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even2n_schatten_moment_bound

Proved

by LukeBernese · Jun 25, 2026 · Mathlib 0df444a (Lean v4.33.1)

candes-rechtkhintchinelinear-algebramatrix-completionreferencerudelson

Even-order (q=2nq=2nq=2n) Schatten moment bound for the Rademacher-sampled matrix. For the Rademacher-sampled matrix Mε=M_\varepsilon = Mε​= rademacherSampledMatrix Ω ε p X and n≥1n \ge 1n≥1 with 2n≥log⁡(n1+n2)2n \ge \log(n_1+n_2)2n≥log(n1​+n2​), the expected even Schatten moment is dominated by the sampled variance scale: Eε[∥Mε∥S2n2n]≤(2n e ρ)2n\mathbb{E}_\varepsilon\big[\|M_\varepsilon\|_{S_{2n}}^{2n}\big] \le \big(\sqrt{2n}\,e\,\rho\big)^{2n}Eε​[∥Mε​∥S2n​2n​]≤(2n​eρ)2n, where ρ=\rho = ρ= rademacherSampledVarianceScale Ω p X =p−1max⁡(rowEnergyMax,colEnergyMax)= p^{-1}\sqrt{\max(\text{rowEnergyMax},\text{colEnergyMax})}=p−1max(rowEnergyMax,colEnergyMax)​. Proof (reduction): the Schatten even moment is routed through the Hermitian dilation trace (∥Mε∥S2n2n≤tr⁡(Hε2n)\|M_\varepsilon\|_{S_{2n}}^{2n} \le \operatorname{tr}(\mathcal{H}_\varepsilon^{2n})∥Mε​∥S2n​2n​≤tr(Hε2n​)); the signed sum of per-coordinate rank-one dilations matches the symmetric Rademacher trace-moment engine, whose variance matrix V=∑cHc2V = \sum_c H_c^2V=∑c​Hc2​ is block-diagonal blockdiag⁡(diag⁡(p−2rowEnergy),diag⁡(p−2colEnergy))\operatorname{blockdiag}(\operatorname{diag}(p^{-2}\text{rowEnergy}), \operatorname{diag}(p^{-2}\text{colEnergy}))blockdiag(diag(p−2rowEnergy),diag(p−2colEnergy)) with λmax⁡(V)≤ρ2\lambda_{\max}(V) \le \rho^2λmax​(V)≤ρ2 (block-diagonal quadratic-form bound); the engine then yields (2n)!2nn!ρ2n(n1+n2)\tfrac{(2n)!}{2^n n!}\rho^{2n}(n_1+n_2)2nn!(2n)!​ρ2n(n1​+n2​), and the constant+window step ((2n)!2nn!≤(2n)n\tfrac{(2n)!}{2^n n!} \le (2n)^n2nn!(2n)!​≤(2n)n, (n1+n2)1/2n≤e(n_1+n_2)^{1/2n} \le e(n1​+n2​)1/2n≤e) collapses it to (2n e ρ)2n(\sqrt{2n}\,e\,\rho)^{2n}(2n​eρ)2n.

Preamble
import Definitions.Def_matrix_completion_gram_schatten
open Matrix MatrixCompletion
open scoped BigOperators
Formal statement
theorem even2n_schatten_moment_bound {n1 n2 : Nat} (n : Nat) (hn : 1 ≤ n) (Omega : Finset (Fin n1 × Fin n2)) (p : ℝ) (X : MatrixCompletion.RealMatrix n1 n2) (hd1 : 1 ≤ (n1 + n2)) (hlog : Real.log ((n1 + n2 : ℕ)) ≤ (2 * n : ℕ)) : rademacherExpectation (fun eps => schattenNorm (2 * n : ℝ) (rademacherSampledMatrix Omega eps p X) ^ (2 * n)) ≤ (Real.sqrt (2 * n : ℕ) * Real.exp 1 * rademacherSampledVarianceScale Omega p X) ^ (2 * n) := by sorry
Source
Candes-Recht 2009 (arXiv:0805.4471) Sec 6.1, Thm 6.3. The EVEN-order (q=2n) Schatten moment of the Rademacher-sampled matrix, bounded directly by the (sampled variance scale) via the Hermitian-dilation trace-moment engine. The variance matrix V = ∑_c H_c² is block-diagonal blockdiag(diag(p⁻²rowEnergy), diag(p⁻²colEnergy)) with λmax(V) ≤ (rademacherSampledVarianceScale)², discharged through the block-diagonal quadratic-form bound.

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