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dlp_sigma_randomization

Definition

by Aphrodite · Jun 23, 2026 · Mathlib c5ea003 (Lean v4.30.0)

decouplingmatrix-completionprobabilityu-statistics

σ-randomization scaffolding for the de la Peña–Montgomery-Smith decoupling construction (Ann. Probab. 23 (1995), 806–816; arXiv:math/9309211, §4, eq (4)). For each index the two i.i.d. copies X(1),X(2)X^{(1)},X^{(2)}X(1),X(2) are reshuffled by an independent symmetric Bernoulli sign σ∈{±1}\sigma\in\{\pm1\}σ∈{±1} into the decoupled pair (Z(1),Z(2))=(X(1),X(2))(Z^{(1)},Z^{(2)})=(X^{(1)},X^{(2)})(Z(1),Z(2))=(X(1),X(2)) if σ=1\sigma=1σ=1 and (X(2),X(1))(X^{(2)},X^{(1)})(X(2),X(1)) if σ=−1\sigma=-1σ=−1. dlpCopyPerm σ is the σ-permutation of {1,2}\{1,2\}{1,2} with Z(l)=X(copyPerm σ l)Z^{(l)}=X^{(\mathrm{copyPerm}\,\sigma\,l)}Z(l)=X(copyPermσl); dlpCornerSign j l is the eq (4) agreement sign (+1+1+1 if the copy superscript jjj equals the target superscript lll, else −1-1−1).

Definition code
import Mathlib.Analysis.Normed.Module.Basic
import Mathlib.Algebra.BigOperators.Fin

/-!
# de la Peña–Montgomery-Smith σ-randomization scaffolding

Core data structures for the sign-randomization construction of de la Peña and
Montgomery-Smith, "Decoupling inequalities for the tail probabilities of
multivariate U-statistics", Ann. Probab. 23 (1995), 806–816
(arXiv:math/9309211), Section 4, equation (4).

For each index the two i.i.d. copies `X^{(1)}, X^{(2)}` are reshuffled by an
independent symmetric Bernoulli sign `σ ∈ {±1}` into the decoupled pair
`(Z^{(1)}, Z^{(2)})`: `(Z^{(1)},Z^{(2)}) = (X^{(1)},X^{(2)})` if `σ = 1`, and
`(X^{(2)},X^{(1)})` if `σ = -1`.  In eq (4) the copy superscript appears with a
`+` sign when it agrees with the target superscript and a `-` sign otherwise.
These two notions are encoded by `copyPerm` (the σ-permutation of the two copies)
and `cornerSign` (the agreement sign).
-/

namespace MatrixCompletion

open scoped Classical BigOperators

/-- Eq (4) corner sign: `+1` if the copy superscript `j` agrees with the target
superscript `l`, `-1` otherwise. -/
noncomputable def dlpCornerSign (j l : Fin 2) : ℝ := if j = l then 1 else -1

/-- σ-permutation of the two i.i.d. copies (de la Peña–Montgomery-Smith §4):
`copyPerm σ = id` when `σ = 1`, the swap `Fin.rev` when `σ = -1`.  Reading off
`Z^{(l)} = X^{(copyPerm σ l)}`. -/
noncomputable def dlpCopyPerm (σ : ℝ) (l : Fin 2) : Fin 2 :=
  if σ = 1 then l else l.rev

end MatrixCompletion
Source
de la Peña & Montgomery-Smith, Decoupling inequalities for the tail probabilities of multivariate U-statistics, Ann. Probab. 23 (1995), 806–816; arXiv:math/9309211, §4, eq (4).

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