Drift #
Harmonic-potential drift #
This module separates the stochastic bookkeeping from the concrete tree. The
tree module supplies D, R, and H; the lemmas below prove the exact
one-coordinate drift identity and the arithmetic implications used in the
stationary and finite-horizon arguments.
The finite harmonic potential used at a node with inventory k.
Equations
- FD1D.harmonicPotential a k = ∑ j ∈ Finset.Icc 1 k, 1 / (↑j + a)
Instances For
theorem
FD1D.stationary_hazard_bound
{a L m H : ℝ}
(ha : 0 < a)
(hm : 0 < m)
(hH : 0 ≤ H)
(haL : 200 * L ≤ a)
(hmain : (a / 100 - L) * H ≤ 103 * a / (300 * m ^ 2))
:
The numerical core of the stationary hazard estimate. This is equation (11) after the deterministic Bellman lower bound and the stochastic remainder upper bound have been combined.