import OAI.Probability.MatroidSecretary.Weights.DegenerateCases import OAI.Probability.MatroidProphet.Main import Mathlib.MeasureTheory.Integral.Bochner.Basic namespace OAI /-! # The exact finite-moment requirement For a finite matroid and nonnegative measurable weights, integrability of the actual offline optimum is equivalent to integrability of the nonloop coordinates. No loop-coordinate moments are imposed. This is a supporting scope check for introduction.tex, Theorem `thm:main`, and setup.tex's one-sample simulation argument; it does not replace its competitive claim. -/ namespace MatroidProphet.DegenerateCases open MeasureTheory Classical open scoped BigOperators /-- Only nonloops can contribute to a feasible sum. -/ theorem optimum_le_sum_nonloops {n : ℕ} (M : Matroid (Fin n)) (w : Weights n) (hw : ∀ e, 0 ≤ w e) : optimum M w ≤ ∑ e : Fin n, if M.IsNonloop e then w e else 0 := by classical have hn (e : Fin n) : 0 ≤ if M.IsNonloop e then w e else 0 := by split_ifs · exact hw e · exact le_rfl apply optimum_le_of_independent_bound M w _ (Finset.sum_nonneg fun e _ => hn e) intro I hI calc (∑ e ∈ I, w e) = ∑ e ∈ I, if M.IsNonloop e then w e else 0 := by apply Finset.sum_congr rfl intro e he simp [hI.isNonloop_of_mem he] _ ≤ ∑ e : Fin n, if M.IsNonloop e then w e else 0 := by exact Finset.sum_le_sum_of_subset_of_nonneg (Finset.subset_univ I) (fun e _ _ => hn e) /-- Nonloop moments follow from the assumed finite offline optimum moment. -/ theorem integrable_nonloop_of_integrable_optimum {n : ℕ} (M : Matroid (Fin n)) {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) (V : Ω → Weights n) (hV : Measurable V) (hVN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) (hopt : Integrable (fun ω => optimum M (V ω)) μ) (e : Fin n) (he : M.IsNonloop e) : Integrable (fun ω => V ω e) μ := by apply hopt.mono' ((measurable_pi_apply e).comp hV).aestronglyMeasurable filter_upwards [hVN] with ω hω change ‖V ω e‖ ≤ optimum M (V ω) rw [Real.norm_eq_abs, abs_of_nonneg (hω e)] exact nonloop_weight_le_optimum M (V ω) e he /-- Conversely, finite moments only on the nonloops suffice for finite E[OPT]. -/ theorem integrable_optimum_of_integrable_nonloops {n : ℕ} (M : Matroid (Fin n)) {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) (V : Ω → Weights n) (hV : Measurable V) (hVN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) (hmom : ∀ e, M.IsNonloop e → Integrable (fun ω => V ω e) μ) : Integrable (fun ω => optimum M (V ω)) μ := by classical have hsum : Integrable (fun ω => ∑ e : Fin n, if M.IsNonloop e then V ω e else 0) μ := by apply integrable_finsetSum intro e _ by_cases he : M.IsNonloop e · simpa only [ite_eq_left he] using hmom e he · simp only [ite_eq_right he] exact integrable_zero _ _ _ apply hsum.mono' ((measurable_optimum M).comp hV).aestronglyMeasurable filter_upwards [hVN] with ω hω change ‖optimum M (V ω)‖ ≤ ∑ e : Fin n, if M.IsNonloop e then V ω e else 0 rw [Real.norm_eq_abs, abs_of_nonneg (optimum_nonneg M (V ω))] exact optimum_le_sum_nonloops M (V ω) hω /-- An exact criterion: loop moments are deliberately absent on the right. -/ theorem integrable_optimum_iff {n : ℕ} (M : Matroid (Fin n)) {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) (V : Ω → Weights n) (hV : Measurable V) (hVN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) : Integrable (fun ω => optimum M (V ω)) μ ↔ ∀ e, M.IsNonloop e → Integrable (fun ω => V ω e) μ := by constructor · exact integrable_nonloop_of_integrable_optimum M μ V hV hVN · exact integrable_optimum_of_integrable_nonloops M μ V hV hVN end MatroidProphet.DegenerateCases end OAI