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Separability is preserved by passing to the resolvent

Proved
MarkovEntanglement.separable_iff_resolvent_separable

by tianyipeng · Aug 7, 2026 · Mathlib c5ea003 (Lean v4.30.0)

markov-chainsneumann-seriesresolventseparabilitytensor-product

Statement

Lemma. For any transition matrix PPP and any γ∈(0,1)\gamma \in (0,1)γ∈(0,1),

P is separable  ⟺  (1−γ)(I−γP)−1 is separable.P \text{ is separable} \iff (1-\gamma)(I - \gamma P)^{-1} \text{ is separable}.P is separable⟺(1−γ)(I−γP)−1 is separable.

Notes

The discounted resolvent (1−γ)(I−γP)−1(1-\gamma)(I-\gamma P)^{-1}(1−γ)(I−γP)−1 is itself a transition matrix — it is the normalised discounted occupancy kernel — and this lemma says separability transfers between a chain and its resolvent in both directions.

The forward direction is a short computation from the Neumann series (1−γ)∑k≥0(γP)k(1-\gamma)\sum_{k \ge 0} (\gamma P)^k(1−γ)∑k≥0​(γP)k: each power of a separable matrix stays separable, and so does an affine combination. The reverse direction is the harder one and goes through a spectral-radius argument. The equivalence lets one move freely between the one-step picture, where separability is defined, and the discounted picture, where value functions live.

Search terms: discounted occupancy kernel, Neumann series of a stochastic matrix, resolvent of a Markov chain, separability under matrix inversion.

Preamble
import Mathlib
import Definitions.Def_markov_entanglement_multi

open scoped BigOperators
open MarkovEntanglement
Formal statement
namespace MarkovEntanglement

theorem separable_iff_resolvent_separable
    {N : ℕ} {S : Fin N → Type*} [∀ i, Fintype (S i)] [∀ i, DecidableEq (S i)]
    (P : Matrix (Joint S) (Joint S) ℝ) (γ : ℝ) (hγ : 0 < γ) (hγ1 : γ < 1)
    (hP : IsTransitionMatrix P) :
    IsSeparableN P ↔ IsSeparableN ((1 - γ) • (1 - γ • P)⁻¹) := by
  sorry

end MarkovEntanglement
Source
Shuze Chen and Tianyi Peng, *Multi-agent Markov Entanglement*, arXiv:2506.02385v3, Lemma 4, p. 35
Read-back

What the Lean code literally says, in plain math · claude-opus-5

Read-back: separable_iff_resolvent_separable

What the statement asserts. Fix a natural number NNN and a family of types S0,…,SN−1S_0, \dots, S_{N-1}S0​,…,SN−1​ indexed by i∈{0,…,N−1}i \in \{0,\dots,N-1\}i∈{0,…,N−1}, each assumed finite and with decidable equality. Write

J  =  ∏iSi  =  { p:p assigns to each i an element pi∈Si }\mathcal{J} \;=\; \prod_{i} S_i \;=\; \{\,p : p \text{ assigns to each } i \text{ an element } p_i \in S_i\,\}J=i∏​Si​={p:p assigns to each i an element pi​∈Si​}

for the joint space (in the code, Joint S), itself a finite type with decidable equality. Then for every real matrix PPP indexed by J×J\mathcal{J} \times \mathcal{J}J×J and every real number γ\gammaγ with 0<γ0 < \gamma0<γ and γ<1\gamma < 1γ<1 (two separate strict inequalities), assuming PPP is a transition matrix, the statement asserts the two-directional equivalence

P is separable⟺(1−γ) (I−γP)−1 is separable,P \text{ is separable} \quad\Longleftrightarrow\quad (1-\gamma)\,(I - \gamma P)^{-1} \text{ is separable},P is separable⟺(1−γ)(I−γP)−1 is separable,

where III is the identity matrix on J\mathcal{J}J, γP\gamma PγP and (1−γ)(⋅)(1-\gamma)(\cdot)(1−γ)(⋅) are entrywise scalar multiples, and (⋅)−1(\cdot)^{-1}(⋅)−1 is Mathlib's total matrix inverse (see below). Both directions are asserted; neither is weakened to a one-way implication.

Every non-standard notion, unfolded.

  • PPP is a transition matrix (IsTransitionMatrix), the sole hypothesis on PPP: all entries are nonnegative, Pp,q≥0P_{p,q} \ge 0Pp,q​≥0 for all p,q∈Jp,q \in \mathcal{J}p,q∈J, and every row sums to one, ∑q∈JPp,q=1\sum_{q \in \mathcal{J}} P_{p,q} = 1∑q∈J​Pp,q​=1 for all ppp. (Row-stochastic; no irreducibility, aperiodicity, or positivity.)

  • Tensor product of local transitions (tensorProdN): given a family Q=(Q(i))iQ = (Q^{(i)})_iQ=(Q(i))i​ with Q(i)∈RSi×SiQ^{(i)} \in \mathbb{R}^{S_i \times S_i}Q(i)∈RSi​×Si​, the matrix ⨂Q\bigotimes Q⨂Q on J\mathcal{J}J has entries

(⨂Q)p,q  =  ∏iQ pi, qi(i).\big(\textstyle\bigotimes Q\big)_{p,q} \;=\; \prod_{i} Q^{(i)}_{\,p_i,\,q_i}.(⨂Q)p,q​=∏i​Qpi​,qi​(i)​.
  • MMM is separable (IsSeparableN), applied to each side of the equivalence: there exist a natural number KKK, real coefficients x0,…,xK−1x_0,\dots,x_{K-1}x0​,…,xK−1​, and for each kkk a family of local matrices Q(k,i)∈RSi×SiQ^{(k,i)} \in \mathbb{R}^{S_i \times S_i}Q(k,i)∈RSi​×Si​, such that

    1. every Q(k,i)Q^{(k,i)}Q(k,i) is a transition matrix (nonnegative entries, rows summing to one), for all kkk and all iii;
    2. ∑k=0K−1xk=1\sum_{k=0}^{K-1} x_k = 1∑k=0K−1​xk​=1;
    3. M  =  ∑k=0K−1xk⋅(⨂iQ(k,i))M \;=\; \sum_{k=0}^{K-1} x_k \cdot \big(\bigotimes_i Q^{(k,i)}\big)M=∑k=0K−1​xk​⋅(⨂i​Q(k,i)) as matrices on J\mathcal{J}J.

    Note that the xkx_kxk​ range over all reals and may be negative: this is a finite affine combination of tensor products, not a convex one. KKK is finite but unbounded. K=0K = 0K=0 is permitted by the quantifier but cannot satisfy condition 2, since the empty sum is 0≠10 \ne 10=1; so any witness has K≥1K \ge 1K≥1.

Constrained vs. free variables in the conclusion. Every variable appearing in the conclusion — NNN, the family SSS, the two typeclass instances, the matrix PPP, and the scalar γ\gammaγ — is bound by a binder of the theorem; the conclusion has no free variables. Inside each occurrence of "is separable", the witnesses KKK, (xk)(x_k)(xk​), (Q(k,i))(Q^{(k,i)})(Q(k,i)) are existentially bound and are not required to be the same on the two sides of the equivalence: the statement asserts only that a decomposition exists for one side iff a (possibly completely different) decomposition exists for the other. γ\gammaγ is constrained only by 0<γ<10<\gamma<10<γ<1; PPP only by row-stochasticity.

Joint satisfiability and degenerate cases. The hypotheses are jointly satisfiable, so the statement is not vacuous: e.g. γ=1/2\gamma = 1/2γ=1/2 with PPP the uniform stochastic matrix on any nonempty J\mathcal{J}J. The open interval 0<γ<10<\gamma<10<γ<1 is nonempty. Degenerate instances silently included by the quantifiers:

  • N=0N = 0N=0: J=∏i∈∅Si\mathcal{J} = \prod_{i \in \varnothing} S_iJ=∏i∈∅​Si​ is a one-element type, so PPP is the 1×11\times11×1 matrix [1][1][1] (forced by row sums), the empty tensor product is the constant 111, and both sides of the equivalence hold.
  • Some SiS_iSi​ empty with N≥1N \ge 1N≥1: then J\mathcal{J}J is empty, PPP is the unique matrix on the empty index type, the transition-matrix condition holds vacuously, and both sides hold (the zero matrix serves as a transition matrix on an empty SiS_iSi​, and a uniform one on each nonempty SjS_jSj​), so the equivalence again holds trivially. Nothing in the statement asserts that (1−γ)(I−γP)−1(1-\gamma)(I-\gamma P)^{-1}(1−γ)(I−γP)−1 is itself a transition matrix, nor any quantitative relation between the two separable decompositions.

Behaviour of the inverse on non-invertible arguments, and whether a hypothesis rules it out. (⋅)−1(\cdot)^{-1}(⋅)−1 is Mathlib's total matrix inversion: A−1:=Ring.inverse⁡(det⁡A)⋅adj⁡(A)A^{-1} := \operatorname{Ring.inverse}(\det A)\cdot \operatorname{adj}(A)A−1:=Ring.inverse(detA)⋅adj(A), where Ring.inverse⁡\operatorname{Ring.inverse}Ring.inverse maps non-units to 000. Over R\mathbb{R}R this means: if det⁡A=0\det A = 0detA=0 then A−1A^{-1}A−1 is the zero matrix — a junk value returned silently rather than an error — and in that case the right-hand side of the equivalence would read "the zero matrix is separable". No hypothesis of this theorem explicitly states that I−γPI - \gamma PI−γP is invertible; there is no IsUnit (1 - γ • P).det assumption. Invertibility is instead a mathematical consequence of the hypotheses that are present: with PPP row-stochastic and 0<γ<10<\gamma<10<γ<1, the matrix I−γPI - \gamma PI−γP has diagonal entries 1−γPp,p≥1−γ>01 - \gamma P_{p,p} \ge 1-\gamma > 01−γPp,p​≥1−γ>0 and off-diagonal absolute row sums γ∑q≠pPp,q=γ(1−Pp,p)\gamma\sum_{q\neq p}P_{p,q} = \gamma(1-P_{p,p})γ∑q=p​Pp,q​=γ(1−Pp,p​), and 1−γPp,p>γ(1−Pp,p)1-\gamma P_{p,p} > \gamma(1-P_{p,p})1−γPp,p​>γ(1−Pp,p​) exactly because γ<1\gamma < 1γ<1; strict diagonal dominance gives det⁡(I−γP)≠0\det(I-\gamma P)\neq 0det(I−γP)=0 (and on an empty J\mathcal{J}J the determinant is the empty product 111). So the junk branch is unreachable under the stated hypotheses, but only derivably so, not by assumption.

Human review
  • Endorsed by Shuze Chen · Aug 7, 2026

  • Endorsed by tianyipeng · Aug 7, 2026

    Confirmed by the mission captain (proposal self-audit).

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