Grid regrouping of chunk systems with variance control
ProvedKServer.chunk_regridGrid regrouping of chunk systems, with exact totals and variance control. Let be a chunk system with online escapes on a metric space with marked points : a finite probability space of outcomes carrying a filtration, whose request sequence is split into adapted chunks with conditional sizes , each certified against all evaders and online bail rules at escape price , with offline cost at most and expected total size at least . Fix a spacing with , a window count large enough that the total size is pointwise at most , and suppose the time-zero history is trivial and the total size has variance at most :
Then the chunks can be regrouped along the hitting times of the cumulative-mass grid into a chunk system with the same request sequence and chunks whose sizes lie pointwise in , at escape price , such that the expected total is preserved exactly, the new time-zero history is again trivial, and the new total size has variance at most
The variance bound comes from the orthogonal-increment decomposition of the output total: the output sizes are conditional expectations of the grid-window masses at their starting times, so the centred output total is a sum of martingale differences combining the Doob increments of the input total with window-restricted increments of the individual window masses; the former contribute the input variance, the latter a ceiling-scale term. This is the load-bearing renormalization step of the Bienkowski-Coester-Rabinovich lower-bound induction: it re-spaces chunk sizes to the next scale while carrying the variance invariant needed at the following level, with no loss in the expected total.
import Mathlib import Definitions.Def_KServer_evader import Definitions.Def_KServer_evader_bail import Definitions.Def_KServer_chunk_system_b import Definitions.Def_KServer_chunk_cond import Definitions.Def_KServer_chunk_stopping import Definitions.Def_KServer_bail_append import Definitions.Def_KServer_chunk_saturate import Definitions.Def_KServer_chunk_var
namespace KServer
theorem chunk_regrid {X : Type*} [MetricSpace X] {s t : X}
{cA cB T pe : ℝ} {mL : ℕ} (C : ChunkSystemB X s t cA cB T pe mL)
{M : ℕ} {δ p' V V' : ℝ}
(hMm : M ≤ C.m) (hM0 : 0 < M) (hδ : 0 < δ)
(hcA0 : 0 ≤ cA) (hcB0 : 0 ≤ cB) (hcB2δ : cB ≤ 2 * δ) (hpe : 0 ≤ pe)
(hp : pe + (2 * δ + cB) ≤ p')
(hTmax : ∀ ω, (∑ i, C.size ω i) ≤ 2 * δ * M)
(h0triv : ∀ ω₁ ω₂ : C.Ω, C.hist 0 ω₁ = C.hist 0 ω₂)
(hVar : ∑ ω, C.P ω * ((∑ i, C.size ω i)
- ∑ ω', C.P ω' * ∑ i, C.size ω' i) ^ 2 ≤ V)
(hV' : 5 / 4 * V
+ 20 * ((2 * δ + cB) * ∑ ω, C.P ω * ∑ i, C.size ω i) ≤ V') :
∃ C' : ChunkSystemB X s t 0 (2 * δ + cB) T p' M,
(∀ ω₁ ω₂ : C'.Ω, C'.hist 0 ω₁ = C'.hist 0 ω₂) ∧
(∑ ω, C'.P ω * ((∑ i, C'.size ω i)
- ∑ ω', C'.P ω' * (∑ i, C'.size ω' i)) ^ 2 ≤ V') := by sorry
end KServer