@lapxo/obligations 0.4.4 → 0.4.6

package/proofs/m1-046-diagonal/M0Moments046.lean

@@ -0,0 +1,295 @@
+import M0Diagonal046
+import Mathlib.Probability.Variance
+open scoped BigOperators
+open Filter Topology MeasureTheory
+noncomputable section
+open Classical Obligations045.M0 Obligations046.Bridge Obligations046.Diagonal
+namespace Obligations046.Moments
+
+/-- Finite binomial expectation; no asymptotic certificate. -/
+def binExpect (p : ℝ) (n : ℕ) (f : ℕ → ℝ) : ℝ :=
+  ∑ k ∈ Finset.range (n+1), (n.choose k : ℝ)*p^k*(1-p)^(n-k)*f k
+
+theorem binExpect_one (p : ℝ) (n : ℕ) : binExpect p n (fun _ => 1) = 1 := by
+  unfold binExpect
+  simp only [mul_one]
+  calc
+    _ = (p+(1-p))^n := by
+      rw [add_pow]
+      apply Finset.sum_congr rfl
+      intro k _
+      ring
+    _ = 1 := by simp
+
+theorem binExpect_succ (p : ℝ) (n : ℕ) (f : ℕ → ℝ) :
+    binExpect p (n+1) f =
+      (1-p)*binExpect p n f + p*binExpect p n (fun k => f (k+1)) := by
+  have h := Finset.sum_choose_succ_mul (fun k j => p^k*(1-p)^j*f k) n
+  unfold binExpect
+  simp only [Nat.add_assoc] at h ⊢
+  calc
+    _ = (∑ k ∈ Finset.range (n+1), (n.choose k:ℝ)*(p^k*(1-p)^(n+1-k)*f k)) +
+        ∑ k ∈ Finset.range (n+1), (n.choose k:ℝ)*(p^(k+1)*(1-p)^(n-k)*f (k+1)) := by
+      convert h using 1
+      apply Finset.sum_congr rfl
+      intro k _
+      ring
+    _ = _ := by
+      rw [Finset.mul_sum, Finset.mul_sum]
+      congr 1
+      · apply Finset.sum_congr rfl
+        intro k hk
+        have hk' : k ≤ n := by simpa only [Finset.mem_range, Nat.lt_succ_iff] using hk
+        rw [show n+1-k = (n-k)+1 by omega, pow_succ]
+        ring
+      · apply Finset.sum_congr rfl
+        intro k _
+        rw [pow_succ]
+        ring
+
+theorem binExpect_add (p : ℝ) (n : ℕ) (f g : ℕ → ℝ) :
+    binExpect p n (fun k => f k+g k) = binExpect p n f + binExpect p n g := by
+  simp [binExpect, mul_add, Finset.sum_add_distrib]
+
+theorem binExpect_mul_const (p : ℝ) (n : ℕ) (f : ℕ → ℝ) (r : ℝ) :
+    binExpect p n (fun k => f k*r) = binExpect p n f*r := by
+  simp only [binExpect, ← mul_assoc, Finset.sum_mul]
+
+theorem binExpect_const (p r : ℝ) (n : ℕ) : binExpect p n (fun _ => r) = r := by
+  simpa only [one_mul, binExpect_one] using binExpect_mul_const p n (fun _ => 1) r
+
+theorem binExpect_mean (p : ℝ) (n : ℕ) : binExpect p n (fun k => (k:ℝ)) = (n:ℝ)*p := by
+  induction n with
+  | zero => simp [binExpect]
+  | succ n ih =>
+    rw [binExpect_succ]
+    have hshift : binExpect p n (fun k => ((k+1:ℕ):ℝ)) = (n:ℝ)*p+1 := by
+      simp only [Nat.cast_add, Nat.cast_one]
+      rw [binExpect_add, ih, binExpect_const]
+    rw [hshift, ih]
+    push_cast
+    ring
+
+theorem binExpect_second (p : ℝ) (n : ℕ) :
+    binExpect p n (fun k => (k:ℝ)^2) = (n:ℝ)*p*(1-p)+((n:ℝ)*p)^2 := by
+  induction n with
+  | zero => simp [binExpect]
+  | succ n ih =>
+    rw [binExpect_succ, ih]
+    have heq : (fun k : ℕ => ((k+1:ℕ):ℝ)^2) =
+        (fun k : ℕ => ((k:ℝ)^2 + (k:ℝ)*2) + 1) := by funext k; push_cast; ring
+    rw [heq, binExpect_add, binExpect_add, binExpect_mul_const,
+      binExpect_mean, binExpect_const, ih]
+    push_cast
+    ring
+
+/-- Finite pushforward of a scalar observable, without an asserted moment. -/
+theorem finite_pushforward {S T : Type*} [Fintype S] [Fintype T] [DecidableEq T]
+    (m : S → ℝ) (c : S → T) (f : T → ℝ) :
+    (∑ x, m x*f (c x)) = ∑ y, (∑ x, if c x=y then m x else 0)*f y := by
+  symm
+  simp_rw [Finset.sum_mul]
+  rw [Finset.sum_comm]
+  apply Finset.sum_congr rfl
+  intro x _
+  simp_rw [ite_mul, zero_mul]
+  simp
+
+theorem mass_card_expect (p : ℝ) (n : ℕ) (f : ℕ → ℝ) :
+    (∑ x : Finset (Fin n), mass p x*f x.card) = binExpect p n f := by
+  calc
+    _ = ∑ k : Fin (n+1), binMass p n k*f k := by
+      simpa only [count_fiber_mass] using
+        finite_pushforward (mass p) (@count n) (fun k => f (k:ℕ))
+    _ = binExpect p n f := by
+      simp only [binMass, binExpect]
+      exact Fin.sum_univ_eq_sum_range
+        (fun k : ℕ => (n.choose k:ℝ)*p^k*(1-p)^(n-k)*f k) (n+1)
+
+section ProductMoments
+variable {ι : Type*} [Fintype ι] [DecidableEq ι]
+    {S : ι → Type*} [∀ i, Fintype (S i)]
+
+def expect (m : ∀ i, S i → ℝ) (f : (∀ i, S i) → ℝ) : ℝ :=
+  ∑ x, (∏ i, m i (x i))*f x
+
+theorem expect_product (m : ∀ i, S i → ℝ) (f : ∀ i, S i → ℝ) :
+    expect m (fun x => ∏ i, f i (x i)) = ∏ i, ∑ s, m i s*f i s := by
+  simp only [expect, ← Finset.prod_mul_distrib, Fintype.prod_sum]
+
+theorem expect_coordinate (m : ∀ i, S i → ℝ) (hm : ∀ i, ∑ s, m i s = 1)
+    (f : ∀ i, S i → ℝ) (j : ι) :
+    expect m (fun x => f j (x j)) = ∑ s, m j s*f j s := by
+  calc
+    _ = expect m (fun x => ∏ i, if i=j then f i (x i) else 1) := by simp
+    _ = ∏ i, ∑ s, m i s * (if i=j then f i s else 1) := expect_product m (fun i s => if i=j then f i s else 1)
+    _ = ∏ i, if i=j then (∑ s, m i s*f i s) else 1 := by
+      apply Finset.prod_congr rfl
+      intro i _
+      by_cases h : i=j <;> simp [h, hm]
+    _ = _ := by simp
+
+theorem expect_sum {κ : Type*} [Fintype κ] (m : ∀ i, S i → ℝ)
+    (f : κ → (∀ i, S i) → ℝ) :
+    expect m (fun x => ∑ j, f j x) = ∑ j, expect m (f j) := by
+  simp only [expect, Finset.mul_sum]
+  rw [Finset.sum_comm]
+
+theorem expect_cross_centered (m : ∀ i, S i → ℝ)
+    (f : ∀ i, S i → ℝ) (hf : ∀ i, ∑ s, m i s*f i s = 0)
+    (i j : ι) (hne : i≠j) :
+    expect m (fun x => f i (x i)*f j (x j)) = 0 := by
+  calc
+    _ = expect m (fun x => ∏ k, if k=i then f k (x k) else if k=j then f k (x k) else 1) := by
+      congr 1
+      funext x
+      rw [Finset.prod_eq_mul_prod_diff_singleton (Finset.mem_univ i)]
+      simp only [ite_true]
+      congr 1
+      symm
+      calc
+        _ = ∏ k ∈ Finset.univ \ {i}, if k=j then f k (x k) else 1 := by
+          apply Finset.prod_congr rfl
+          intro k hk
+          have hki : k≠i := by simpa using (Finset.mem_sdiff.mp hk).2
+          simp only [if_neg hki]
+        _ = f j (x j) := by simp [Finset.prod_ite_eq', Ne.symm hne]
+    _ = ∏ k, ∑ s, m k s*(if k=i then f k s else if k=j then f k s else 1) :=
+      expect_product m (fun k s => if k=i then f k s else if k=j then f k s else 1)
+    _ = 0 := Finset.prod_eq_zero (Finset.mem_univ i) (by simpa using hf i)
+
+theorem expect_centered_square (m : ∀ i, S i → ℝ)
+    (hm : ∀ i, ∑ s, m i s = 1)
+    (f : ∀ i, S i → ℝ) (hf : ∀ i, ∑ s, m i s*f i s = 0) :
+    expect m (fun x => (∑ i, f i (x i))^2) =
+      ∑ i, ∑ s, m i s*(f i s)^2 := by
+  simp_rw [pow_two, Fintype.sum_mul_sum, expect_sum]
+  apply Finset.sum_congr rfl
+  intro i _
+  have hc : ∀ j, expect m (fun x => f i (x i)*f j (x j)) =
+      if j=i then (∑ s, m i s*(f i s*f i s)) else 0 := by
+    intro j
+    by_cases h : j=i
+    · subst j
+      simp only [ite_true]
+      exact expect_coordinate m hm (fun k s => f k s*f k s) i
+    · rw [if_neg h]
+      exact expect_cross_centered m f hf i j (Ne.symm h)
+  simp_rw [hc]
+  simp
+
+end ProductMoments
+
+theorem mass_card_mean (p : ℝ) (n : ℕ) :
+    (∑ x : Finset (Fin n), mass p x*(x.card:ℝ)) = (n:ℝ)*p := by
+  rw [mass_card_expect, binExpect_mean]
+
+theorem mass_card_second (p : ℝ) (n : ℕ) :
+    (∑ x : Finset (Fin n), mass p x*(x.card:ℝ)^2) =
+      (n:ℝ)*p*(1-p)+((n:ℝ)*p)^2 := by
+  calc
+    _ = binExpect p n (fun k => (k:ℝ)^2) := mass_card_expect _ _ _
+    _ = _ := binExpect_second p n
+
+theorem mass_centered_mean (p : ℝ) (n : ℕ) :
+    (∑ x : Finset (Fin n), mass p x*((x.card:ℝ)-(n:ℝ)*p)) = 0 := by
+  simp only [mul_sub, Finset.sum_sub_distrib, ← Finset.sum_mul]
+  rw [mass_card_mean, mass_sum]
+  ring
+
+theorem mass_centered_second (p : ℝ) (n : ℕ) :
+    (∑ x : Finset (Fin n), mass p x*((x.card:ℝ)-(n:ℝ)*p)^2) =
+      (n:ℝ)*p*(1-p) := by
+  calc
+    _ = (∑ x : Finset (Fin n), mass p x*(x.card:ℝ)^2) -
+        (∑ x : Finset (Fin n), mass p x*(x.card:ℝ))*(2*((n:ℝ)*p)) +
+        (∑ x : Finset (Fin n), mass p x)*((n:ℝ)*p)^2 := by
+      rw [Finset.sum_mul, Finset.sum_mul, ← Finset.sum_sub_distrib, ← Finset.sum_add_distrib]
+      apply Finset.sum_congr rfl
+      intro x _
+      ring
+    _ = _ := by rw [mass_card_second, mass_card_mean, mass_sum]; ring
+
+section ActualMoments
+variable {ι : Type*} [Fintype ι] [DecidableEq ι]
+
+theorem member_total_mean (n : ι → ℕ) (p : ι → ℝ)
+    (hp : ∀ i, 0 ≤ p i) (hp1 : ∀ i, p i ≤ 1) :
+    (∫ x, (correctCount x:ℝ) ∂(memberLaw n p hp hp1).toMeasure) =
+      ∑ i, (n i:ℝ)*p i := by
+  rw [memberLaw_expectation]
+  change expect (fun i => mass (p i)) (fun x => (correctCount x:ℝ)) = _
+  have he : (fun x : World n => (correctCount x:ℝ)) =
+      (fun x => ∑ i, ((x i).card:ℝ)) := by funext x; simp [correctCount]
+  rw [he, expect_sum]
+  apply Finset.sum_congr rfl
+  intro i _
+  rw [expect_coordinate _ (fun j => mass_sum (p j) (n j))
+      (fun j (s : Finset (Fin (n j))) => (s.card:ℝ)), mass_card_mean]
+
+theorem member_total_centered_second (n : ι → ℕ) (p : ι → ℝ)
+    (hp : ∀ i, 0 ≤ p i) (hp1 : ∀ i, p i ≤ 1) :
+    (∫ x, ((correctCount x:ℝ) - ∑ i, (n i:ℝ)*p i)^2
+      ∂(memberLaw n p hp hp1).toMeasure) =
+      ∑ i, (n i:ℝ)*p i*(1-p i) := by
+  rw [memberLaw_expectation]
+  change expect (fun i => mass (p i))
+    (fun x => ((correctCount x:ℝ) - ∑ i, (n i:ℝ)*p i)^2) = _
+  have he : (fun x : World n => ((correctCount x:ℝ) - ∑ i, (n i:ℝ)*p i)^2) =
+      (fun x => (∑ i, (((x i).card:ℝ)-(n i:ℝ)*p i))^2) := by
+    funext x
+    simp only [correctCount, Nat.cast_sum, Finset.sum_sub_distrib]
+  rw [he, expect_centered_square _ (fun j => mass_sum (p j) (n j))
+    (fun j (s : Finset (Fin (n j))) => (s.card:ℝ)-(n j:ℝ)*p j)
+    (fun j => mass_centered_mean (p j) (n j))]
+  apply Finset.sum_congr rfl
+  intro i _
+  exact mass_centered_second (p i) (n i)
+
+end ActualMoments
+
+theorem model_mean (M : Domain) (a : Fin M.K → Bool) (N : ℕ) :
+    (∫ x, (correctCount x:ℝ) ∂(modelLaw M N a).toMeasure) = mean M a N := by
+  exact member_total_mean _ _ _ _
+
+theorem model_centered_second (M : Domain) (a : Fin M.K → Bool) (N : ℕ) :
+    (∫ x, ((correctCount x:ℝ)-mean M a N)^2 ∂(modelLaw M N a).toMeasure) =
+      Obligations046.Diagonal.variance M a N := by
+  simpa only [mean, Obligations046.Diagonal.variance, mul_assoc] using
+    member_total_centered_second (sizes M N) (fun i => q M (a i))
+      (fun i => (q_pos M (a i)).le) (fun i => (q_lt_one M (a i)).le)
+
+theorem model_variance (M : Domain) (a : Fin M.K → Bool) (N : ℕ) :
+    ProbabilityTheory.variance (fun x => (correctCount x:ℝ)) (modelLaw M N a).toMeasure =
+      Obligations046.Diagonal.variance M a N := by
+  rw [ProbabilityTheory.variance_eq_integral (measurable_of_finite _).aemeasurable,
+    model_mean]
+  exact model_centered_second M a N
+
+/-- The asymptotic variance statements now refer to the actual admitted probability law. -/
+theorem model_variance_rate_limit (M : Domain) (a : Fin M.K → Bool) :
+    Tendsto (fun N : ℕ =>
+      ProbabilityTheory.variance (fun x => (correctCount x:ℝ)) (modelLaw M N a).toMeasure /
+        (N:ℝ)) atTop (𝓝 (varianceRate M a)) := by
+  simpa only [model_variance] using variance_rate_limit M a
+
+theorem model_variance_atTop (M : Domain) (a : Fin M.K → Bool) :
+    Tendsto (fun N : ℕ =>
+      ProbabilityTheory.variance (fun x => (correctCount x:ℝ)) (modelLaw M N a).toMeasure)
+      atTop atTop := by
+  simpa only [model_variance] using variance_atTop M a
+
+/-- Counterexample to replacing the joint product law by matching individual marginals.
+Two perfectly correlated Bernoulli(3/4) members have variance 3/4, not 3/8. -/
+theorem correlated_pair_second :
+    (∑ b : Bool, (if b then (3:ℝ)/4 else 1/4)*
+      ((if b then (2:ℝ) else 0)-3/2)^2) = 3/4 := by
+  norm_num [Fintype.sum_bool]
+
+theorem correlated_pair_not_independent_variance :
+    (∑ b : Bool, (if b then (3:ℝ)/4 else 1/4)*
+      ((if b then (2:ℝ) else 0)-3/2)^2) ≠ 2*((3:ℝ)/4)*(1-3/4) := by
+  rw [correlated_pair_second]
+  norm_num
+
+end Obligations046.Moments

package/proofs/m1-046-diagonal/M0Threshold046.lean

@@ -0,0 +1,278 @@
+import M0Lindeberg046
+open scoped BigOperators
+open Filter Topology MeasureTheory
+noncomputable section
+open Classical Obligations045.M0 Obligations046.Bridge Obligations046.Diagonal
+namespace Obligations046.Threshold
+
+/-- Threshold transfer, explicitly conditional on all fixed-cut distribution limits.
+This is not a construction of a CLT or an M0 diagonal theorem. -/
+theorem moving_cut_sandwich (C : ℕ → ℝ → ℝ) (F : ℝ → ℝ)
+    (t v : ℕ → ℝ) (hF : ContinuousAt F 0)
+    (hC : ∀ z, Tendsto (fun N => C N z) atTop (𝓝 (F z)))
+    (ht : Tendsto t atTop (𝓝 0))
+    (hl : ∀ᶠ N in atTop, ∀ z, z < t N → C N z ≤ v N)
+    (hu : ∀ᶠ N in atTop, ∀ z, t N < z → v N ≤ C N z) :
+    Tendsto v atTop (𝓝 (F 0)) := by
+  have hinv : Tendsto (fun j : ℕ => (1:ℝ)/((j:ℝ)+1)) atTop (𝓝 0) :=
+    tendsto_const_nhds.div_atTop (tendsto_atTop_mono
+      (fun j : ℕ => show (j:ℝ) ≤ (j:ℝ)+1 by linarith)
+      tendsto_natCast_atTop_atTop)
+  have hleft : Tendsto (fun j : ℕ => F (-((1:ℝ)/((j:ℝ)+1)))) atTop (𝓝 (F 0)) := by
+    exact hF.tendsto.comp (by simpa only [neg_zero] using hinv.neg)
+  have hright : Tendsto (fun j : ℕ => F ((1:ℝ)/((j:ℝ)+1))) atTop (𝓝 (F 0)) :=
+    hF.tendsto.comp hinv
+  apply tendsto_order.2
+  constructor
+  · intro b hb
+    obtain ⟨j,hj⟩ := (hleft.eventually (Ioi_mem_nhds hb)).exists
+    let δ : ℝ := (1:ℝ)/((j:ℝ)+1)
+    have hd : 0 < δ := by dsimp [δ]; positivity
+    have he := (hC (-δ)).eventually (Ioi_mem_nhds hj)
+    have hth := ht.eventually (Ioi_mem_nhds (show -δ < (0:ℝ) by linarith))
+    filter_upwards [he,hth,hl] with N hN htN hlN
+    exact lt_of_lt_of_le hN (hlN (-δ) htN)
+  · intro b hb
+    obtain ⟨j,hj⟩ := (hright.eventually (Iio_mem_nhds hb)).exists
+    let δ : ℝ := (1:ℝ)/((j:ℝ)+1)
+    have hd : 0 < δ := by dsimp [δ]; positivity
+    have he := (hC δ).eventually (Iio_mem_nhds hj)
+    have hth := ht.eventually (Iio_mem_nhds hd)
+    filter_upwards [he,hth,hu] with N hN htN huN
+    exact lt_of_le_of_lt (huN δ htN) hN
+
+def sigma (M : Domain) (a : Fin M.K → Bool) (N : ℕ) : ℝ :=
+  Real.sqrt (Obligations046.Diagonal.variance M a N)
+def threshold (M : Domain) (a : Fin M.K → Bool) (N : ℕ) : ℝ :=
+  ((N:ℝ)/2-mean M a N)/sigma M a N
+
+theorem sigma_pos (M : Domain) (a : Fin M.K → Bool) (N : ℕ) (hN : 0<N) :
+    0 < sigma M a N := by
+  apply Real.sqrt_pos.2
+  exact lt_of_lt_of_le (mul_pos (by exact_mod_cast hN) (variance_lower_pos M))
+    (finite_variance_lower M a N)
+
+theorem threshold_limit (M : Domain) (a : Fin M.K → Bool)
+    (hdiag : score M a = (1:ℝ)/2) :
+    Tendsto (threshold M a) atTop (𝓝 0) := by
+  have h := Obligations046.Lindeberg.actual_mean_standardized_drift M a hdiag
+  apply (tendsto_zero_iff_norm_tendsto_zero).mpr
+  simpa only [threshold, sigma, Real.norm_eq_abs, abs_div,
+    abs_of_nonneg (Real.sqrt_nonneg _), abs_sub_comm,
+    Obligations046.Moments.model_mean, Obligations046.Moments.model_variance] using h
+
+/-- This CDF uses the actual joint member law; the cut is in standard-deviation units. -/
+def cdf (M : Domain) (a : Fin M.K → Bool) (N : ℕ) (z : ℝ) : ℝ :=
+  ∫ x, (if ((correctCount x:ℝ)-mean M a N)/sigma M a N ≤ z then (1:ℝ) else 0)
+    ∂(modelLaw M N a).toMeasure
+
+theorem fair_loss_bounds (b N : ℕ) : 0 ≤ fairLoss b N ∧ fairLoss b N ≤ 1 := by
+  unfold fairLoss
+  split_ifs <;> norm_num
+
+theorem lower_cut_pointwise (b N : ℕ) (μ σ z : ℝ) (hσ : 0<σ)
+    (hz : z < ((N:ℝ)/2-μ)/σ) :
+    (if ((b:ℝ)-μ)/σ ≤ z then (1:ℝ) else 0) ≤ fairLoss b N := by
+  split_ifs with hb
+  · have hreal : (b:ℝ)<(N:ℝ)/2 := by
+      have := (div_le_iff₀ hσ).mp hb
+      have := (lt_div_iff₀ hσ).mp hz
+      nlinarith
+    have hn : 2*b<N := by exact_mod_cast (show (2:ℝ)*(b:ℝ)<(N:ℝ) by linarith)
+    simp [fairLoss, hn]
+  · exact (fair_loss_bounds b N).1
+
+theorem upper_cut_pointwise (b N : ℕ) (μ σ z : ℝ) (hσ : 0<σ)
+    (hz : ((N:ℝ)/2-μ)/σ < z) :
+    fairLoss b N ≤ (if ((b:ℝ)-μ)/σ ≤ z then (1:ℝ) else 0) := by
+  split_ifs with hb
+  · exact (fair_loss_bounds b N).2
+  · have hreal : (N:ℝ)/2 < (b:ℝ) := by
+      have := (div_lt_iff₀ hσ).mp hz
+      have := (lt_div_iff₀ hσ).mp (lt_of_not_ge hb)
+      nlinarith
+    have hn : N<2*b := by exact_mod_cast (show (N:ℝ)<(2:ℝ)*(b:ℝ) by linarith)
+    simp [fairLoss, not_lt.mpr hn.le, Ne.symm hn.ne]
+
+theorem cdf_finite (M : Domain) (a : Fin M.K → Bool) (N : ℕ) (z : ℝ) :
+    cdf M a N z = ∑ x : World (sizes M N), jointMass (sizes M N)
+      (fun i => q M (a i)) x *
+      (if ((correctCount x:ℝ)-mean M a N)/sigma M a N ≤ z then (1:ℝ) else 0) := by
+  rw [cdf, modelLaw, memberLaw_expectation]
+
+theorem error_finite (M : Domain) (a : Fin M.K → Bool) (N : ℕ) :
+    conditionalError M N a = ∑ x : World (sizes M N), jointMass (sizes M N)
+      (fun i => q M (a i)) x * fairLoss (correctCount x) N := by
+  rw [← conditional_error_representation, modelLaw, memberLaw_expectation]
+
+theorem joint_nonneg (M : Domain) (a : Fin M.K → Bool) (N : ℕ) (x : World (sizes M N)) :
+    0 ≤ jointMass (sizes M N) (fun i => q M (a i)) x :=
+  Finset.prod_nonneg (fun i _ => mass_nonneg _ (q_pos M (a i)).le (q_lt_one M (a i)).le _)
+
+theorem lower_cut (M : Domain) (a : Fin M.K → Bool) (N : ℕ) (hN : 0<N)
+    (z : ℝ) (hz : z < threshold M a N) : cdf M a N z ≤ conditionalError M N a := by
+  rw [cdf_finite, error_finite]
+  apply Finset.sum_le_sum
+  intro x _
+  exact mul_le_mul_of_nonneg_left
+    (lower_cut_pointwise _ _ _ _ _ (sigma_pos M a N hN) hz) (joint_nonneg M a N x)
+
+theorem upper_cut (M : Domain) (a : Fin M.K → Bool) (N : ℕ) (hN : 0<N)
+    (z : ℝ) (hz : threshold M a N < z) : conditionalError M N a ≤ cdf M a N z := by
+  rw [cdf_finite, error_finite]
+  apply Finset.sum_le_sum
+  intro x _
+  exact mul_le_mul_of_nonneg_left
+    (upper_cut_pointwise _ _ _ _ _ (sigma_pos M a N hN) hz) (joint_nonneg M a N x)
+
+/-- Actual finite M0 law, actual majority with fair ties, unchanged quota rule.
+The fixed-cut limit hCLT remains an explicit unpaid hypothesis, not a law claim. -/
+theorem diagonal_transfer_of_fixed_cut_limits (M : Domain) (a : Fin M.K → Bool)
+    (hdiag : score M a = (1:ℝ)/2) (F : ℝ → ℝ) (hF : ContinuousAt F 0)
+    (hCLT : ∀ z, Tendsto (fun N => cdf M a N z) atTop (𝓝 (F z))) :
+    Tendsto (fun N => conditionalError M N a) atTop (𝓝 (F 0)) := by
+  apply moving_cut_sandwich (cdf M a) F (threshold M a)
+    (fun N => conditionalError M N a) hF hCLT (threshold_limit M a hdiag)
+  · filter_upwards [eventually_ge_atTop 1] with N hN
+    exact lower_cut M a N (by omega)
+  · filter_upwards [eventually_ge_atTop 1] with N hN
+    exact upper_cut M a N (by omega)
+
+def strictCdf (M : Domain) (a : Fin M.K → Bool) (N : ℕ) (z : ℝ) : ℝ :=
+  ∑ x : World (sizes M N), jointMass (sizes M N) (fun i => q M (a i)) x *
+    (if ((correctCount x:ℝ)-mean M a N)/sigma M a N < z then (1:ℝ) else 0)
+
+theorem cdf_mono (M : Domain) (a : Fin M.K → Bool) (N : ℕ) :
+    Monotone (cdf M a N) := by
+  intro z y hzy
+  rw [cdf_finite, cdf_finite]
+  apply Finset.sum_le_sum
+  intro x _
+  apply mul_le_mul_of_nonneg_left _ (joint_nonneg M a N x)
+  split_ifs <;> norm_num
+  linarith
+
+theorem strict_lower_cut (M : Domain) (a : Fin M.K → Bool) (N : ℕ)
+    (z t : ℝ) (hzt : z<t) : cdf M a N z ≤ strictCdf M a N t := by
+  rw [cdf_finite, strictCdf]
+  apply Finset.sum_le_sum
+  intro x _
+  apply mul_le_mul_of_nonneg_left _ (joint_nonneg M a N x)
+  split_ifs <;> norm_num
+  linarith
+
+theorem strict_upper_cut (M : Domain) (a : Fin M.K → Bool) (N : ℕ)
+    (t z : ℝ) (htz : t<z) : strictCdf M a N t ≤ cdf M a N z := by
+  rw [cdf_finite, strictCdf]
+  apply Finset.sum_le_sum
+  intro x _
+  apply mul_le_mul_of_nonneg_left _ (joint_nonneg M a N x)
+  split_ifs <;> norm_num
+  linarith
+
+/-- Both versions at the moving threshold have the same limit, only IF fixed-cut
+convergence to a continuous distribution is supplied. No atomless-limit axiom. -/
+theorem threshold_cdf_limits_of_fixed_cut_limits (M : Domain) (a : Fin M.K → Bool)
+    (hdiag : score M a = (1:ℝ)/2) (F : ℝ → ℝ) (hF : ContinuousAt F 0)
+    (hCLT : ∀ z, Tendsto (fun N => cdf M a N z) atTop (𝓝 (F z))) :
+    Tendsto (fun N => cdf M a N (threshold M a N)) atTop (𝓝 (F 0)) ∧
+    Tendsto (fun N => strictCdf M a N (threshold M a N)) atTop (𝓝 (F 0)) := by
+  constructor
+  · apply moving_cut_sandwich (cdf M a) F (threshold M a)
+      (fun N => cdf M a N (threshold M a N)) hF hCLT (threshold_limit M a hdiag)
+    · filter_upwards [] with N
+      intro z hz
+      exact cdf_mono M a N hz.le
+    · filter_upwards [] with N
+      intro z hz
+      exact cdf_mono M a N hz.le
+  · apply moving_cut_sandwich (cdf M a) F (threshold M a)
+      (fun N => strictCdf M a N (threshold M a N)) hF hCLT (threshold_limit M a hdiag)
+    · filter_upwards [] with N
+      exact fun z hz => strict_lower_cut M a N z _ hz
+    · filter_upwards [] with N
+      exact fun z hz => strict_upper_cut M a N _ z hz
+
+def tieMass (M : Domain) (a : Fin M.K → Bool) (N : ℕ) : ℝ :=
+  ∑ x : World (sizes M N), jointMass (sizes M N) (fun i => q M (a i)) x *
+    (if 2*correctCount x=N then (1:ℝ) else 0)
+
+theorem standardized_eq_threshold (b N : ℕ) (μ σ : ℝ) (hσ : 0<σ) :
+    ((b:ℝ)-μ)/σ = ((N:ℝ)/2-μ)/σ ↔ 2*b=N := by
+  constructor
+  · intro h
+    have hm := congrArg (fun y : ℝ => y*σ) h
+    simp only [div_mul_cancel₀ _ hσ.ne'] at hm
+    exact_mod_cast (show (2:ℝ)*(b:ℝ)=(N:ℝ) by linarith)
+  · intro h
+    have hn : (2:ℝ)*(b:ℝ)=(N:ℝ) := by exact_mod_cast h
+    congr 1
+    linarith
+
+theorem weak_strict_indicator_difference (r t : ℝ) :
+    (if r≤t then (1:ℝ) else 0) - (if r<t then (1:ℝ) else 0) =
+      if r=t then (1:ℝ) else 0 := by
+  rcases lt_trichotomy r t with h | h | h
+  · simp [h, h.le, h.ne]
+  · subst t; simp
+  · simp [not_le.mpr h, not_lt.mpr h.le, Ne.symm h.ne]
+
+theorem tie_mass_difference (M : Domain) (a : Fin M.K → Bool) (N : ℕ) (hN : 0<N) :
+    tieMass M a N = cdf M a N (threshold M a N) -
+      strictCdf M a N (threshold M a N) := by
+  rw [cdf_finite, strictCdf, ← Finset.sum_sub_distrib]
+  unfold tieMass
+  apply Finset.sum_congr rfl
+  intro x _
+  rw [← mul_sub, weak_strict_indicator_difference]
+  simp only [show (((correctCount x:ℝ)-mean M a N)/sigma M a N = threshold M a N) ↔
+    2*correctCount x=N from
+      standardized_eq_threshold _ _ _ _ (sigma_pos M a N hN)]
+
+/-- The tie atom vanishes as a CONSEQUENCE of the explicit fixed-cut CLT hypothesis. -/
+theorem tie_limit_of_fixed_cut_limits (M : Domain) (a : Fin M.K → Bool)
+    (hdiag : score M a = (1:ℝ)/2) (F : ℝ → ℝ) (hF : ContinuousAt F 0)
+    (hCLT : ∀ z, Tendsto (fun N => cdf M a N z) atTop (𝓝 (F z))) :
+    Tendsto (tieMass M a) atTop (𝓝 0) := by
+  have h := threshold_cdf_limits_of_fixed_cut_limits M a hdiag F hF hCLT
+  have hd := h.1.sub h.2
+  have he : (fun N => tieMass M a N) =ᶠ[atTop]
+      (fun N => cdf M a N (threshold M a N)-strictCdf M a N (threshold M a N)) := by
+    filter_upwards [eventually_ge_atTop 1] with N hN
+    exact tie_mass_difference M a N (by omega)
+  simpa only [sub_self] using hd.congr' he.symm
+
+/-- The final value 1/2 requires F(0)=1/2 in addition to continuity and the unpaid CLT. -/
+theorem floor_limit_diag_of_fixed_cut_limits (M : Domain) (a : Fin M.K → Bool)
+    (hdiag : score M a = (1:ℝ)/2) (F : ℝ → ℝ) (hF : ContinuousAt F 0)
+    (hF0 : F 0 = (1:ℝ)/2)
+    (hCLT : ∀ z, Tendsto (fun N => cdf M a N z) atTop (𝓝 (F z))) :
+    Tendsto (fun N => conditionalError M N a) atTop (𝓝 ((1:ℝ)/2)) := by
+  simpa only [hF0] using diagonal_transfer_of_fixed_cut_limits M a hdiag F hF hCLT
+
+/-- A scalar regression outside the independent M0 law: LLN convergence alone does
+not determine a discontinuous majority limit at the diagonal. -/
+def above (N : ℕ) : ℝ := (1:ℝ)/2 + 1/((N:ℝ)+1)
+
+theorem above_limit : Tendsto above atTop (𝓝 ((1:ℝ)/2)) := by
+  have hinv : Tendsto (fun N : ℕ => (1:ℝ)/((N:ℝ)+1)) atTop (𝓝 0) :=
+    tendsto_const_nhds.div_atTop (tendsto_atTop_mono
+      (fun N : ℕ => show (N:ℝ) ≤ (N:ℝ)+1 by linarith)
+      tendsto_natCast_atTop_atTop)
+  simpa only [above, add_zero] using tendsto_const_nhds.add hinv
+
+theorem above_loss_zero (N : ℕ) : limitingLoss (above N) = 0 := by
+  have hp : 0 < (1:ℝ)/((N:ℝ)+1) := by positivity
+  have hg : (1:ℝ)/2 < above N := by dsimp [above]; linarith
+  simp only [limitingLoss, if_neg (not_lt.mpr hg.le), if_neg (Ne.symm hg.ne)]
+
+theorem lgn_alone_does_not_give_half :
+    ¬ Tendsto (fun N => limitingLoss (above N)) atTop (𝓝 ((1:ℝ)/2)) := by
+  intro h
+  have hz : Tendsto (fun N => limitingLoss (above N)) atTop (𝓝 0) := by
+    simpa only [above_loss_zero] using
+      (tendsto_const_nhds : Tendsto (fun _ : ℕ => (0:ℝ)) atTop (𝓝 0))
+  have hbad := tendsto_nhds_unique hz h
+  norm_num at hbad
+
+end Obligations046.Threshold