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1 import KomorebiLSM.ContinuousPopulationBridge
2 import KomorebiLSM.ContinuousBinnedRecords
3 import KomorebiLSM.PositiveCellP58
4 import KomorebiLSM.ContinuousTV
5 import KomorebiLSM.PositivePackets
6
7 /-! P61: the same population-reconstructed polynomial coefficients are used
8 by the finite matrix/Gram instrument, exact coordinate and packet identities,
9 bin-history event model, positive cell approximation and common-policy budget.
10 Dimension, degree, initial admissibility and approximation inputs stay explicit. -/
11 set_option autoImplicit false
12 namespace Komorebi.LSM.ContinuousRealizationP61
13 open ContinuousPopulationBridge MeasureTheory ProbabilityTheory
14 open scoped BigOperators Matrix
15
16 variable {r degree : ℕ} {A D R : Type*}
17 variable [Fintype A] [MeasurableSpace A] [MeasurableSingletonClass A]
18 variable [Fintype D] [DecidableEq D] [Fintype R]
19
20 /-- The instrument uses the actual inverse-moment fitted coefficients, not
21 an unrelated model supplied alongside the population reconstruction. -/
22 noncomputable def realizedInstrument (T S : Operator r)
23 (C : A → Fin (degree+1) → Operator r)
24 (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
25 {q bound : ℕ}
26 (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J
27 (fittedCoefficients T S C) q bound) :
28 ContinuousInstrument.DensityInstrument (A := A) M.coneInstance UniformIntervalMoments.measure :=
29 PolynomialGramP53.instrument M b (fittedCoefficients T S C) W
30
31 /-- The mass-row equality is the checked coordinate readout identity. Exact
32 population reconstruction and the independent finite Gram witness then give
33 the full represented density and actual all-horizon probability laws. -/
34 theorem population_realization_certificate (T S : Operator r)
35 (hcore : IsUnit (FiniteMomentIdentification.populationCore T S))
36 (C : A → Fin (degree+1) → Operator r)
37 (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
38 {q bound : ℕ}
39 (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J
40 (fittedCoefficients T S C) q bound)
41 (l : State r →ₗ[ℝ] ℝ) (hmass : M.mass.comp T.mulVecLin=l)
42 (z₀ : State r) (hinitial : (M.J (T *ᵥ z₀)).PosSemidef ∧ M.mass (T *ᵥ z₀)=1) :
43 let I := realizedInstrument T S C M b W
44 (∀ a k,fittedCoefficients T S C a k=matrixCLM (T * C a k * T⁻¹)) ∧
45 (∀ a u x,I.op a u x=(T * FiniteMomentIdentification.density (C a) u * T⁻¹) *ᵥ x) ∧
46 (∀ word : List (A × ℝ),M.mass (FiniteInstruments.wordAction
47 (fun s : A × ℝ => (I.op s.1 s.2).toLinearMap) word (T *ᵥ z₀))=
48 l (FiniteMomentIdentification.wordState (fun a => FiniteMomentIdentification.density (C a)) word z₀)) ∧
49 l z₀=1 ∧
50 (∀ a u,u∈Set.Icc (-1 : ℝ) 1 → ∀ x∈M.cone,I.op a u x∈M.cone) ∧
51 (∀ a,IsMarkovKernel (I.kernel a)) ∧
52 (∀ π : ContinuousRecords.Policy (A := A) (Y := ℝ),∀ N,
53 IsProbabilityMeasure (ContinuousRecords.recordLaw I π (T *ᵥ z₀) N)) ∧
54 (∀ π : ContinuousRecords.Policy (A := A) (Y := ℝ),∀ N,
55 (ContinuousRecords.recordLaw I π (T *ᵥ z₀) (N+1)).fst=
56 ContinuousRecords.recordLaw I π (T *ᵥ z₀) N) ∧
57 (∀ actions : ℕ → A,∀ N,
58 IsProbabilityMeasure (ContinuousRecords.observationLaw I actions (T *ᵥ z₀) N)) ∧
59 (∀ actions : ℕ → A,∀ N (event : Set (ContinuousRecords.History ℝ N)),MeasurableSet event →
60 ContinuousRecords.observationLaw I actions (T *ᵥ z₀) N event=
61 ∫⁻ h in event,ENNReal.ofReal (M.mass (ContinuousRecords.observationRun I actions (T *ᵥ z₀) N h))
62 ∂ContinuousRecords.reference UniformIntervalMoments.measure N) := by
63 dsimp only
64 let I := realizedInstrument T S C M b W
65 have hb : T *ᵥ z₀∈M.coneInstance.base := hinitial
66 refine ⟨fitted_coefficient_identification T S hcore C,?_,?_,?_,?_,?_,?_,?_,?_,?_⟩
67 · intro a u x
68 change PolynomialGram.operatorPolynomial (fittedCoefficients T S C a) u x=_
69 rw [fitted_density_identification T S hcore,matrixCLM_apply]
70 · intro word
71 exact fitted_word_likelihood T S hcore C l M.mass hmass word z₀
72 · have he := congrArg (fun L : State r →ₗ[ℝ] ℝ => L z₀) hmass
73 exact he.symm.trans hinitial.2
74 · intro a u hu x hx
75 exact W.positive a u hu x hx
76 · intro a
77 infer_instance
78 · intro π N
79 exact ContinuousRecords.recordLaw_probability I π ⟨T *ᵥ z₀,hb⟩ N
80 · intro π N
81 exact ContinuousRecords.recordLaw_consistent I π hb.1 N
82 · intro actions N
83 exact ContinuousRecords.observationLaw_probability I actions ⟨T *ᵥ z₀,hb⟩ N
84 · intro actions N event hEvent
85 exact ContinuousRecords.observationLaw_product_density I actions (T *ᵥ z₀) N event hEvent
86
87 section OriginalCoordinates
88
89 /-- Transporting the independently checked fitted certificate back by the
90 population-derived inverse atlas constructs an instrument with the literal
91 original coefficient family. It is not an assumed generating-law equality. -/
92 noncomputable def originalInstrument (T S : Operator r)
93 (hcore : IsUnit (FiniteMomentIdentification.populationCore T S))
94 (C : A → Fin (degree+1) → Operator r)
95 (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
96 {q bound : ℕ}
97 (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J (fittedCoefficients T S C) q bound) :
98 ContinuousInstrument.DensityInstrument (A := A)
99 (M.transport (populationEquiv T S hcore).symm).coneInstance UniformIntervalMoments.measure :=
100 CertifiedTemplate.fittedInstrument M b (fittedCoefficients T S C) (originalCoefficients C) W
101 (populationEquiv T S hcore).symm (population_inverse_coefficient_match T S hcore C)
102
103 omit [MeasurableSpace A] [MeasurableSingletonClass A] in
104 theorem original_instrument_op (T S : Operator r)
105 (hcore : IsUnit (FiniteMomentIdentification.populationCore T S))
106 (C : A → Fin (degree+1) → Operator r)
107 (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
108 {q bound : ℕ}
109 (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J (fittedCoefficients T S C) q bound)
110 (a : A) (u : ℝ) (x : State r) :
111 (originalInstrument T S hcore C M b W).op a u x=
112 FiniteMomentIdentification.density (C a) u *ᵥ x := by
113 change PolynomialGram.operatorPolynomial (fun k => matrixCLM (C a k)) u x=_
114 rw [polynomial_matrix_density,matrixCLM_apply]
115
116 omit [DecidableEq D] [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] in
117 theorem original_instrument_mass (T S : Operator r)
118 (hcore : IsUnit (FiniteMomentIdentification.populationCore T S))
119 (M : MatrixEmbedding.Embedding (State r) D)
120 (l : State r →ₗ[ℝ] ℝ) (hmass : M.mass.comp T.mulVecLin=l) :
121 (M.transport (populationEquiv T S hcore).symm).mass=l := by
122 apply LinearMap.ext
123 intro x
124 change M.mass (T *ᵥ x)=l x
125 exact congrArg (fun L : State r →ₗ[ℝ] ℝ => L x) hmass
126
127 omit [MeasurableSingletonClass A] in
128 /-- The complete actual record measures of the original declared polynomial
129 family and the certified reconstructed family coincide in their own atlases. -/
130 theorem population_record_law (T S : Operator r)
131 (hcore : IsUnit (FiniteMomentIdentification.populationCore T S))
132 (C : A → Fin (degree+1) → Operator r)
133 (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
134 {q bound : ℕ}
135 (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J (fittedCoefficients T S C) q bound)
136 (π : ContinuousRecords.Policy (A := A) (Y := ℝ)) (z₀ : State r) (N : ℕ) :
137 ContinuousRecords.recordLaw (originalInstrument T S hcore C M b W) π z₀ N=
138 ContinuousRecords.recordLaw (realizedInstrument T S C M b W) π (T *ᵥ z₀) N := by
139 have h := CertifiedTemplate.record_law_transport M b (fittedCoefficients T S C)
140 (originalCoefficients C) W (populationEquiv T S hcore).symm
141 (population_inverse_coefficient_match T S hcore C) π (populationEquiv T S hcore z₀) N
142 rw [LinearEquiv.symm_apply_apply] at h
143 simpa only [originalInstrument,realizedInstrument,populationEquiv_apply] using h
144
145 end OriginalCoordinates
146
147 section Template
148 variable (T S : Operator r) (C : A → Fin (degree+1) → Operator r)
149 variable (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
150 variable (template : A → Fin (degree+1) → State r →L[ℝ] State r)
151 variable {q bound : ℕ} (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J template q bound)
152 variable (U : State r ≃ₗ[ℝ] State r) (lhat : State r →ₗ[ℝ] ℝ)
153 variable (hm : CertifiedTemplate.Matches
154 (fun s : A × Fin (degree+1) => (template s.1 s.2).toLinearMap)
155 (fun s : A × Fin (degree+1) => (fittedCoefficients T S C s.1 s.2).toLinearMap)
156 M.mass lhat U.toLinearMap)
157
158 /-- A successful fixed-template linear match constructs a finite certificate
159 for precisely the population-fitted coefficient family used above. -/
160 noncomputable def recognizedPopulationCertificate :
161 PolynomialGram.CoefficientCertificate (b.map U) (M.transport U).coneInstance (M.transport U).J
162 (fittedCoefficients T S C) q bound :=
163 CertifiedTemplate.transportedCertificate M b template (fittedCoefficients T S C) W U
164 (fun a k x => hm.coefficient_apply (a,k) x)
165
166 /-- The matching constructor keeps the independent initial-state test. The
167 same population initial test vector is used in the actual fitted law. -/
168 theorem recognized_population_probability (z₀ : State r)
169 (hinitial : (M.J (U.symm (T *ᵥ z₀))).PosSemidef ∧ lhat (T *ᵥ z₀)=1)
170 (π : ContinuousRecords.Policy (A := A) (Y := ℝ)) (N : ℕ) :
171 IsProbabilityMeasure (ContinuousRecords.recordLaw
172 (realizedInstrument T S C (M.transport U) (b.map U)
173 (recognizedPopulationCertificate T S C M b template W U lhat hm)) π (T *ᵥ z₀) N) :=
174 CertifiedTemplate.fitted_record_probability M b template (fittedCoefficients T S C) W U
175 (fun a k x => hm.coefficient_apply (a,k) x) lhat hm.2 (T *ᵥ z₀) hinitial π N
176
177 end Template
178
179 section Atlas
180
181 /-- Exact atlas transport is defined by conjugation of the actual fitted
182 coefficients; no all-word or event-law equality is a hypothesis. -/
183 noncomputable def atlasCoefficients {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
184 [FiniteDimensional ℝ E] {n : ℕ} (U : E ≃ₗ[ℝ] E)
185 (B : A → Fin n → E →L[ℝ] E) (a : A) (k : Fin n) : E →L[ℝ] E :=
186 U.toContinuousLinearEquiv.toContinuousLinearMap.comp
187 ((B a k).comp U.symm.toContinuousLinearEquiv.toContinuousLinearMap)
188
189 omit [Fintype A] [MeasurableSpace A] [MeasurableSingletonClass A] in
190 theorem atlas_coefficient_match {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
191 [FiniteDimensional ℝ E] {n : ℕ} (U : E ≃ₗ[ℝ] E)
192 (B : A → Fin n → E →L[ℝ] E) (a : A) (k : Fin n) (x : E) :
193 atlasCoefficients U B a k (U x)=U (B a k x) := by
194 simp [atlasCoefficients]
195
196 omit [MeasurableSingletonClass A] in
197 /-- The actual full common-policy event measures are invariant under an exact
198 atlas. The transported finite Gram certificate is constructed by P60. -/
199 theorem population_atlas_law (T S : Operator r)
200 (C : A → Fin (degree+1) → Operator r)
201 (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
202 {q bound : ℕ}
203 (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J (fittedCoefficients T S C) q bound)
204 (U : State r ≃ₗ[ℝ] State r) (π : ContinuousRecords.Policy (A := A) (Y := ℝ))
205 (z₀ : State r) (N : ℕ) :
206 ContinuousRecords.recordLaw
207 (CertifiedTemplate.fittedInstrument M b (fittedCoefficients T S C)
208 (atlasCoefficients U (fittedCoefficients T S C)) W U
209 (atlas_coefficient_match U (fittedCoefficients T S C))) π (U (T *ᵥ z₀)) N=
210 ContinuousRecords.recordLaw (realizedInstrument T S C M b W) π (T *ᵥ z₀) N :=
211 CertifiedTemplate.record_law_transport M b (fittedCoefficients T S C)
212 (atlasCoefficients U (fittedCoefficients T S C)) W U
213 (atlas_coefficient_match U (fittedCoefficients T S C)) π (T *ᵥ z₀) N
214
215 end Atlas
216
217 section CertifiedConsequences
218 variable (T S : Operator r) (C : A → Fin (degree+1) → Operator r)
219 variable (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
220 variable {q bound : ℕ}
221 variable (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J (fittedCoefficients T S C) q bound)
222 local notation "I₀" => realizedInstrument T S C M b W
223
224 omit [MeasurableSingletonClass A] in
225 /-- Complete synthesis preserves the actual event measure. Signed component
226 packets are allowed here, without being assigned individual probability laws. -/
227 theorem complete_packet_law {K : Type*} [Fintype K]
228 (P : K → State r →ₗ[ℝ] State r) (hP : ∑ k,P k=LinearMap.id)
229 (π : ContinuousRecords.Policy (A := A) (Y := ℝ)) (z₀ : State r) (N : ℕ) :
230 ContinuousRecords.recordLaw I₀ π (∑ k,P k (T *ᵥ z₀)) N=
231 ContinuousRecords.recordLaw I₀ π (T *ᵥ z₀) N := by
232 have hs : ∑ k,P k (T *ᵥ z₀)=T *ᵥ z₀ := by
233 simpa only [LinearMap.sum_apply,LinearMap.id_apply] using
234 congrArg (fun L : State r →ₗ[ℝ] State r => L (T *ᵥ z₀)) hP
235 rw [hs]
236
237 omit [DecidableEq D] in
238 /-- Individual normalized packets require their own positivity and positive
239 mass. The complete synthesis identity alone is not used as a positivity proof. -/
240 theorem positive_packet_state (P : State r →ₗ[ℝ] State r)
241 (hpositive : ∀ x∈M.cone,P x∈M.cone) (z₀ : State r)
242 (hinitial : (M.J (T *ᵥ z₀)).PosSemidef ∧ M.mass (T *ᵥ z₀)=1)
243 (hmass : 0<M.mass (P (T *ᵥ z₀))) :
244 (M.mass (P (T *ᵥ z₀)))⁻¹ • P (T *ᵥ z₀)∈M.coneInstance.base :=
245 PositivePackets.normalized_packet M.coneInstance.carrier
246 (fun _ ha _ hx => M.coneInstance.smul_mem ha hx) M.mass P hpositive
247 (T *ᵥ z₀) hinitial.1 hmass
248
249 /-- The exact finite event model is the literal bin pushforward under any
250 policy depending on the full action/bin history. The partition map is built
251 from the supplied measurable covering cells rather than assumed as a law. -/
252 theorem exact_population_bins {J : Type*} [MeasurableSpace J] [Fintype J]
253 [MeasurableSingletonClass J] (cells : J → Set ℝ)
254 (hcover : ⋃ j,cells j=Set.univ)
255 (hdisjoint : Pairwise (fun i j => Disjoint (cells i) (cells j)))
256 (hmeas : ∀ j,MeasurableSet (cells j))
257 (π : List (A × J) → A → ℝ) (hπ : ∀ h,FiniteBayes.IsPrior (π h))
258 (z₀ : State r) (hinitial : (M.J (T *ᵥ z₀)).PosSemidef ∧ M.mass (T *ᵥ z₀)=1) (N : ℕ) :
259 let bin := ContinuousBins.partitionBin cells hcover
260 (∀ j,bin ⁻¹' {j}=cells j) ∧
261 (ContinuousRecords.recordLaw I₀
262 (ContinuousBins.liftedBinPolicy bin
263 (ContinuousBins.partitionBin_measurable cells hcover hdisjoint hmeas) π hπ) (T *ᵥ z₀) N).map
264 (ContinuousBins.historyMap (ContinuousBins.binStep bin) N)=
265 ContinuousBins.finiteBinnedLaw I₀ bin π (T *ᵥ z₀) N := by
266 dsimp only
267 have hb : T *ᵥ z₀∈M.coneInstance.base := hinitial
268 have he := ContinuousBins.exact_partition_coarsening I₀ cells hcover hdisjoint hmeas π hπ
269 (T *ᵥ z₀) hb N
270 exact ⟨he.1,he.2.2.2⟩
271
272 omit [MeasurableSpace A] [MeasurableSingletonClass A] in
273 /-- The positive cell approximation is built from this same fitted instrument
274 on the same cone/reference. Its averaging and resolution bound are derived. -/
275 theorem population_cell_resolution {J : Type*} [Fintype J]
276 (P : PositiveCellApproximation.CellPartition UniformIntervalMoments.measure J)
277 (L h : ℝ) (hL : 0≤L) (hh : 0≤h)
278 (hLip : PositiveCellApproximation.CellLipschitz I₀ P L)
279 (hDiameter : PositiveCellApproximation.CellDiameter P h) :
280 let K := PositiveCellApproximation.instrument I₀ P
281 (∀ a y x,x∈M.cone → K.op a y x∈M.cone) ∧
282 (∀ a x,M.mass ((∫ y,K.op a y∂UniformIntervalMoments.measure) x)=M.mass x) ∧
283 (∀ a j,ContinuousBins.cellOperator UniformIntervalMoments.measure (K.op a) (P.cell j)=
284 ContinuousBins.cellOperator UniformIntervalMoments.measure ((I₀).op a) (P.cell j)) ∧
285 (∀ a,IsMarkovKernel (K.kernel a)) ∧ PositiveCellApproximation.approximationError I₀ P≤L*h :=
286 PositiveCellApproximation.positive_cell_average_certificate I₀ P L h hL hh hLip hDiameter
287
288 omit [MeasurableSpace A] [MeasurableSingletonClass A] in
289 /-- The sharper uniform-interval estimate also concerns the very same actual
290 fitted density, with its genuine induced base norm and actual interval cells. -/
291 theorem population_equal_interval_resolution {J : Type*} [Fintype J]
292 (P : PositiveCellApproximation.CellPartition UniformIntervalMoments.measure J)
293 (left right : J → ℝ) (L h : ℝ) (hL : 0≤L) (hh : 0<h)
294 (hcells : ∀ j,P.cell j=Set.Ioc (left j) (right j))
295 (hleft : ∀ j,-1≤left j) (hright : ∀ j,right j≤1) (hwidth : ∀ j,right j-left j=h)
296 (hLip : ∀ a,∀ y∈Set.Icc (-1 : ℝ) 1,∀ v∈Set.Icc (-1 : ℝ) 1,
297 PositiveCellApproximation.inducedNorm (C := M.coneInstance) ((I₀).op a y-(I₀).op a v)≤L*dist y v) :
298 PositiveCellApproximation.approximationError I₀ P≤L*h/3 :=
299 (PositiveCellApproximation.positive_equal_interval_certificate I₀ P left right L h hL hh
300 hcells hleft hright hwidth hLip).2.2.2.2
301
302 end CertifiedConsequences
303
304 section CommonPolicyBudget
305
306 omit [Fintype A] [MeasurableSpace A] [MeasurableSingletonClass A] in
307 /-- The time-indexed law construction has the same chronological states when
308 the actual density instrument is stationary. -/
309 theorem stationary_run (C₀ : BaseNorm.ProbabilityCone (State r))
310 (J : ContinuousInstrument.DensityInstrument (A := A) C₀ UniformIntervalMoments.measure)
311 (x : State r) : (N : ℕ) → ∀ h : ContinuousRecords.History (A × ℝ) N,
312 TimeRecords.run (fun _ => J) x N h=ContinuousRecords.run J x N h
313 | 0,_ => rfl
314 | N+1,h => by
315 change J.op h.2.1 h.2.2 (TimeRecords.run (fun _ => J) x N h.1)=_
316 rw [stationary_run C₀ J x N h.1]
317 rfl
318
319 omit [MeasurableSingletonClass A] in
320 /-- Equality is proved for the actual measures, so a P59 bound for the constant
321 time family is a bound for the same stationary fitted record law. -/
322 theorem stationary_record_law (C₀ : BaseNorm.ProbabilityCone (State r))
323 (J : ContinuousInstrument.DensityInstrument (A := A) C₀ UniformIntervalMoments.measure)
324 (π : ContinuousRecords.Policy (A := A) (Y := ℝ)) (x : State r) (N : ℕ) :
325 TimeRecords.recordLaw (fun _ => J) π x N=ContinuousRecords.recordLaw J π x N := by
326 unfold TimeRecords.recordLaw ContinuousRecords.recordLaw
327 congr 1
328 funext h
329 simp only [TimeRecords.recordDensity,ContinuousRecords.recordDensity,stationary_run]
330
331 /-- The actual reconstructed/certified law is compared only with certified
332 models on the same cone and reference, using one common history policy.
333 The instrument and initial discrepancies remain explicit source hypotheses. -/
334 theorem population_common_policy_budget (T S : Operator r)
335 (C : A → Fin (degree+1) → Operator r)
336 (M : MatrixEmbedding.Embedding (State r) D) (b : Module.Basis R ℝ (State r))
337 {q bound : ℕ}
338 (W : PolynomialGram.CoefficientCertificate b M.coneInstance M.J (fittedCoefficients T S C) q bound)
339 (others : ℕ → ContinuousInstrument.DensityInstrument (A := A) M.coneInstance UniformIntervalMoments.measure)
340 (π : ContinuousRecords.Policy (A := A) (Y := ℝ))
341 (z₀ : State r) (hinitial : T *ᵥ z₀∈M.coneInstance.base)
342 (otherInitial : ContinuousInstrument.DensityInstrument.State M.coneInstance)
343 (ε : ℕ → ℝ) (hε : ∀ t,0≤ε t)
344 (herror : ∀ t a x,x∈M.coneInstance.base →
345 (∫ y,M.coneInstance.value
346 ((realizedInstrument T S C M b W).op a y x-(others t).op a y x)
347 ∂UniformIntervalMoments.measure)≤ε t)
348 (e₀ : ℝ) (hinitialError : M.coneInstance.value (T *ᵥ z₀-otherInitial.1)≤e₀) (N : ℕ) :
349 let initial : ContinuousInstrument.DensityInstrument.State M.coneInstance := ⟨T *ᵥ z₀,hinitial⟩
350 letI : IsProbabilityMeasure (TimeRecords.recordLaw (fun _ => realizedInstrument T S C M b W) π initial.1 N) :=
351 TimeRecords.recordLaw_probability (fun _ => realizedInstrument T S C M b W) π initial N
352 letI : IsProbabilityMeasure (TimeRecords.recordLaw others π otherInitial.1 N) :=
353 TimeRecords.recordLaw_probability others π otherInitial N
354 TimeRecords.recordLaw (fun _ => realizedInstrument T S C M b W) π initial.1 N=
355 ContinuousRecords.recordLaw (realizedInstrument T S C M b W) π initial.1 N ∧
356 SequentialLowerCertificate.lawTV
357 (TimeRecords.recordLaw (fun _ => realizedInstrument T S C M b W) π initial.1 N)
358 (TimeRecords.recordLaw others π otherInitial.1 N)≤min 1 ((e₀+∑ t∈Finset.range N,ε t)/2) := by
359 dsimp only
360 exact ⟨stationary_record_law M.coneInstance (realizedInstrument T S C M b W) π (T *ᵥ z₀) N,
361 ContinuousTV.record_lawTV_le (fun _ => realizedInstrument T S C M b W) others π
362 ⟨T *ᵥ z₀,hinitial⟩ otherInitial ε hε herror e₀ hinitialError N⟩
363
364 end CommonPolicyBudget
365
366 end Komorebi.LSM.ContinuousRealizationP61
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