Section 8 global variance: uniform averaging #
The counterpart of MIPRE/Background/LIDT/MIPStarRE/LDT/GlobalVariance/Theorems/Averaging.lean
in the port of planning/c6b-plan.md (milestone M6, section "Port conventions"): the squared
norm of a uniform operator average is at most the average of the squared norms
(ev_uniformAverage_sq_le_avg), and its consequences for one-outcome averaged families
(qSDD_unit_family_of_average_le_avg, sddRel_unit_family_of_pointwise).
Each statement uses a single state and joint operators, so it takes a vector state
V : VecState K (a symmetric model is accepted through its coercion) as its explicit first
argument, in the GlobalVariance namespace, as M1's and M3's helpers do. ev ψ is V.ev,
qSDD ψ is V.qSDD, SDDRel ψ is V.SDDRel, ᴴ is star.
The vendored proof of ev_uniformAverage_sq_le_avg expands the square into a double sum and
bounds each cross term by Cauchy–Schwarz; here it is the Jensen inequality of the vector state,
VecState.ev_sum_conjTranspose_mul_sum_le, applied to the family a ↦ |α|⁻¹ • D a. Two
private theorems unfold the uniform operator and scalar averages to these sums.
Not ported #
avgOver_polynomialDistribution_le_of_pointwise: classical, imported.
References #
In LionSR/MIPStarRE at commit 507e8122, not in this repository:
references/ldt-paper/expansion.texblueprint/src/chapter/ch06_variance.tex
Uniform averaging infrastructure #
Jensen for a uniform operator average: ev (Sᴴ S) ≤ avg_a ev (D_aᴴ D_a) for
S = avg_a D_a.
The squared distance of two one-outcome submeasurements whose outcomes are uniform averages is at most the average of the pointwise squared distances.
Lift pointwise operator deviation bounds to an SDDRel bound for
unit-valued averaged families.