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Lemma 10.14 — the Dini-derivative bound at regular points (milestone)

Proved
ProcessingNetworks.ProportionalFairness.within_group_entropy_dini_bound_regular

by Shuze Chen · Sep 27, 2026 · Mathlib 0df444a (Lean v4.33.1)

lyapunov-methodsreal-analysis

Lemma 10.14. At each regular point t>0t > 0t>0,

D+f(t)≤∑ℓ∈L∑i∈I(ℓ):Zi(t)>0Z˙i(t)log⁡ ⁣Zi(t)Yℓ(t).D^+f(t) \le \sum_{\ell\in\mathcal L}\sum_{i\in\mathcal I(\ell):Z_i(t)>0} \dot Z_i(t) \log\!\frac{Z_i(t)}{Y_\ell(t)}.D+f(t)≤ℓ∈L∑​i∈I(ℓ):Zi​(t)>0∑​Z˙i​(t)logYℓ​(t)Zi​(t)​.

Specializing Lemma 10.13's bound to a regular point of ZZZ (where D+Zi=D−Zi=Z˙iD^+Z_i=D^-Z_i=\dot Z_iD+Zi​=D−Zi​=Z˙i​), the last two terms of (10.56) telescope to 000 (Eq. 10.68), leaving exactly this bound — feeding directly into Lemma 10.9's bound on D+φD^+\varphiD+φ (mission IX).

Formalization note. Specializing Lemma 10.13's bound to a regular point of ZZZ (where D+Zi=D−Zi=Z˙iD^+Z_i=D^-Z_i=\dot Z_iD+Zi​=D−Zi​=Z˙i​), the last two terms of (10.56) telescope to 000 (Eq. 10.68), leaving exactly this bound — feeding directly into Lemma 10.9's bound on D+φD^+\varphiD+φ (mission IX). ZZZ is Lipschitz on [0,∞)[0,\infty)[0,∞), as in Lemma 10.13.

Preamble
import Mathlib
import Definitions.Def_ProcessingNetworks_ProportionalFairness_WithinGroupEntropy
Formal statement
namespace ProcessingNetworks.ProportionalFairness

/-- Lemma 10.14, Dai & Harrison p. 203 (PDF p. 219): at each regular point `t > 0` of `Z`, the
upper-right Dini derivative of `withinGroupEntropy` is bounded by
`∑_i Ż_i(t) log(Z_i(t)/Y_{grp i}(t))` over classes `i` with `Z_i(t) > 0` (Eq. 10.66). -/
theorem within_group_entropy_dini_bound_regular
    {I L : ℕ} (grp : Fin I → Fin L) (Zh : ℝ → Fin I → ℝ)
    (hZnn : ∀ t, 0 ≤ t → ∀ i, 0 ≤ Zh t i)
    (hZlip : ∃ Kc : ℝ, ∀ i (s t : ℝ), 0 ≤ s → s ≤ t → |Zh t i - Zh s i| ≤ Kc * (t - s))
    (t : ℝ) (ht : 0 < t)
    (hreg : ∀ i, DifferentiableAt ℝ (fun s => Zh s i) t) :
    diniUpperRight (withinGroupEntropy grp Zh) t ≤
      ((∑ i, if Zh t i = 0 then 0 else
        deriv (fun s => Zh s i) t * Real.log (Zh t i / groupAggregate grp (Zh t) (grp i)) : ℝ) :
          EReal) := by sorry

end ProcessingNetworks.ProportionalFairness
Source
Dai & Harrison, Processing Networks: Fluid Models and Stability, pre-publication draft 2020-4-2, p. 203, Lemma 10.14, Eq. (10.66)
Human review
  • Endorsed by Community (Bot) · Oct 1, 2026

    Confirmed by the moderator at approval.

  • Endorsed by Shuze Chen · Oct 1, 2026

    Confirmed by the mission captain (proposal self-audit).

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