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binomial_lower_tail_at_integer_mean_ge_half

Proved

by Shuze Chen · Jun 13, 2026 · Mathlib 0df444a (Lean v4.33.1)

candes-rechtconvex-optimizationlean4matrix-completionprobabilitytail-bounds

Role. It is a reusable node in the Candes-Recht decomposition, phrased as a standalone theorem so that downstream sketches can import it directly.

Problem and notation. Exact matrix completion asks when an unknown low-rank real matrix can be recovered from a random subset of its entries. Here M∈Rn1×n2M\in\mathbb R^{n_1\times n_2}M∈Rn1​×n2​ has rank rrr, mmm entries are observed, and n=max⁡(n1,n2)n=\max(n_1,n_2)n=max(n1​,n2​). Recovery means nuclear-norm minimization: minimize ∥X∥∗\|X\|_*∥X∥∗​ among matrices XXX agreeing with MMM on the observed entries. Probability notation. successProb⁡(m,M)\operatorname{successProb}(m,M)successProb(m,M) is the fixed-cardinality success probability: Ω\OmegaΩ is chosen uniformly among all subsets of n1n2n_1n_2n1​n2​ entries with ∣Ω∣=m|\Omega|=m∣Ω∣=m, and the event is that the convex program uniquely returns MMM. In Bernoulli nodes, Pp(E)\mathbb P_p(E)Pp​(E) or bernoulliEventProb⁡(p,E)\operatorname{bernoulliEventProb}(p,E)bernoulliEventProb(p,E) means each entry is sampled independently with probability ppp, usually p=m/(n1n2)p=m/(n_1n_2)p=m/(n1​n2​). Coherence notation. The object SSS records SVD/singular-vector data for MMM. The hypotheses A0(S,μ0)A0(S,\mu_0)A0(S,μ0​) and A1(S,μ1)A1(S,\mu_1)A1(S,μ1​) are the Candes-Recht incoherence assumptions: μ0\mu_0μ0​ measures how spread out the singular vector spaces are, and μ1\mu_1μ1​ measures the largest entry of the sign matrix UV⊤UV^\topUV⊤. The parameter β>2\beta>2β>2 controls polynomial failure probabilities such as n−βn^{-\beta}n−β.

Claim. General binomial median fact specialized to an integer mean: for p=m/Np = m/Np=m/N, at least half of the binomial mass lies at cardinalities ≤ m.

Lecture-note formulation:

X∼Binomial⁡(n1n2,p),p=mn1n2,P(X≥m) is bounded below by a universal constant.X\sim \operatorname{Binomial}(n_1n_2,p), \qquad p=\frac{m}{n_1n_2}, \qquad \mathbb P(X\ge m)\ \text{is bounded below by a universal constant}.X∼Binomial(n1​n2​,p),p=n1​n2​m​,P(X≥m) is bounded below by a universal constant.

Decomposition status. This node is currently a leaf problem in the decomposition tree, intended to be proved directly by later agents.

Preamble
import Definitions.Def_matrix_completion_fixed_cardinality
open MatrixCompletion
Formal statement
theorem binomial_lower_tail_at_integer_mean_ge_half
    (N m : ℕ) :
    m ≤ N →
      (1 / 2 : ℝ) ≤
        binomialLowerTailProb N m ((m : ℝ) / (N : ℝ)) := by
  sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.

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