diff --git a/reviews/lm006_product_transverse_20261006/NOTE.md b/reviews/lm006_product_transverse_20261006/NOTE.md new file mode 100644 index 000000000..1532dad32 --- /dev/null +++ b/reviews/lm006_product_transverse_20261006/NOTE.md @@ -0,0 +1,225 @@ +# LM006: exact transverse conditioning for an axial product covariance + +Dylan Roy — delegated AI mathematical work. Actual author OpenAI / GPT-6 +Astra Pro, `lm006-product-residual-r21a-20261006`. Scientific effect NONE. +Additive analytic companion; not a Lean proof, numerical certificate or status +change. Gaussian orthogonal regression and separable kernels are prior methods; +no general novelty or complete literature search is claimed. + +## 1. Scope and source identities + +Assume a centered real jointly Gaussian field has the ACTUAL covariance + + C((x,y),(s,t)) = rho(x-s) kappa(y-t), rho(0)=kappa(0)=1, (1) + +with real even factors and enough mean-square derivatives for every displayed +observation. Write F(x)=f(x,0), H(x)=f_y(x,0), Q(x)=f_yy(x,0), and + + m2=-kappa''(0), m4=kappa''''(0), g=m4-m2^2>0. + +The primary result is finite-radius, and only requires the F derivatives +through order2, H through order1 and Q through transverse order2 that occur +below. Existence/continuity of higher contact jets is stated separately where +used. No finite fourth moment is silently relabeled a tenth spectral moment. + +P is `imports/lifetime_parent_20260925/UNIFORM_MATRIX_CAP_AND_LIFETIME.md`, +read at `91821f9262b30ce7684b8ec5f1b4742893dac3d7`, blob +`dfed3b8d318a3ab1950957f393307733a4bef3f2`, sections1-2 ONLY as model/pin +source. Its global selection and lifetime theorem candidates are not premises. +E is #301 NOTE at `e31b6ad8356e0760c8a7fb6e816ff640c45176c9`, blob +`551aa563562bc88a19e33d146259c03aa2d318f6`: adjusted endpoint convention. +N is #315 NOTE at `5e027afcae8c7bd42a6df8ae2025f82105b3e586`, blob +`5790aaa0332bd8e79b276be1577e4c5f3502eed6`: exact typed weight/normalization. +B is #341 NOTE at `771913a7dffdc1283e491166d0faa9ec53e1f06a`, blob +`88dae06c5eefd102239f976513eb5e97c4ac7580`: prior general sign-band theorem +and eleven-observation density interface. That proof and review are unchanged; +this is a PRODUCT specialization, not a replacement for its general spectrum. + +All formulas concern coordinate-axis separation. A rotated separable torus +covariance need not remain separable in the rotated coordinates. This note +does not assert arbitrary-orientation identities or independence after tilting. + +## 2. Independent transverse residual process + +Define R(x)=Q(x)+m2 F(x). Differentiating (1) gives for every x,s + + Cov(F(x),F(s))=rho(x-s), + Cov(H(x),F(s))=Cov(Q(x),H(s))=0, + Cov(Q(x),F(s))=-m2 rho(x-s), + Cov(H(x),H(s))=m2 rho(x-s), + Cov(Q(x),Q(s))=m4 rho(x-s). + +The zero mixed terms use kappa'(0)=kappa'''(0)=0, not independence guessed +from a marginal covariance. Hence + + Cov(R(x),F(s))=Cov(R(x),H(s))=0, + Cov(R(x),R(s))=g rho(x-s). (2) + +Every finite family of R evaluations is independent of every finite family +of F,H evaluations. This is the jointly Gaussian zero-cross-covariance rule. +Taking mean-square limits preserves orthogonality and Gaussianity, so the +same independence holds with any existing F,H derivative observations. The +claims below need only finite such families; no path-space conditioning theorem +is required. In particular, axial and mixed Hessian observations provide no +additional information about R once their F,H families have been separated. + +## 3. Exact conditional law after all eleven observations + +Let M=-r/2, S=r/2 and c=rho(r), with -10 also give a +positive eleven-observation Gram; the target has positive residual since c>-1. + +On E's actual six pins F(M)=b_M,F(S)=b_S,F'=H=0, the adjusted coordinates +are a_±=F''(±r/2)/r, b_±=H'(±r/2)/r, c_±=Q(±r/2). Thus conditioning first +on the pins and then on (a_-,a_+,b_-,b_+,G) is exactly the conditioning in (3): +the missing four observations are recovered by multiplying by r, while the +original pins are retained. Neither Q(S)/r nor an extra Jacobian is introduced. +The conditional density cap is exactly + + D_r = [pi g(1+rho(r))]^(-1/2). (4) + +If rho(r)>=0, D_r<=1/sqrt(pi g). For a general product covariance this +last uniform bound REQUIRES that extra sign condition. Positive definiteness +only gives |rho|<=1, not rho>=0. A negative-correlation control is retained. + +Under the six pins ALONE, the transverse pair is a translate of the same +R pair, independent of the four axial/mixed endpoint coordinates, with + + E G=m2(b_M-b_S), Var(G)=2g[1-rho(r)], + E G^2=m2^2(b_M-b_S)^2+2g[1-rho(r)]. (5) + +This independence is under the original Gaussian pin law, not the law tilted +by the product of Hessian determinants. The tilted density couples coordinates. + +## 4. Contact variance, limiting normalizer, and direct G bound + +Where the contact derivatives exist, the six original contact pins consist +of F,F',H,F'',H',F''' at0, with F=b and the remaining prescribed values as +in E. R(0) is independent of all those rows by (2), so + + Q_L ~ N(-m2 b,g). (6) + +This does not identify g with the normalizer. If the enlarged eleven contact +jets B discusses also exist, they add pure F and H derivatives and Q'(0). +Cov(R(0),Q'(0))=g rho'(0)=0. Thus its exact scalar residual variance is ALSO g, +not merely a positive unspecified Schur complement. Their joint Gram still +requires nondegeneracy if conditioning at arbitrary targets is intended. + +For b>=0, the negative-part monotonicity gives + + z0=E[(Q_L)_-^2]>=g/2>0. (7) + +An optional closed form follows by two integrations by parts of the standard +normal density phi: with a=m2 b/sqrt(g), + + z0=(g+m2^2 b^2)Phi(a)+m2 b sqrt(g)phi(a). (8) + +Indeed Q_L=sqrt(g)(Z-a), and integrals of Z phi and Z^2 phi on(-infinity,a] +are -phi(a) and Phi(a)-a phi(a). Formula (8) holds for any real b; (7) is +only claimed for b>=0. No numeric evaluation of these constants is supplied. + +Suppose rho is an even spectral correlation with finite axial second moment +s2=-rho''(0). Since 1-cos u<=u^2/2, 1-rho(r)<=s2 r^2/2. Under the fixed +LM006 gap b_M-b_S=r^3/6, (5) yields + + E G^2<=g s2 r^2+m2^2 r^6/36 + <=Gamma r^2, Gamma=g s2+m2^2/36, 0=0}] + <=D_r[(r/2)sqrt(3 K6) E G^2 + +(1/6)sqrt(15 K4)(E G^2)^(3/2)], + K4=E[a_-^2 a_+^2], K6=E[a_-^2 b_+^4]. (10) + +If K4<=C4,K6<=C6,z_r=E T_r>=z_*>0 and rho(r)>=0 on one interval, then + + nu_r{c_+>=0} <= min(1, + [sqrt(3 C6)Gamma/2+sqrt(15 C4)Gamma^(3/2)/6] + r^3/[z_* sqrt(pi g)]). (11) + +The new identities supply D_r and Gamma, NOT the remaining uniform moment +bounds or a finite-r normalizer radius. Those are separate input obligations +before applying (11). In the smooth fixed model, E's established moment/UI +argument supplies such inputs on a sufficiently small interval; this note is +not a new review of that entire argument. The algebra of (10) uses no +independence under the tilted law and no physical-normalizer substitution. + +## 5. Exact model match and scope failures + +P's d=2 coordinate-axis covariance factors by its positive image sums as + + rho_L(x)=sum_n exp(-(x+Ln)^2/2)/sum_n exp(-(Ln)^2/2), + K_L(x,y)=rho_L(x)rho_L(y). (12) + +Hence kappa=rho_L, g=m4-m2^2 for its actual one-dimensional spectral moments. +All spectral moments are finite, g>0 because both zero and nonzero squared +frequencies have positive mass, and rho_L(r)>0 for every real r. Its full +lattice spectrum gives the positive Gram of the ten distinct observations B +at distinct sites. For 0=g/2 if mutant=='M6' else low