Add vector-to-rank-one random matrix bridge#10
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Constraint: Follow local/Workflow.md Plan-to-Execute gates and update synchronized docs before PR prep. Rejected: Inferring integrability from measurability | product integrability needs explicit product or square-moment assumptions. Confidence: high Scope-risk: narrow Directive: Keep the next PSD nullspace converse separate from this vector-to-matrix bridge. Tested: git diff --check; forbidden-token scan; conflict-marker scan; lake build; lake test; lake build HighDimProbJudge; python scripts/judge_policy_check.py Not-tested: GitHub PR checks not run locally before push.
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Summary
rankOneRandomMatrixfor vector-to-rank-one random matrix construction.IsRandomVectorand entrywise integrability from explicit product integrability or coordinateMemLp ... 2assumptions.RM-PSD-nullspace-converse.Motivation
This PR closes the vector-to-matrix measurability/integrability prerequisite for covariance-style RandomMatrix examples while keeping measurability, product integrability, and square-moment assumptions explicit.
Scope
HighDimProb/RandomMatrix/Basic.leanandHighDimProb/RandomMatrix/Expectation.lean.Testing
git diff --checksorry/admit/axiom/unsafelake build HighDimProb.RandomMatrix.Basic HighDimProb.RandomMatrix.Expectation HighDimProbTest.RandomMatrixBasicAPI HighDimProbTest.RandomMatrixVarianceProxyAPI HighDimProbJudge.RandomMatrix.SampleCovarianceUselake buildlake testlake build HighDimProbJudgepython scripts/judge_policy_check.py