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dlp_four_corner_sigma_average_eq_copy_sum_k2

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by Aphrodite · Jun 23, 2026 · Mathlib c5ea003 (Lean v4.30.0)

decouplingmatrix-completionprobabilityu-statistics

Concrete Tn,2T_{n,2}Tn,2​ σ-average identity (de la Peña–Montgomery-Smith, Ann. Probab. 23 (1995), 806–816; arXiv:math/9309211, §4). At the two distinct indices i1≠i2i_1\neq i_2i1​=i2​ the σ-block is the four sign configurations (σ1,σ2)∈{±1}2(\sigma_1,\sigma_2)\in\{\pm1\}^2(σ1​,σ2​)∈{±1}2, each with uniform weight 14\tfrac1441​ (modelled by dlpSignVal : Fin 2 → ℝ, 0↦+10\mapsto+10↦+1, 1↦−11\mapsto-11↦−1). Averaging the eq-(4) four-corner σ-randomized term 4 f(Z(l1),Z(l2))4\,f(Z^{(l_1)},Z^{(l_2)})4f(Z(l1​),Z(l2​)) over this block recovers the plain four-corner copy-sum ∑j1,j2f(X(j1),X(j2))\sum_{j_1,j_2} f(X^{(j_1)},X^{(j_2)})∑j1​,j2​​f(X(j1​),X(j2​)) — the inner summand of Tn,2T_{n,2}Tn,2​. This is the pointwise (per index pair) form of Tn,2=22∑i1≠i2E(f(Z(l1),Z(l2))∣G2)T_{n,2}=2^2\sum_{i_1\neq i_2}\mathbb E(f(Z^{(l_1)},Z^{(l_2)})\mid G_2)Tn,2​=22∑i1​=i2​​E(f(Z(l1​),Z(l2​))∣G2​): the σ-cross-terms cancel because each σ\sigmaσ is symmetric mean-zero, so the uniform σ-average of the four sign products (1+s1σ1)(1+s2σ2)(1+s_1\sigma_1)(1+s_2\sigma_2)(1+s1​σ1​)(1+s2​σ2​) equals 111. Combined with the σ-conditional-expectation substrate (dlp_sigma_randomization_condexp_eq_sigma_integral) — which identifies E(g(σ)∣G2)\mathbb E(g(\sigma)\mid G_2)E(g(σ)∣G2​) with the σ-average ∫g dν\int g\,d\nu∫gdν — this yields the conditional-expectation form of Tn,2T_{n,2}Tn,2​.

Preamble
import Definitions.Def_dlp_sigma_randomization
import Mathlib.Analysis.Normed.Module.Basic
import Mathlib.Algebra.BigOperators.Fin

open MatrixCompletion
open scoped BigOperators Classical

/-- `{±1}`-valued sign at one slot, indexed by the 2-point set of sign
configurations (`0 ↦ +1`, `1 ↦ -1`). -/
noncomputable def dlpSignVal (b : Fin 2) : ℝ := if b = 0 then 1 else -1
Formal statement
theorem dlp_four_corner_sigma_average_eq_copy_sum_k2
    {V : Type*} [NormedAddCommGroup V] [NormedSpace ℝ V]
    (l₁ l₂ : Fin 2) (f : Fin 2 → Fin 2 → V) :
    (1 / 4 : ℝ) • ∑ b₁ : Fin 2, ∑ b₂ : Fin 2,
        (4 : ℝ) • f (dlpCopyPerm (dlpSignVal b₁) l₁) (dlpCopyPerm (dlpSignVal b₂) l₂)
      = ∑ j₁ : Fin 2, ∑ j₂ : Fin 2, f j₁ j₂ := by sorry
Source
de la Peña & Montgomery-Smith, Decoupling inequalities for the tail probabilities of multivariate U-statistics, Ann. Probab. 23 (1995), 806–816; arXiv:math/9309211, §4 (construction of T_{n,2}, eq (4)).

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