How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
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- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Certified bisection controls CDF residual, spatial error, and distribution error
Statement
For the fixed-depth procedure of Certified bracketed bisection for a continuous CDF, a successful call uses two endpoint evaluations and midpoint evaluations, at most CDF evaluations in total. For every continuous CDF on its compact bracket, some finite depth meets each positive modulus tolerance. The bracket invariant holds and its returned point satisfies . For , if the exact quantile lies in and a density satisfies and almost everywhere on the bracket, then .
For the distribution bound, assume the procedure is run with one fixed depth and bracket on every , with , , and residual at most for a continuous CDF . Let be its returned point. Then is nondecreasing. If for another CDF , then where is the -bit midpoint uniform, , and . If the target is unbounded, the finite-bracket algorithm alone has no global distribution guarantee; its outside-bracket status remains tail-unresolved. Here .
Facts & Assumptions
Given: The algorithm inputs and hypotheses in the Statement. The Kolmogorov distance is .
For , the generalized inverse satisfies exactly when . Generalized inverse sublevel identity for a CDF
A -bit midpoint input has both strict and non-strict CDF discrepancies at most . Midpoint bit discretization has bounded coupling and CDF error
A continuous real-valued function on a compact interval is uniformly continuous. Every continuous map from a nonempty compact Hausdorff space to a uniform space is uniformly continuous
The geometric sequence tends to zero. For the sequence is null, and for the sequence diverges to
For the spatial claim, the density identity and lower bound in the Statement imply on the bracket by integrating .
The bisection depth, bracket, tolerance, modulus, and evaluation budget satisfy the algorithm's Definition. A returned comes from a successful call that passed its endpoint bracket test. The distribution claim additionally has a single fixed depth and full-support bracket.
The approximate CDF is continuous, nondecreasing, and satisfies the stated uniform CDF error bound .
The generalized-inverse supplier in [F1] assumes Countable Choice. The Axiom of Countable Choice ()
When in [F2] is realized from the countable fair-bit product, its source model assumes Countable Choice and Dependent Choice; the distribution bound is conditional on that stated midpoint law. The Axiom of Countable Choice (), The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain
Proof
Initially by the algorithm's bracket test. If , replacing by preserves both inequalities by monotonicity; if , replacing by preserves them. After steps, , so the modulus certificate gives . Since , monotonicity puts both and in this range, proving . For a continuous , uniform continuity [F3] supplies a positive distance tolerance; since by [F4], some finite meets it. A successful run evaluates the two endpoints once and one midpoint per update, hence uses CDF evaluations; the budget explicitly includes these endpoints.
For fixed depth , the grid consists of the cells in the partition of ; their left endpoints are for . At each bisection, the tested midpoint separates the remaining candidate left endpoints into lower and upper halves, and the rule keeps the upper half exactly when . Induction on the updates shows that the final is the greatest such left endpoint and is the next grid point. As increases, the predicate set can only grow, so the selected cell midpoint is nondecreasing.
The successful call's endpoint test gives . By [F1], gives , while every satisfies . If , the endpoint test and [F1] give . If , take for ; then and . Continuity of on gives . Thus in either case. Since , [A4] gives by step 1.1.
Fix and set and . Monotonicity makes an initial interval. If , then , so . If , then , so and . Taking one-sided limits gives ; if or , the missing side follows from . The set is either an initial closed or open interval, or empty/all; its -bit midpoint-grid probability differs from by at most , using the strict or non-strict CDF bound in [F2]. Thus .
The uniform CDF error implies . The triangle inequality for the supremum norm of CDF differences and step 2.2 give the stated bound.
Depends on
- For $|r| < 1$ the sequence $r^k$ is null, and for $|r| > 1$ the sequence $|r|^k$ diverges to $+\infty$
- Certified bracketed bisection for a continuous CDF
- Generalized inverse sublevel identity for a CDF
- Midpoint bit discretization has bounded coupling and CDF error
- Every continuous map from a nonempty compact Hausdorff space to a uniform space is uniformly continuous
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
Used by
Dependency tree · two levels
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Sources
- Luc Devroye, Non-Uniform Random Variate Generation, Chapter II §2.2, bisection inversion (standard reference, not scraped)
- D. Pollard, A User's Guide to Measure Theoretic Probability, generalized inverse discussion (standard reference, not scraped)