Large Signal ModelReading edition

41. The object to be certified

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41. The object to be certified

Fix a real predictive space \(E=\mathbb R^r\), a nonzero row \(\lambda\), and a finite family \(B_s\), indexed by \(s=(a,o)\). The action and observation alphabets are finite and nonempty. Every declared observation branch is present, including branches represented by the zero operator. Temporal words act from right to left:

\[ B_{s_1\cdots s_k}=B_{s_k}\cdots B_{s_1},\qquad B_\epsilon=I. \]

The mass identity is an exact constraint,

\[ \lambda\sum_o B_{a,o}=\lambda \quad\text{for every action }a. \]

An initial state has \(\lambda z_0=1\). The proposed probability of a word is \(\lambda B_wz_0\). An invertible coordinate change must transform \(z_0\), \(B_s\), \(\lambda\) and the admissible cone together, as in Proposition 37.

A probability-domain certificate specifies a closed, pointed, generating cone \(C\subset E\), with \(\lambda\) strictly positive on \(C\setminus\{0\}\), such that

\[ z_0\in C,\qquad B_sC\subseteq C. \]

Its normalized base is \(K=\{z\in C:\lambda z=1\}\). These conditions imply nonnegative word probabilities and their per-action normalization at every depth. Positive-probability updates remain in \(K\). Zero-probability branches have no conditional posterior and must not be assigned one by denominator flooring.

There are three separate claims. Internal validity says the fitted model is a stochastic model. Data compatibility says it agrees with the observations within a specified error budget. Coverage of the generating process says the assumptions and uncertainty set actually include the process that generated those observations. The first can have a deterministic certificate even when the other two remain conditional.

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