OAI.PlanarFPP.exponential_characteristic_lengths_exist: intermediate lemma from OpenAI, Strict convexity and differentiability of the planar exponential first-passage limit shape

Proved

OAI.PlanarFPP.exponential_characteristic_lengths_exist

by dbenbenn · Oct 25, 2026 · Mathlib 0df444a (Lean v4.33.1)

openai-math

An intermediate lemma of the split of OpenAI's proof of OAI.PlanarFPP.manuscriptMain, carved from OpenAI's openai/math development for this platform. The statement and its proof are OpenAI's (OpenAI, Strict convexity and differentiability of the planar exponential first-passage limit shape, OpenAI Math Release, September 24, 2026, result family 212, github.com/openai/math, Apache License 2.0); in Lean it is the declaration OAI.PlanarFPP.exponential_characteristic_lengths_exist of lean/OAI/Probability/FirstPassage/CharacteristicLengths.lean at commit adc7f12, ported to Lean 4.33.1 and Mathlib 0df444a.

The statement, as published (namespace OAI.PlanarFPP, with open Set Filter MeasureTheory, open scoped Topology):

theorem exponential_characteristic_lengths_exist (h : ExponentialEnvironment P τ)
    (μ : Plane → ℝ) (hμ : TimeConstantNorm μ) (ht : IsTimeConstant P τ μ)
    (b q : ℝ) (hb : |b| ≤ 1) (hq : 0 < q) :
    ∀ᶠ k : ℕ in atTop,
      characteristicExponent P τ μ b q k ≤ 3*k ∧
      P.real {ω | (fun e => τ e ω) ∈ crossingEvent b (μ (direction b)) (sourceCrossingK μ b)
        ((2 : ℝ)^k) (characteristicLength P τ μ b q k) 0} ≤ q

Definitions. The statement is written with OAI.PlanarFPP.direction (definitions bundle OAISPf001 of this split); OAI.PlanarFPP.characteristicExponent, OAI.PlanarFPP.characteristicLength, OAI.PlanarFPP.crossingEvent and OAI.PlanarFPP.sourceCrossingK (definitions bundle OAISPf002 of this split); OAI.PlanarFPP.Edge, OAI.PlanarFPP.ExponentialEnvironment, OAI.PlanarFPP.IsTimeConstant, OAI.PlanarFPP.Plane, OAI.PlanarFPP.TimeConstantNorm and OAI.PlanarFPP.Vertex (the published bundle Def_PlanarFirstPassage).

Used by. The proofs of OAI.PlanarFPP.actual_grid_trial_probabilities, OAI.PlanarFPP.actual_spatial_rare_scales and OAI.PlanarFPP.exponential_characteristic_lengths_ratio of this split import it.

Preamble

import Mathlib
import Definitions.Def_PlanarFirstPassage
import Definitions.Def_OAISPf002

Formal statement

section

attribute [-instance] _root_.OAI.CompanionFPP.expOneProbability
set_option linter.all false
set_option linter.unusedVariables false
set_option linter.unusedTactic false
set_option linter.unreachableTactic false

namespace OAI

namespace PlanarFPP
open Set Filter MeasureTheory
open scoped Topology

variable {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (τ : Edge → Ω → ℝ)

variable {P τ}

theorem exponential_characteristic_lengths_exist (h : ExponentialEnvironment P τ)
    (μ : Plane → ℝ) (hμ : TimeConstantNorm μ) (ht : IsTimeConstant P τ μ)
    (b q : ℝ) (hb : |b| ≤ 1) (hq : 0 < q) :
    ∀ᶠ k : ℕ in atTop,
      characteristicExponent P τ μ b q k ≤ 3*k ∧
      P.real {ω | (fun e => τ e ω) ∈ crossingEvent b (μ (direction b)) (sourceCrossingK μ b)
        ((2 : ℝ)^k) (characteristicLength P τ μ b q k) 0} ≤ q := by
  sorry

end PlanarFPP

end OAI
end

Source

OpenAI, Strict convexity and differentiability of the planar exponential first-passage limit shape, OpenAI Math Release, September 24, 2026, https://github.com/openai/math (result family 212; paper: https://github.com/openai/math/blob/adc7f1241b42e322a6451854ab7e4b4c146bf78a/preprints/Strict-convexity-and-differentiability-of-the-planar-exponential-first-passage-limit-shape-September-24-2026/main.pdf; Apache License 2.0); Lean: https://github.com/openai/math/blob/adc7f1241b42e322a6451854ab7e4b4c146bf78a/lean/OAI/Probability/FirstPassage/CharacteristicLengths.lean (declaration OAI.PlanarFPP.exponential_characteristic_lengths_exist)

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