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Bounded mean-zero scores generate the unrestricted tangent space
Example
Assume the library's Axiom-of-Choice density convention in A dominated differentiable-in-quadratic-mean submodel and Countable Choice for The mean-zero L² space is a Hilbert space. Let be any probability law and take the unrestricted dominated model . Its allowed paths are all one-sided DQM paths through with common dominator . Every bounded mean-zero is such a path score, and the tangent space is all of . All densities constructed below are explicit, so the example's proof makes no density-selection choice.
Facts & Assumptions
Given: The Axiom of Choice and Countable Choice, a probability measure , and a bounded measurable representative with .
The Axiom of Choice permits selecting from an arbitrary family of nonempty sets (The Axiom of Choice).
Countable Choice permits selecting from a countable family of nonempty sets (The Axiom of Countable Choice ()).
A DQM path with common dominator has root-density expansion (A dominated differentiable-in-quadratic-mean submodel).
Every DQM score is in (A DQM score has mean zero and is unique).
is the mean-zero subspace of the quotient (Mean-zero square-integrable functions).
The tangent space is the -norm closure of the finite linear span of allowed scores (Closed tangent space).
Dominated convergence applies to pointwise-convergent functions dominated by an integrable function (Dominated convergence).
On a probability space, for by Cauchy–Schwarz against (Cauchy-Schwarz inequality for ).
Under Countable Choice, is closed in (The mean-zero L² space is a Hilbert space).
The Lebesgue integral is linear on (The Lebesgue integral is linear on ).
Verification
Every allowed score is in by [F2]; because is closed in by [F7] under [A2], its closed tangent space is contained in .
Let for the bounded representative in Given, and choose . For , let , , and . The bound on makes ; and , so is a probability density with respect to .
Let and choose a measurable representative. Define . Then , whose right side tends pointwise to zero and is dominated by the integrable . By [F5], . Put ; it is bounded and by [F8] and . Also [F6] and [F8] give . Therefore .
Since , . The density family is explicit, so it fits [A1]'s general convention without any selection. Thus is an allowed DQM path with score , and every bounded mean-zero score lies in the tangent set.
Each is a tangent score by step 2.1, and the sequence converges to the arbitrary by step 1.3. Hence the tangent space contains by [F4]; step 1.1 gives the reverse inclusion. Thus the tangent space is exactly .
Depends on
- A dominated differentiable-in-quadratic-mean submodel
- A DQM score has mean zero and is unique
- Mean-zero square-integrable functions
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The mean-zero L² space is a Hilbert space
- Tangent set of a statistical model at a law
- Closed tangent space
- Dominated convergence
- Cauchy-Schwarz inequality for $L^2$
- The Lebesgue integral is linear on $L^1(\mu)$
- The Axiom of Choice
Used by
Nothing in the library uses this result yet.
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