finite_rademacher_weighted_first_moment_le_even_moment_root
ProvedThis is a formal bridge for the finite Rademacher power-mean step used in the Rudelson/Lust-Picquard noncommutative-Khintchine route.
Source: Candes--Recht, Exact Matrix Completion via Convex Optimization, PDF p. 19, Section 4.2, Theorem 4.2, equation (4.9), where the tangent-sampling expectation is controlled by Rudelson's selection estimate; Rudelson, Random vectors in the isotropic position, JFA 164 (1999), Theorem 1, proof Steps 1--2; and Hardy--Littlewood--Polya, Inequalities, Section 2.10, for power means.
Mathematical statement. Let be a finite Rademacher index set and let be a nonnegative statistic on sign subsets . For every integer ,
Variables and notation. This node uses the auxiliary Rademacher probability model: each sign pattern is represented by a subset and has weight . In the downstream Candes--Recht application, , is the Bernoulli sampling rate, is a fixed Bernoulli sample realization, and for Hermitian matrices .
Formalization note. This is a formal bridge. It does not appear verbatim in Candes--Recht. It bridges the proved source-backed power-mean node rademacher_expectation_power_mean (9a9634f8) and the source-backed child route through rademacher_matrix_operator_norm_first_moment_log_window_from_2p (136263d8) toward inner_sign_average_khintchine_variance_proxy_bound_of_two_le_max (f4806ebd).
import Mathlib.Analysis.MeanInequalitiesPow import Mathlib.Analysis.SpecialFunctions.Pow.Real open scoped Classical BigOperators
theorem finite_rademacher_weighted_first_moment_le_even_moment_root :
∀ {ι : Type*} [Fintype ι] [DecidableEq ι]
(F : Finset ι → ℝ), (∀ eps, 0 ≤ F eps) →
∀ p : ℕ, 1 ≤ p →
(∑ eps : Finset ι, ((1 : ℝ) / 2) ^ (Fintype.card ι) * F eps)
≤ (∑ eps : Finset ι,
((1 : ℝ) / 2) ^ (Fintype.card ι) * (F eps) ^ (2 * p))
^ ((1 : ℝ) / (2 * p)) := by
sorry