proofs
Provedattentioninnovationexternal-review-3

Surrogate innovation: full finite-deadline history moments

For all J∈Type⁡\htmlData{mx=1}{J \in \htmlData{mx=0}{\operatorname{Type}}}, r,a,g:J→R\htmlData{mx=3}{r, a, g : \htmlData{mx=0}{J} \mathrel{\htmlData{mx=2}{\to}} \htmlData{mx=1}{\mathbb{R}}} and p,d,ν∈R\htmlData{mx=1}{p, d, \nu \in \htmlData{mx=0}{\mathbb{R}}}, if ∀j, 0≤r(j)\htmlData{mx=4}{\forall j,\ 0 \mathrel{\htmlData{mx=3}{\leq}} \htmlData{mx=2}{\htmlData{mx=0}{r}(\htmlData{mx=1}{j})}}, ∑jr(j)=1\htmlData{mx=3}{\sum_{j} \htmlData{mx=2}{\htmlData{mx=0}{r}(\htmlData{mx=1}{j})}} \mathrel{\htmlData{mx=4}{=}} 1, ∀j, 0≤a(j)∧a(j)≤1\htmlData{mx=9}{\forall j,\ 0 \mathrel{\htmlData{mx=3}{\leq}} \htmlData{mx=2}{\htmlData{mx=0}{a}(\htmlData{mx=1}{j})} \mathbin{\htmlData{mx=8}{\land}} \htmlData{mx=6}{\htmlData{mx=4}{a}(\htmlData{mx=5}{j})} \mathrel{\htmlData{mx=7}{\leq}} 1}, ∑jr(j)⋅a(j)=p\htmlData{mx=7}{\sum_{j} \htmlData{mx=6}{\htmlData{mx=2}{\htmlData{mx=0}{r}(\htmlData{mx=1}{j})} \cdot \htmlData{mx=5}{\htmlData{mx=3}{a}(\htmlData{mx=4}{j})}}} \mathrel{\htmlData{mx=9}{=}} \htmlData{mx=8}{p}, p≠0\htmlData{mx=0}{p} \mathrel{\htmlData{mx=1}{\neq}} 0, ∑jr(j)⋅g(j)=p⋅d\htmlData{mx=7}{\sum_{j} \htmlData{mx=6}{\htmlData{mx=2}{\htmlData{mx=0}{r}(\htmlData{mx=1}{j})} \cdot \htmlData{mx=5}{\htmlData{mx=3}{g}(\htmlData{mx=4}{j})}}} \mathrel{\htmlData{mx=11}{=}} \htmlData{mx=10}{\htmlData{mx=8}{p} \cdot \htmlData{mx=9}{d}} and ∑jr(j)⋅(g(j)2−2a(j)⋅d⋅g(j)+a(j)⋅d2)=ν\htmlData{mx=26}{\sum_{j} \htmlData{mx=25}{\htmlData{mx=2}{\htmlData{mx=0}{r}(\htmlData{mx=1}{j})} \cdot (\htmlData{mx=24}{\htmlData{mx=17}{\htmlData{mx=6}{\htmlData{mx=5}{\htmlData{mx=3}{g}(\htmlData{mx=4}{j})}^{2}} - \htmlData{mx=16}{\htmlData{mx=12}{\htmlData{mx=10}{2\htmlData{mx=9}{\htmlData{mx=7}{a}(\htmlData{mx=8}{j})}} \cdot \htmlData{mx=11}{d}} \cdot \htmlData{mx=15}{\htmlData{mx=13}{g}(\htmlData{mx=14}{j})}}} + \htmlData{mx=23}{\htmlData{mx=20}{\htmlData{mx=18}{a}(\htmlData{mx=19}{j})} \cdot \htmlData{mx=22}{\htmlData{mx=21}{d}^{2}}}})}} \mathrel{\htmlData{mx=28}{=}} \htmlData{mx=27}{\nu} (given Fintype⁡ J\htmlData{mx=2}{\htmlData{mx=0}{\operatorname{Fintype}}\,\htmlData{mx=1}{J}}), then

∀L∈N,(∀f:Fin⁡ L→J×Bool⁡,0≤∏ir(f(i))1⋅({a(f(i))1if f(i)21−a(f(i))1otherwise))∧(∑f:Fin⁡ L→J×Bool⁡∏ir(f(i))1⋅({a(f(i))1if f(i)21−a(f(i))1otherwise))=1∧(∑f:Fin⁡ L→J×Bool⁡(∏ir(f(i))1⋅({a(f(i))1if f(i)21−a(f(i))1otherwise))⋅foldr⁡(ofFn⁡(f))(z,tail↦g(z1)+{0if z2tailotherwise,d))=d∧(∑f:Fin⁡ L→J×Bool⁡(∏ir(f(i))1⋅({a(f(i))1if f(i)21−a(f(i))1otherwise))⋅(foldr⁡(ofFn⁡(f))(z,tail↦g(z1)+{0if z2tailotherwise,d)−d)2)=(1−(1−p)L)⋅(νp)\begin{aligned} & \htmlData{mx=0}{\forall} L \in \htmlData{mx=1}{\mathbb{N}}, \\ & \quad \left(\right. \htmlData{mx=3}{\forall} f : \htmlData{mx=6}{\htmlData{mx=4}{\operatorname{Fin}}\,\htmlData{mx=5}{L}} \mathrel{\htmlData{mx=10}{\to}} \htmlData{mx=9}{\htmlData{mx=7}{J} \times \htmlData{mx=8}{\operatorname{Bool}}}, \\ & \quad \quad 0 \\ & \quad \quad \quad \htmlData{mx=11}{\leq} \htmlData{mx=37}{\prod_{i} \htmlData{mx=36}{\htmlData{mx=17}{\htmlData{mx=16}{\htmlData{mx=12}{r}(\htmlData{mx=15}{\htmlData{mx=13}{f}(\htmlData{mx=14}{i})})}_{1}} \cdot \left(\htmlData{mx=35}{\begin{cases} \htmlData{mx=23}{\htmlData{mx=22}{\htmlData{mx=18}{a}(\htmlData{mx=21}{\htmlData{mx=19}{f}(\htmlData{mx=20}{i})})}_{1}} & \text{if } \htmlData{mx=27}{\htmlData{mx=26}{\htmlData{mx=24}{f}(\htmlData{mx=25}{i})}_{2}} \\ \htmlData{mx=34}{1 - \htmlData{mx=33}{\htmlData{mx=32}{\htmlData{mx=28}{a}(\htmlData{mx=31}{\htmlData{mx=29}{f}(\htmlData{mx=30}{i})})}_{1}}} & \text{otherwise} \end{cases}}\right)}} \left.\right) \\ & \quad \htmlData{mx=2}{\land} \left(\htmlData{mx=106}{\sum_{f : \htmlData{mx=75}{\htmlData{mx=73}{\operatorname{Fin}}\,\htmlData{mx=74}{L}} \mathrel{\htmlData{mx=79}{\to}} \htmlData{mx=78}{\htmlData{mx=76}{J} \times \htmlData{mx=77}{\operatorname{Bool}}}} \htmlData{mx=105}{\prod_{i} \htmlData{mx=104}{\htmlData{mx=85}{\htmlData{mx=84}{\htmlData{mx=80}{r}(\htmlData{mx=83}{\htmlData{mx=81}{f}(\htmlData{mx=82}{i})})}_{1}} \cdot \left(\htmlData{mx=103}{\begin{cases} \htmlData{mx=91}{\htmlData{mx=90}{\htmlData{mx=86}{a}(\htmlData{mx=89}{\htmlData{mx=87}{f}(\htmlData{mx=88}{i})})}_{1}} & \text{if } \htmlData{mx=95}{\htmlData{mx=94}{\htmlData{mx=92}{f}(\htmlData{mx=93}{i})}_{2}} \\ \htmlData{mx=102}{1 - \htmlData{mx=101}{\htmlData{mx=100}{\htmlData{mx=96}{a}(\htmlData{mx=99}{\htmlData{mx=97}{f}(\htmlData{mx=98}{i})})}_{1}}} & \text{otherwise} \end{cases}}\right)}}}\right) \\ & \quad \quad \htmlData{mx=38}{=} 1 \\ & \quad \htmlData{mx=2}{\land} \left(\htmlData{mx=211}{\sum_{f : \htmlData{mx=162}{\htmlData{mx=160}{\operatorname{Fin}}\,\htmlData{mx=161}{L}} \mathrel{\htmlData{mx=166}{\to}} \htmlData{mx=165}{\htmlData{mx=163}{J} \times \htmlData{mx=164}{\operatorname{Bool}}}} \htmlData{mx=210}{\left(\htmlData{mx=192}{\prod_{i} \htmlData{mx=191}{\htmlData{mx=172}{\htmlData{mx=171}{\htmlData{mx=167}{r}(\htmlData{mx=170}{\htmlData{mx=168}{f}(\htmlData{mx=169}{i})})}_{1}} \cdot \left(\htmlData{mx=190}{\begin{cases} \htmlData{mx=178}{\htmlData{mx=177}{\htmlData{mx=173}{a}(\htmlData{mx=176}{\htmlData{mx=174}{f}(\htmlData{mx=175}{i})})}_{1}} & \text{if } \htmlData{mx=182}{\htmlData{mx=181}{\htmlData{mx=179}{f}(\htmlData{mx=180}{i})}_{2}} \\ \htmlData{mx=189}{1 - \htmlData{mx=188}{\htmlData{mx=187}{\htmlData{mx=183}{a}(\htmlData{mx=186}{\htmlData{mx=184}{f}(\htmlData{mx=185}{i})})}_{1}}} & \text{otherwise} \end{cases}}\right)}}\right) \cdot \htmlData{mx=209}{\htmlData{mx=199}{\operatorname{foldr}\left(\htmlData{mx=198}{\htmlData{mx=196}{\operatorname{ofFn}}(\htmlData{mx=197}{f})}\right)}\left(\htmlData{mx=207}{z, \mathit{tail} \mapsto \htmlData{mx=206}{\htmlData{mx=202}{\htmlData{mx=200}{g}(\htmlData{mx=201}{z_{1}})} + \htmlData{mx=205}{\begin{cases} 0 & \text{if } \htmlData{mx=203}{z_{2}} \\ \htmlData{mx=204}{\mathit{tail}} & \text{otherwise} \end{cases}}}}, \htmlData{mx=208}{d}\right)}}}\right) \\ & \quad \quad \htmlData{mx=107}{=} \htmlData{mx=212}{d} \\ & \quad \htmlData{mx=2}{\land} \left(\htmlData{mx=323}{\sum_{f : \htmlData{mx=271}{\htmlData{mx=269}{\operatorname{Fin}}\,\htmlData{mx=270}{L}} \mathrel{\htmlData{mx=275}{\to}} \htmlData{mx=274}{\htmlData{mx=272}{J} \times \htmlData{mx=273}{\operatorname{Bool}}}} \htmlData{mx=322}{\left(\htmlData{mx=301}{\prod_{i} \htmlData{mx=300}{\htmlData{mx=281}{\htmlData{mx=280}{\htmlData{mx=276}{r}(\htmlData{mx=279}{\htmlData{mx=277}{f}(\htmlData{mx=278}{i})})}_{1}} \cdot \left(\htmlData{mx=299}{\begin{cases} \htmlData{mx=287}{\htmlData{mx=286}{\htmlData{mx=282}{a}(\htmlData{mx=285}{\htmlData{mx=283}{f}(\htmlData{mx=284}{i})})}_{1}} & \text{if } \htmlData{mx=291}{\htmlData{mx=290}{\htmlData{mx=288}{f}(\htmlData{mx=289}{i})}_{2}} \\ \htmlData{mx=298}{1 - \htmlData{mx=297}{\htmlData{mx=296}{\htmlData{mx=292}{a}(\htmlData{mx=295}{\htmlData{mx=293}{f}(\htmlData{mx=294}{i})})}_{1}}} & \text{otherwise} \end{cases}}\right)}}\right) \cdot \htmlData{mx=321}{\left(\htmlData{mx=320}{\htmlData{mx=318}{\htmlData{mx=308}{\operatorname{foldr}\left(\htmlData{mx=307}{\htmlData{mx=305}{\operatorname{ofFn}}(\htmlData{mx=306}{f})}\right)}\left(\htmlData{mx=316}{z, \mathit{tail} \mapsto \htmlData{mx=315}{\htmlData{mx=311}{\htmlData{mx=309}{g}(\htmlData{mx=310}{z_{1}})} + \htmlData{mx=314}{\begin{cases} 0 & \text{if } \htmlData{mx=312}{z_{2}} \\ \htmlData{mx=313}{\mathit{tail}} & \text{otherwise} \end{cases}}}}, \htmlData{mx=317}{d}\right)} - \htmlData{mx=319}{d}}\right)^{2}}}}\right) \\ & \quad \quad \htmlData{mx=213}{=} \htmlData{mx=332}{(\htmlData{mx=328}{1 - \htmlData{mx=327}{(\htmlData{mx=325}{1 - \htmlData{mx=324}{p}})^{\htmlData{mx=326}{L}}}}) \cdot \left(\htmlData{mx=331}{\frac{\htmlData{mx=329}{\nu}}{\htmlData{mx=330}{p}}}\right)} \end{aligned}
What the notation means · or point at any symbol
Type
Type: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (Type)
Fintype
Fintype: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (Fintype)
f(x)Function application
Fintype applied to J. Lean writes f x; papers write f(x). (Fintype J)
⟹Implies
If J, then ℝ. (Between types, A → B is the type of functions from A to B.) (J → ℝ)
x : TVariables
r, a, g range over J → ℝ: the statement must hold for every choice. ((r a g : J → ℝ))
x ∈ TVariables
p, d, ν range over real numbers: the statement must hold for every choice. ((p d ν : ℝ))
∀For all
The statement after the comma holds for every j. (∀ j, 0 ≤ r j)
∑Summation
Add up r(j) for every j. (∑ j, r j)
=Equality
∑ j, r(j) and 1 are the same. (∑ j, r j = 1)
≠Not equal
p and 0 are different. (p ≠ 0)
RReal numbers
The real numbers: every point on the number line. (ℝ)
≤At most
0 is less than or equal to r(j). (0 ≤ r j)
∧And
Both hold: 0 ≤ a(j), and a(j) ≤ 1. (0 ≤ a j ∧ a j ≤ 1)
·Multiplication
r(j) times a(j). (r j * a j)
NNatural numbers
The natural numbers 0, 1, 2, …. In Lean they start at 0. (ℕ)
aᵇPower
g(j) raised to the power 2. (g j ^ 2)
-Subtraction
g(j)^2 minus 2 · a(j) · d · g(j). On ℕ, Lean's subtraction stops at 0: 2 − 5 = 0. (g j ^ 2 - 2 * a j * d * g j)
+Addition
g(j)^2 − 2 · a(j) · d · g(j) plus a(j) · d^2. (g j ^ 2 - 2 * a j * d * g j + a j * d ^…)
Fin
Fin: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (Fin)
×Product
Pairs of an element of J and an element of Bool. (J × Bool)
Bool
Bool: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (Bool)
∏Product
Multiply together r(f(i)).1 · a(f(i)).1 if f(i).2, else 1 − a(f(i)).1 for every i. (∏ i, r (f i).1 * (if (f i).2 then a (f …)
p₁Component
Component 1 of r(f(i)) (the first). (r (f i).1)
{ a if c; b otherwiseCases (if … then … else)
a(f(i)).1 when f(i).2, and 1 − a(f(i)).1 otherwise. (if (f i).2 then a (f i).1 else 1 - a (f…)
e.ffoldr
foldr of ofFn(f): Lean's dot notation e.foldr means foldr applied to e. ((List.ofFn f).foldr)
ofFn
List.ofFn: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (List.ofFn)
x ↦ f(x)Function (λ-abstraction)
The function sending z, tail to g(z.1) + 0 if z.2, else tail. Lean writes fun x => …; papers write x ↦ …. (fun z tail => g z.1 + if z.2 then 0 els…)
a/bDivision
ν divided by p. In Lean, dividing by 0 gives 0. (ν / p)

Defines finite independent key/acceptance path probabilities and the stopped reward fold with exact dense continuation at deadline; proves nonnegative normalized weights, exact mean and centered second moment for every finite deadline. No infinite-horizon measure-theoretic claim.

How it was proved

Proved
6 October 2026
By
Ajax, with the agent “Baguette math & proofs (Claude Code, 2026-10-03)”
Checked by
Lean's kernel (Lean 4.33.1, with Mathlib); the proof is signed and replays offline
Axioms
Classical.choice, Quot.sound, propext
Proof
90 lines of Lean
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