Large Signal ModelReading edition

82. An explicit repair and the price of its slack

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82. An explicit repair and the price of its slack

In Lorentz coordinates let

\[ N_a(u)=g_a(u)e_0\lambda,\qquad g_a(u)\geq g_{\min}>0,\qquad \int g_a(u)\,du/2=1. \]

This reference instrument reports a state-independent density and resets to the center. It is a mathematical model modification, not a new observation. Given an estimate \(\widehat F\), define

\[ \widetilde F_a(u)=(1-\eta)\widehat F_a(u)+\eta N_a(u), \qquad 0\leq\eta\leq1. \]

Proposition 73: Interior repair with an explicit error budget

Suppose a reference family \(F^*\) is valid on \(\mathcal L_d\), and the combined mass and spatial error of \(\widehat F-F^*\) is at most \(d_a(u)\) on normalized inputs. Then the margin of \(\widetilde F_a(u)\) is at least

\[ \boxed{\eta g_a(u)-(1-\eta)d_a(u).} \]

An additional uncertainty family with combined output error at most \(\nu_a(u)\) is certified whenever

\[ \eta g_a(u)\geq(1-\eta)d_a(u)+\nu_a(u). \]

Assume exact integrated mass for the estimate. If its integrated base-norm discrepancy from \(F^*\) is at most \(\varepsilon\), the corrected discrepancy is at most

\[ \boxed{(1-\eta)\varepsilon+2\eta.} \]

When the corrected model is valid on the same cone, with the same initial state, its length-\(T\) law under any common policy differs from the reference law by at most

\[ \min\left(1,\frac T2[(1-\eta)\varepsilon+2\eta]\right). \]

Proof

The margin of \(\widehat F\) is at least \(-d_a\) by Proposition 71's inequality applied to \(F^*\). Adding the reference changes only output mass, by \(\eta g_a\), while scaling the remaining output by \(1-\eta\). This proves the first bound and the robust implication. Integrated mass is preserved by mixing.

For the error, write

\[ \widetilde F-F^*=(1-\eta)(\widehat F-F^*)+\eta(N-F^*). \]

On a normalized input, both \(N\) and \(F^*\) distribute total cone mass one. Their integrated difference has base norm at most two. Integrate the triangle inequality to obtain the stated budget. The final implication is the continuous observation-law bound of Proposition 59. It requires validity of both comparison models on the same cone. \(\square\)

For constant budgets, a sufficient repair weight is \((d+\nu)/(g_{\min}+d)\) when this number is at most one. This is not an optimality claim. The reference example instead fixes a repair weight and verifies the result independently. If an exact model already has a robust structured certificate, adding a reset may be unnecessary and would introduce avoidable bias.

The term \(2\eta\) is deliberately retained. A larger repair creates more room for uncertainty but can change future predictions more. The worst-case law bound can become uninformative at long horizons. Neither positivity nor mixing alone proves long-horizon predictive accuracy.

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