadratic in θ\thetaθ given by (A.3):

no firm tests  ⟺  θ∈θ~nt,both test  ⟺  θ≥θ~st,exactly one tests  ⟺  θ≤θ~st and θ∉θ~nt,\text{no firm tests}\iff\theta\in\tilde\theta^{nt},\qquad \text{both test}\iff\theta\ge\tilde\theta^{st},\qquad \text{exactly one tests}\iff\theta\le\tilde\theta^{st}\ \text{and}\ \theta\notin\tilde\theta^{nt},no firm tests⟺θ∈θ~nt,both test⟺θ≥θ~st,exactly one tests⟺θ≤θ~st and θ∈/θ~nt,

and the two symmetric equilibria never coexist.

Milestones

  1. Lemma 1 (three bullets): the equilibrium prices and profits of the pricing subgame, namely mature product against innovation, innovation against recalled innovation, and Bertrand pricing at equal qualities.
  2. The four payoffs Π1,1=0\Pi^{1,1}=0Π1,1=0, Π0,1\Pi^{0,1}Π0,1, Π1,0\Pi^{1,0}Π1,0, Π0,0\Pi^{0,0}Π0,0 in closed form (proof of Proposition 2).
  3. (A.3) and (A.4): the best-response conditions Π0,0≥Π1,0  ⟺  θ∈θ~nt\Pi^{0,0}\ge\Pi^{1,0}\iff\theta\in\tilde\theta^{nt}Π0,0≥Π1,0⟺θ∈θ~nt and Π1,1≥Π0,1  ⟺  θ≥θ~st\Pi^{1,1}\ge\Pi^{0,1}\iff\theta\ge\tilde\theta^{st}Π1,1≥Π0,1⟺θ≥θ~st.
  4. (A.5) and the ρ~nt\tilde\rho^{nt}ρ~​nt bound: the recall-cost thresholds under which each cutoff lies in (0,1)(0,1)(0,1).
  5. Corollary 3: a dual-firm-test equilibrium requires ρ≥ρ~st\rho\ge\tilde\rho^{st}ρ≥ρ~​st, and ρ~st>ρ~nt\tilde\rho^{st}>\tilde\rho^{nt}ρ~​st>ρ~​nt.

Significance

Proposition 2 is the paper's main result for competition. It shows that competition changes the testing decision in two directions. A rival's early launch makes simultaneous rushing less costly, because identical products earn nothing in the first period and the revenue-based recall penalty then vanishes. Firms also try to differentiate their timing, which produces the asymmetric equilibrium in which one firm tests and the other does not. Comparing the result with the monopoly benchmark (Proposition 1) gives the paper's managerial conclusions: duopolists may skip a test that a monopolist would run (Corollary 2), and both firms test only when the fixed recall cost is large (Corollary 3).

The proofs in the paper are algebraic and partly omitted ("tedious algebra … available from the authors"). A formal development checks every case of the price equilibria, including the global deviations that the first-order conditions do not cover, and the exact boundaries of each equilibrium region. It also settles the boundary behaviour the paper leaves implicit: the regions are disjoint only off their boundaries. No machine-checked proof of any result of this paper is known.

Difficulty

Most of the work is in Lemma 1. The first-order conditions of the price game give the stated prices, but an equilibrium must also survive non-local deviations: the low-quality firm may undercut to take the whole market, and the high-quality firm may price below the region where both firms sell. Demand is piecewise in the prices, with kinks where one firm's market vanishes and a tie-splitting rule at equal qualities, so each best response is a maximization over several branches. The uniqueness half of the Bertrand bullet needs an undercutting argument. The cutoff characterizations then require sign control of a quadratic in θ\thetaθ whose discriminant can be negative, and of a denominator in θ~st\tilde\theta^{st}θ~st that is negative for small ρ\rhoρ.

Formalization scope

All quantities are real numbers. The parameters are a structure with fields V,B,ρ,δ,γ,θV,B,\rho,\delta,\gamma,\thetaV,B,ρ,δ,γ,θ, and a predicate bundles the standing assumptions V>0V>0V>0, B>0B>0B>0, ρ>0\rho>0ρ>0, 0<δ≤10<\delta\le10<δ≤1, 0<γ<10<\gamma<10<γ<1, 0<θ<10<\theta<10<θ<1. The page writes neither V>0V>0V>0 nor B>0B>0B>0; both are implicit and are made explicit here.

Demand is the Lebesgue measure of the set of tastes in [0,1][0,1][0,1] that buy the product, with indifferent consumers counted with weight 12\tfrac1221​. A price equilibrium allows deviations to every nonnegative price. The period profit π(q,q′)\pi(q,q')π(q,q′) is revenue at the prices computed in the proof of Lemma 1, 2q(q−q′)/(4q−q′)2q(q-q')/(4q-q')2q(q−q′)/(4q−q′) for the higher quality, q(q′−q)/(4q′−q)q(q'-q)/(4q'-q)q(q′−q)/(4q′−q) for the lower and 000 for equal qualities. It is computed from demand, so Lemma 1's profit formulas are theorems. The untested firm's objective (1−θδ) p d−θρ(1-\theta\delta)\,p\,d-\theta\rho(1−θδ)pd−θρ of (A.1) is a positive affine transform of revenue and has the same best responses, so the price game is posed on revenue.

Lemma 1 identifies the unique price equilibrium for each of the two differentiated quality pairs as well as for equal qualities. The payoff Πa,b\Pi^{a,b}Πa,b is built from the recall events, each failing independently with probability θ\thetaθ, and from the period profits. Testing decisions are Booleans (true = test). Equilibria of the testing game are pure Nash equilibria with weak best responses, using the published agt_games predicate AGT.IsPureNash.

The cutoffs are written exactly as on p. 37. Every statement that uses θ~st\tilde\theta^{st}θ~st requires its denominator to be positive, and every statement that uses θ~nt\tilde\theta^{nt}θ~nt requires the discriminant to be nonnegative; when these fail, the corresponding region is empty. The paper calls its regions "mutually exclusive", but at the boundaries a symmetric and an asymmetric equilibrium coexist, so the goal asserts exclusivity only between the two symmetric equilibria.

Trivializing formalizations are ruled out. Defining the payoffs by the four closed forms of the paper's proof, or the period profits by Lemma 1's formulas, would make the milestones definitional and the goal pure algebra. Here both are built from consumer choice.

Not in scope: the monopoly benchmark (Proposition 1, Corollary 1), Corollary 2 (proved only in a limit), the comparative statics of Corollary 4, the conditions B<B~ntB<\tilde B^{nt}B<B~nt and γ~nt\tilde\gamma^{nt}γ~​nt of (A.3), and the extensions of §5. Contributions are welcome on any milestone. Lemma 1's analysis of the vertical-differentiation price game with uniform tastes is reusable for other quality-competition models.

Selected references

  • B. Kim, O. Koenigsberg, E. Ofek, I Don’t “Recall”: The Decision to Delay Innovation Launch to Avoid Costly Product Failure, SSRN working paper 3492105, November 2019. https://ssrn.com/abstract=3492105 — published in Management Science, 2022. https://doi.org/10.1287/mnsc.2022.4303
  • A. Shaked, J. Sutton, Relaxing Price Competition Through Product Differentiation, Review of Economic Studies 49(1), 1982. https://doi.org/10.2307/2297136
  • J. Tirole, The Theory of Industrial Organization, MIT Press, 1988.
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AnalysisEconomicsOperations Research·Captain: mikedeng1

Dual Moments and Risk Attitudes: The Rank-Dependent Utility Risk Premium of a Small Risk Is Variance Times Utility Risk Aversion Plus Maxiance Times Probability-Weighting Risk AversionResearch Paper

Motivation

The Pratt–Arrow risk premium is the basic local measure of risk aversion under expected utility (EU): a decision-maker with a twice differentiable utility UUU facing a small zero-mean risk ε~\tilde\varepsilonε~ at wealth w0w_0w0​ pays approximately

π≃σ22(−U′′(w0)U′(w0)),\pi \simeq \frac{\sigma^2}{2}\left(-\frac{U''(w_0)}{U'(w_0)}\right),π≃2σ2​(−U′(w0​)U′′(w0​)​),

variance times the index of absolute risk aversion (Pratt 1964; Arrow 1965). It is used throughout portfolio theory, insurance pricing and decision analysis, wherever a risk attitude has to be summarised by one number.

Much of decision theory since the 1980s replaces EU by rank-dependent utility (RDU, Quiggin 1982), which distorts cumulative probabilities by a probability weighting function hhh. Its special case with linear utility is Yaari's dual theory (DT, Yaari 1987). Under these models risk aversion comes from two sources, the curvature of UUU and the curvature of hhh, and the variance alone no longer measures how much a small risk costs. Eeckhoudt and Laeven (arXiv:1612.03347v2, published in Operations Research, 2022) identify the missing measure: the second dual moment, or maxiance, the expected best of two independent draws of the risk. They show that under DT the local risk premium is proportional to the maxiance, and that under RDU it is the sum of a variance term and a maxiance term.

Setting

A finite lottery lists outcomes x1≤⋯≤xnx_1 \le \dots \le x_nx1​≤⋯≤xn​ in increasing order with unconditional probability masses π1,…,πn\pi_1, \dots, \pi_nπ1​,…,πn​. Write Fi=π1+⋯+πiF_i = \pi_1 + \dots + \pi_iFi​=π1​+⋯+πi​ and F0=0F_0 = 0F0​=0. The masses need not sum to one: the risks below are attached to one branch of a lottery and carry only that branch's mass. An RDU decision-maker with utility UUU and weighting function hhh evaluates a lottery by (4.1):

∫U(x) dh(F(x))=∑i=1nU(xi)(h(Fi)−h(Fi−1)).\int U(x)\,\mathrm dh(F(x)) = \sum_{i=1}^n U(x_i)\bigl(h(F_i) - h(F_{i-1})\bigr).∫U(x)dh(F(x))=i=1∑n​U(xi​)(h(Fi​)−h(Fi−1​)).

DT is the case U(x)=xU(x) = xU(x)=x (3.1). The paper assumes that UUU is twice continuously differentiable with U′>0U' > 0U′>0, and that h:[0,1]→[0,1]h : [0,1] \to [0,1]h:[0,1]→[0,1] is twice continuously differentiable with h(0)=0h(0) = 0h(0)=0, h(1)=1h(1) = 1h(1)=1, h′>0h' > 0h′>0.

For a risk with cumulative distribution FFF and mean m=∫x dF(x)m = \int x\,\mathrm dF(x)m=∫xdF(x), the unconditional variance and maxiance are

m2=∫(x−m)2 dF(x),mˉ2=∫(x−m) d(F(x))2,m_2 = \int (x - m)^2\,\mathrm dF(x), \qquad \bar m_2 = \int (x - m)\,\mathrm d(F(x))^2,m2​=∫(x−m)2dF(x),mˉ2​=∫(x−m)d(F(x))2,

and Pr⁡\PrPr denotes the total unconditional mass. For a probability distribution, mˉ2=E[max⁡(ε~(1),ε~(2))]−E[ε~]\bar m_2 = \mathbb E[\max(\tilde\varepsilon^{(1)}, \tilde\varepsilon^{(2)})] - \mathbb E[\tilde\varepsilon]mˉ2​=E[max(ε~(1),ε~(2))]−E[ε~] (2.1).

Fix 0<p0<10 < p_0 < 10<p0​<1, 0<ε1<min⁡{p0,1−p0}0 < \varepsilon_1 < \min\{p_0, 1 - p_0\}0<ε1​<min{p0​,1−p0​}, ε2>0\varepsilon_2 > 0ε2​>0 and initial wealth w0w_0w0​. Lottery CCC pays w0−ε2w_0 - \varepsilon_2w0​−ε2​ with probability p0p_0p0​ and w0+ε2w_0 + \varepsilon_2w0​+ε2​ with probability 1−p01 - p_01−p0​. Lottery DDD takes mass ε1\varepsilon_1ε1​ from each branch of CCC and puts the released mass 2ε12\varepsilon_12ε1​ on a middle outcome w0+yw_0 + yw0​+y with −ε2<y<ε2-\varepsilon_2 < y < \varepsilon_2−ε2​<y<ε2​. The RDU risk premium is λ=0−y\lambda = 0 - yλ=0−y for the yyy that makes the decision-maker indifferent between CCC and DDD, that is, the solution of (4.2). The spread from DDD with y=0y = 0y=0 to CCC attaches to the middle branch the risk ε~12\tilde\varepsilon_{12}ε~12​, which takes the values ±ε2\pm\varepsilon_2±ε2​ each with unconditional probability ε1\varepsilon_1ε1​. The DT construction with lotteries AAA, BBB, outcomes ±1\pm1±1, premium ρ\rhoρ and risk ε~1\tilde\varepsilon_1ε~1​ (±1\pm1±1 with probability ε1\varepsilon_1ε1​ each) is the same with ε2=1\varepsilon_2 = 1ε2​=1 and U(x)=xU(x) = xU(x)=x.

Formalization targets

Goal: the RDU risk premium, (4.3)

As (ε1,ε2)→(0+,0+)(\varepsilon_1, \varepsilon_2) \to (0^+, 0^+)(ε1​,ε2​)→(0+,0+) jointly, with m2m_2m2​, mˉ2\bar m_2mˉ2​, Pr⁡\PrPr the moments of ε~12\tilde\varepsilon_{12}ε~12​,

λ=m22Pr⁡(−U′′(w0)U′(w0))+mˉ22Pr⁡(−h′′(p0)h′(p0))+o ⁣(m2Pr⁡+mˉ2Pr⁡).\lambda = \frac{m_2}{2\Pr}\left(-\frac{U''(w_0)}{U'(w_0)}\right) + \frac{\bar m_2}{2\Pr}\left(-\frac{h''(p_0)}{h'(p_0)}\right) + o\!\left(\frac{m_2}{\Pr} + \frac{\bar m_2}{\Pr}\right).λ=2Prm2​​(−U′(w0​)U′′(w0​)​)+2Prmˉ2​​(−h′(p0​)h′′(p0​)​)+o(Prm2​​+Prmˉ2​​).

Milestones

  1. The moments of ε~1\tilde\varepsilon_1ε~1​: mˉ2=2ε12\bar m_2 = 2\varepsilon_1^2mˉ2​=2ε12​, Pr⁡=2ε1\Pr = 2\varepsilon_1Pr=2ε1​ (§3, p. 6).
  2. The moments of ε~12\tilde\varepsilon_{12}ε~12​: m2=2ε1ε22m_2 = 2\varepsilon_1\varepsilon_2^2m2​=2ε1​ε22​, mˉ2=2ε12ε2\bar m_2 = 2\varepsilon_1^2\varepsilon_2mˉ2​=2ε12​ε2​, Pr⁡=2ε1\Pr = 2\varepsilon_1Pr=2ε1​ (footnote 21).
  3. DT indifference between AAA and BBB is equation (3.2).
  4. The explicit DT premium (3.3): ρ=(h(p0)−h(p0−ε1))−(h(p0+ε1)−h(p0))h(p0+ε1)−h(p0−ε1)\rho = \dfrac{(h(p_0) - h(p_0 - \varepsilon_1)) - (h(p_0 + \varepsilon_1) - h(p_0))}{h(p_0 + \varepsilon_1) - h(p_0 - \varepsilon_1)}ρ=h(p0​+ε1​)−h(p0​−ε1​)(h(p0​)−h(p0​−ε1​))−(h(p0​+ε1​)−h(p0​))​.
  5. The DT approximation (3.4): ρ=mˉ22Pr⁡(−h′′(p0)h′(p0))+o ⁣(mˉ2Pr⁡)\rho = \dfrac{\bar m_2}{2\Pr}\left(-\dfrac{h''(p_0)}{h'(p_0)}\right) + o\!\left(\dfrac{\bar m_2}{\Pr}\right)ρ=2Prmˉ2​​(−h′(p0​)h′′(p0​)​)+o(Prmˉ2​​) as ε1→0+\varepsilon_1 \to 0^+ε1​→0+.
  6. RDU indifference between CCC and DDD is equation (4.2), and it has exactly one solution λ\lambdaλ with −ε2<λ<ε2-\varepsilon_2 < \lambda < \varepsilon_2−ε2​<λ<ε2​.

Significance

The result. Formula (4.3) shows that, for a small zero-mean risk, an RDU decision-maker's premium splits additively into an EU part (variance times utility risk aversion −U′′/U′-U''/U'−U′′/U′) and a DT part (maxiance times probability-weighting risk aversion −h′′/h′-h''/h'−h′′/h′). Variance and maxiance appear on an equal footing, so the maxiance is the natural second risk measure for non-EU preferences, as the variance is for EU. The DT index −h′′(p0)/h′(p0)-h''(p_0)/h'(p_0)−h′′(p0​)/h′(p0​) plays the role of the Arrow–Pratt coefficient in the probability plane. The paper builds its global comparative risk aversion result (Proposition 5.1), its examples with Prelec's weighting function and its portfolio application on this local index.

Formalizing it. The result is proved in the paper by Taylor expansion, with "≃\simeq≃" left informal. This mission fixes the precise asymptotic meaning: a little-o remainder in the joint limit. It also makes definite the claims the paper takes for granted: that the premium exists and is unique, and that the moments of ε~1\tilde\varepsilon_1ε~1​ and ε~12\tilde\varepsilon_{12}ε~12​ take the stated values. No part of this development, nor any rank-dependent utility evaluation, is formalized on the platform or, as far as is known, elsewhere.

Difficulty

The obvious argument expands both sides of (4.2) and keeps "the second-order terms". This needs care on two counts. First, the premium is defined only implicitly, so its size has to be controlled before U(w0−λ)U(w_0 - \lambda)U(w0​−λ) is expanded: the λ2\lambda^2λ2 term is negligible only once λ=O(ε22+ε1ε2)\lambda = O(\varepsilon_2^2 + \varepsilon_1\varepsilon_2)λ=O(ε22​+ε1​ε2​) is known. Second, the two leading terms have different orders, ε22\varepsilon_2^2ε22​ and ε1ε2\varepsilon_1\varepsilon_2ε1​ε2​, and the remainder must be uniformly small relative to their sum in a two-parameter limit. The tempting reading "small variance and small maxiance" (p. 4) with ε1\varepsilon_1ε1​ fixed is false: at fixed ε1\varepsilon_1ε1​ the dual term carries a relative error of order ε1\varepsilon_1ε1​ that does not vanish as ε2→0\varepsilon_2 \to 0ε2​→0. The DT step (3.4) needs the explicit solution (3.3) and the strict positivity of h(p0+ε1)−h(p0−ε1)h(p_0 + \varepsilon_1) - h(p_0 - \varepsilon_1)h(p0​+ε1​)−h(p0​−ε1​).

Formalization scope

All quantities are real. A lottery is a pair of vectors indexed by Fin n\mathrm{Fin}\,nFinn; the evaluation (4.1) is the finite rank-dependent sum, with cumulative masses computed from the vector. The sum equals the Stieltjes integral only for outcomes in increasing order, so the premium predicates keep the page's ranges −1<x<1-1 < x < 1−1<x<1 and −ε2<y<ε2-\varepsilon_2 < y < \varepsilon_2−ε2​<y<ε2​, which order BBB and DDD. Initial wealth w0w_0w0​ is added to every outcome.

Committed conventions:

  • UUU is C2C^2C2 on R\mathbb RR with U′>0U' > 0U′>0 everywhere (footnote 1). hhh is C2C^2C2 on [0,1][0,1][0,1], maps [0,1][0,1][0,1] into itself, satisfies h(0)=0h(0) = 0h(0)=0, h(1)=1h(1) = 1h(1)=1, and has positive one-sided derivative within [0,1][0,1][0,1] (p. 5, footnote 12). These are the page's hypotheses, kept although local differentiability at w0w_0w0​ and p0p_0p0​ would suffice.
  • U′′(w0)U''(w_0)U′′(w0​), h′(p0)h'(p_0)h′(p0​), h′′(p0)h''(p_0)h′′(p0​) are ordinary iterated derivatives; p0p_0p0​ is interior.
  • Pinned reading of "≃\simeq≃". (4.3) is a little-o statement along the filter of (0,0)(0,0)(0,0) restricted to (0,∞)2(0,\infty)^2(0,∞)2, relative to m2/Pr⁡+mˉ2/Pr⁡m_2/\Pr + \bar m_2/\Prm2​/Pr+mˉ2​/Pr; (3.4) is the one-variable analogue as ε1→0+\varepsilon_1 \to 0^+ε1​→0+, relative to mˉ2/Pr⁡\bar m_2/\Prmˉ2​/Pr.
  • The premium is any function of (ε1,ε2)(\varepsilon_1, \varepsilon_2)(ε1​,ε2​) satisfying the indifference on the feasible region; milestone 6 shows it exists and is unique.
  • The moments m2m_2m2​, mˉ2\bar m_2mˉ2​, Pr⁡\PrPr in the goal are computed from ε~12\tilde\varepsilon_{12}ε~12​ by the definitions, not written as 2ε1ε222\varepsilon_1\varepsilon_2^22ε1​ε22​, 2ε12ε22\varepsilon_1^2\varepsilon_22ε12​ε2​, 2ε12\varepsilon_12ε1​. Pr⁡=2ε1>0\Pr = 2\varepsilon_1 > 0Pr=2ε1​>0 on the filter, so no division by zero enters.

A formalization that defined the premium by its Taylor polynomial, replaced λ\lambdaλ by the leading terms, or took the limit in ε2\varepsilon_2ε2​ alone would be trivial or false; the goal quantifies over every solution of the indifference and uses the joint limit.

Not formalized: the equivalence of (2.1) with the Stieltjes form, Proposition 5.1 (global comparative risk aversion), the examples of §6, the portfolio application of §7 and the non-binary generalisation of Appendix A.

Needed infrastructure: finite rank-dependent sums, Taylor expansion of C2C^2C2 functions with little-o remainders (Mathlib's taylor_mean_remainder family and Asymptotics), and the intermediate value theorem. Contributions welcome: proofs of the milestones, and a general Stieltjes-integral version of (4.1) for finitely supported distributions that would let later missions treat non-binary risks.

Selected references

  • L. R. Eeckhoudt, R. J. A. Laeven, Dual Moments and Risk Attitudes, arXiv:1612.03347v2, 2018 (the version formalized here; later published in Operations Research, 2022). https://arxiv.org/abs/1612.03347v2
  • J. W. Pratt, Risk Aversion in the Small and in the Large, Econometrica 32, 1964. https://doi.org/10.2307/1913738
  • J. Quiggin, A Theory of Anticipated Utility, Journal of Economic Behavior & Organization 3, 1982. https://doi.org/10.1016/0167-2681(82)90008-7
  • M. E. Yaari, The Dual Theory of Choice under Risk, Econometrica 55, 1987. https://doi.org/10.2307/1911158
  • K. J. Arrow, Aspects of the Theory of Risk-Bearing, Yrjö Jahnssonin Säätiö, Helsinki, 1965.
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EconomicsOperations Research·Captain: mikedeng1

Government Loan Guarantees, Market Liquidity, and Lending Standards: Loan Insurance Raises the Price of Uninsured Loans and Lowers Screening in the Liquid EquilibriumResearch Paper

Motivation

Mortgage lenders in the United States and Canada can insure a loan against default when it is originated. In the US the guarantee is typically provided by government-sponsored enterprises, in Canada by government-backed mortgage insurers. Such guarantees are usually discussed as risk-sharing devices, or criticized because they weaken lenders' incentives to screen borrowers. Ahnert and Kuncl (Bank of Canada Staff Working Paper 2019-47; published as Government Loan Guarantees, Market Liquidity, and Lending Standards, Management Science, 2024) isolate a different channel. Loans are later sold in a secondary market where buyers cannot tell good loans from bad ones, the lemons problem of Akerlof (1970). Insurance bought at origination changes which loans reach that market, and therefore its price and its liquidity.

The model is deliberately risk-neutral, so insurance has no risk-sharing value. Every effect comes from the interaction of screening incentives, private information at the interim date, and market segmentation between insured and uninsured loans. This mission formalizes the paper's characterization of the liquid equilibrium with loan insurance (Proposition 2, existence and parts 1–2) and the results that the paper's proof uses.

Setting

There are dates t=0,1,2t=0,1,2t=0,1,2 and a continuum of lenders i∈[0,1]i\in[0,1]i∈[0,1], each with one loan. A loan pays A>0A>0A>0 at t=2t=2t=2 with probability μ∈(0,1)\mu\in(0,1)μ∈(0,1), or ψ∈(μ,1)\psi\in(\mu,1)ψ∈(μ,1) if the lender screens at t=0t=0t=0, and 000 otherwise. Screening costs lender iii a private amount ηi\eta_iηi​, distributed with distribution function FFF supported on [0,ηˉ][0,\bar\eta][0,ηˉ​]. At t=1t=1t=1 each lender privately learns the quality Ai∈{0,A}A_i\in\{0,A\}Ai​∈{0,A} of its loan and a liquidity shock λi∈{1,λ}\lambda_i\in\{1,\lambda\}λi​∈{1,λ}, λ>1\lambda>1λ>1, with Pr⁡{λi=λ}=ν∈(0,1)\Pr\{\lambda_i=\lambda\}=\nu\in(0,1)Pr{λi​=λ}=ν∈(0,1). Its utility is λici1+ci2−ηisi\lambda_ic_{i1}+c_{i2}-\eta_is_iλi​ci1​+ci2​−ηi​si​, so a shocked lender values interim consumption more.

At t=0t=0t=0 a lender may insure its loan for a fee kkk. Insurance guarantees AAA, so an insured loan pays the safe amount π=A−k\pi=A-kπ=A−k. At t=1t=1t=1 loans can be sold to competitive outside financiers who do not observe screening, shocks or quality, but do observe insurance. There are therefore two markets, for insured loans at price pIp_IpI​ and for uninsured loans at price pUp_UpU​.

Write κ=νλ+1−ν\kappa=\nu\lambda+1-\nuκ=νλ+1−ν. Lenders use a threshold rule: those with cost ηi≤η\eta_i\le\etaηi​≤η screen. The market for uninsured loans is liquid when shocked lenders sell good loans, λpU≥A\lambda p_U\ge AλpU​≥A (condition (2)). A liquid equilibrium (Definition 1) consists of screening and insurance choices, prices and a fee such that:

  1. every lender's choices are optimal, with t=1t=1t=1 sales chosen optimally;
  2. the insurer and the buyers in both markets break even;
  3. condition (2) holds.

Without insurance, the break-even price (4) and the marginal lender's indifference (5) characterize the benchmark equilibrium of Lemma 1.

Formalization targets

Goal: Proposition 2, existence and parts 1–2

Assume ψ>ψ‾=λμ/(λμ+κ(1−μ))\psi>\underline\psi=\lambda\mu/(\lambda\mu+\kappa(1-\mu))ψ>ψ​=λμ/(λμ+κ(1−μ)), λ≥λ~L=12μ+14μ2+(1−μ)(1−ν)μν\lambda\ge\tilde\lambda_L=\frac1{2\mu}+\sqrt{\frac1{4\mu^2}+\frac{(1-\mu)(1-\nu)}{\mu\nu}}λ≥λ~L​=2μ1​+4μ21​+μν(1−μ)(1−ν)​​, and condition (35), which is equivalent to μ>μ~I\mu>\tilde\mu_Iμ>μ~​I​. Then a liquid equilibrium exists in which a share m∗∈(0,1)m^*\in(0,1)m∗∈(0,1) of high-cost lenders insures, with

η∗=(1−ν)(1−μ)(ψ−μ)κAνλ+(1−ν)(1−μ),pU∗=νλμAνλ+(1−ν)(1−μ)∈[Aλ, pI∗),\eta^*=\frac{(1-\nu)(1-\mu)(\psi-\mu)\kappa A}{\nu\lambda+(1-\nu)(1-\mu)},\qquad p^*_U=\frac{\nu\lambda\mu A}{\nu\lambda+(1-\nu)(1-\mu)}\in\Big[\frac A\lambda,\,p^*_I\Big),η∗=νλ+(1−ν)(1−μ)(1−ν)(1−μ)(ψ−μ)κA​,pU∗​=νλ+(1−ν)(1−μ)νλμA​∈[λA​,pI∗​), m∗=1−(κ(1−μ)ψ−(1−ψ)λμ)F(η∗)μ(λ−1)(1−ν)(1−μ)(1−F(η∗)),m^*=1-\frac{(\kappa(1-\mu)\psi-(1-\psi)\lambda\mu)F(\eta^*)}{\mu(\lambda-1)(1-\nu)(1-\mu)(1-F(\eta^*))},m∗=1−μ(λ−1)(1−ν)(1−μ)(1−F(η∗))(κ(1−μ)ψ−(1−ψ)λμ)F(η∗)​,

fee (1−μ)A(1-\mu)A(1−μ)A and pI∗=μAp^*_I=\mu ApI∗​=μA. Moreover, the price of uninsured loans is higher and the screening threshold lower than in every solution (η0,p0)(\eta_0,p_0)(η0​,p0​) of the no-insurance system (4)–(5):

p0<pU∗,η∗<η0.p_0<p^*_U,\qquad \eta^*<\eta_0.p0​<pU∗​,η∗<η0​.

Milestones

In attack order:

  1. Lemma 1, the no-insurance benchmark.
  2. Proposition 1 (liquid case), which gives the insurance fee and the price of insured loans, and bounds the share of insuring high-cost lenders below one.
  3. The indifference condition (8), which pins down pU∗p^*_UpU∗​.
  4. The screening condition (5), which pins down η∗\eta^*η∗.
  5. The root condition behind λ~L\tilde\lambda_Lλ~L​.
  6. Equations (34)–(35): m∗m^*m∗, and when insurance is used.
  7. Equation (38): more insurance raises pUp_UpU​ and lowers η\etaη.
  8. Equation (37): the bound μ~I\tilde\mu_Iμ~​I​ is unique.

Significance

The result is the paper's positive case for loan guarantees. Insured loans are removed from the uninsured market in two ways. Shocked lenders who insure hold average-quality loans. Unshocked high-cost lenders who insure give up the option to sell their lemons later. Both effects improve the pool of uninsured loans traded, so pUp_UpU​ rises, and the liquid equilibrium survives for smaller liquidity shocks: λ~L\tilde\lambda_Lλ~L​ replaces the benchmark bound λ‾L\underline\lambda_Lλ​L​. The cost is lower lending standards (η∗<η0\eta^*<\eta_0η∗<η0​). The paper's welfare analysis (Proposition 4) and its regulation results (Proposition 5) start from this trade-off.

On the formal side, the paper's arguments are informal derivative computations and limit arguments in Appendix B. As far as is known, nothing in this model is machine-checked. Formalizing the result requires the equilibrium to be posed as a genuine fixed point: optimality among all screening and insurance choices, with t=1t=1t=1 sales chosen optimally, and break-even prices. The closed forms then become theorems, not definitions. The comparative statics in part 3 of Proposition 2 remain open for later work.

Difficulty

The closed forms follow quickly once one assumes the equilibrium structure: screeners do not insure, high-cost lenders are exactly indifferent about insurance, and the marginal screener is indifferent about screening. The work is in deriving that structure from Definition 1 and then exhibiting the equilibrium.

  • Fee. The fee is pinned down by break-even only if a positive mass of loans is insured.
  • Pooling price. The price of uninsured loans pools screened and unscreened loans, so it depends on the threshold through FFF. The threshold in turn depends on the price.
  • Comparison with the benchmark. Showing that the benchmark fixed point lies on the other side of (η∗,pU∗)(\eta^*,p^*_U)(η∗,pU∗​) needs the monotonicity of (4) in the threshold, combined with (35).
  • The bound μ~I\tilde\mu_Iμ~​I​. Its uniqueness rests on single crossing along a curve whose right side involves F(η∗(μ))F(\eta^*(\mu))F(η∗(μ)). The paper's appeal to "continuity in μ\muμ" fails when F(η∗(μ))F(\eta^*(\mu))F(η∗(μ)) reaches 111, which is why the milestone carries a heterogeneity assumption.

Formalization scope

Everything is defined in the namespace LoanInsurance.Liquid, in one definitions file LoanInsurance.Liquid.Model. The conventions are:

  • Parameters. These are a structure Params with fields A, μ, ψ, ν, lam (the paper's λ\lambdaλ), etaBar (ηˉ\bar\etaηˉ​) and F. The standing assumptions of §2 form the predicate Standing. The density f>0f>0f>0 on [0,ηˉ][0,\bar\eta][0,ηˉ​] is replaced by what the paper uses: FFF is continuous and strictly increasing on [0,ηˉ][0,\bar\eta][0,ηˉ​], 000 below 000, and 111 above ηˉ\bar\etaηˉ​.
  • Profiles. Strategy profiles are threshold–share profiles: the threshold η\etaη, the share mLm_LmL​ of screeners who insure, the share mmm of high-cost lenders who insure, pIp_IpI​, pUp_UpU​ and kkk. This is the paper's own reduction (p. 10).
  • Payoffs. Payoffs use max⁡\maxmax, so t=1t=1t=1 sales are optimal by construction. The break-even condition for uninsured loans uses the sales (3), which (2) licenses.
  • Derived quantities. κ\kappaκ, ψ‾\underline\psiψ​, λ~L\tilde\lambda_Lλ~L​, η∗\eta^*η∗, pU∗p^*_UpU∗​, m∗m^*m∗, the prices (4) and (33), and condition (35) are definitions computed from the parameters, never free variables.
  • Goal hypotheses. The goal carries ψ>ψ‾\psi>\underline\psiψ>ψ​ (the paper's standing focus from p. 14) and (35) in place of μ>μ~I\mu>\tilde\mu_Iμ>μ~​I​; their equivalence is milestone 8.
  • Milestone 8. It adds the heterogeneity assumption (1−ν)ψA≤ηˉ(1-\nu)\psi A\le\bar\eta(1−ν)ψA≤ηˉ​. Without it the claim can fail.

A trivializing formalization is ruled out: the equilibrium is never defined by the equations (5), (8) and (33) or by the closed forms. It is optimality among all four choices (s,ℓ)(s,\ell)(s,ℓ) plus break-even. Neither k=(1−μ)Ak=(1-\mu)Ak=(1−μ)A nor pI=μAp_I=\mu ApI​=μA is built into the definition. The goal is an existence statement whose witness must satisfy Definition 1.

A complete development needs elementary real analysis: monotonicity of linear-fractional functions, the intermediate value theorem for the fixed points (6) and (37), and case analysis on max⁡\maxmax. Lemmas about the prices (4) and (33) are reusable across the milestones. Proofs of any milestone, and alternative formulations of Definition 1 that are proved equivalent, are welcome.

Selected references

  • T. Ahnert and M. Kuncl, Loan Insurance, Market Liquidity, and Lending Standards, Bank of Canada Staff Working Paper 2019-47 (last updated August 2020). https://www.bankofcanada.ca/2019/12/staff-working-paper-2019-47/
  • T. Ahnert and M. Kuncl, Government Loan Guarantees, Market Liquidity, and Lending Standards, Management Science, 2024. https://doi.org/10.1287/mnsc.2022.01571
  • G. A. Akerlof, The Market for "Lemons": Quality Uncertainty and the Market Mechanism, Quarterly Journal of Economics 84(3), 1970. https://doi.org/10.2307/1879431
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Operations ResearchProbability·Captain: mikedeng1

Delegation of Stocking Decisions Under Asymmetric Demand Information: With Two Demand States, Early Stock-Out Inspection Makes the Store Manager Order the Principal's Optimal QuantityResearch Paper

Motivation

Retail chains routinely delegate replenishment decisions to store managers. The manager sees signals the head office does not: local events, weather, the mood of the neighbourhood. The head office (the principal) knows only the probabilities of these demand states. It also cannot observe lost sales directly, because unmet demand leaves no record, so it cannot simply pay the manager (the agent) on the true newsvendor cost. What it can observe is leftover stock and whether the shelf was empty when someone checked.

Alp and Şen (M&SOM 23(1):55–69, 2021) study performance measures built from these observable quantities. Under scheme [M][M][M], the agent is charged for leftover stock and pays a lump-sum penalty MMM if the shelf is empty at the end of the period. One value of MMM aligns the agent's order with the principal's optimal order in every demand state only when all states have the same demand variability (their Corollary 1). The paper's response is early inspection: scheme [M,t][M,t][M,t] checks the shelf at an earlier time t<1t<1t<1. Its Proposition 2 shows that with two demand states, a suitable inspection time and one penalty restore perfect alignment, even though the principal does not know the state.

The question belongs to the literature on sales-force and inventory incentives (e.g. F. Chen, Sales-force incentives and inventory management, M&SOM 2(2):186–202, 2000), where the agent's private information about demand is the central obstacle.

Setting

There is one period of length 111 and two demand states j∈{1,2}j\in\{1,2\}j∈{1,2}. The agent knows jjj; the principal does not. In state jjj, cumulative demand is a Wiener process with drift μj\mu_jμj​ and standard deviation σj>0\sigma_j>0σj​>0. So the period demand is Dj∼N(μj,σj2)D_j\sim N(\mu_j,\sigma_j^2)Dj​∼N(μj​,σj2​) and the demand up to time ttt is Yt,j∼N(tμj,tσj2)Y_{t,j}\sim N(t\mu_j,t\sigma_j^2)Yt,j​∼N(tμj​,tσj2​). Write Φ\PhiΦ and φ\varphiφ for the standard normal distribution function and density, and kj=μj/σjk_j=\mu_j/\sigma_jkj​=μj​/σj​.

The stock starts at a level I≥0I\ge0I≥0 and is raised to an order-up-to level S≥IS\ge IS≥I. Leftover stock costs co>0c_o>0co​>0 per unit and lost demand cu>0c_u>0cu​>0 per unit, so the principal's expected cost is the newsvendor cost

ETCj(S)=co E[(S−Dj)+]+cu E[(Dj−S)+].\mathrm{ETC}_j(S)=c_o\,\mathbb E[(S-D_j)^+]+c_u\,\mathbb E[(D_j-S)^+].ETCj​(S)=co​E[(S−Dj​)+]+cu​E[(Dj​−S)+].

Let z^\hat zz^ be the critical fractile, Φ(z^)=cu/(co+cu)\Phi(\hat z)=c_u/(c_o+c_u)Φ(z^)=cu​/(co​+cu​). The principal's optimal level is μj+z^σj\mu_j+\hat z\sigma_jμj​+z^σj​.

Under scheme [M,t][M,t][M,t] with unit weight on leftover stock, the agent's expected score, eq. (4) of the paper, is

ETPMj(S)=E[(S−Dj)+]+M P{Yt,j≥S}.\mathrm{ETPM}_j(S)=\mathbb E[(S-D_j)^+]+M\,\mathbb P\{Y_{t,j}\ge S\}.ETPMj​(S)=E[(S−Dj​)+]+MP{Yt,j​≥S}.

Its derivative in SSS, at S=μ+zσS=\mu+z\sigmaS=μ+zσ, is the function of eq. (9):

ω(z)=Φ(z)−Mt σφ ⁣(k(1−t)+zt).\omega(z)=\Phi(z)-\frac{M}{\sqrt t\,\sigma}\varphi\!\left(\frac{k(1-t)+z}{\sqrt t}\right).ω(z)=Φ(z)−t​σM​φ(t​k(1−t)+z​).

In Lean these objects are agentCost, Φ, φ, omega, incentiveM, inspectionLHS and argminFrom in EarlyInspect.Align.Model. The principal's cost is the published InventoryControl.newsboyCost co cu μ σ.

Formalization targets

Goal: Proposition 2 (with one disclosed hypothesis)

Assume 0<σ2<σ10<\sigma_2<\sigma_10<σ2​<σ1​, k2>k1k_2>k_1k2​>k1​ and μ1+z^σ1≥0\mu_1+\hat z\sigma_1\ge0μ1​+z^σ1​≥0. Then there is τ∈(0,1)\tau\in(0,1)τ∈(0,1) with

e−12[(k2(1−τ)+z^)2−(k1(1−τ)+z^)2τ]=σ2σ1,e^{-\frac12\left[\frac{(k_2(1-\tau)+\hat z)^2-(k_1(1-\tau)+\hat z)^2}{\tau}\right]}=\frac{\sigma_2}{\sigma_1},e−21​[τ(k2​(1−τ)+z^)2−(k1​(1−τ)+z^)2​]=σ1​σ2​​,

and the penalty

M=Φ(z^)φ ⁣(k1(1−τ)+z^τ)τ σ1=Φ(z^)φ ⁣(k2(1−τ)+z^τ)τ σ2M=\frac{\Phi(\hat z)}{\varphi\!\left(\frac{k_1(1-\tau)+\hat z}{\sqrt\tau}\right)}\sqrt\tau\,\sigma_1=\frac{\Phi(\hat z)}{\varphi\!\left(\frac{k_2(1-\tau)+\hat z}{\sqrt\tau}\right)}\sqrt\tau\,\sigma_2M=φ(τ​k1​(1−τ)+z^​)Φ(z^)​τ​σ1​=φ(τ​k2​(1−τ)+z^​)Φ(z^)​τ​σ2​

achieves the following with inspection time t=τt=\taut=τ. For every I≥0I\ge0I≥0 and both jjj,

argmin⁡S≥IETPMj(S)={max⁡(I,μj+z^σj)}=argmin⁡S≥IETCj(S).\operatorname*{argmin}_{S\ge I}\mathrm{ETPM}_j(S)=\{\max(I,\mu_j+\hat z\sigma_j)\}=\operatorname*{argmin}_{S\ge I}\mathrm{ETC}_j(S).S≥Iargmin​ETPMj​(S)={max(I,μj​+z^σj​)}=S≥Iargmin​ETCj​(S).

Milestones

  1. The newsvendor optimum: ETC\mathrm{ETC}ETC has the unique minimizer μ+z^σ\mu+\hat z\sigmaμ+z^σ, and over S≥IS\ge IS≥I the unique minimizer max⁡(I,μ+z^σ)\max(I,\mu+\hat z\sigma)max(I,μ+z^σ).
  2. Eq. (9): ETPM′(S)=ω((S−μ)/σ)\mathrm{ETPM}'(S)=\omega((S-\mu)/\sigma)ETPM′(S)=ω((S−μ)/σ).
  3. Lemma 1: the shape of ω\omegaω on either side of the threshold e−12k2(1−t)t σ/ke^{-\frac12k^2(1-t)}\sqrt t\,\sigma/ke−21​k2(1−t)t​σ/k.
  4. Theorem 3 part 1: if M>Φ(−k)t σ/φ(−kt)M>\Phi(-k)\sqrt t\,\sigma/\varphi(-k\sqrt t)M>Φ(−k)t​σ/φ(−kt​), ω\omegaω has a unique root z′≥−kz'\ge-kz′≥−k, and the agent's optimum is z∗=max⁡(z′,(I−μ)/σ)z^*=\max(z',(I-\mu)/\sigma)z∗=max(z′,(I−μ)/σ).
  5. The first part of Proposition 2: existence of τ\tauτ, and the agreement of the two expressions for MMM.

Significance

The result shows that when the principal inspects is an incentive instrument in its own right. With end-of-period inspection, one penalty cannot align a manager across states that differ in variability. Moving the inspection earlier changes the stock-out probability differently in each state, and with two states that extra freedom is enough to make the manager's privately optimal order equal the principal's in both. Proposition 2 is the paper's headline claim, stated in the abstract and the conclusion. The paper generalizes its second consequence in Theorem 4: for more than two states, some [M,t][M,t][M,t] with t<1t<1t<1 yields lower expected cost for the principal than scheme [M][M][M].

The paper states its results without proofs in the journal text; all proofs are in an online appendix. This mission states the goal and the results it rests on as machine-checkable statements. Two of them needed repair. As printed, Proposition 2 is false without a sign condition: in the paper's own case μ1=μ2\mu_1=\mu_2μ1​=μ2​, σ1>σ2\sigma_1>\sigma_2σ1​>σ2​, with z^=−2\hat z=-2z^=−2, no τ\tauτ exists. Theorem 3's "unique root" holds only on the feasible region z≥−kz\ge-kz≥−k. None of these results has been formalized before.

Difficulty

The principal's problem is the convex newsvendor problem. The agent's is not convex. The score ETPM\mathrm{ETPM}ETPM adds a decreasing Gaussian tail M P{Yt≥S}M\,\mathbb P\{Y_t\ge S\}MP{Yt​≥S} to a convex function, and its derivative ω\omegaω can change sign more than once on the real line. The obvious argument, "ω(z^)=0\omega(\hat z)=0ω(z^)=0 by the choice of MMM, hence z^\hat zz^ is the agent's optimum", fails twice. First, a stationary point need not be a minimizer: the agent's choice is the argmin of the score over [I,∞)[I,\infty)[I,∞), and that requires the sign pattern of ω\omegaω on all of [−k,∞)[-k,\infty)[−k,∞), which is Lemma 1 and Theorem 3. Second, the same MMM must serve both states, and the condition of §4.2.2 under which the root is unique has to hold at the constructed (τ,M)(\tau,M)(τ,M) in each state. The existence of τ\tauτ is an intermediate-value argument whose sign condition is exactly the added hypothesis.

Formalization scope

All quantities are real. Only the two normal marginals of the demand process are used, so the Wiener process is not formalized. The normal law is the published InventoryControl.newsboyDemand m s (mean mmm, standard deviation sss), and YtY_tYt​ is newsboyDemand (t * μ) (Real.sqrt t * σ), with variance tσ2t\sigma^2tσ2. The agent's weight c^o\hat c_oc^o​ is fixed to 111, as in Proposition 2. The principal's cost follows the text (leftover coc_oco​, lost demand cuc_ucu​), not eq. (1), which prints the coefficients swapped. z^\hat zz^ is characterized by Φ(z^)=cu/(co+cu)\Phi(\hat z)=c_u/(c_o+c_u)Φ(z^)=cu​/(co​+cu​).

The following hypotheses are added and disclosed in the items. 0≤μ1+z^σ10\le\mu_1+\hat z\sigma_10≤μ1​+z^σ1​ appears in Proposition 2 and in milestone 5. μ>0\mu>0μ>0 and M≥0M\ge0M≥0 appear in Lemma 1, whose threshold divides by kkk and whose second clause fails for negative MMM. I≥0I\ge0I≥0 (nonnegative starting stock) appears in Theorem 3 and the goal. Standing hypotheses σ>0\sigma>0σ>0 and t,τ∈(0,1)t,\tau\in(0,1)t,τ∈(0,1) appear throughout.

The goal cannot be trivialized by defining the agent's choice as a root of ω\omegaω or as max⁡(z′,zI)\max(z',z^I)max(z′,zI). Both choices are stated as sets of minimizers of the expected costs, and these sets are claimed to be singletons, so no vacuous reading is possible. A sorry-free check shows that the goal's hypotheses are satisfiable.

Useful infrastructure includes derivatives of Gaussian expectations of (S−x)+(S-x)^+(S−x)+ and of Gaussian tails, monotonicity and convexity of Φ\PhiΦ and φ\varphiφ, and the uniqueness of the critical fractile. These are reusable for any newsvendor-type model with normal demand. Proofs of individual milestones are welcome, as are proofs of the remaining results of the paper (Corollary 1, Theorem 3 parts 2–3, Theorem 4) as new statements.

Selected references

  • O. Alp, A. Şen, Delegation of Stocking Decisions Under Asymmetric Demand Information, Manufacturing & Service Operations Management 23(1):55–69, 2021. https://doi.org/10.1287/msom.2019.0810
  • F. Chen, Sales-force incentives and inventory management, Manufacturing & Service Operations Management 2(2):186–202, 2000.
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Algorithmic Game TheoryEconomicsOperations Research·Captain: mikedeng1

How Complementors Benefit from Taking Competition to the System Level: Squeezing the Complementor Makes Launching an Integrated System Profitable Even When the System Itself Loses MoneyResearch Paper

Motivation

Customers often need several complementary products, such as hardware and software, cars and financing, or jet engines and maintenance, sold by specialist firms that are complementors to one another. A recurring strategic move is for one complementor to launch an integrated system: a single offering that competes with the multi-component system its complementor still helps to supply. The paper's examples are AT&T's bundles of internet and entertainment services after the Time Warner merger, BMW's financing and leasing, Rolls-Royce's "power-by-the-hour" package of engines with maintenance, and Apple's music service competing with Spotify.

Reisinger, Schmidt and Stieglitz (Management Science, 2021) ask when such a move pays, and why it is observed even when the integrated system is neither better than the two-component system nor aimed at a different customer segment. Their answer separates the entrant's incremental profit into a direct effect (market expansion and conversion of customers to the integrated system) and a strategic effect: once an integrated system competes with the two-component system, the rival complementor cuts its component price while the entrant raises its own. The entrant thereby squeezes its complementor's margin. This decomposition follows the direct/strategic-effect analysis of Bulow, Geanakoplos and Klemperer (1985) and Fudenberg and Tirole (1984).

Setting

Two complementors AAA and BBB each sell one component of a two-component system with gross utility UC>0U_C>0UC​>0. Either may launch an integrated system with gross utility UI>0U_I>0UI​>0 by paying an investment K≥0K\ge0K≥0. Production costs are zero. The parameter γ∈(0,1)\gamma\in(0,1)γ∈(0,1) measures substitutability between systems. Inverse demand is linear:

PCA+PCB=UC−QC−γ∑iQIi,PIi=UI−QIi−γ(QC+QI−i),P_{C_A}+P_{C_B}=U_C-Q_C-\gamma\textstyle\sum_i Q_{I_i},\qquad P_{I_i}=U_I-Q_{I_i}-\gamma\big(Q_C+Q_{I_{-i}}\big),PCA​​+PCB​​=UC​−QC​−γ∑i​QIi​​,PIi​​=UI​−QIi​​−γ(QC​+QI−i​​),

a system that is not offered having quantity zero. The model restricts γ\gammaγ to an admissible range: γ≤UC/(2UI−UC)\gamma\le U_C/(2U_I-U_C)γ≤UC​/(2UI​−UC​) if UI≥UCU_I\ge U_CUI​≥UC​, and γ≤γˉ:=(UC2+3UI2−UC)/UI\gamma\le\bar\gamma:=(\sqrt{U_C^2+3U_I^2}-U_C)/U_Iγ≤γˉ​:=(UC2​+3UI2​​−UC​)/UI​ if UI<UCU_I<U_CUI​<UC​.

The game has two stages. In stage 1 the complementors decide simultaneously whether to launch an integrated system. In stage 2 they set prices. This gives three price subgames: no entry (i), accommodation (ii), in which only AAA enters, and escalation (iii), in which both enter. A price equilibrium of a subgame is a pure Nash equilibrium in which a firm selling two products may change both prices at once. In stage 1, AAA's benefit of entering when BBB stays out is ΠA(ii)−K−ΠA(i)\Pi_A^{(ii)}-K-\Pi_A^{(i)}ΠA(ii)​−K−ΠA(i)​, and BBB's benefit of entering when AAA is in is ΠB(iii)−K−ΠB(ii)\Pi_B^{(iii)}-K-\Pi_B^{(ii)}ΠB(iii)​−K−ΠB(ii)​. The thresholds Kˉ\bar KKˉ and K‾\underline KK​ are the values of KKK at which these vanish.

AAA's incremental profit from entry splits into three parts:

ΔΠAZ=(QIA(ii)+QC(ii)−QC(i))PIA(ii),ΔΠAY=(QC(i)−QC(ii))(PIA(ii)−PCA(i)),ΔΠAX=QC(ii)(PCA(ii)−PCA(i)).\Delta\Pi_A^Z=(Q_{I_A}^{(ii)}+Q_C^{(ii)}-Q_C^{(i)})P_{I_A}^{(ii)},\quad \Delta\Pi_A^Y=(Q_C^{(i)}-Q_C^{(ii)})(P_{I_A}^{(ii)}-P_{C_A}^{(i)}),\quad \Delta\Pi_A^X=Q_C^{(ii)}(P_{C_A}^{(ii)}-P_{C_A}^{(i)}).ΔΠAZ​=(QIA​(ii)​+QC(ii)​−QC(i)​)PIA​(ii)​,ΔΠAY​=(QC(i)​−QC(ii)​)(PIA​(ii)​−PCA​(i)​),ΔΠAX​=QC(ii)​(PCA​(ii)​−PCA​(i)​).

These are the profits from market expansion, from conversion of customers to the integrated system, and from squeezing the complementor.

Formalization targets

Goal: Proposition 3

In the accommodation equilibrium, for every admissible γ>0\gamma>0γ>0:

UI<UC ⇒ ΔΠAX>ΔΠAY,UI>UC ⇒ ΔΠAY>ΔΠAX.U_I<U_C\ \Rightarrow\ \Delta\Pi_A^X>\Delta\Pi_A^Y,\qquad U_I>U_C\ \Rightarrow\ \Delta\Pi_A^Y>\Delta\Pi_A^X .UI​<UC​ ⇒ ΔΠAX​>ΔΠAY​,UI​>UC​ ⇒ ΔΠAY​>ΔΠAX​.

Moreover, when UI<UCU_I<U_CUI​<UC​ there is a threshold γ^<γˉ\hat\gamma<\bar\gammaγ^​<γˉ​ such that for every admissible γ>γ^\gamma>\hat\gammaγ>γ^​ some K≥0K\ge0K≥0 makes the stage-1 outcome accommodation while

PIA(ii)QIA(ii)−K<0,P_{I_A}^{(ii)}Q_{I_A}^{(ii)}-K<0,PIA​(ii)​QIA​(ii)​−K<0,

that is, AAA enters although its integrated system loses money. The goal states this existence claim and does not fix the threshold.

Milestones

  1. The no-entry equilibrium: PCi(i)=UC/3P_{C_i}^{(i)}=U_C/3PCi​(i)​=UC​/3 and profit UC2/9U_C^2/9UC2​/9.
  2. The accommodation equilibrium: PCA(ii)=UC/3+γUI/6P_{C_A}^{(ii)}=U_C/3+\gamma U_I/6PCA​(ii)​=UC​/3+γUI​/6, PCB(ii)=UC/3−γUI/3P_{C_B}^{(ii)}=U_C/3-\gamma U_I/3PCB​(ii)​=UC​/3−γUI​/3, PIA(ii)=UI/2P_{I_A}^{(ii)}=U_I/2PIA​(ii)​=UI​/2, with both profits.
  3. The escalation equilibrium and its symmetric profit.
  4. Proposition 1 (i): 0<K‾<Kˉ0<\underline K<\bar K0<K​<Kˉ, accommodation exactly for K‾<K≤Kˉ\underline K<K\le\bar KK​<K≤Kˉ, and escalation for K≤K‾K\le\underline KK≤K​.
  5. Closed forms of ΔΠAX\Delta\Pi_A^XΔΠAX​ and ΔΠAY\Delta\Pi_A^YΔΠAY​.
  6. The identity ΔΠAX−ΔΠAY=γ(UC−UI)(UI(3+γ)−2γUC)/(18(1−γ)(1+γ))\Delta\Pi_A^X-\Delta\Pi_A^Y=\gamma(U_C-U_I)(U_I(3+\gamma)-2\gamma U_C)/(18(1-\gamma)(1+\gamma))ΔΠAX​−ΔΠAY​=γ(UC​−UI​)(UI​(3+γ)−2γUC​)/(18(1−γ)(1+γ)), whose second factor is positive.
  7. The split of AAA's accommodation profit into component and integrated-system profit.
  8. The equivalence of (8) and (9), γ≥UCUI/(2UC2−UI2)\gamma\ge U_CU_I/(2U_C^2-U_I^2)γ≥UC​UI​/(2UC2​−UI2​), and the fact that this threshold lies below γˉ\bar\gammaγˉ​.

Significance

The result gives a rationale for entry with an integrated system that is unprofitable on its own terms. The value of entry can lie entirely in the entrant's old business, through the margin it takes from its complementor. This matters for reading platform and ecosystem strategy, where launches of "first-party" hardware or bundles are often judged by their own profitability, and for competition policy, where the same move lowers the rival complementor's price and changes how the gains of the system are divided. Proposition 1, which the goal relies on, also shows that the asymmetric outcome, where one complementor integrates and the other does not, occurs for an intermediate band of entry costs, so the asymmetry arises endogenously between identical firms.

The paper proves these statements with computer-algebra-style calculations on closed forms. As far as is known, none of it is formalized. A complete development checks every equilibrium derivation, including uniqueness of the equilibria under joint deviations, and the inequalities that the paper's appendix treats briefly. The positivity of Kˉ−K‾\bar K-\underline KKˉ−K​ (Proposition 1 (i)) is argued in the appendix through a monotonicity claim that does not hold as written, and the two displayed formulas listed under Formalization scope contain misprints. The formal record settles these points.

Difficulty

The equilibrium computations are linear algebra, but each is stated as an equivalence: a profile is an equilibrium if and only if it equals the closed form. The "only if" direction needs strict concavity of each firm's two-price profit in both prices jointly. The comparison ΔΠAX\Delta\Pi_A^XΔΠAX​ versus ΔΠAY\Delta\Pi_A^YΔΠAY​ needs the admissible range: the factor UI(3+γ)−2γUCU_I(3+\gamma)-2\gamma U_CUI​(3+γ)−2γUC​ is positive only because γ≤γˉ\gamma\le\bar\gammaγ≤γˉ​, and this has to be extracted from a square-root bound. The loss-making-entry claim needs more than AAA's entry benefit being nonnegative. BBB must also stay out, so KKK has to lie in (K‾,Kˉ](\underline K,\bar K](K​,Kˉ] and above AAA's integrated-system profit at the same time. That is why the goal depends on Proposition 1 (i), whose central inequality 0<K‾<Kˉ0<\underline K<\bar K0<K​<Kˉ is a polynomial inequality in three variables over a region bounded by a square root. Plugging in boundary values of UIU_IUI​, as the appendix does, does not by itself establish it.

Formalization scope

All objects are over R\mathbb RR in the namespace SystemSqueeze.Accommodation, in one definition file:

  • Standing UC UI γ bundles UC>0U_C>0UC​>0, UI>0U_I>0UI​>0, 0<γ<10<\gamma<10<γ<1 and Admissible UC UI γ. Positivity of UC,UIU_C, U_IUC​,UI​ and K≥0K\ge0K≥0 are added; the paper uses them without stating them.
  • Prices range over R\mathbb RR, and the direct demands are the untruncated linear expressions of §4.2. This is the paper's first-order approach; equilibrium prices are nonnegative on the admissible range as a consequence, not an assumption.
  • IsNoEntryEq, IsAccEq and IsEscEq are pure Nash equilibria with joint deviations in a firm's two prices.
  • Entry benefits, ΔΠAX\Delta\Pi_A^XΔΠAX​, ΔΠAY\Delta\Pi_A^YΔΠAY​ and ΔΠAZ\Delta\Pi_A^ZΔΠAZ​ are computed from equilibrium profiles passed as arguments. Every statement quantifies over the equilibrium predicates, so substituting the closed-form prices into the goal is ruled out: that would turn Proposition 3 into its own lemmas.
  • In stage 1 an indifferent firm enters, as in the proof of Proposition 1. The entering complementor is called AAA, as by the paper's selection rule.
  • The de novo entrant of §5 is absent: its quantity is zero throughout.
  • Three printed slips are corrected: ΠB(ii)\Pi_B^{(ii)}ΠB(ii)​ (a stray factor 1−γ1-\gamma1−γ), the interval [Kˉ,K‾)[\bar K,\underline K)[Kˉ,K​) of Proposition 1 (i) (the proof has K‾<K≤Kˉ\underline K<K\le\bar KK​<K≤Kˉ), and ΔΠAY\Delta\Pi_A^YΔΠAY​ (an extra factor UIU_IUI​ and a flipped sign).

The equilibrium lemmas are reusable for any linear-demand analysis of this model, including Propositions 2 and 4–8 of the paper, which are not part of this mission. Contributions of proofs for any milestone are welcome, as are alternative proofs of K‾<Kˉ\underline K<\bar KK​<Kˉ.

Selected references

  • M. Reisinger, J. Schmidt, N. Stieglitz, How Complementors Benefit from Taking Competition to the System Level, Management Science 67(5), 2021. https://doi.org/10.1287/mnsc.2020.3771
  • J. Bulow, J. Geanakoplos, P. Klemperer, Multimarket Oligopoly: Strategic Substitutes and Complements, Journal of Political Economy 93(3), 1985. https://doi.org/10.1086/261312
  • D. Fudenberg, J. Tirole, The Fat-Cat Effect, the Puppy-Dog Ploy, and the Lean and Hungry Look, American Economic Review 74(2), 1984. https://www.jstor.org/stable/1816385
  • L. Cabral, J. M. Villas-Boas, Bertrand Supertraps, Management Science 51(4), 2005. https://doi.org/10.1287/mnsc.1040.0337
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AnalysisEconomicsOperations Research·Captain: mikedeng1

Following the Customers: Dynamic Competitive Repositioning: For Small Repositioning Costs, the Thresholds Rise Infinitely Fast, Increase with σ², Decrease with δ, and Become Independent of rResearch Paper

Motivation

Firms reposition their products as consumer tastes drift: car makers redesign models, retailers change assortments, media outlets shift their editorial line. Each move costs money, and competitors respond to it. Ning and Villas-Boas (2020) study when two competing firms should incur a fixed cost to move toward consumers whose preferred position follows a random path. The answer is a pair of repositioning thresholds. The paper characterizes them through a system of two transcendental equations and, for small repositioning costs, derives explicit asymptotic expansions. Those expansions give the paper's comparative statics in volatility, attribute importance and patience.

This mission formalizes that small-cost analysis: Proposition 2 of the paper, together with the chain of identities and limits in its appendix that leads to it.

Setting

Consumers have preferences (x,z)∈[0,1]2(x,z)\in[0,1]^2(x,z)∈[0,1]2. All consumers share the same position xtx_txt​ on the repositionable attribute, and they are uniformly spread on the fixed attribute zzz. The position xtx_txt​ follows a driftless Brownian motion with variance σ2\sigma^2σ2, reflected at 000 and 111. Two firms sit at the ends of [0,1][0,1][0,1] in xxx, and at opposite ends in zzz. A consumer buying from a firm at distance xxx gets utility v−δx−z−pv-\delta x-z-pv−δx−z−p, so δ>0\delta>0δ>0 measures how much the repositionable attribute matters. A firm may jump to the other end of the xxx-line at a cost K>0K>0K>0. Firms discount at rate r>0r>0r>0. All these parameters are standing assumptions.

Under price competition, a firm earns the flow profit πs=12\pi_s=\tfrac12πs​=21​ when both firms are on the same side. When they are on different sides and the firm is at distance xxx from the consumers, it earns

πd(x)=12(1+δ(1−2x)3)2.\pi_d(x)=\tfrac12\Big(1+\frac{\delta(1-2x)}{3}\Big)^2 .πd​(x)=21​(1+3δ(1−2x)​)2.

Write λ=2r/σ2\lambda=\sqrt{2r/\sigma^2}λ=2r/σ2​. In the symmetric equilibrium, a firm on the far side repositions when its distance reaches a threshold x∗x^*x∗. Firms on the same side reposition at a positive hazard rate on (x‾,x∗)(\underline x,x^*)(x​,x∗). Value matching and smooth pasting of the value functions

Vd(x)=πd(x)r+4δ29rλ2+Aeλx+Be−λx,Vs(x)=πsr+C(eλx+e−λx)V_d(x)=\frac{\pi_d(x)}{r}+\frac{4\delta^2}{9r\lambda^2}+Ae^{\lambda x}+Be^{-\lambda x},\qquad V_s(x)=\frac{\pi_s}{r}+C\big(e^{\lambda x}+e^{-\lambda x}\big)Vd​(x)=rπd​(x)​+9rλ24δ2​+Aeλx+Be−λx,Vs​(x)=rπs​​+C(eλx+e−λx)

give five conditions (5)–(9). Eliminating A,B,CA,B,CA,B,C leaves the threshold system (14)–(15) in (x‾,x∗)(\underline x,x^*)(x​,x∗) alone. With G=eλ(x∗+x‾−1)G=e^{\lambda(x^*+\underline x-1)}G=eλ(x∗+x​−1):

G=πd(x∗)−πs+πd′(x∗)/λ+rK+4δ29λ2πd(1−x‾)−πs+πd′(1−x‾)/λ−rK+4δ29λ2,G=πd(1−x‾)−πs−πd′(1−x‾)/λ−rK+4δ29λ2πd(x∗)−πs−πd′(x∗)/λ+rK+4δ29λ2.G=\frac{\pi_d(x^*)-\pi_s+\pi_d'(x^*)/\lambda+rK+\frac{4\delta^2}{9\lambda^2}}{\pi_d(1-\underline x)-\pi_s+\pi_d'(1-\underline x)/\lambda-rK+\frac{4\delta^2}{9\lambda^2}},\qquad G=\frac{\pi_d(1-\underline x)-\pi_s-\pi_d'(1-\underline x)/\lambda-rK+\frac{4\delta^2}{9\lambda^2}}{\pi_d(x^*)-\pi_s-\pi_d'(x^*)/\lambda+rK+\frac{4\delta^2}{9\lambda^2}} .G=πd​(1−x​)−πs​+πd′​(1−x​)/λ−rK+9λ24δ2​πd​(x∗)−πs​+πd′​(x∗)/λ+rK+9λ24δ2​​,G=πd​(x∗)−πs​−πd′​(x∗)/λ+rK+9λ24δ2​πd​(1−x​)−πs​−πd′​(1−x​)/λ−rK+9λ24δ2​​.

A threshold pair at cost KKK is a solution of (14)–(15) with 12<x‾<x∗<1\tfrac12<\underline x<x^*<121​<x​<x∗<1 and δ(2x∗−1)<3\delta(2x^*-1)<3δ(2x∗−1)<3. A solution branch is a pair of functions K↦(x‾(K),x∗(K))K\mapsto(\underline x(K),x^*(K))K↦(x​(K),x∗(K)) that is a threshold pair for every sufficiently small K>0K>0K>0. The appendix uses the prices p∗=(3+δ−2δx∗)/3p^*=(3+\delta-2\delta x^*)/3p∗=(3+δ−2δx∗)/3 and p‾=(3−δ+2δx‾)/3\underline p=(3-\delta+2\delta\underline x)/3p​=(3−δ+2δx​)/3, and their sum y=p∗+p‾y=p^*+\underline py=p∗+p​.

Formalization targets

Goal: Proposition 2

For every solution branch, as K→0+K\to0^+K→0+:

  1. the thresholds rise infinitely fast:
x∗(K)−12K→∞,x‾(K)−12K→∞;\frac{x^*(K)-\tfrac12}{K}\to\infty,\qquad\frac{\underline x(K)-\tfrac12}{K}\to\infty;Kx∗(K)−21​​→∞,Kx​(K)−21​​→∞;
  1. comparing two parameter tuples with equal r,δr,\deltar,δ and σ12<σ22\sigma_1^2<\sigma_2^2σ12​<σ22​, for all small KKK,
x1∗<x2∗,x‾1<x‾2,x1∗−x‾1<x2∗−x‾2;x_1^*<x_2^*,\qquad\underline x_1<\underline x_2,\qquad x_1^*-\underline x_1<x_2^*-\underline x_2;x1∗​<x2∗​,x​1​<x​2​,x1∗​−x​1​<x2∗​−x​2​;
  1. comparing equal r,σ2r,\sigma^2r,σ2 and δ1<δ2\delta_1<\delta_2δ1​<δ2​, for all small KKK, both thresholds decrease and the gap increases:
x2∗<x1∗,x‾2<x‾1,x1∗−x‾1<x2∗−x‾2;x_2^*<x_1^*,\qquad\underline x_2<\underline x_1,\qquad x_1^*-\underline x_1<x_2^*-\underline x_2;x2∗​<x1∗​,x​2​<x​1​,x1∗​−x​1​<x2∗​−x​2​;
  1. comparing equal σ2,δ\sigma^2,\deltaσ2,δ and arbitrary r1,r2r_1,r_2r1​,r2​,
x1∗−x2∗x1∗−12→0,x‾1−x‾2x‾1−12→0.\frac{x_1^*-x_2^*}{x_1^*-\tfrac12}\to0,\qquad\frac{\underline x_1-\underline x_2}{\underline x_1-\tfrac12}\to0 .x1∗​−21​x1∗​−x2∗​​→0,x​1​−21​x​1​−x​2​​→0.

The goal fixes no constant. It asserts only the directions and the vanishing relative effect of rrr, so it survives any refinement of the expansions.

Milestones

In attack order:

  • (14)–(15) follow from (5)–(9);
  • Proposition 1, existence part: a solution branch exists;
  • the polynomial form (x)–(xi) of (14)–(15);
  • the identities (xii) and (xiii);
  • the limit (xviii): lim⁡G→1(log⁡G−2G−1G+1)/(G−1)3=112\lim_{G\to1}\big(\log G-2\tfrac{G-1}{G+1}\big)/(G-1)^3=\tfrac1{12}limG→1​(logG−2G+1G−1​)/(G−1)3=121​;
  • convergence x‾,x∗→12\underline x,x^*\to\tfrac12x​,x∗→21​;
  • the limits (xix): (G−1)3/K→36rλ/δ(G-1)^3/K\to36r\lambda/\delta(G−1)3/K→36rλ/δ, and (xx): (y−2)/(G−1)2→−δ2σ2/(54r)(y-2)/(G-1)^2\to-\delta^2\sigma^2/(54r)(y−2)/(G−1)2→−δ2σ2/(54r);
  • the expansions (16)–(18):
x∗=12+9σ24δ3K1/3+12δσ4183K2/3+o(K2/3),x‾=12+9σ24δ3K1/3−12δσ4183K2/3+o(K2/3),x∗−x‾K2/3→δσ4183.x^*=\tfrac12+\sqrt[3]{\tfrac{9\sigma^2}{4\delta}}K^{1/3}+\tfrac12\sqrt[3]{\tfrac{\delta\sigma^4}{18}}K^{2/3}+o(K^{2/3}),\quad \underline x=\tfrac12+\sqrt[3]{\tfrac{9\sigma^2}{4\delta}}K^{1/3}-\tfrac12\sqrt[3]{\tfrac{\delta\sigma^4}{18}}K^{2/3}+o(K^{2/3}),\quad \frac{x^*-\underline x}{K^{2/3}}\to\sqrt[3]{\tfrac{\delta\sigma^4}{18}} .x∗=21​+34δ9σ2​​K1/3+21​318δσ4​​K2/3+o(K2/3),x​=21​+34δ9σ2​​K1/3−21​318δσ4​​K2/3+o(K2/3),K2/3x∗−x​​→318δσ4​​.

Significance

The result. Proposition 2 is the paper's main qualitative statement about cheap repositioning. More volatile tastes make firms wait longer before moving: with high σ2\sigma^2σ2 the consumers are likely to drift back. A more important repositioning attribute makes them move sooner. In both cases the band (x‾,x∗)(\underline x,x^*)(x​,x∗), in which same-side firms randomize, widens. Patience, by contrast, drops out to first order. The K1/3K^{1/3}K1/3 law also quantifies how strongly repositioning reacts to its cost: a small cost has a large effect on behaviour.

Formalizing it. The result is proved in the paper by an asymptotic computation in its appendix. As far as a search of the Prove2Me catalog shows, none of it is formalized. The mission produces a checked version of every step, in the paper's own notation. Two places need more than transcription. The printed (16)–(17) have right sides that still depend on KKK, so they are restated as two-term expansions. The paper also never states that solutions of (14)–(15) exist for small KKK; the existence milestone supplies that.

Difficulty

The thresholds are defined only implicitly, as solutions of a transcendental system, and the goal is about every solution branch. Nothing is known in advance about such a branch: not continuity, not uniqueness, not a closed form. The natural first idea, to substitute the expansions (16)–(18) and compare coefficients, assumes what has to be shown. The expansions must be derived from (14)–(15) for an arbitrary branch.

The derivation is delicate because the leading behaviour cancels. The left side of (xii) vanishes to third order at G=1G=1G=1, so the rate of G−1G-1G−1 is the cube root of a ratio of small quantities. The gap x∗−x‾x^*-\underline xx∗−x​ is of order K2/3K^{2/3}K2/3, one order below the thresholds' own displacement. Clause 4 of the goal needs the leading coefficient to be independent of rrr, and clauses 2–3 need strict inequalities between leading coefficients.

Formalization scope

All quantities are real. The parameters are a structure with fields r, σ2 (the variance σ2\sigma^2σ2 itself) and δ, and Standing requires all three to be positive. Primes are deriv evaluated at the point, and πd′\pi_d'πd′​ is the derivative of pid, not a hand-coded formula. Equations (14)–(15) keep the paper's ratio form: since G>0G>0G>0, a vanishing denominator makes them false, not vacuously true. The milestone deriving (14)–(15) from (5)–(9) states the displayed ratios with both denominators nonzero.

Commitments beyond the printed text:

  • The region. A threshold pair must satisfy 12<x‾<x∗<1\tfrac12<\underline x<x^*<121​<x​<x∗<1, the paper's own description of the thresholds, and δ(2x∗−1)<3\delta(2x^*-1)<3δ(2x∗−1)<3, which keeps the far firm's Hotelling price positive. The latter is not a global restriction on δ\deltaδ: the paper's examples use δ=4\delta=4δ=4.
  • Small KKK. "For a small KKK" and "K not too large" mean "for all sufficiently small K>0K>0K>0". Limits are along K→0+K\to0^+K→0+.
  • Infinitely fast. This is divergence of the chord slope (x∗(K)−12)/K(x^*(K)-\tfrac12)/K(x∗(K)−21​)/K, since no differentiability in KKK is established.
  • The effect of rrr. Its vanishing is relative to the displacement of the threshold from 12\tfrac1221​.
  • (16)–(17) are two-term expansions.

Two readings are ruled out as trivializing. Defining the thresholds by formulas, or assuming (16)–(18) for the branch, would make the goal a computation; the goal instead quantifies over every branch. Stating clause 4 as x1∗−x2∗→0x_1^*-x_2^*\to0x1∗​−x2∗​→0 would be contentless, because both thresholds tend to 12\tfrac1221​.

The development needs real asymptotics: Taylor control of log⁡\loglog near 111, cube roots as real powers, and filters on (0,∞)(0,\infty)(0,∞). It needs no stochastic calculus, since the value functions enter only through their closed forms. The limit (xviii) and the asymptotic analysis of an implicitly defined branch are reusable beyond this paper. Contributions to any milestone are welcome. Not formalized: the hazard rate (13), the verification that the thresholds form a Markov perfect equilibrium, Propositions 3–6, the asymmetric equilibrium and the limit r→0r\to0r→0.

Selected references

  • Z. Eddie Ning and J. Miguel Villas-Boas, Following the Customers: Dynamic Competitive Repositioning, SSRN working paper 3695318, December 2020. https://ssrn.com/abstract=3695318
  • Z. Eddie Ning and J. Miguel Villas-Boas, Following the Customers: Dynamic Competitive Repositioning, Management Science, published version. https://doi.org/10.1287/mnsc.2021.3962
  • Harold Hotelling, Stability in Competition, The Economic Journal 39(153), 41–57, 1929. https://doi.org/10.2307/2224214
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EconomicsOperations Research·Captain: mikedeng1

Curbing Emissions: Environmental Regulations and Product Offerings Across Markets: Horizontal Negotiation Unifies a Split Market at the Exact Global Standard and Lowers Total EmissionsResearch Paper

Motivation

Energy-efficiency and emission standards for products such as vehicles and appliances are set by regulators whose jurisdictions overlap a single manufacturer's markets. The best-known case is United States fuel-economy regulation. California has long been allowed to set stricter vehicle standards than the federal government, and the 2019 dispute between California and the federal administration over a single "50-state" standard put the question of split versus unified markets on the policy agenda. A manufacturer facing two different standards can sell two product versions (a split market), sell one version that meets the stricter standard everywhere (a unified market), or withdraw from the stricter market.

Han, Hu and Dawande (Curbing Emissions: Environmental Regulations and Product Offerings Across Markets, Manufacturing & Service Operations Management, 2022) model this as a game between an environmentally concerned regulator, an environmentally agnostic regulator, and a monopolist. They ask when the market splits, and whether negotiation between the regulators can unify a split market and lower total emissions. This mission formalizes their answer for one negotiation format, the exact global standard (§4.1.1), together with the base-model results it rests on. Citations refer to the authors' accepted manuscript of 28 July 2022, including its Online Appendices.

Setting

A monopolist sells in two markets M1,M2M_1, M_2M1​,M2​ of sizes m1,m2>0m_1, m_2 > 0m1​,m2​>0. Regulator RiR_iRi​ sets a minimum efficiency standard si≥0s_i \ge 0si​≥0 for products sold in MiM_iMi​. Consumers' valuations are uniform on [0,uˉ][0, \bar u][0,uˉ]. A consumer with valuation uuu who buys a product of efficiency eee at price ppp receives u−p+γeu - p + \gamma eu−p+γe, where γ\gammaγ is the efficiency bonus, and buys when this is positive. Producing efficiency eee costs cec ece per unit plus a fixed setup cost r>0r > 0r>0 per product.

Regulator R1R_1R1​ maximizes consumer utility in M1M_1M1​ minus h1∑i(b−ei)⋅salesih_1 \sum_i (b - e_i)\cdot\text{sales}_ih1​∑i​(b−ei​)⋅salesi​. Here bbb is a benchmark efficiency, h1h_1h1​ is the perceived per-unit environmental impact, and the sum runs over both markets. Regulator R2R_2R2​ maximizes consumer utility in M2M_2M2​ only and therefore sets s2=0s_2 = 0s2​=0. The total emissions are ∑i(b−ei)⋅salesi\sum_i (b - e_i)\cdot\text{sales}_i∑i​(b−ei​)⋅salesi​.

Given s1s_1s1​, the firm chooses among three strategies: DDD (differentiated products at s1s_1s1​ and 000), UUU (one unified product at s1s_1s1​ in both markets), and SSS (one product at 000, sold in M2M_2M2​ only). Each product is priced at p∗=[(c+γ)e+uˉ]/2p^* = [(c+\gamma)e + \bar u]/2p∗=[(c+γ)e+uˉ]/2. A base-model outcome is a standard s1≥0s_1 \ge 0s1​≥0 together with a profit-maximizing strategy of the firm, such that R1R_1R1​ cannot do better with another standard paired with any profit-maximizing response.

In the exact-standard negotiation, R1R_1R1​ and R2R_2R2​ agree on one standard ses_ese​ for both markets and a transfer tht_hth​ from R1R_1R1​ to R2R_2R2​. Their total utility is Th(se)T_h(s_e)Th​(se​) (eq. (4)). The disagreement point (D1,D2)(D_1, D_2)(D1​,D2​) is the pair of utilities at the split-market base outcome, and the negotiated pair maximizes the Nash product (Π1−D1)(Π2−D2)(\Pi_1 - D_1)(\Pi_2 - D_2)(Π1​−D1​)(Π2​−D2​) over the feasible pairs that split the gain equally.

Formalization targets

Goal: Proposition 3 (p. 19)

Assume condition (1) of Lemma A.1, where xˉ\bar xxˉ is the larger root of an auxiliary quadratic:

0<r≤min⁡{m2uˉ4−m2[uˉ−b(c−γ)]2uˉ(4−c−γh1)2, m1[uˉ−b(c−γ)]2uˉ(4−c−γh1)2, m24uˉ(uˉ2−xˉ2)}.0<r\le\min\Big\{\tfrac{m_2\bar u}{4}-\tfrac{m_2[\bar u-b(c-\gamma)]^2}{\bar u(4-\frac{c-\gamma}{h_1})^2},\ \tfrac{m_1[\bar u-b(c-\gamma)]^2}{\bar u(4-\frac{c-\gamma}{h_1})^2},\ \tfrac{m_2}{4\bar u}(\bar u^2-\bar x^2)\Big\}.0<r≤min{4m2​uˉ​−uˉ(4−h1​c−γ​)2m2​[uˉ−b(c−γ)]2​, uˉ(4−h1​c−γ​)2m1​[uˉ−b(c−γ)]2​, 4uˉm2​​(uˉ2−xˉ2)}.

Then a split-market base outcome (s1,D)(s_1, D)(s1​,D) exists. For every such outcome, the negotiation has a Nash bargaining solution, and every solution has standard

se∗=2h1[uˉ+b(c−γ)]−(c−γ)uˉ(c−γ)[4h1−(c−γ)].s^*_e=\frac{2h_1[\bar u+b(c-\gamma)]-(c-\gamma)\bar u}{(c-\gamma)[4h_1-(c-\gamma)]}.se∗​=(c−γ)[4h1​−(c−γ)]2h1​[uˉ+b(c−γ)]−(c−γ)uˉ​.

The regulators' total utility at se∗s^*_ese∗​ strictly exceeds D1+D2D_1 + D_2D1​+D2​, and total emissions at se∗s^*_ese∗​ are strictly lower than at the split-market outcome.

Milestones

  1. The optimal price p∗p^*p∗ (§3.1, p. 12).
  2. Lemma 1 (p. 12): the firm's best response is UUU for s1≤τUs_1 \le \tau_Us1​≤τU​, DDD for τU≤s1≤τS\tau_U \le s_1 \le \tau_SτU​≤s1​≤τS​, and SSS for s1≥τSs_1 \ge \tau_Ss1​≥τS​.
  3. The constant xˉ\bar xxˉ is well defined (proof of Lemma A.1, Online Appendix p. 12).
  4. Lemma A.1(1): under condition (1), (s1D∗,D)(s^*_{1D}, D)(s1D∗​,D) is a base-model outcome, and every split outcome has s1=s1D∗s_1 = s^*_{1D}s1​=s1D∗​.
  5. The arbitrator's optimal standard sa∗s^*_asa∗​ for eq. (3) (p. 16).
  6. The reduction of the Nash bargaining solution to maximizing ThT_hTh​ (§4.1.1, p. 19).
  7. The closed-form gain Th(se∗)−D1−D2T_h(s^*_e) - D_1 - D_2Th​(se∗​)−D1​−D2​ (proof of Proposition 3, Online Appendix p. 13).
  8. Proposition 2, split-market half (p. 16): a split outcome emits more than the arbitrator outcome.

Significance

The result. Proposition 3 shows that, whenever the base model predicts a split market under the paper's sufficient condition, two regulators who negotiate an exact global standard with side payments always reach agreement. The agreed standard unifies the market and lowers total emissions. The negotiated standard coincides with the standard a neutral arbitrator would choose. This makes the exact global standard the benchmark against which the paper compares its other negotiation formats (a baseline global standard, and vertical negotiation with the firm). It also qualifies the policy debate: unification through an exact standard requires the stricter regulator to give up its power to exceed the common standard.

Formalizing it. The proofs in Online Appendix C are short computations in which several steps are "straightforward" or "easy to show". In particular, the existence and use of xˉ\bar xxˉ, the comparison between strategies at the regime boundaries, and the truncated branch of Proposition 2 are argued only briefly. A machine-checked development fixes the equilibrium notion, including how ties between strategies are treated, and verifies every inequality. To our knowledge none of these results has been formalized before.

Difficulty

The algebra of each step is elementary, but the base equilibrium is a bilevel object. R1R_1R1​ optimizes over s1s_1s1​ against a firm response that switches between three regimes at τU\tau_UτU​ and τS\tau_SτS​, and R1R_1R1​'s utility is a different concave quadratic in each regime. Showing that the split outcome sits at s1D∗s^*_{1D}s1D∗​ requires comparing the maximum over the DDD regime with the maxima over the UUU and SSS regimes. Only the third term of condition (1), through the implicitly defined xˉ\bar xxˉ, controls the UUU comparison. Simply substituting the closed forms of Lemma A.1 into the negotiation does not prove the goal: the goal quantifies over every split-market base outcome, so the characterization of the base equilibrium must actually be established. The emissions comparison also needs a strict inequality. At se∗=s1D∗s^*_e = s^*_{1D}se∗​=s1D∗​ the emissions in M1M_1M1​ are equal and only M2M_2M2​ changes, and the case se∗=0s^*_e = 0se∗​=0 must be excluded using condition (1).

Formalization scope

All quantities are real numbers in one parameter record (c,γ,h1,m1,m2,uˉ,b,r)(c, \gamma, h_1, m_1, m_2, \bar u, b, r)(c,γ,h1​,m1​,m2​,uˉ,b,r), and every statement assumes the standing assumptions of §3: c>0c > 0c>0, r>0r > 0r>0, h1≥(c−γ)/2h_1 \ge (c-\gamma)/2h1​≥(c−γ)/2, and uˉ≥max⁡{4r(m1+m2)/(m1m2), b(c−γ)}\bar u \ge \max\{4r(m_1+m_2)/(m_1 m_2),\ b(c-\gamma)\}uˉ≥max{4r(m1​+m2​)/(m1​m2​), b(c−γ)}. The formalization departs from or adds to the page in these places:

  • the page's c≥γc \ge \gammac≥γ is strengthened to c>γc > \gammac>γ, because every threshold divides by c−γc - \gammac−γ;
  • m1,m2>0m_1, m_2 > 0m1​,m2​>0 and b≥0b \ge 0b≥0 are made explicit;
  • γ\gammaγ's sign is left free;
  • s2=0s_2 = 0s2​=0 is fixed, as on p. 11;
  • the buying share is clipped to [0,1][0,1][0,1] and the margin uˉ−(c−γ)e\bar u - (c-\gamma)euˉ−(c−γ)e at 000. On [0,uˉ/(c−γ)][0, \bar u/(c-\gamma)][0,uˉ/(c−γ)] every quantity equals the page's formula, and above it a negative margin cannot square into a positive profit;
  • profits, sales and consumer utilities are the closed forms at p∗p^*p∗;
  • the firm's best response is not tie-broken, and a base-model outcome must beat R1R_1R1​'s utility at every alternative standard paired with every best response there. This makes the equilibrium value independent of tie-breaking;
  • xˉ\bar xxˉ enters as the greatest element of the root set of π1D(s1D∗)=π1U((uˉ−x)/(c−γ))\pi_{1D}(s^*_{1D}) = \pi_{1U}((\bar u - x)/(c-\gamma))π1D​(s1D∗​)=π1U​((uˉ−x)/(c−γ)), and a milestone shows that this greatest element exists;
  • under condition (1) with equalities, a unified outcome can tie with the split outcome for R1R_1R1​, so Lemma A.1(1) is stated as "(s1D∗,D)(s^*_{1D}, D)(s1D∗​,D) is an outcome, and every split outcome has s1=s1D∗s_1 = s^*_{1D}s1​=s1D∗​", not as uniqueness of the outcome;
  • the page's positivity argument for the gain fails when 2h1[uˉ+b(c−γ)]=(c−γ)uˉ2h_1[\bar u + b(c-\gamma)] = (c-\gamma)\bar u2h1​[uˉ+b(c−γ)]=(c−γ)uˉ, so positivity is stated under condition (1), which excludes that case.

A trivializing formalization is ruled out: the goal does not take the disagreement point from Lemma A.1's closed form or compare two formulas. It reads the disagreement point off an arbitrary split-market base outcome, asserts that one exists, and characterizes the negotiated standard through the Nash-product maximization. A sorry-free verification file checks that the goal's hypotheses hold together at a concrete parameter point (c=1c = 1c=1, γ=1/2\gamma = 1/2γ=1/2, h1=1h_1 = 1h1​=1, m1=m2=1/2m_1 = m_2 = 1/2m1​=m2​=1/2, uˉ=1000\bar u = 1000uˉ=1000, b=100b = 100b=100, r=20r = 20r=20).

The development needs only real algebra: quadratics, square roots and case analysis over three strategies. The lemmas on piecewise-quadratic best responses, and on the reduction of a transferable-utility Nash bargaining problem to total-utility maximization, may be reused for other regulator–firm models. Proofs of any milestone are welcome. Propositions 4 and 5 (baseline global standard, vertical negotiation) and the unified half of Proposition 2 are outside this mission.

Selected references

  • Z. Han, B. Hu, M. Dawande, Curbing Emissions: Environmental Regulations and Product Offerings Across Markets, Manufacturing & Service Operations Management, 2022. https://doi.org/10.1287/msom.2022.1141
  • J. F. Nash, The Bargaining Problem, Econometrica 18(2), 155–162, 1950. https://doi.org/10.2307/1907266
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