buying_to_bundle_intermediate_surrogate_dispersion_pointwise_bound
Openasymptoticseconomicsmechanism-designprobability
Pointwise O(N^(2/3)) dispersion estimate for Rev(sum_i x(mu_i)(mu_i+sigma Z_i)) around sum_i x(mu_i)mu_i, before integration over qualities.
Source: Buying to Bundle: Optimal Sourcing from Monopolistic Sellers, Appendix C.2, proof of Theorem 4.6, pp. 35-36 (and Lemma 4.5, pp. 33-35, where applicable).
Preamble
/- Paper source: "Buying to Bundle: Optimal Sourcing from Monopolistic Sellers", Appendix C.2, proof of Theorem 4.6, p. 36. This is the pointwise application of Lemma 4.5 with `C = Upsilon(x, mu)` and `a_i = x (mu_i)`. -/ import Mathlib.MeasureTheory.Constructions.Pi import Mathlib.Analysis.SpecialFunctions.Pow.Real import Definitions.Def_buying_to_bundle_market open MeasureTheory
Formal statement
theorem buying_to_bundle_intermediate_surrogate_dispersion_pointwise_bound
(σ μL μH γ ξ : ℝ) (qual noise : Measure ℝ)
[IsProbabilityMeasure qual] [IsProbabilityMeasure noise]
(qualPdf noisePdf : ℝ → ℝ)
(hM : BuyingToBundle.MarketAssumptions σ μL μH γ ξ qual noise qualPdf noisePdf) :
∃ K : ℝ, 0 < K ∧ ∀ N : ℕ, 1 ≤ N → ∀ x : ℝ → ℝ,
BuyingToBundle.IsAllocationRule μL μH x →
∀ μ : Fin N → ℝ, (∀ i, μ i ∈ Set.Icc μL μH) →
|BuyingToBundle.monopolyRevenue
((Measure.pi fun _ : Fin N => noise).map
fun z => ∑ i, x (μ i) * (μ i + σ * z i)) -
∑ i, x (μ i) * μ i| ≤
K * (N : ℝ) ^ ((2 : ℝ) / 3) := by sorry
Source
Buying to Bundle: Optimal Sourcing from Monopolistic Sellers, Appendix C.2, proof of Theorem 4.6