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general_rademacher_matrix_2p_trace_moment_general_index

Proved

by LukeBernese · Jun 25, 2026 · Mathlib 0df444a (Lean v4.33.1)

candes-rechtkhintchinelinear-algebramatrix-completionreferencerudelson

General-index Rademacher matrix 2p2p2p-trace-moment bound. For a finite family of Hermitian matrices HcH_cHc​ over an arbitrary finite index type μ\muμ, indexed by c∈ιc \in \iotac∈ι, with the variance matrix V=∑cHc2V = \sum_c H_c^2V=∑c​Hc2​ satisfying a quadratic-form domination v⊤Vv≤normV⋅v⊤vv^\top V v \le \text{normV}\cdot v^\top vv⊤Vv≤normV⋅v⊤v for all vvv (so λmax⁡(V)≤normV\lambda_{\max}(V) \le \text{normV}λmax​(V)≤normV), the symmetric Rademacher trace moment is bounded: Eεtr⁡((∑cεcHc)2p)≤(2p)!2pp! normVp ∣μ∣\mathbb{E}_\varepsilon \operatorname{tr}\big((\sum_c \varepsilon_c H_c)^{2p}\big) \le \tfrac{(2p)!}{2^p p!}\,\text{normV}^p\,|\mu|Eε​tr((∑c​εc​Hc​)2p)≤2pp!(2p)!​normVp∣μ∣. This lifts the standard Fin⁡d\operatorname{Fin} dFind Tropp/Khintchine engine to an arbitrary finite index μ\muμ via a reindexing equivalence μ≃Fin⁡∣μ∣\mu \simeq \operatorname{Fin}|\mu|μ≃Fin∣μ∣ (trace and powers are reindex-invariant), and supplies the engine's eigenvalue hypothesis from the quadratic-form bound. Proof (reduction): reindex VVV and each HcH_cHc​ to Fin⁡∣μ∣\operatorname{Fin}|\mu|Fin∣μ∣, convert the quadratic-form bound to the eigenvalue bound via the Rayleigh bridge, apply the Fin⁡d\operatorname{Fin} dFind engine, and pull the trace moment back unchanged.

Preamble
import Mathlib.Analysis.Matrix.Spectrum
import Mathlib.LinearAlgebra.Matrix.Hermitian
import Mathlib.LinearAlgebra.Matrix.Trace
import Mathlib.Data.Matrix.Reflection
import Mathlib.Data.Nat.Factorial.Basic
open Matrix
open scoped BigOperators
Formal statement
theorem general_rademacher_matrix_2p_trace_moment_general_index {ι : Type*} [Fintype ι] [DecidableEq ι] {μ : Type*} [Fintype μ] [DecidableEq μ] (H : ι → Matrix μ μ ℝ) (hHerm : ∀ c, (H c).IsHermitian) (normV : ℝ) (hnormVnn : 0 ≤ normV) (hVHerm : (∑ c : ι, H c * H c).IsHermitian) (hquad : ∀ v : μ → ℝ, (star v ⬝ᵥ (∑ c : ι, H c * H c) *ᵥ v) ≤ normV * (star v ⬝ᵥ v)) (p : ℕ) : (∑ eps : Finset ι, ((1 : ℝ) / 2) ^ (Fintype.card ι) * Matrix.trace ((∑ c : ι, (if c ∈ eps then (1 : ℝ) else -1) • H c) ^ (2 * p))) ≤ ((Nat.factorial (2 * p) : ℝ) / ((2 ^ p : ℝ) * (Nat.factorial p : ℝ))) * normV ^ p * (Fintype.card μ : ℝ) := by sorry
Source
Candes-Recht 2009 (arXiv:0805.4471) Sec 6.1 / Tropp matrix concentration. The Rademacher symmetric matrix trace-moment bound (Khintchine/Tropp engine) lifted from the Fin d index to an arbitrary finite index type μ via a reindexing equivalence μ ≃ Fin (card μ). The eigenvalue hypothesis of the Fin-d engine is supplied here from a quadratic-form domination of the variance matrix ∑ Hc² (which is how the block-diagonal variance matrix is bounded in the dilation application).

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