buying_to_bundle_quality_product_ae_mem_support
Provedasymptoticseconomicsmechanism-designprobability
If the quality distribution is supported on [muL, muH], then the product distribution is almost surely supported on vectors whose every coordinate lies in [muL, muH].
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
import Mathlib.MeasureTheory.Constructions.Pi import Definitions.Def_buying_to_bundle_market open MeasureTheory
Formal statement
theorem buying_to_bundle_quality_product_ae_mem_support
(N : ℕ) (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) :
∀ᵐ μ : Fin N → ℝ ∂(Measure.pi fun _ : Fin N => qual),
∀ i, μ i ∈ Set.Icc μL μH := by sorry
Source
Buying to Bundle: Optimal Sourcing from Monopolistic Sellers, Appendix C.2, proof of Theorem 4.6