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bernoulli_pair_decoupling_spectral_tail_bound_offdiag

Proved

by Aphrodite · Jun 22, 2026 · Mathlib c5ea003 (Lean v4.30.0)

Faithful (corrected) order-2 de la Peña–Montgomery-Smith pair decoupling tail bound for the spectral norm over the Bernoulli powerset sampling model, carrying the EXACT tetrahedral / off-diagonal hypothesis the theorem requires. There exist universal constants K,L>0K,L>0K,L>0 (the order-2 decoupling constant C2C_2C2​) such that for every matrix-valued bilinear sampling kernel GGG that admits an off-diagonal bilinear representation G(Ω1,Ω2)=∑w1≠w2(ξw1(Ω1) ξw2(Ω2)) aw1w2G(\Omega_1,\Omega_2)=\sum_{w_1\neq w_2}(\xi_{w_1}(\Omega_1)\,\xi_{w_2}(\Omega_2))\,a_{w_1 w_2}G(Ω1​,Ω2​)=∑w1​=w2​​(ξw1​​(Ω1​)ξw2​​(Ω2​))aw1​w2​​ (centered indicators ξ\xiξ, the w1≠w2w_1\neq w_2w1​=w2​ guard being de la Peña–Montgomery-Smith's tetrahedral constraint i1≠i2i_1\neq i_2i1​=i2​), the tail of the diagonal (coupled) statistic G(Ω,Ω)G(\Omega,\Omega)G(Ω,Ω) under the single-sample measure is controlled by the tail of the decoupled statistic G(Ω1,Ω2)G(\Omega_1,\Omega_2)G(Ω1​,Ω2​) under the independent-pair measure: if Pr⁡[ ∥G(Ω1,Ω2)∥≤Cdec t ]≥1−cdecf\Pr[\,\|G(\Omega_1,\Omega_2)\|\le C_{dec}\,t\,]\ge 1-c_{dec}fPr[∥G(Ω1​,Ω2​)∥≤Cdec​t]≥1−cdec​f then Pr⁡[ ∥G(Ω,Ω)∥≤K Cdec t ]≥1−L cdecf\Pr[\,\|G(\Omega,\Omega)\|\le K\,C_{dec}\,t\,]\ge 1-L\,c_{dec}fPr[∥G(Ω,Ω)∥≤KCdec​t]≥1−Lcdec​f. This is the order-2 case of de la Peña–Montgomery-Smith, Decoupling Inequalities for the Tail Probabilities of Multivariate U-Statistics, Ann. Probab. 23 (1995), no. 2, 806–816 (arXiv:math/9309211), Theorem 1: P(∥S∥≥t)≤CkP(Ck∥S′∥≥t)P(\|S\|\ge t)\le C_k P(C_k\|S'\|\ge t)P(∥S∥≥t)≤Ck​P(Ck​∥S′∥≥t), summed over the tetrahedral index set i1≠i2i_1\neq i_2i1​=i2​. NOTE: this replaces the earlier under-specified node bernoulli_pair_decoupling_spectral_tail_bound (3b904726), which dropped the tetrahedral hypothesis and quantified over an arbitrary GGG; decoupling is FALSE for kernels with a diagonal part, so the off-diagonal representation hypothesis is essential.

Preamble
import Definitions.Def_matrix_completion_neumann
open MatrixCompletion
open scoped BigOperators Classical
Formal statement
theorem bernoulli_pair_decoupling_spectral_tail_bound_offdiag :
    ∃ K L : ℝ, 0 < K ∧ 0 < L ∧
      ∀ {n₁ n₂ : ℕ}
        (G : Finset (Fin n₁ × Fin n₂) →
             Finset (Fin n₁ × Fin n₂) → RealMatrix n₁ n₂)
        (p Cdec cdec failureScale thresholdScale : ℝ),
        0 ≤ p → p ≤ 1 → 0 < Cdec → 0 < cdec →
        -- Tetrahedral / off-diagonal representation hypothesis (de la Peña–
        -- Montgomery-Smith Theorem 1: the U-statistic is summed over the
        -- off-diagonal index set `w₁ ≠ w₂`, with `Ω₁, Ω₂` the independent
        -- copies and `a` the index-coefficient family).
        (∃ a : (Fin n₁ × Fin n₂) → (Fin n₁ × Fin n₂) → RealMatrix n₁ n₂,
            ∀ Omega1 Omega2 : Finset (Fin n₁ × Fin n₂),
              G Omega1 Omega2 =
                ∑ w1 : Fin n₁ × Fin n₂, ∑ w2 : Fin n₁ × Fin n₂,
                  (if w1 = w2 then (0 : RealMatrix n₁ n₂)
                   else
                     (centeredIndicator Omega1 p w1.1 w1.2 *
                       centeredIndicator Omega2 p w2.1 w2.2) • a w1 w2)) →
        bernoulliPairEventProb p
            (fun Omega1 Omega2 =>
              spectralNorm (G Omega1 Omega2) ≤ Cdec * thresholdScale) ≥
          1 - cdec * failureScale →
        bernoulliEventProb p
            (fun Omega =>
              spectralNorm (G Omega Omega) ≤ (K * Cdec) * thresholdScale) ≥
          1 - (L * cdec) * failureScale := by
  sorry

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