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The good disorder of the SK model

GaussianApplications.SKGap.Disorderapplications/SKGap/Disorder.v312 lines8 lemmas and theorems, 1 definitionsource
Imports 10 library modules and 27 external

External: HB.structures, mathcomp.classical.all_ssreflect_compat, mathcomp.algebra.algebraic_hierarchy.ssralg, mathcomp.algebra.numeric_hierarchy.ssrnum, mathcomp.algebra.matrix, mathcomp.algebra.sesquilinear, mathcomp.algebra.archimedean, mathcomp.classical.boolp, mathcomp.classical.classical_sets, mathcomp.classical.functions, mathcomp.algebra.interval, mathcomp.reals.reals, mathcomp.analysis.ereal, mathcomp.analysis.topology_theory.topology, mathcomp.analysis.normedtype_theory.normedtype, mathcomp.analysis.sequences, mathcomp.analysis.derive, mathcomp.analysis.exp, mathcomp.analysis.measure_theory.measure, mathcomp.analysis.lebesgue_measure, mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral, mathcomp.analysis.numfun, mathcomp.analysis.measurable_realfun, mathcomp.analysis.probability_theory.probability, mathcomp.algebra.arithmetic_tactic, mathcomp.algebra.ring_tactic, mathcomp.algebra.field_tactic

Imported by 1

Part of target T4 of phase 12 (AGENTS.md, section Phase 12), the spectral gap of the heat-bath dynamics of the Sherrington-Kirkpatrick model for beta < 1/2. A Rocq formalization of the credited argument of the proposition 'Good disorder' (rcut:prop:good-disorder) of 'Cutoff throughout the high-temperature Sherrington-Kirkpatrick phase' (family 227 of the OpenAI math collection, revision 1581d4cbd, file appendices/entropy.tex). It follows the TeX, not a Lean module of the collection.

For beta >= 0, delta > 0 and the coupling J = sk_coupling beta a of SKGapDefinitions.v, sk_good_disorder n beta delta is the set of the a of 'rV[R]_(n * n) such that

opnorm J <= 2 beta + delta,
sum_j J_ij^2 <= beta^2 + delta for every i,
|J_ij| <= delta for every i and j.

It is measurable (sk_good_disorder_measurable), and its probability under gauss (n * n) tends to one (sk_good_disorder_prob). R is implicit in the three; their other arguments are explicit.

The proof is the manuscript's. If beta = 0, then J = 0 and the event is the whole space. If beta > 0, then J = beta (W - Diag W) with W = goe_mx a, and the event holds outside four failure events of random_matrix/goe_entries.v and random_matrix/goe_edge.v, where t = delta / (2 beta), u = delta / beta^2 and s = delta / beta:

  • opnorm W >= 2 + t, of probability at most 2 exp (- n t^2 / 4) by the sharp edge goe_opnorm_edge_tail. Outside it, and when the diagonal of W is at most t, opnorm J <= beta (opnorm W + t) <= 2 beta + delta (sk_coupling_opnorm_le);
  • |W_ii| >= t for some i, of probability at most 2 n exp (- n t^2 / 4), by Gaussian tails and a union bound;
  • sum_(j != i) W_ij^2 >= 1 + u for some i, of probability at most n exp (- n u^2 / (4 (1 + u))), by the tail of a chi-square with n - 1 degrees of freedom and a union bound;
  • |W_ij| >= s for some i != j, of probability at most 2 n^2 exp (- n s^2 / 2), by Gaussian tails and a union bound.

As n^k exp (- n c) <= 6 / (c^3 n) for c > 0, k <= 2 and n >= 1 (exprn_expRN_le of random_matrix/goe_entries.v), the four probabilities sum to at most K / n, with K depending only on beta and delta.

The manuscript lets delta = n^(-1/4) tend to zero. Here delta > 0 is fixed, which is what the assembly of T4 uses, and no rate is needed. The manuscript's consequence for the cubic row sums is not part of this file.

Main results

ResultsStatement
The good-disorder event of T4 (item T4b), for beta >= 0 and a fixed delta > 0: sk_good_disorder n beta delta is the set of the a of 'rV[R]_(n * n) whose coupling J = sk_coupling beta a satisfies opnorm J <= 2 beta + delta, sum_j J_ij^2 <= beta^2 + delta for every i and |J_ij| <= delta for every i and j. It is measurable, and for every eps > 0 there is N such that its probability under gauss (n * n) is at least 1 - eps for every n >= N. The proposition 'Good disorder' of the manuscript, with delta fixed instead of n^(-1/4), from goe_opnorm_edge_tail and the tails of random_matrix/goe_entries.v. R is implicit; the other arguments are explicit.

Declarations9 exported

lemma, theoremdefinitioninstancelocal
sectionsk_good_disorder
Context {R : realType}.
definition sk_good_disorder main result source, line 77
Type
forall {R : realType} (n : nat), R -> R -> set 'rV_(n * n)
Definition
Definition sk_good_disorder n (beta delta : R) : set 'rV[R]_(n * n) :=
  [set a | [/\ opnorm (sk_coupling beta a) <= 2 * beta + delta,
     forall i, \sum_j sk_coupling beta a i j ^+ 2 <= beta ^+ 2 + delta &
     forall i j, `|sk_coupling beta a i j| <= delta]].

The good-disorder event, for a fixed delta.

Main result, as the README states it

The good-disorder event of T4 (item T4b), for beta >= 0 and a fixed delta > 0: sk_good_disorder n beta delta is the set of the a of 'rV[R]_(n * n) whose coupling J = sk_coupling beta a satisfies opnorm J <= 2 beta + delta, sum_j J_ij^2 <= beta^2 + delta for every i and |J_ij| <= delta for every i and j. It is measurable, and for every eps > 0 there is N such that its probability under gauss (n * n) is at least 1 - eps for every n >= N. The proposition 'Good disorder' of the manuscript, with delta fixed instead of n^(-1/4), from goe_opnorm_edge_tail and the tails of random_matrix/goe_entries.v. R is implicit; the other arguments are explicit.

Used by 3 declarations in 2 files
Arguments sk_good_disorder : clear implicits.
forall {R : realType} [n : nat] (beta : R) (a : 'rV_(n * n)) (i j : 'I_n),
sk_coupling beta a i j = (if i == j then 0 else beta * goe_mx a i j)

The coupling is zero on the diagonal and beta W_ij outside.

Statement as written in the source
Lemma sk_couplingE n (beta : R) (a : 'rV[R]_(n * n)) i j :
  sk_coupling beta a i j = if i == j then 0 else beta * goe_mx a i j.
Used by 4 declarations in 1 file
forall {R : realType} [n : nat] [beta : R] [a : 'rV_(n * n)] [s : R],
0 <= beta ->
0 <= s ->
(forall i : 'I_n, `|goe_mx a i i| <= s) ->
opnorm (sk_coupling beta a) <= beta * (opnorm (goe_mx a) + s)

Removing the diagonal of W costs at most a bound of its entries.

Statement as written in the source
Lemma sk_coupling_opnorm_le n (beta : R) (a : 'rV[R]_(n * n)) (s : R) :
  0 <= beta -> 0 <= s -> (forall i, `|goe_mx a i i| <= s) ->
  opnorm (sk_coupling beta a) <= beta * (opnorm (goe_mx a) + s).
Used by 1 declaration in 1 file
forall {R : realType} [n : nat] (beta : R) (a : 'rV_(n * n)) (i : 'I_n),
\sum_j sk_coupling beta a i j ^+ 2 = beta ^+ 2 * \sum_(j | j != i) goe_mx a i j ^+ 2

The row sums of squares of J are beta^2 times those of W outside the diagonal.

Statement as written in the source
Lemma sk_coupling_row n (beta : R) (a : 'rV[R]_(n * n)) i :
  \sum_j sk_coupling beta a i j ^+ 2 =
  beta ^+ 2 * \sum_(j | j != i) goe_mx a i j ^+ 2.
Used by 1 declaration in 1 file
forall {R : realType} [n : nat] (beta : R) (a b : 'rV_(n * n)),
sk_coupling beta (a - b) = sk_coupling beta a - sk_coupling beta b
Statement as written in the source
Lemma sk_couplingB n (beta : R) (a b : 'rV[R]_(n * n)) :
  sk_coupling beta (a - b) = sk_coupling beta a - sk_coupling beta b.
Used by 1 declaration in 1 file
forall {R : realType} [n : nat] (beta : R) (a : 'rV_(n * n)),
frobenius (sk_coupling beta a) <= `|beta| * frobenius (goe_mx a)
Statement as written in the source
Lemma frobenius_sk_coupling_le n (beta : R) (a : 'rV[R]_(n * n)) :
  frobenius (sk_coupling beta a) <= `|beta| * frobenius (goe_mx a).
Used by 1 declaration in 1 file
forall {R : realType} [n : nat] (beta : R),
measurable_fun [set: 'rV_(n * n)]
  (fun a : 'rV_(n * n) =>
   opnorm (sk_coupling beta a))

a |-> opnorm J is Lipschitz, hence measurable.

Statement as written in the source
Lemma measurable_sk_coupling_opnorm n (beta : R) :
  measurable_fun [set: 'rV[R]_(n * n)] (fun a => opnorm (sk_coupling beta a)).
Used by 1 declaration in 1 file
forall {R : realType} (n : nat) (beta delta : R),
(measure_matrix_display default_measure_display).-measurable
  (sk_good_disorder n beta delta)
Main result

Stated in the README together with sk_good_disorder.

Statement as written in the source
Lemma sk_good_disorder_measurable n (beta delta : R) :
  measurable (sk_good_disorder n beta delta).
Used by 2 declarations in 2 files
forall {R : realType} (beta delta : R),
0 <= beta ->
0 < delta ->
forall eps : R,
0 < eps ->
exists N : nat,
  forall n : nat,
  (N <= n)%N -> ((1 - eps)%:E <= gauss (n * n) (sk_good_disorder n beta delta))%E

The probability of the good disorder tends to one: the four failure events of the header have probabilities summing to at most K / n.

Main result

Stated in the README together with sk_good_disorder.

Statement as written in the source
Lemma sk_good_disorder_prob (beta delta : R) : 0 <= beta -> 0 < delta ->
  forall eps : R, 0 < eps -> exists N : nat, forall n, (N <= n)%N ->
  ((1 - eps)%:E <= gauss (n * n) (sk_good_disorder n beta delta))%E.
Used by 1 declaration in 1 file
Arguments sk_good_disorder {R} n beta delta.
Arguments sk_good_disorder_measurable {R} n beta delta.
Arguments sk_good_disorder_prob {R} beta delta _ _ eps _.
Generated from commit 9046883 (tag phase12) of the ellipsoid fitting repository. Signatures are printed by Rocq 9.1.1; links in the source statements come from the compiled .glob files. The source links open the files on GitHub at this commit, in the now-public repository.