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The exact reconstruction threshold for the three-state symmetric channel

OpenAI, 25 September 2026

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Part of family 229: Exact three- and four-state reconstruction thresholds and four-state tree capacity. Read it with its family

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Abstract

We determine the exact reconstruction threshold for the symmetric three-state broadcast process on every regular b-ary tree, b\ge2, and every observed Poisson Galton–Watson tree of mean d>1. Reconstruction occurs exactly when d\lambda^2>1, with d=b in the regular model; there is non-reconstruction at equality for either sign of the channel parameter. The Poisson advantage is averaged over trees and spins without conditioning on survival. This resolves the all-degree three-state regular-tree prediction. Combining the Poisson theorem with known tree-to-graph and algorithmic results gives the exact weak-recovery threshold for the symmetric three-community sparse stochastic block model with independent uniform labels, fixed within- and between-community rates a,b>0, and mean degree (a+2b)/3>1: recovery is possible exactly when (a-b)^2>3(a+2b). Above this threshold it is achievable in O(n\log n) time; at or below it, weak recovery is information-theoretically impossible.

1 Introduction

The reconstruction problem asks whether many distant, noisy descendants retain information about their common ancestor. On a tree, the growth in the number of descendants competes with the loss of information across each edge. For a symmetric channel with nontrivial eigenvalue \lambda and mean offspring number d, the Kesten–Stigum condition d\lambda^2>1 gives reconstruction. Whether this condition is also necessary depends on the channel. We determine the answer for three states at every branching parameter in two basic tree families. Through existing tree-to-graph and algorithmic results, the Poisson theorem also determines the weak-recovery threshold for the symmetric three-community sparse stochastic block model with positive connectivity parameters and mean degree greater than one.

1.1 Model and result

Let the root spin \sigma_\rho be uniform on \{1,2,3\}. Along each edge, independently conditional on its parent spin, transmit through

K_\lambda(i,j)= \begin{cases} (1+2\lambda)/3,&i=j,\\ (1-\lambda)/3,&i\ne j, \end{cases} \qquad -\tfrac12\le\lambda\le1. \tag{1.1}

The tree is either the rooted b-ary tree, with an integer b\ge2 children at every vertex, or a Galton–Watson tree with independent \operatorname{Pois}(d) offspring counts, where d>1. For the regular model set d=b. The tree is independent of the root spin. The observation at depth \ell consists of the unlabelled tree T_{\le\ell} through that depth together with the spins attached to its vertices \partial T_\ell at depth \ell; neither interior spins nor an ordering of siblings are observed. Define

a_\ell=\E\left\| \PP(\sigma_\rho=\cdot\mid T_{\le\ell},\sigma_{\partial T_\ell}) -\operatorname{Unif}\{1,2,3\}\right\|_{\mathrm{TV}}. \tag{1.2}

In the Poisson case this expectation includes both the tree and the spins, without conditioning on survival. Reconstruction means \lim_{\ell\to\infty}a_\ell>0; non-reconstruction means that this limit is zero. The limit exists by information degradation.

Theorem 1.1 (Exact threshold). For every integer b\ge2 in the regular model and every real d>1 in the Poisson model, reconstruction occurs if and only if

d\lambda^2>1,

with d=b in the regular case. At every admissible equality d\lambda^2=1, there is non-reconstruction.

Thus the positive threshold is \lambda=d^{-1/2}. On the negative side reconstruction occurs precisely when d>4 and -1/2\le\lambda<-d^{-1/2}. In particular, the three-coloring channel \lambda=-1/2 is non-reconstructible at branching parameter four in both models.

1.2 History and significance

The branching-process work of Kesten and Stigum [8] underlies the classical second-moment reconstruction bound. Broadcasting and its relation to the Ising model were developed by Evans, Kenyon, Peres, and Schulman [4]. For more than two states, nonlinear information in the boundary can change the threshold. This possibility occurs for symmetric channels with five or more states [13, Theorem 1.2]; the three-state assertion therefore needs more than the second-moment bound.

Mézard and Montanari [9, Conjecture 2 and the following paragraph] predicted sharpness of the Kesten–Stigum bound for three-state symmetric channels of either sign up to a branching cutoff, and proposed the extension to all branching parameters. See also Conjecture 1 of Sly [13] for the all-degree regular-tree formulation. Sly proved this for all sufficiently large regular branching parameters, including non-reconstruction at equality [13, Theorem 1.1]. Mossel, Sly, and Sohn established the corresponding large-mean Poisson-tree result, for both signs and including equality [10, Theorem 1.12]. At small degrees, Bhatnagar and Maneva developed finite representations of posterior laws and proved, among other bounds, non-reconstruction for three-colorings on the regular ternary tree [2, Theorem 12]. Theorem 1.1 removes the large-branching restriction in these two tree families. It resolves the three-state regular-tree prediction in its all-degree form and includes the low-branching and coloring endpoints for the observed Poisson tree.

For the symmetric stochastic block model, the cavity-method analysis of Decelle, Krzakala, Moore, and Zdeborová predicted the Kesten–Stigum transition in the assortative three-community case [3, Section IV.A]. Ricci-Tersenghi, Semerjian, and Zdeborová gave further evidence for the three-state prediction for either sign, through local analysis of the posterior recursion and numerical cavity solutions [12, Sections III.D.1 and IV.H]. Mossel, Sly, and Sohn proved information-theoretic impossibility at and below the Kesten–Stigum bound for three or four communities when the mean degree is sufficiently large [10, Theorem 1.5]. Their tree-to-graph transfer has no large-degree restriction [10, Theorem 2.1]. Together with the above-threshold algorithm of Abbe and Sandon [1, Corollary 1 and Lemma 1], the Poisson part of our theorem therefore gives the exact three-community weak-recovery threshold stated in Corollary 1.2 below.

A related three-state model with branch-dependent couplings on a binary Cayley tree is studied by Mukhamedov and Akın [11]. Their work concerns disordered translation-invariant Gibbs measures and their extremality; our theorem concerns the same homogeneous symmetric channel on every edge of the regular or observed Poisson tree.

1.3 Proof strategy and its precedents

For a root posterior p=(p_1,p_2,p_3), write m_i=3p_i and identify the three spin labels with 1,\omega,\omega^2, where \omega=e^{2\pi\mathrm{i}/3}. The complex posterior mean and its two basic invariants are

\zeta=p_1+\omega p_2+\omega^2p_3,\qquad x=|\zeta|^2,\qquad y=\Re(\zeta^3).

The posterior recursion passes each child experiment through one edge and combines the resulting conditionally independent branch observations. Section 2 gives this recursion and proves that the limiting posterior law is a fixed point, including at the coloring endpoint. Non-reconstruction is equivalent to \E x=0 under that law. A linear estimator proves reconstruction above the threshold. Channel and offspring degradation reduce the converse to critical equality and the coloring case at branching parameter four.

At positive equality, Section 3 compares two expressions for the change of an entropy functional across the recursion. The expected symmetrized-entropy identity goes back to Formentin and Külske [5, Proposition 3.3 and equation (15)]. Our functional combines entropy and symmetrized entropy with a quadratic centered-logarithm term. The fixed-point identities express its change through the correlation generated by combining branches, while a radial inequality bounds it below by a positive multiple of \E x^2. Moment estimates make these two bounds incompatible at a nonuniform limiting fixed point. Appendix A proves the radial inequality analytically. Related entropy methods include the sharp nonlinear information-contraction inequalities for the Potts channel and non-reconstruction criteria of Gu and Polyanskiy [7].

The negative argument separates small and large posterior moments. Sly’s large-branching proof already combines a moment estimate near the uniform posterior with a global Gaussian contraction, including a rigorous numerical verification [13, Section 1.5, Lemmas 4.7–4.8, and Appendix A]. Here Section 4 proves a uniform quantitative gap: at every negative equality, any nonuniform symmetric fixed point satisfies \E x>1/20. Pair inequalities for x, y, and x^2 yield this gap through a moment bootstrap. Section 5 then uses weighted logarithm identities to exclude the remaining fixed points away from the coloring channel.

Near coloring, Section 6 constructs finite experiments that are more informative than the true boundary observation. It suffices for one such upper experiment to have \E x<1/20: the true limiting fixed point then falls below the gap and must be uniform. The upper recursion need not itself converge to the uniform experiment. Bhatnagar and Maneva introduced finite surveys of posterior laws and combined certified finite recursion with local contraction [2, Sections 3.1–3.3 and Theorem 12]. Their construction includes completion by perfectly informative messages for omitted offspring tails and downward-rounded masses [2, Section 3.3, implementation remarks 1 and 4]. We use this finite-experiment approach with the gap above and explicit three-state refinement kernels. Gu’s recent binary-hypertree work proves a related rigorous population-dynamics procedure and proposes a Potts extension based on degradation and local non-reconstruction [6, Sections 4 and 7].

The quantitative radial bound, uniform fixed-point gap, and exact certificates supply the estimates needed throughout the parameter range. The negative argument is computer-assisted: the polynomial, interval, and finite-experiment programs are printed in Appendix D. Their mathematical interpretation and arithmetic bounds are proved in the text. All decimal constants denote exact terminating rationals, and no simulation estimate enters a certification decision. Section 7 assembles the tree classification; Table 1 there records the parameter ranges of its analytic and finite arguments.

1.4 A consequence for community detection

We now use a and b for within- and between-community connectivity parameters, independently of the notation for regular branching above. Fix a,b>0 with d=(a+2b)/3>1. For all sufficiently large n, choose \sigma_1,\ldots,\sigma_n independently and uniformly from \{1,2,3\}. Conditional on these labels, form a graph G_n on \{1,\ldots,n\} by including each unordered pair independently, with probability a/n if its endpoints have the same label and b/n otherwise. For two labelings \sigma,\widehat\sigma\in\{1,2,3\}^n, define their overlap by

\operatorname{ov}(\sigma,\widehat\sigma) =\max_{\pi\in S_3}\frac1n\sum_{v=1}^n \mathbf1_{\{\widehat\sigma_v=\pi(\sigma_v)\}}.

The permutation accounts for the fact that the names of the communities cannot be recovered from the graph.

Corollary 1.2 (Exact weak-recovery threshold for three communities). In the model above, the following statements hold.

  1. (i)

    If (a-b)^2\le 3(a+2b), then every sequence of estimators \widehat\sigma_n using only G_n and independent randomization satisfies

    \lim_{n\to\infty}\E\operatorname{ov}(\sigma,\widehat\sigma_n)=\frac13.
  2. (ii)

    If (a-b)^2>3(a+2b), there are \varepsilon>0 and an algorithm, allowed to depend on the fixed parameters a,b, which runs in O(n\log n) time and satisfies

    \PP\!\left(\operatorname{ov}(\sigma,\widehat\sigma_n) \ge\frac13+\varepsilon\right)\longrightarrow1.

Thus weak recovery is possible exactly under the strict inequality, and is information-theoretically impossible at equality.

The proof of Corollary 1.2, including the passage from averaged tree non-reconstruction to the fixed-tree hypothesis of the transfer theorem, is given in Section 7.

2 Posterior experiments and reductions

We represent the spin set by \mathcal S=\{1,\omega,\omega^2\}, where \omega=\exp(2\pi\mathrm{i}/3), and write S_v for the complex spin at a vertex v. In the probabilistic recursions, D denotes an offspring count, and

d=\E D,\qquad \alpha=\frac{\E[D(D-1)]}{d^2} =\begin{cases}1-1/d,&D\equiv d=b,\\1,&D\sim\operatorname{Pois}(d). \end{cases} \tag{2.1}

All probabilities in the Poisson model are unconditional: the observed tree is part of the data, and extinction is not removed from the sample space.

2.1 Observations, likelihoods, and posterior coordinates

For calculations we construct the tree with ordered children. At each vertex, independently, we draw its offspring count and then the spins of its children through K_\lambda. The root spin is uniform and is independent of all offspring counts. The resulting tree is locally finite almost surely. Let

O_\ell=(T_{\leq\ell},(S_v)_{|v|=\ell})

denote its depth-\ell observation, initially with this auxiliary ordering retained. The unlabelled observation retains the rooted tree and its boundary-spin decoration, but forgets all sibling orders.

Lemma 2.1 (Removing sibling orders). The ordered and unlabelled depth observations are equivalent for inference of the root spin. In particular, they have the same reconstruction advantage and the same distribution of the root posterior.

Proof. Fix a finite unlabelled boundary-decorated tree. Conditional on any specified root spin, the probabilities of all its distinct ordered representatives are equal. Indeed, a permutation of siblings permutes independent, identically distributed descendant constructions; summing over unobserved internal spins preserves this invariance. The group of such sibling permutations is transitive on the distinct representatives. Repeated representatives caused by identical subtrees have equal stabilizer multiplicities, so they do not alter the equality of these probabilities.

Consequently, conditional on the unlabelled observation, the law of the ordering is independent of the root spin. Forgetting the ordering is a deterministic operation, and sampling an ordering from this conditional law is an operation that does not use the root spin. These two operations establish the claimed equivalence, including when the boundary is empty.

An experiment consists of a uniform spin S\in\mathcal S and an observed datum Y. Write

p_i=\PP(S=i\mid Y),\qquad m_i=3p_i,\qquad v_i=m_i-1, \qquad i\in\mathcal S. \tag{2.2}

Thus the likelihood vector m takes values in the compact simplex

\mathcal M=\{(m_i)_{i\in\mathcal S}:m_i\geq0,\ \textstyle\sum_i m_i=3\}.

For coordinatewise expressions we use \langle h\rangle=\frac13\sum_{i\in\mathcal S}h_i. When coordinates are written as numerical triples indexed by 0,1,2, coordinate i\in\{0,1,2\} corresponds to the spin label \omega^i. The complex posterior and its two basic invariants are

\zeta=\E[S\mid Y]=\langle i m_i\rangle,\qquad x=|\zeta|^2,\qquad y=\operatorname{Re}(\zeta^3). \tag{2.3}

Here the i inside the coordinate average is the spin label, not the imaginary unit. Fourier inversion on the three-element group gives

v_i=\zeta\overline{i}+\overline{\zeta}i =2\operatorname{Re}(\zeta\overline{i}),\qquad \langle v^2\rangle=2x,\qquad \langle v^3\rangle=2y. \tag{2.4}

More precisely, each of the three coordinates satisfies

v_i^3=3xv_i+2y,\qquad \prod_{i\in\mathcal S}(1+t v_i)=1-3t^2x+2t^3y. \tag{2.5}

To verify the first identity, expand (\zeta\overline{i}+\overline{\zeta}i)^3 and use i^3=1. The second follows from \sum_i v_i=0, \sum_i v_i^2=6x, and \prod_i v_i=2y. The convex-hull constraint on \zeta, together with \prod_i m_i\geq0, gives

0\leq x\leq1,\qquad |y|\leq x^{3/2},\qquad 1-3x+2y\geq0. \tag{2.6}

For later use these also imply, when x>0,

-\frac12\leq r:=\frac yx\leq1,\qquad r^2\leq x\leq\frac1{3-2r}. \tag{2.7}

Indeed |r|\leq\sqrt{x}\leq1, and the last inequality in Equation (2.6) gives the upper bound on x. Combining the two bounds on x gives 0\leq1-3r^2+2r^3=(1-r)^2(1+2r), and hence r\geq-1/2.

The marginal law of a posterior likelihood vector is always balanced: \E m_i=1. Bayes’ formula states that its conditional law under input i is tilted by m_i. More generally, for a bounded measurable function g of the original datum,

\E[g(Y)\mid S=i]=\E[m_i(Y)g(Y)]. \tag{2.8}

Conversely, every probability law Q on \mathcal M satisfying \int m_i\,Q(dm)=1 defines an experiment by taking Q(dm\mid S=i)=m_iQ(dm). Its posterior likelihood vector is precisely the observed m. Thus balanced laws on \mathcal M are sufficient to describe the experiments used below.

The posterior vector also loses no inferential information from an existing experiment. In fact \PP(S=i\mid Y,m)=m_i/3=\PP(S=i\mid m), so S and Y are conditionally independent given m. The original datum can therefore be conditionally simulated from m without knowing S. All observation spaces here are standard Borel, so the required conditional kernels exist.

Our experiments are invariant under every permutation of the three spin labels. In complex coordinates these permutations are generated by \zeta\mapsto\omega\zeta and \zeta\mapsto\overline{\zeta}. This invariance is retained by all the tree recursions and limits below.

Lemma 2.2 (Total variation and the posterior second moment). For every posterior vector,

\frac{|\zeta|}{\sqrt3} \leq\left\|p-\operatorname{Unif}(\mathcal S)\right\|_{\mathrm{TV}} \leq\frac23|\zeta|. \tag{2.9}

Consequently, writing \mu_\ell=\E x_\ell for the depth experiment and a_\ell for its mean total variation advantage,

\frac{\mu_\ell}{\sqrt3}\leq a_\ell \leq\frac23\sqrt{\mu_\ell}. \tag{2.10}

In particular, vanishing advantage is equivalent to vanishing posterior second moment.

Proof. For any three real numbers with zero sum, half the sum of their absolute values equals their largest absolute value. Applying this to v gives \|p-\operatorname{Unif}(\mathcal S)\|_{\mathrm{TV}} =\max_i|v_i|/3. If M=\max_i|v_i|, their squared sum is at most 2M^2: after choosing the coordinate of absolute value M, the other two have the opposite sign and their absolute values sum to M. Equation (2.4) therefore yields 6x\leq2M^2. The same equation gives M\leq2|\zeta|, proving Equation (2.9). Now use |\zeta|^2\leq|\zeta| and Cauchy–Schwarz to obtain Equation (2.10).

2.2 The exact posterior recursion

Suppose Y is a child experiment with likelihood vector m. The child spin has a uniform marginal, and the conditional law of Y given parent spin i, relative to the child marginal law, has density

m_{e,i}=\sum_{k\in\mathcal S}K_\lambda(i,k)m_k =1+\lambda(m_i-1)=1+\lambda v_i. \tag{2.11}

Thus the datum retains its original marginal law under the uniform parent prior. The edge operation sends

\zeta\longmapsto\lambda\zeta,\qquad x\longmapsto\lambda^2x,\qquad y\longmapsto\lambda^3y. \tag{2.12}

To combine n experiments that are independent conditional on a common input, let Q_1,\ldots,Q_n be their marginal likelihood laws. Under the product marginal law Q_1\otimes\cdots\otimes Q_n, set

W_i=\prod_{j=1}^n m_{i,j},\qquad Z=\langle W\rangle=\frac13\sum_{i\in\mathcal S}W_i,\qquad m_i^{\mathrm{out}}=\frac{W_i}{Z}\quad(Z>0). \tag{2.13}

Conditional on input i, the joint datum has density W_i relative to that product law. Averaging over the input gives the marginal density Z, and Bayes’ formula gives the last expression in Equation (2.13). In particular, \int Z\,d(Q_1\otimes\cdots\otimes Q_n)=1. The value of m^{\mathrm{out}} on \{Z=0\} may be set equal to (1,1,1); this set has zero probability after the tilt. When n=0, empty products are one, Z=1, and the output is the uninformative vector (1,1,1).

Proposition 2.3 (Density evolution). Let Q_\ell be the marginal likelihood law of the depth-\ell root experiment. Then

Q_{\ell+1}=\mathcal R_{\lambda,D}(Q_\ell),\qquad Q_0=\frac13\sum_{i\in\mathcal S}\delta_{3\mathbf e_i}, \tag{2.14}

where \mathbf e_i is the coordinate unit vector and, for every bounded measurable f,

\int f\,d\mathcal R_{\lambda,D}(Q) =\sum_{n\geq0}\PP(D=n) \int Z f(m^{\mathrm{out}})\,dQ^{\otimes n}. \tag{2.15}

In this formula Equation (2.13) is applied to m_{i,j}=1+\lambda(\widetilde m_{i,j}-1), where \widetilde m_{\cdot,j} are the independent vectors sampled from Q. Each conditional integral has total mass one. The operator preserves balanced laws and permutation symmetry.

Proof. Conditional on the offspring count and the parent spin, the child subtree observations are independent copies of the depth-\ell experiment passed through one edge. Equations (2.11) and (2.13) give their combination. The count is observed and independent of the parent spin, so it is mixed with its original law in Equation (2.15). For each i, the expectation of the output coordinate is \int W_i\,dQ^{\otimes n}=1, proving balance. Relabelling the input coordinates commutes with every operation. At depth zero the root itself is observed, giving Q_0. Random subtree shapes are already included in each child datum; no additional conditioning or averaging convention is required.

We say that one experiment is degraded from another when its datum is obtained from the latter by a random kernel independent of the input spin. If Y' is degraded from Y, their posterior likelihoods satisfy

m(Y')=\E[m(Y)\mid Y'],\qquad \E\Phi(m(Y'))\leq\E\Phi(m(Y)) \tag{2.16}

for every integrable convex function \Phi of the posterior vector. This is the tower property followed by conditional Jensen. In particular it applies to total variation, x, and x^2: total variation is the convex function \max_i|m_i-1|/3, while \zeta is linear in m and its squared and fourth powers of the modulus are convex. Applying degradation kernels separately to conditionally independent branches shows that edge transmission and branch composition preserve this order.

2.3 Convergence, fixed points, and extinction

Proposition 2.4 (The limiting posterior). On a common realization of the tree and spins, the root posterior likelihood vectors m^{(\ell)} converge almost surely to a vector m^{(\infty)}. Their laws converge weakly to a symmetric balanced law Q_\infty satisfying

Q_\infty=\mathcal R_{\lambda,D}(Q_\infty). \tag{2.17}

The advantages a_\ell and moments \mu_\ell=\E x_\ell are nonincreasing and converge to their corresponding expectations under Q_\infty. This holds throughout -1/2\leq\lambda\leq1, including parameters for which edge probabilities vanish.

Proof. The observations O_\ell themselves do not generate a decreasing sequence of sigma-fields. Instead put

\mathcal F_\ell=\sigma(O_k:k\geq\ell).

Given O_\ell, the shapes and spins below its boundary are generated independently of the root spin. This statement includes every finite collection of subsequent depth observations, and hence their generated sigma-field. Therefore

\E[\mathbf1_{\{S_\rho=i\}}\mid\mathcal F_\ell] =\PP(S_\rho=i\mid O_\ell)=\tfrac13m_i^{(\ell)}.

The reverse martingale convergence theorem, applied to these bounded indicators and the decreasing fields \mathcal F_\ell, gives almost-sure and L^1 convergence. The limit is the root posterior given \bigcap_\ell\mathcal F_\ell. Every continuous function of the posterior converges in expectation by bounded convergence on the compact simplex. Moreover m^{(\ell+1)}=\E[m^{(\ell)}\mid\mathcal F_{\ell+1}], so conditional Jensen proves the stated monotonicity. Lemma 2.1 transfers these conclusions to the required unlabelled observations.

It remains to pass Equation (2.14) to the limit. For a fixed count n and a bounded continuous f, the integrand Zf(m^{\mathrm{out}}) in Equation (2.15) is continuous where Z>0. Give it the value zero where Z=0. This extension is continuous, since

|Zf(m^{\mathrm{out}})|\leq\|f\|_\infty Z

and Z is continuous and nonnegative. Weak convergence of the finite product laws therefore gives convergence of the integral for each fixed n, even at the coloring endpoint. The tail of the count mixture is uniformly bounded by

\left|\sum_{n>M}\PP(D=n) \int Zf(m^{\mathrm{out}})\,dQ^{\otimes n}\right| \leq\|f\|_\infty\PP(D>M), \tag{2.18}

because each conditional tilted law has mass one. First truncate the count, then pass to the weak limit, and finally let M\to\infty. Thus \mathcal R_{\lambda,D} is weakly continuous on balanced laws. Since both Q_\ell and Q_{\ell+1} converge to Q_\infty, Equation (2.17) follows.

Unless a different experiment is specified, we henceforth use

\mu=\E x,\qquad \nu=\E x^2,\qquad \eta=\E y \tag{2.19}

for the limiting experiment. Its law is trivial precisely when \mu=0, since x=0 is equivalent to m=(1,1,1). By Lemma 2.2 and Proposition 2.4, non-reconstruction is equivalent to \mu=0.

Lemma 2.5 (Logarithms at interior channel parameters). If -1/2<\lambda<1, every fixed point of \mathcal R_{\lambda,D} has strictly positive coordinates almost surely. Every polynomial in its coordinates and their logarithms is integrable under either offspring law in Equation (2.1).

Proof. For every m\in\mathcal M, its edge coordinates lie in [c_-,c_+], where

c_- =\min(1-\lambda,1+2\lambda)>0,\qquad c_+ =\max(1-\lambda,1+2\lambda).

At count n, both W_i and Z lie in [c_-^n,c_+^n]. Hence

|\log m_i^{\mathrm{out}}|\leq n\log(c_+/c_-). \tag{2.20}

The count has its original law in the tilted output construction, and either specified law has finite moments of every order. The coordinates themselves lie in [0,3]. The bound proves the assertion, and also bounds each centered log coordinate \log m_i-\langle\log m\rangle by 2n\log(c_+/c_-). At count zero all these logarithms are zero. No claim of this kind is needed at \lambda=-1/2.

Lemma 2.6 (The extinction factor). Let s=1 in the regular model and let s be the survival probability in the Poisson model. For the limiting experiment,

\mu^2\leq s\nu,\qquad |\eta|\leq\sqrt{\mu\nu}. \tag{2.21}

In the Poisson model with d>1, 0<s<1 and

-\log(1-s)=ds,\qquad s\leq2(1-1/d). \tag{2.22}

In particular, at d\lambda^2=1, s\leq2(1-\lambda^2).

Proof. On extinction the boundary is empty at all sufficiently large depths. An observation with empty boundary consists only of a tree shape, which is independent of the root spin; its posterior is uniform. Thus x_\infty=0 on extinction. Cauchy–Schwarz gives \mu=\E[x_\infty\mathbf1_{\{\mathrm{survival}\}}] \leq\sqrt{s\nu}. Also |\eta|\leq\E x^{3/2}\leq\sqrt{\mu\nu} by Equation (2.6).

For completeness, the extinction probability is the increasing limit of the probabilities of an empty generation. The offspring generating function gives it as the smallest solution q\in[0,1] of q=\exp(d(q-1)). Strict convexity and the derivative d>1 at q=1 show that this smallest solution belongs to (0,1). Setting q=1-s proves the first identity in Equation (2.22). For 0<s<1,

-\log(1-s)=\sum_{k\geq1}\frac{s^k}{k} \geq\sum_{k\geq1}\frac{s^k}{2^{k-1}} =\frac{s}{1-s/2},

where 2^{k-1}\geq k. Dividing by s and using the survival equation gives d\geq(1-s/2)^{-1}, equivalently the second inequality in Equation (2.22).

2.4 Reconstruction above the second-moment threshold

Proposition 2.7 (A linear estimator). In either model, d\lambda^2>1 implies reconstruction, for either sign of \lambda.

Proof. The hypothesis implies \lambda\neq0. Define the observable, order-independent estimator

L_\ell=(d\lambda)^{-\ell}\sum_{|u|=\ell}S_u, \qquad L_0=S_\rho. \tag{2.23}

The sum is zero on an empty boundary. Since \E[S_{\mathrm{child}}\mid S_{\mathrm{parent}}] =\lambda S_{\mathrm{parent}}, induction gives \E[L_\ell\mid S_\rho]=S_\rho.

Let L_\ell^{(j)} denote the corresponding estimator in the subtree rooted at child j. Then L_{\ell+1}=(d\lambda)^{-1}\sum_{j=1}^D L_\ell^{(j)}. Conditional on S_\rho and D, these variables are independent, and each has mean \lambda S_\rho. The diagonal terms in the squared modulus sum to d\E|L_\ell|^2; each ordered off-diagonal pair has expectation \lambda^2. Consequently, with q=(d\lambda^2)^{-1}<1,

\E|L_{\ell+1}|^2 =q\E|L_\ell|^2+\alpha,\qquad \E|L_\ell|^2=q^\ell+\alpha\frac{1-q^\ell}{1-q} \leq1+\frac{\alpha}{1-q}=:C. \tag{2.24}

The factor \alpha is the normalized factorial moment, rather than the normalized second moment, because it counts distinct branches.

The correlation with the root equals one. Conditioning on the observed experiment and applying Cauchy–Schwarz gives

1=\E[L_\ell\overline{S_\rho}] =\E[L_\ell\overline{\zeta_\ell}],\qquad 1\leq\E|L_\ell|^2\,\E|\zeta_\ell|^2.

Thus \mu_\ell\geq C^{-1} at every depth, and Equation (2.10) gives a_\ell\geq(\sqrt3 C)^{-1}>0. The limiting advantage exists by Proposition 2.4, so it is positive. In particular, this argument uses the original Poisson experiment, without conditioning on survival.

2.5 Decreasing the channel strength or the offspring mean

Proposition 2.8 (Channel and offspring degradation). At every finite depth, each of the following changes produces a degraded root experiment:

  1. 1.

    replacing \lambda by c\lambda, where 0\leq c\leq1;

  2. 2.

    replacing a regular offspring count b_+ by an integer 2\leq b_-\leq b_+;

  3. 3.

    replacing a Poisson offspring mean d_+ by 0<d_-\leq d_+.

Consequently each change can only decrease the expected total variation advantage and the moments \E x and \E x^2, both at finite depth and in their limits.

Proof. The channel admits a group-increment construction. On each edge e take an independent G_e\in\mathcal S with

\PP(G_e=1)=\frac{1+2\lambda}{3},\qquad \PP(G_e=\omega)=\PP(G_e=\omega^2)=\frac{1-\lambda}{3},

and set S_v=S_\rho\prod_{e\in[\rho,v]}G_e. The increment law is invariant under conjugation and has mean \E G_e=\lambda. Independently generate increments H_e with the same form of law at parameter c. A conjugation-invariant probability law on \mathcal S is uniquely determined by its real mean: if its mass at 1 is p, that mean is (3p-1)/2. The independent products G_eH_e are conjugation-invariant and have mean c\lambda, so they have exactly the channel increment law for c\lambda.

Given only the observed tree through depth \ell and its boundary spins, generate the H_e’s on its edges and replace each boundary spin by

S'_v=S_v\prod_{e\in[\rho,v]}H_e.

This kernel requires neither the root spin nor any unobserved internal spins, and the output has exactly the depth experiment for parameter c\lambda. Shared path increments give the required joint law of the transformed boundary, not merely its individual marginals.

For regular trees, in the ordered representation retain the first b_- children at each retained vertex and discard the rest of their subtrees. The retained boundary and tree have the smaller regular experiment. For Poisson trees, independently keep each child of a retained vertex with probability p=d_-/d_+. If D_+ is its original count and D_- its retained count, then

\E z^{D_-}=\E(1-p+pz)^{D_+} =\exp(d_-(z-1)).

Independence across vertices and independence from the edge increments show that the retained observation has the Poisson broadcast law with mean d_-. These operations are performed only on the known tree and observed boundary; neither requires a survival event.

By Lemma 2.1, an unlabelled observation can first be randomly ordered without accessing the root, and the final ordering can then be forgotten. All the preceding kernels are therefore valid for the unlabelled model as well. Their comparison of the stated quantities follows from Equation (2.16), and passes to the limits by Proposition 2.4.

At \lambda=0, every positive-depth boundary is independent of the root conditional on the tree, so the advantage is zero. For each fixed d, Proposition 2.8 reduces the remaining subcritical channel parameters of either sign to their admissible equality parameters. Negative equality is admissible exactly when d\geq4; for smaller branching parameters, non-reconstruction at the coloring channel \lambda=-1/2 and branching parameter four will imply all the needed negative-channel statements by the same proposition.

3 Positive channels at equality

We prove that the limiting posterior is uniform when 0<\lambda<1 and d\lambda^2=1. Throughout this section, m has the limiting fixed-point law supplied by Proposition 2.4, v=m-1, and

\mu=\E x,\qquad \nu=\E x^2,\qquad \eta=\E y,\qquad \alpha=\frac{\E[D(D-1)]}{d^2}.

Thus \alpha=1-1/d for the regular model and \alpha=1 for the Poisson model. A subscript e means evaluation at the edge message m_e=1+\lambda v. We argue by contradiction, assuming \mu>0.

3.1 An entropy identity with an additive correction

For a positive message of coordinate average one, define

\begin{aligned} I&=\av{m\log m},& J&=\frac12\av{v\log m},\\ u_i&=\log m_i-\av{\log m},& B&=\frac12\av{m u^2}. \end{aligned} \tag{3.1}

Here and below logarithms are natural. The expected additivity of J below is the symmetric-channel form of the symmetrized-entropy recursion of Formentin and Külske [5, Proposition 3.3, equation (15)]: their functional equals 2J in our normalization. We prove the identities needed here, including the centered-log correction B. Lemma 2.5 gives strictly positive fixed-point coordinates and integrability of these functions: their coordinate factors are bounded, and their logarithmic factors have degree at most two.

Under a fixed input spin i, tilting and permutation symmetry give

\E[u_{e,i}\mid S=i]=\E\av{m_eu_e}=2\E J_e, \qquad \E[u_{e,i}^2\mid S=i]=\E\av{m_eu_e^2}=2\E B_e.

Centered log coordinates add under products: the common normalizing constant disappears on centering. Conditional independence of the branches therefore gives

\E J=d\E J_e,\qquad \E B=d\E B_e+2\alpha(\E J)^2. \tag{3.2}

For clarity, the off-diagonal term in the second formula, before division by two, is 4\E[D(D-1)](\E J_e)^2.

For a product of n edge experiments write Z_n for its likelihood normalizer relative to their independent marginal laws, and set

H_n=\E_{\mathrm{prod}}[Z_n\log Z_n],\qquad H=\E H_{D}.

This is a relative entropy and is nonnegative. Expanding the logarithm of the normalized output likelihood gives

\E I=d\E I_e-H.

Each branch retains its original marginal distribution after the joint likelihood tilt, which justifies the individual terms in this expansion. The combination

F=3I-2J+\frac45B \tag{3.3}

therefore satisfies the exact identity

\E(F-dF_e)=-3H+\frac85\alpha(\E J)^2. \tag{3.4}

The useful feature of this combination is its positive radial defect: for every positive message of coordinate average one,

F(m)-\lambda^{-2}F(1+\lambda v) \ge\frac{1-\lambda^2}{2}x^2\qquad(0<\lambda<1). \tag{3.5}

Lemma A.1 proves this pointwise inequality by radial differentiation and explicit polynomial sign decompositions. Since d=\lambda^{-2}, its expectation and Equation (3.4) imply

\frac{1-\lambda^2}{2}\nu+3H \le\frac85\alpha(\E J)^2. \tag{3.6}

We will contradict this inequality by bounding \E J above and H below. The additive identity for J also restricts the possible values of \mu,\nu,\eta; we establish those restrictions first.

3.2 Moment information from the additive identity

The cubic identity in Equation (2.5), together with \av{v}=0 and \av{v^2}=2x, gives the additional moment relation

\av{v^4}=3x\av{v^2}+2y\av{v}=6x^2. \tag{3.7}

We also use |y|\le x^{3/2} from Equation (2.6).

Lemma 3.1. Put

c_0=\frac{37}{27},\qquad q=\frac{c_0}{2+\lambda},\qquad c=c_0+2\lambda q.

Then

0\le\E J\le\mu-\lambda q\nu, \qquad c\nu\le\eta\le\sqrt{\mu\nu}. \tag{3.8}

If s=1 in the regular model and s is the survival probability in the Poisson model, then

\frac{\mu^2}{s}\le\nu\le\frac{\mu}{c^2},\qquad \mu\le\frac{s}{c^2}. \tag{3.9}

Proof. The integral expression

J=\frac12\av{v^2\int_0^1\frac{dt}{1+tv}}

and \E J=\lambda^{-2}\E J_e imply

\E\int_0^1t\av{\frac{v^3}{(1+tv)(1+t\lambda v)}}\,dt=0. \tag{3.10}

Indeed, the difference of the two integral expressions for J and \lambda^{-2}J_e is -(1-\lambda)/2 times this integrand. Define

A=\E\int_0^1t^2\av{\frac{v^4}{1+tv}}\,dt, \qquad Q=\frac12\E\int_0^1t^2 \av{\frac{v^4}{(1+tv)(1+t\lambda v)}}\,dt.

Subtracting (3.10) from the corresponding integral expressions gives the exact formulas

\E J=\mu-\lambda Q,\qquad \eta=A+2\lambda Q. \tag{3.11}

For the first, use \mu-\lambda^{-2}\E J_e =\frac\lambda2\E\int_0^1 t\av{v^3/(1+t\lambda v)}\,dt. For the second, use \eta=\E\int_0^1t\av{v^3}\,dt. Both subtractions reduce to multiplication by the two positive denominators. All these integrals are absolutely integrable: the powers of v are bounded, 1+t\lambda v\ge1-\lambda, and integration of the only possibly small denominator 1+tv is controlled by 1+|\log m_i|. Thus the previous logarithmic bounds justify the interchanges of expectations and integrals.

For x>0, put r=\sqrt{x}<1 and k=y/r^3\in[-1,1]. Using Equations (2.5) and (3.7),

\begin{split} h(t)&=x^{-2}\av{\frac{v^4}{1+tv}} =\frac{6-10tr k+4t^2r^2k^2}{1-3t^2r^2+2t^3r^3k}\\ &\ge\frac{6-4tr}{1+tr-2t^2r^2} \ge4+\frac{64}{9}(tr-\tfrac12)^2. \end{split} \tag{3.12}

To verify the first inequality, write z=tr<1. The numerator is positive and decreases as k increases to 1, while the denominator increases and remains positive. Evaluation at k=1 gives the displayed fraction. For the second inequality use

\frac{6-4z}{1+z-2z^2} =4+\frac{8(z-1/2)^2}{1+z-2z^2},\qquad 0<1+z-2z^2\le\frac98.

Since

\int_0^1t^2(tr-\tfrac12)^2\,dt =\frac{(r-5/8)^2}{5}+\frac1{192},

integration gives \int_0^1t^2h(t)\,dt\ge37/27=c_0. Consequently A\ge c_0\nu.

At each t, assign the three coordinates weights proportional to v_i^4/(1+tv_i). Their weighted mean of tv_i is

\frac{\av{v^4}-\av{v^4/(1+tv)}}{\av{v^4/(1+tv)}} =\frac6{h(t)}-1\le\frac12.

The function z\mapsto(1+\lambda z)^{-1} is convex and decreasing on the relevant interval. Jensen’s inequality therefore yields

\av{\frac{v^4}{(1+tv)(1+t\lambda v)}} \ge\frac{2}{2+\lambda}\av{\frac{v^4}{1+tv}}.

Messages with x=0 contribute zero throughout. Integrating proves Q\ge A/(2+\lambda)\ge q\nu. Now J\ge0 pointwise, because v_i\log(1+v_i)\ge0. Equations (3.11), followed by Cauchy–Schwarz, prove

0\le\E J\le\mu-\lambda q\nu, \qquad c\nu\le\eta\le\E x^{3/2}\le\sqrt{\mu\nu}.

Finally, Lemma 2.6 gives \mu^2\le s\nu. Squaring c\nu\le\sqrt{\mu\nu} gives \nu\le\mu/c^2, and combining the two bounds gives the remaining assertion.

3.3 Correlation generated by successive branches

Lemma 3.2. In either offspring model,

\frac{3H}{\alpha}\ge \frac{3\mu^2}{2(1+2\mu/3)}-\frac\lambda{\sqrt2}\mu\nu. \tag{3.13}

Proof. First consider two independent marginal experiments with posterior means \zeta_0 and \zeta_e, the latter an edge experiment. Their product normalizer is 1+z, where

z=\zeta_0\overline{\zeta_e}+\overline{\zeta_0}\zeta_e.

Writing \mu_0=\E|\zeta_0|^2 and \eta_0=\E\Re(\zeta_0^3), rotation and reflection symmetry give

\E z=0,\qquad \E z^2=2\mu_0\lambda^2\mu, \qquad \E z^3=2\eta_0\lambda^3\eta.

For z>-1, Taylor’s theorem, with fourth derivative 2/(1+z)^3>0, gives

(1+z)\log(1+z)\ge z+\frac{z^2}{2}-\frac{z^3}{6}.

The inequality extends continuously to z=-1. Thus the correlation increment C_0, itself a nonnegative relative entropy, satisfies

3C_0\ge3\lambda^2\mu\mu_0-\lambda^3\eta\eta_0. \tag{3.14}

The increments telescope to total correlation by the identity for I.

For the regular model, the partial experiment with a fixed number j\le d of branches is degraded from the full fixed-point experiment by discarding branches. For the Poisson model, the partial experiment is the whole mixture with observed count N_t\sim\operatorname{Pois}(t), 0\le t\le d; thinning the full experiment produces this mixture. The degradation comparison in the Poisson case is applied to this observed-count mixture. Conditional Jensen for the convex function |\zeta|^4 consequently gives \E|\zeta_0|^4\le\nu, and hence

\eta_0\le\sqrt{\mu_0\nu}.

There is also a useful lower bound on \mu_0. Put \beta=\lambda^2\mu. Each edge posterior mean \zeta_e has

\E[\zeta_e\mid S=i]=i\beta,\qquad \E[\zeta_e\overline S]=\E|\zeta_e|^2=\beta.

The first identity follows by tilting by the edge likelihood and using rotation symmetry. For the sum T_j of j edge posterior means, conditional independence therefore gives

\E[T_j\overline S]=j\beta,\qquad \E|T_j|^2=j\beta+j(j-1)\beta^2.

Conditioning on the entire partial observation and applying Cauchy–Schwarz gives

\mu_j\ge L_j:=\frac{j\beta}{1+(j-1)\beta}\qquad(j\ge1). \tag{3.15}

Here \mu_j denotes its posterior second moment.

We explain carefully how to substitute this lower bound into (3.14). Since 0\le\eta\le\sqrt{\mu\nu}, any partial product with \mu_0\ge L>0 satisfies

3C_0\ge3\lambda^2\mu\mu_0 \left(1-\frac{\lambda\nu}{3\sqrt{\mu\mu_0}}\right).

The factor in parentheses is increasing in \mu_0. If it is nonnegative at L, both factors can be bounded below at L. If it is negative there, the same resulting lower bound follows from C_0\ge0. In either case,

3C_0\ge3\lambda^2\mu L-\lambda^3\sqrt\mu\,\nu\sqrt L. \tag{3.16}

In the regular case use L=L_j, and note \sqrt{L_j}\le\lambda\sqrt{j\mu}. Summing the increments yields

3H\ge3\lambda^4\mu^2\sum_{j=1}^{d-1} \frac{j}{1+(j-1)\lambda^2\mu} -\lambda^4\mu\nu\sum_{j=1}^{d-1}\sqrt j.

Weighted Jensen, with weights proportional to j, uses

\lambda^2\frac{\sum_{j=1}^{d-1}j(j-1)}{\sum_{j=1}^{d-1}j} =\frac{2(d-2)}{3d}\le\frac23, \qquad \lambda^4\sum_{j=1}^{d-1}j=\frac\alpha2.

Cauchy–Schwarz gives

\frac{\lambda^4}{\alpha}\sum_{j=1}^{d-1}\sqrt j \le\frac{\lambda^4}{\alpha} \sqrt{(d-1)\frac{d(d-1)}2} =\frac\lambda{\sqrt2}.

These are precisely (3.13).

For the Poisson model, let N_t\sim\mathrm{Pois}(t), 0\le t\le d, and let h(t)=\E H_{N_t}. Because H_n=n\E I_e-\E I_n and 0\le I_n,I_e\le\log3 in expectation, 0\le H_n\le n\log3. The Poisson series can therefore be differentiated termwise on bounded intervals, giving

h'(t)=\E(H_{N_t+1}-H_{N_t}).

Thus h'(t) is the expected correlation increment on adding one edge to the partial experiment of intensity t. Indeed, if Z_n is the normalizer of the first n branches and Z_{n,e} is the normalizer for their posterior experiment paired with the new edge, then Z_{n+1}=Z_n Z_{n,e}. Integrating the logarithm of this identity under the full likelihood tilt gives H_{n+1}-H_n=\E[Z_{n,e}\log Z_{n,e}], where the expectation on the right is under the independent partial and edge marginals. Averaging over the observed Poisson count gives the asserted increment. The same projection proof, now using \E N_t=t and \E N_t(N_t-1)=t^2, gives

\mu_t\ge L_t:=\frac{t\beta}{1+t\beta}.

Thinning proves the required degradation and fourth-moment bound. Applying (3.16) for t>0, integrating from 0 to d, and using h(0)=0, gives

3H\ge3\lambda^4\mu^2\int_0^d\frac{t\,dt}{1+t\lambda^2\mu} -\lambda^4\mu\nu\int_0^d\sqrt t\,dt.

Weighted Jensen with weights t\,dt uses \lambda^2\int_0^dt^2\,dt/\int_0^dt\,dt=2/3, while \lambda^4\int_0^dt\,dt=1/2. The loss equals (2/3)\lambda\mu\nu, which is at most \lambda\mu\nu/\sqrt2. As \alpha=1, this proves the claim.

3.4 The strict contradiction

Proposition 3.3. At every positive equality parameter d\lambda^2=1, the limiting posterior is uniform in both tree models. Consequently reconstruction is impossible for 0\le\lambda\le d^{-1/2}.

Proof. Suppose \mu>0. Since 0\le\E J\le\mu-\lambda q\nu and \nu\le\mu/c^2,

(\E J)^2\le\mu^2-\lambda q\mu\nu \left(2-\frac{\lambda q}{c^2}\right).

Substituting this estimate and Equation (3.13) into Equation (3.6) gives

\left(\frac{1-\lambda^2}{2\alpha}+g\lambda\mu\right)\nu +\frac{3\mu^2}{2(1+2\mu/3)}\le\frac85\mu^2, \qquad g=\frac85q\left(2-\frac{\lambda q}{c^2}\right)-\frac1{\sqrt2}. \tag{3.17}

Here

q\ge\frac{c_0}{3},\qquad \frac{\lambda q}{(c_0+2\lambda q)^2}\le\frac1{8c_0},

and the second inequality is equivalent to (c_0-2\lambda q)^2\ge0. Consequently

g\ge\frac{113}{81}-\frac1{\sqrt2}>\frac{17}{25}.

For the strict comparison, both sides of 113/81-17/25>1/\sqrt2 are positive, and their squares compare as 1448^2/2025^2>1/2. Since \alpha\le1 and \nu\ge\mu^2/s, (3.17) implies

T:=\frac{1-\lambda^2}{2s} +\frac{3}{2(1+2\mu/3)} +\frac{17\lambda\mu}{25s}\le\frac85. \tag{3.18}

We show that this is impossible using 0<s\le1, \mu\le s/c^2, and

c\ge\underline c(\lambda):=c_0(1+2\lambda/3). \tag{3.19}

First suppose 0<\lambda\le3/10. Dropping the last term of T and using \mu\le1/c^2, it suffices that

\left(\frac25-\frac{\lambda^2}{2}\right)c^2 >\frac23\left(\frac{11}{10}+\frac{\lambda^2}{2}\right). \tag{3.20}

Indeed, this is exactly the inequality obtained by requiring (1-\lambda^2)/2+(3/2)/(1+2/(3c^2))>8/5. By (3.19), the left side of (3.20) is at least

c_0^2\left[\frac25+ \left(\frac8{15}-\frac{3}{20}\left(\frac65\right)^2\right) \lambda\right] =\frac{2738}{3645}+\frac{162911}{273375}\lambda.

Here we used \lambda^2\le(3/10)\lambda and 1+2\lambda/3\le6/5, and discarded a nonnegative quadratic term. The right side is at most 11/15+\lambda/10. The constant terms have difference 13/729>0, and 162911/273375>1/10, proving (3.20).

Next suppose 3/10\le\lambda\le1/\sqrt2. Since

\frac{3}{2(1+2\mu/3)}\ge\frac32-\mu,

we have

T-\frac85\ge\frac25-\frac{\lambda^2}{2} -\left(1-\frac{17\lambda}{25}\right)\mu \ge\frac25-\frac{\lambda^2}{2} -\frac{1-17\lambda/25}{c^2}.

Thus it suffices to prove

f(\lambda):=\left(\frac25-\frac{\lambda^2}{2}\right) \underline c(\lambda)^2 >1-\frac{17\lambda}{25}.

The difference of these two functions is concave, because

f''(\lambda)=-\frac{1369}{32805} (120\lambda^2+180\lambda+29)<0.

At the first endpoint, f(3/10)=194398/202500>19/20, whereas 1-(17/25)(3/10)=199/250<4/5. At the other endpoint,

f(1/\sqrt2)=\frac{1369}{729} \left(\frac{11}{60}+\frac{\sqrt2}{10}\right) >\frac35, \qquad 1-\frac{17}{25\sqrt2}<\frac{13}{25}.

The first comparison follows already from \sqrt2>7/5; the second from 1/\sqrt2>707/1000. Concavity now proves the strict inequality on the entire interval.

Finally suppose 1/\sqrt2<\lambda<1, which can occur at equality only in the Poisson model. Lemma 2.6, with d=\lambda^{-2}, gives s\le2(1-\lambda^2). Hence

T-\frac85\ge\frac3{20} -\frac{1-17\lambda/25}{c^2}.

It remains to check (3/20)\underline c(\lambda)^2>1-17\lambda/25. At \lambda=1/\sqrt2 this is precisely the strict endpoint inequality just proved. Its left side increases with \lambda, while its right side decreases, so it holds throughout the remaining interval.

All cases contradict (3.18). Thus \mu=0, which makes the limiting posterior uniform. Same-sign degradation extends the conclusion to smaller positive parameters, and \lambda=0 is the independent channel.

4 Negative equality: exclusion of small fixed points

Throughout this section \lambda=-a, 0<a\le 1/2, and d=a^{-2}\ge4. The offspring count is either the constant integer d or \operatorname{Pois}(d). We consider a permutation-invariant fixed point of the posterior recursion and use

x=|\zeta|^2,\qquad y=\Re(\zeta^3),\qquad \mu=\E x,\quad \nu=\E x^2,\quad \eta=\E y.

All finite decimals in this section and the next denote exact rational numbers. In particular, none of the strict comparisons below is a floating-point comparison.

Proposition 4.1 (Local gap at negative equality). Every nontrivial permutation-invariant fixed point at da^2=1 satisfies \mu>1/20. This includes a=1/2 in both offspring models.

We first establish the pair inequalities used in the proof. If a current message has invariants (X,y_0) and an edge message has invariants (z,B_0), define d_x,d_e,d_n to be the output means of x,y,x^2 minus X+z,y_0+B_0,X^2+z^2, respectively. The output mean here averages the six relative label permutations with their likelihood tilt. Conditional on the permutation orbits of two independent symmetric marginal messages, these are exactly the relative orientations of their product experiment. If the child before the edge has invariants (w,Y), then

z=a^2w,\qquad B_0=-a^3Y.

Set

S_A=X^2z,\quad S_B=Xz^2,\quad S=S_A+S_B,\quad W=y_0z+XB_0,\quad C=\frac52.

(The letter W in this section denotes only this pair expression.)

Lemma 4.2 (Certified pair inequalities). For any current and child posterior vectors, including vectors on the boundary of the simplex, and any 0\le a\le1/2,

\begin{align*} d_n&\le \frac{13}{2}Xz,\qquad -\frac{79}{250}Xz\le d_e\le11Xz,\tag{4.1}\\ d_x&\le-Xz-2W+2y_0B_0+\frac{51}{20}S,\tag{4.2}\\ 6Xz-6W+y_0B_0-\frac{19}{2}S &\le d_e\le6Xz-6W+y_0B_0+S,\tag{4.3}\\ C d_n-2d_e&\le-2Xz+22W-7y_0B_0+26S_A+\frac{111}{2}S_B. \tag{4.4}\end{align*}

Proof. For a=1/2 and strictly positive input vectors, Section D.1 proves the inequalities by coefficientwise nonnegativity of fourteen integer polynomials. That derivation identifies each cleared polynomial with a pair inequality, including the likelihood tilt and the cancellation between the two reflection classes. We now extend those inequalities to all the inputs in the statement.

For general a\in[0,1/2], replace the child vector m=1+v by 1+2av, a valid convex mixture with the uniform likelihood vector. Its coloring edge is 1-av, so the same certificate gives the desired edge invariants z=a^2w and B_0=-a^3Y.

Finally approximate boundary vectors by positive mixtures with the uniform vector. For each relative permutation, write Z and m^{\mathrm{out}} for the normalizer and output likelihood vector in Equation (2.13). Its contribution to a tilted moment is Zf(m^{\mathrm{out}})/6, where f=x,y,x^2 is bounded and continuous on the simplex. This contribution is continuous when Z>0 and tends to zero as Z\to0. Thus the tilted expectations extend continuously over every zero-normalizer orientation, as do the polynomial right-hand sides. Taking limits proves the full closed simplex statement, including a=1/2.

Proof of Proposition 4.1. Suppose 0<\mu\le m_0:=1/20. We introduce a common notation for summing partial-product increments. In the regular model let (\mu_j,\nu_j,\eta_j) be the moments from j edge branches, s=j/d, 0\le j\le d, and set

\operatorname{av} f_j=\frac1d\sum_{j=0}^{d-1}f_j, \qquad \alpha=1-\frac1d.

A normalized increment is d times the increment from j to j+1. In the Poisson model the partial product has \operatorname{Pois}(sd) branches, 0\le s\le1; the subscript j below denotes this partial product, \operatorname{av} means integration in s over [0,1], and \alpha=1. Its normalized increment is the derivative in s. Differentiating the Poisson series for the bounded functions x,y,x^2 gives d times the expected single-branch increment; absolute convergence justifies this differentiation. In both models the endpoint is the fixed-point law, the initial moments vanish, and

\operatorname{av}s=\frac\alpha2,\qquad \operatorname{av}s^2\le\frac\alpha3. \tag{4.5}

For regular counts the second average is (d-1)(2d-1)/(6d^2); for Poisson it is 1/3.

At equality the standalone edge contributions to x sum to da^2\mu=\mu, which is already the fixed-point endpoint moment. The average of the actual normalized pair excess in x is therefore zero. We will contradict this identity by showing that the pair upper bound has negative average when \mu\le m_0. To control its higher moments, we first bound the partial-product moments and then determine the sign of \eta.

The projection bound gives, respectively,

\mu_j\ge\frac{j a^2\mu}{1+(j-1)a^2\mu},\qquad \mu_j\ge\frac{s\mu}{1+s\mu}.

For completeness, one edge posterior complex mean has correlation a^2\mu with the spin, conditional mean a^2\mu times that spin, and second moment a^2\mu. The sum of j independent branches conditional on the spin consequently has second moment ja^2\mu+j(j-1)(a^2\mu)^2 and correlation ja^2\mu. Conditional expectation followed by Cauchy–Schwarz proves the first bound. Poisson factorial moments sd and (sd)^2 prove the second. It follows that

(s-m_0s^2)\mu\le\mu_j\le1.14s\mu. \tag{4.6}

Here is a derivation of the upper bound. Every simplex message satisfies

-\frac{x}{2}\le y\le x. \tag{4.7}

For x>0 this is Equation (2.7), and at x=0 both sides vanish by Equation (2.6). Thus, when Xz>0,

-\tfrac12\le y_0/X\le1,\qquad -\tfrac12\le B_0/z=-aY/w\le\tfrac14,\qquad z\le\tfrac14.

Checking the four corners of this ratio rectangle gives -2(r+t)+2rt\le5/2. Equation (4.2) therefore gives

\frac{d_x}{Xz}\le-1+\frac52+\frac{51}{20}(1+1/4) =\frac{75}{16}<5.

If Xz=0, one input is uniform and the excess vanishes. Hence the pair gain of x is at most z(1+5X). Iterating, or solving the corresponding differential inequality, gives \mu_j\le(e^{5s\mu}-1)/5. The function (e^t-1)/t increases for t\ge0, and

e^{1/4}\le1+\frac14+\frac1{32} +\frac{(1/4)^3/6}{1-1/16} =\frac{1849}{1440}<1.285.

This proves the upper bound in (4.6).

The standalone normalized increments in x,y,x^2 are \mu,-a\eta,a^2\nu, respectively. The partial product and the next edge branch are independent under the product marginal law, and each has a symmetric law. Conditional on their two permutation orbits, Lemma 4.2 therefore applies; averaging its bounds factors every mixed invariant moment. In particular, Equation (4.1) gives

(1-a^2)\nu\le6.5\mu\operatorname{av}\mu_j, \qquad -.316\mu\operatorname{av}\mu_j \le(1+a)\eta\le11\mu\operatorname{av}\mu_j.

Using Equations (4.6) and (4.5), 1-a^2\ge3/4, a/(1+a)\le1/3, and \alpha\le1, we obtain

\frac{\nu}{\mu^2}\le4.94,\quad \frac{a^2\nu}{\mu^2}\le1.235,\quad -.061\le\frac{a\eta}{\mu^2}\le2.09. \tag{4.8}

The endpoint bound for \nu/\mu^2 before rounding is 6.5(1.14)\alpha/[2(1-a^2)]. The upper bound for \eta/\mu^2 is 11(1.14)\alpha/[2(1+a)], and the bound on its negative magnitude is .316(1.14)\alpha/[2(1+a)]. Summing to a partial endpoint also yields

\begin{align*} \frac{\nu_j}{\mu^2}&\le1.235s+3.705s^2,\tag{4.9}\\ -2.09s-.181s^2 &\le\frac{\eta_j}{\mu^2}\le .061s+6.27s^2. \tag{4.10}\end{align*}

For example the quadratic coefficients come from 6.5(1.14)/2=3.705, .316(1.14)/2=.18012<.181, and 11(1.14)/2=6.27. In the discrete case we used d^{-1}\sum_{i=0}^{j-1}(i/d)^k\le s^{k+1}/(k+1); in the Poisson case this is the exact integral of the monomial.

The sharper y inequality improves the sign information. Independence gives

d\E W=\mu\eta_j-a\eta\mu_j,\qquad d\E(y_0B_0)=-a\eta\eta_j,\qquad d\E S=\mu\nu_j+a^2\nu\mu_j.

Thus the normalized y excess is bounded below and above by

(6\mu+6a\eta+c a^2\nu)\mu_j +(-6\mu-a\eta)\eta_j+c\mu\nu_j, \qquad c=-9.5,\ 1, \tag{4.11}

respectively. The coefficient of \eta_j is negative, since 6\mu+a\eta\ge(6-.061m_0)\mu>0. For the lower estimate the coefficient of \mu_j is positive, since

6\mu+6a\eta-9.5a^2\nu \ge[6-(6(.061)+9.5(1.235))(.05)]\mu =5.395075\mu>0.

These observations determine the valid directions of all substitutions. Adding the standalone increment and averaging, define R=(1+a)\eta/(\alpha\mu^2). Equations (4.6)–(4.10) give

\begin{align*} R&\le6.689(.57)+(6+.105)(.05)(2.09/2+.181/3) +.05(1.235/2+3.705/3)\\ &=\frac{2121379}{500000}<4.25,\\ R&\ge[6-(6(.061)+9.5(1.235))(.05)](1/2-.05/3)\\ &\hspace{1em}-(6+.105)(.05)(.061/2+6.27/3) -9.5(.05)(1.235/2+3.705/3)\\ &=\frac{25929587}{24000000}>0.\end{align*}

Here 6+(6(2.09)+1.235)(.05)=6.68875<6.689, 2.09(.05)=.1045<.105, and 1.14/2=.57. Consequently

\eta\ge0,\qquad 0\le\frac{a\eta}{\mu^2} \le\frac{4.25}{3}<1.417. \tag{4.12}

The standalone y increment is now nonpositive. Keeping the preceding coarse partial bounds in the upper expression of (4.11), its coefficients of s and s^2 after division by \mu^2 are at most

6.689(1.14)+(6+.105)(.05)(2.09)+.05(1.235) =8.3251825<8.34,
(6+.105)(.05)(.181)+.05(3.705)=.24050025<.242.

Summation or integration therefore improves the partial bound to

\eta_j/\mu^2\le4.17s^2+.081s^3, \tag{4.13}

since 8.34/2=4.17 and .242/3<.081.

The sign information now lets us estimate the average pair excess in x. Taking the marginal expectation in Equation (4.2) and multiplying by d gives the upper bound

-\mu\mu_j-2(\mu\eta_j-a\eta\mu_j)-2a\eta\eta_j +2.55(\mu\nu_j+a^2\nu\mu_j).

The terms -2\mu\eta_j+C\mu\nu_j suggest keeping their combination together. Define

K_j=C\nu_j-2\eta_j,\qquad G=2a\eta+C a^2\nu.

Using 2.55=C+.05, an exact rearrangement of the bound gives

(-\mu+G)\mu_j+(\mu+a\eta)K_j-Ca\eta\nu_j +.05(\mu\nu_j+a^2\nu\mu_j). \tag{4.14}

The term -Ca\eta\nu_j is nonpositive. The remaining new quantity is the average of K_j, which we estimate before returning to the x excess.

The standalone normalized K increment is G, with

0\le G\le[2(1.417)+2.5(1.235)]\mu^2 =5.9215\mu^2<5.922\mu^2. \tag{4.15}

Equation (4.4) bounds its normalized excess by

(-2\mu-22a\eta+55.5a^2\nu)\mu_j +(22\mu+7a\eta)\eta_j+26\mu\nu_j.

After discarding -22a\eta\le0, the coefficient of \mu_j divided by \mu is at most -2+55.5(1.235)(.05)=1.427125<1.43. The coefficient of \eta_j is positive, allowing use of (4.13).

The average of a partial sum equals the weighted average of its increments. More precisely, in the regular case, for w_j=(d-1-j)/d,

\operatorname{av}K_j =\operatorname{av}\{w_j d(K_{j+1}-K_j)\}.

In the Poisson case Fubini gives the same identity with weight 1-s and derivative in s. Direct finite sums, or the corresponding integrals, give

\operatorname{av}w=\frac\alpha2,\quad \operatorname{av}(ws)\le\frac\alpha6,\quad \operatorname{av}(ws^2)\le\frac\alpha{12}. \tag{4.16}

The latter two discrete values are (d-2)(d-1)/(6d^2) and (d-2)(d-1)^2/(12d^3), respectively. Since s^3\le s^2, applying (4.6), (4.9), (4.13), and (4.15) gives

\begin{align*} \frac{\operatorname{av}K_j}{\alpha\mu^2} &\le5.922/2+1.43(1.14)/6\\ &\quad+(22+7(1.417)(.05))(.05)(4.17+.081)/12\\ &\quad+26(.05)(1.235/6+3.705/12)\\ &=\frac{20640565669}{4800000000}<4.31. \tag{4.17}\end{align*}

No nonnegativity of K_j has been assumed.

We can now average Equation (4.14). The third term is nonpositive. Use the lower bound on \mu_j for -\mu\mu_j and the upper bound for G\mu_j, where G\ge0. For the K_j term first use (4.17), since \mu+a\eta>0, and then bound its positive coefficient. After division by \alpha\mu^2>0, the average of (4.14) is at most

\begin{align*} &-(1/2-.05/3)+5.922(.05)(.57) +(1+1.417(.05))(.05)(4.31)\\ &\hspace{2em}+.05(.05)(1.235/2+3.705/3+1.235(.57)) =-\frac{2321911}{30000000}<0.\end{align*}

This contradicts the zero actual excess average and proves the proposition. The omitted case \mu=0 is exactly the uniform posterior experiment.

5 Negative equality: a global weighted logarithm inequality

The local result leaves only fixed points with \mu>1/20. We now exclude these except in a short interval near the coloring channel. The scalar inequality in this section is certified by the integer interval calculation in Appendix B, with its complete source in Section D.2.

Proposition 5.1 (Global exclusion away from coloring). At \lambda=-a, d=a^{-2}, the uniform posterior law is the only permutation-invariant fixed point in either of the following ranges:

  1. 1.

    regular offspring, with integer d and 0<a\le.448;

  2. 2.

    Poisson offspring, with 0<a\le.477.

In particular the regular assertion covers every integer d\ge5.

For a positive likelihood vector m=1+v define

G=(m_0m_1m_2)^{1/3},\quad T=1-G,\quad u_i=\log m_i-\av{\log m},\quad W=G\av{u^2},\quad Y=G\av{u^3}. \tag{5.1}

Here \av{\cdot} is the average of the three coordinates. Edge subscripts mean evaluation on 1-av, and we use

\widehat T=dT_e,\qquad\widehat W=dW_e,\qquad\widehat Y=dY_e.

The functions T,W,Y extend continuously to the closed simplex, with T=1 and W=Y=0 whenever any coordinate vanishes. Indeed G times any fixed power of the logarithms tends to zero as a coordinate vanishes: for example the product \prod_i m_i^{1/3} times \sum_i|\log m_i|^3 is bounded by a sum of terms having a factor m_i^{1/3}|\log m_i|^3\to0 and the other coordinates are bounded by three. This observation also proves boundedness of these extensions.

Lemma 5.2 (Weighted fixed-point identities). Let 0<a<1/2, d=a^{-2}, and let the fixed point be nontrivial. Set

\Phi(t)=\E t^{D},\qquad A=\E G_e,\qquad z=d(1-A),\qquad h=\frac{1-\Phi(A)}{d(1-A)},\qquad 1-\xi=\frac{\Phi'(A)}d. \tag{5.2}

Then 0<A<1, 0<\xi<1, and

\E T=h\E\widehat T,\qquad \E W=(1-\xi)\E\widehat W,\qquad \E Y=(1-\xi)\E\widehat Y,\qquad \E\widehat T=z. \tag{5.3}

Proof. Edge likelihood coordinates lie in [1-2a,1+a], so G_e>0. Their coordinate average is one, hence G_e\le1, with strict inequality on nonuniform messages. Nontriviality and a>0 thus give 0<A<1. The assertions about \xi follow from \Phi'(A)/d=A^{d-1} in the regular case and \Phi'(A)/d=e^{d(A-1)} in the Poisson case.

For n branches let Z=\av{\prod_{j=1}^n m_{e,j}} be the product likelihood normalizer, and let g_j=G_{e,j}. Under the independent marginal branch law the actual output law is tilted by Z, whereas its geometric mean equals \prod_jg_j/Z. Their product is \prod_jg_j. Centered log coordinates add, u_{\mathrm{out},i}=\sum_j u_{e,j,i}, because normalization changes all three logs by the same constant. For each fixed coordinate i, permutation invariance and centering give

\E(G_e u_{e,i})=0:

the three expectations are equal and their sum is zero. Consequently every cross term in the square or cube of \sum_j u_{e,j,i} has a vanishing first-moment factor. Independence therefore proves, for n\ge1,

\E(G_{\mathrm{out}}\mid n)=A^n,\quad \E(W_{\mathrm{out}}\mid n)=nA^{n-1}\E W_e,\quad \E(Y_{\mathrm{out}}\mid n)=nA^{n-1}\E Y_e.

At n=0 the output is uniform, so the contributions to T,W,Y are zero. Mixing over D gives (5.3). All terms are integrable: the edge logs are uniformly bounded and the output centered logs grow at most linearly in n, while both offspring laws have finite moments of every fixed order. No conditioning on survival enters these identities.

Lemma 5.3 (Scalar bounds). In the regular range of Proposition 5.1, or in its Poisson range, one can use constants

(H,U)=\left(\frac1{16},\frac{15}{32}\right)

to obtain

h\le\overline h:=1-\frac\xi2-H\xi^2-\frac H2\xi^3, \qquad z\ge\underline z:=\xi+U\xi^2. \tag{5.4}

For Poisson offspring the stronger values (H,U)=(1/12,1/2) also hold. Every nontrivial fixed point in the claimed ranges satisfies .03<\xi<1.

Proof. Regular offspring in the stated range have integer d\ge5. Since 1-\xi=A^{d-1}, the finite geometric sum gives

h=\frac1d\sum_{i=0}^{d-1}(1-\xi)^{i/(d-1)}.

For Poisson offspring 1-\xi=e^{-z} and

h=\frac{1-e^{-z}}z=\int_0^1(1-\xi)^t\,dt.

In either expression the averaging law of t is symmetric under t\mapsto1-t, so \E_t t=1/2. For 0\le t\le1 all nonconstant coefficients in the binomial expansion of (1-\xi)^t are nonpositive. The first three negative coefficients, after averaging, are

\frac12,\qquad \frac{\E_t[t(1-t)]}{2},\qquad \frac{\E_t[t(1-t)(2-t)]}{6} =\frac{\E_t[t(1-t)]}{4}.

The last equality uses symmetry, since the t(1-t)-weighted mean of t is 1/2. In the regular case

\E_t[t(1-t)]=\frac{d-2}{6(d-1)}\ge\frac18;

in the Poisson case it is 1/6. Truncating after degree three gives the bound for h. It holds at \xi=1 as well by continuity.

For regular offspring,

z=d\{1-(1-\xi)^{1/(d-1)}\}.

All coefficients of this series are nonnegative. Its linear coefficient is d/(d-1)\ge1, and its quadratic coefficient obeys

\frac{d(d-2)}{2(d-1)^2}-\frac{15}{32} =\frac{(d-5)(d+3)}{32(d-1)^2}\ge0.

This proves the claimed lower bound. For Poisson offspring z=-\log(1-\xi)\ge\xi+\xi^2/2; the weaker values of H,U are consequently valid there too.

Finally G_e^3=1-3a^2x-2a^3y, so, since d=a^{-2},

\widehat T=\frac{3x+2ay}{1+G_e+G_e^2} \ge(1-a/3)x. \tag{5.5}

For this inequality use G_e\le1 and y\ge-x/2 from (4.7); the numerator is nonnegative. By Proposition 4.1 and a\le.477,

z=\E\widehat T>(1-.477/3)/20=.04205>.042.

For regular d\ge5,

\log(1-\xi)=(d-1)\log(1-z/d)\le-(1-1/d)z\le-.8z;

for Poisson, 1-\xi=e^{-z}\le e^{-.8z}. Since 1-e^{-t}\ge t/(1+t) for t\ge0, in either case

\xi>\frac{.0336}{1+.0336}=\frac{21}{646}>.0325>.03.

This verifies the complete \xi domain required below.

5.1 A pointwise inequality from exact identities

The identities above give several functions with expectation zero. We combine them so that the scalar bounds on h and z produce a function that is strictly positive at every message. For a nontrivial fixed point, choose signed rational constants c_0,c_1,s_1 and a positive rational \delta, and put

s_0=c_0+1/3,\qquad c(\xi)=c_0+c_1\xi,\qquad s(\xi)=s_0+s_1\xi.

The relation defining s_0 removes the cubic term of T+c_0W+s_0Y near the uniform message. Indeed, expansion at v=0 gives

T=x-\tfrac23y+O(\|v\|^4),\qquad W=2x-2y+O(\|v\|^4),\qquad Y=2y+O(\|v\|^4).

Its quadratic term also cancels on subtracting d times its edge evaluation, since da^2=1. By Lemma 5.2, the random expression

\begin{align*} E_0={}&T-h\widehat T +c(\xi)[W-(1-\xi)\widehat W] +s(\xi)[Y-(1-\xi)\widehat Y]\\ &+\delta\xi(z-\widehat T) \tag{5.6}\end{align*}

has expectation zero. In particular, the final term changes the pointwise expression without changing its expectation, since \E\widehat T=z.

Fix an applicable pair (H,U) from Lemma 5.3. Replace h in (5.6) by \overline h=1-\xi/2-H\xi^2-(H/2)\xi^3 and z by \underline z=\xi+U\xi^2, and call the resulting expression P. The only changes are in terms whose signs are controlled:

P-E_0=(h-\overline h)\widehat T +\delta\xi(\underline z-z)\le0. \tag{5.7}

Here \widehat T\ge0, \delta>0, and \xi\ge0. The possibly negative coefficients c(\xi) and s(\xi) multiply identities that remain exact. Thus \E P\le0 for any nontrivial fixed point; it remains to choose the constants so that P>0 pointwise.

Expanding the relaxed expression gives

P=D_0+D_1\xi+D_2\xi^2+D_3\xi^3, \tag{5.8}

where

\begin{align*} D_0={}&T-\widehat T+c_0(W-\widehat W)+s_0(Y-\widehat Y),\\ D_1={}&c_1(W-\widehat W)+s_1(Y-\widehat Y) +c_0\widehat W+s_0\widehat Y+(1/2-\delta)\widehat T,\\ D_2={}&c_1\widehat W+s_1\widehat Y+H\widehat T+\delta,\\ D_3={}&U\delta+(H/2)\widehat T. \tag{5.9}\end{align*}

We use the following rational choices on three closed a bands:

\begin{array}{c|rrrr|cc} a\text{ band}&1000c_0&1000c_1&1000s_1&1000\delta&H&U\\ \hline \bigl[0,.190\bigr]&-268&-60&-55&130&1/16&15/32\\ \bigl[.190,.448\bigr]&-269&67&47&55&1/16&15/32\\ \bigl[.448,.477\bigr]&-271&58&49&50&1/12&1/2 \end{array} \tag{5.10}

The final row uses the stronger scalar bounds for Poisson offspring. Overlapping endpoints can use either applicable row. For purposes of the pointwise inequality, extend the hatted functions to a=0 by

\widehat T=x,\qquad\widehat W=2x,\qquad\widehat Y=0.

These are their continuous limits: use G_e^3=1-3a^2x-2a^3y for \widehat T and \log(1-av_i)=-av_i+O(a^2) for the centered edge logarithms.

Lemma 5.4 (Certified global inequality). For each row of (5.10), every posterior probability vector, every a in that row’s closed band, and every .03\le\xi\le1, the polynomial (5.8) satisfies P>0.

Proof. Appendix B proves the exact interval certificate for this inequality, with the complete source in Section D.2. It parametrizes sorted probability vectors as (1,q^{18},r^{18})/(1+q^{18}+r^{18}), where 0\le r\le q\le1. In these coordinates the weighted logarithmic functions have continuous first derivatives at zero coordinates. The appendix derives formulas for the hatted functions without division by a, so their values and first derivatives are enclosed also at a=0. It then identifies the four expressions computed by the program with D_0,D_1,D_2,D_3 above.

The certificate covers the full (q,r,a) domain by closed boxes and partitions \xi\in[.03,1] at

.03,.05,.075,.10,.15,.20,.30,.40,.50,.65,.80,.90,1.

On every resulting interval it certifies strictly positive lower bounds for the four cubic Bernstein coefficients. All enclosures, including the derivative bounds used for midpoint acceptance and subdivision, follow from integer arithmetic and explicit analytic remainder bounds. The appendix proves coverage of every simplex boundary and band endpoint and records normal completion of all three prescribed runs with assertions enabled. Positive Bernstein coefficients imply P>0 throughout each closed \xi interval. At the uniform message this also follows directly from P=\delta\xi^2+U\delta\xi^3>0.

Proof of Proposition 5.1. Suppose a nontrivial fixed point exists. Lemmas 5.2 and 5.3 place its scalar \xi in the certified interval. Choose the applicable row of (5.10). Equation (5.6) has expectation zero, so (5.7) gives \E P\le0. On the other hand, Lemma 5.4 gives P>0 pointwise. The functions in P are bounded on the closed simplex for the fixed a<1/2, so \E P>0, a contradiction.

For the final assertion, a=1/\sqrt d\le1/\sqrt5<.448 whenever d\ge5: the strict comparison follows from 5(.448)^2=1.00352>1.

6 A finite certificate at the coloring boundary

We now prove non-reconstruction at the remaining negative equalities, including the channel \lambda=-1/2. Throughout this section a=-\lambda>0, p=(p_0,p_1,p_2) is a posterior probability vector, and \zeta=\sum_{i=0}^2p_i\omega^i, where \omega=e^{2\pi\mathrm{i}/3}. In this section the input spin S denotes its index in \{0,1,2\}; its complex representative is \omega^S. Write \mu=\E|\zeta|^2. Proposition 4.1 says that a symmetric fixed point at da^2=1 with \mu\leq 1/20 is the uniform posterior. It will therefore suffice to dominate one finite-depth experiment by an explicit experiment with \mu<1/20. The dominating process need not itself be at equality or converge to the uniform posterior.

6.1 Explicit refinements of posterior experiments

The finite representation follows the survey method of Bhatnagar and Maneva [2, Sections 3.1–3.3 and Theorems 5–8]: posterior vectors are replaced by barycentric mixtures on a finite grid, and rounding deficits and omitted offspring tails are completed by perfectly informative messages. We give explicit refinement kernels for every operation and exact arithmetic certificates for the three-state parameter ranges used here.

For experiments with the same input spin S, write \mathcal E\preceq \mathcal F if a Markov kernel, independent of S, transforms the data of \mathcal F into data with the conditional laws of \mathcal E. Such a kernel is called a garbling. Under the uniform prior, an experiment with datum Y, marginal law \rho, and posterior p(Y) satisfies

\PP(S=i,Y\in dy)=p_i(y)\rho(dy),\qquad \PP(Y\in dy\mid S=i)=3p_i(y)\rho(dy). \tag{6.1}

Its full labeled posterior is an equivalent experiment: the reverse kernel from p to Y is the conditional marginal law \rho(dy\mid p(Y)=p). Equation (6.1) proves that this kernel also works under every input spin. All conditional distributions used here exist on the finite or standard Borel spaces in question.

We compress a permutation-invariant posterior law by storing one mass for each orbit under the six coordinate permutations. The represented datum is always the full labeled posterior. Under its marginal law, draw an orbit, uniformly permute its representative, and retain the resulting vector. Repeated coordinates cause no difficulty, since each distinct orientation has the same multiplicity among the six permutations. Observing only the orbit index would be a different experiment and is not used below.

Lemma 6.1 (Barycentric refinement). Suppose that for every old datum y there are probabilities \alpha_y(z) on a finite set of posterior vectors such that \sum_z\alpha_y(z)z=p(y). Then the posterior law \nu(z)=\int\alpha_y(z)\rho(dy) defines an experiment that dominates the old one.

Proof. Here is an explicit refinement conditional on the input spin. Given S=i and Y=y with p_i(y)>0, choose z with probability

R_i(y,z)=\frac{\alpha_y(z)z_i}{p_i(y)}. \tag{6.2}

Choose any distribution on the null event p_i(y)=0. The barycenter identity makes this a probability kernel. Its joint law is \PP(S=i,Y\in dy,Z=z)=\rho(dy)\alpha_y(z)z_i, so that the posterior given (Y,Z) is Z. After retaining just Z, the reverse garbling is

G(z,dy)=\frac{\rho(dy)\alpha_y(z)}{\nu(z)}\quad\text{if }\nu(z)>0. \tag{6.3}

It is independent of i and recovers the old conditional law, since \sum_z3z_i\nu(z)G(z,dy)=3p_i(y)\rho(dy). Arbitrary kernels at \nu(z)=0 are harmless. In particular \alpha_y specifies marginal spreading probabilities; the actual refinement conditional on the spin is (6.2).

Lemma 6.2 (Symmetric completion by pure posteriors). Let a finite symmetric posterior law have orbit masses W_o, and suppose 0\leq L_o\leq W_o for each orbit. The law retaining masses L_o and putting the remaining mass 1-\sum_oL_o at the uniformly permuted pure orbit dominates the original experiment.

Proof. On a datum p in orbit o, retain p with probability t(p)=L_o/W_o (put t=0 when W_o=0). Otherwise reveal the input spin. More precisely, conditional on (S=i,p) the refined datum is (p,0) with probability t(p) and (p,1,i) otherwise. Forgetting the flag and the revealed spin recovers p, so this is a refinement. The respective posteriors are p and e_i, and their full posterior is sufficient by (6.1). Removal is constant across each orbit, whence

\PP(S=i,\text{removed from }o) =(W_o-L_o)\frac16\sum_{\pi\in\mathfrak S_3}(\pi p)_i =\frac{W_o-L_o}{3}.

Thus the revealed part is exactly the stated pure orbit, with no change to the uniform input prior. This also covers removal from the pure orbit: retaining a pure posterior and revealing the already known spin are disjoint flagged outcomes that compress to the same posterior, so their masses add. For completeness, if \rho(p) denotes an old labeled posterior mass and \nu(z) the resulting mass, the reverse kernel after posterior compression is explicitly

G(z,p)=\frac{\rho(p)}{\nu(z)} \left[t(p)\mathbf1_{\{z=p\}}+ (1-t(p))\sum_{i=0}^2p_i\mathbf1_{\{z=e_i\}}\right] \quad(\nu(z)>0).

Both independent composition and edge transmission preserve \preceq. In detail, if G_j garbles the jth upper branch into the jth lower branch, instantiate the upper branch data independently conditional on their common input spin, and use the product kernel \prod_jG_j with independent auxiliary randomness. Under each input this recovers the product of the lower conditional laws. For an edge, averaging these same conditional identities against the channel K_\lambda(i,j) proves the claim. Mixing over an input-independent count also preserves the order: retain the count and apply the appropriate product garbling conditional on it. These facts justify each induction below; no monotonicity of the numerical rounding map is assumed.

6.2 Grid spreading and exact product tables

Fix

H=72,\qquad N=10^{12},\qquad \mathcal H=\{(h_0,h_1,h_2)\in\mathbb Z_{\geq0}^3: h_0\geq h_1\geq h_2,\ h_0+h_1+h_2=H\}.

There are 469 representatives in \mathcal H. An integer vector of nonnegative masses (m_h)_{h\in\mathcal H} summing to N represents the symmetric posterior law with orbit probabilities m_h/N and posteriors h/H. Denote the pure and uniform orbit laws by \mathsf P and \mathsf U.

For an integer vector r\geq0 of positive total T, set

n_i=\left\lfloor\frac{Hr_i}{T}\right\rfloor,\qquad b_i=Hr_i-n_iT,\qquad k=H-\sum_i n_i=\frac{\sum_i b_i}{T}\in\{0,1,2\}.

If k=0, choose n/H. If k=1, choose (n+e_i)/H with probability b_i/T. If k=2, choose (n+\mathbf1-e_i)/H with probability (T-b_i)/T. These are valid grid vectors and probabilities. For k=2 the expected increment in coordinate j is \sum_{i\ne j}(1-b_i/T)=b_j/T; the other two cases are immediate. The chosen vector therefore has mean r/T, and Lemma 6.1 proves refinement. The construction commutes with label permutations.

For rational edge magnitude a=A/B\leq1/2, first reduce A/B to lowest terms. A child grid posterior q/H gives parent likelihood entries

\frac{e_i(q)}{BH},\qquad e_i(q)=(B+A)H-3Aq_i,

whereas its plain likelihood entries are 3q_i/H. To combine two orbit representatives p,q, fix the orientation of p and average the six relative permutations \pi of q. This is sufficient because a simultaneous permutation changes only the output orientation, which remains uniform within its orbit. The following table specifies the three operations used by the verifier:

\begin{array}{c|c|c|c} \text{mode}&\text{operation}&r_i&D_{\mathrm{tab}}\\ \hline 0&\text{plain--plain}&p_i\,3q_{\pi(i)}&6H^2\\ 1&\text{plain--edge}&p_i\,e_{\pi(i)}(q)&6BH^2\\ 2&\text{edge--edge}&e_i(p)e_{\pi(i)}(q)&18B^2H^2 \end{array} \tag{6.4}

In each case, with T=\sum_i r_i, the posterior is r/T and the relative permutation’s probability after the likelihood tilt is T/D_{\mathrm{tab}}. For example the mode 1 tilt is \frac13\sum_i(3p_i/H)(e_{\pi(i)}(q)/(BH))=T/(BH^2); the additional permutation factor is 1/6. The other rows follow in the same way. A permutation with T=0 has zero probability and contributes nothing, including at a=1/2.

Multiply these probabilities by the grid spread. The resulting table numerators are respectively T when k=0, b_i when k=1, and T-b_i when k=2, all over the row’s common denominator D_{\mathrm{tab}}. Aggregate contributions reaching the same output orbit. Write the integer result as w_{p,q}(h). For every pair,

w_{p,q}(h)\geq0,\qquad \sum_h w_{p,q}(h)=D_{\mathrm{tab}}. \tag{6.5}

Indeed the spread has mass one, and averaging either input likelihood over uniform label permutations gives one in each coordinate. The verifier additionally asserts (6.5) for every entry.

For input integer mass laws m,n, keep output units

\ell_h=\left\lfloor \frac{\sum_{p,q}m_pn_qw_{p,q}(h)}{N D_{\mathrm{tab}}} \right\rfloor, \tag{6.6}

and add N-\sum_h\ell_h units to the pure orbit. The unfloored quantity divided by N is the exact orbit mass of the spread product, so Lemma 6.2 proves that this operation dominates the indicated exact product. Denote it by \mathcal C_0,\mathcal C_1 or \mathcal C_2. Modes 0 and 2 have symmetric tables in p,q: exchange the inputs, invert the relative permutation, and relabel the output. Thus their code uses pairs p\leq q with diagonal coefficient m_pn_p and off-diagonal coefficient m_pn_q+m_qn_p. Mode 1 uses all ordered pairs.

6.3 Regular and Poisson upper recursions

For the regular tree with four children at each vertex at a=1/2, start at m^{(0)}=\mathsf P and set

h^{(t)}=\mathcal C_2(m^{(t)},m^{(t)}),\qquad m^{(t+1)}=\mathcal C_0(h^{(t)},h^{(t)}). \tag{6.7}

The two copies of h^{(t)} are independent conditional on the root; each dominates the product of two edge-transformed upper child experiments. The refinement and composition arguments give, by induction, domination of the exact four-branch depth-t experiment.

For a Poisson tree of chosen mean d_+ and rational magnitude a_+, fix an upper child law m. Its count-specific upper laws are

Q_0=\mathsf U,\qquad Q_n=\mathcal C_1(Q_{n-1},m). \tag{6.8}

Each Q_n dominates the exact n-branch experiment, with the child law m held fixed throughout this count recursion. Write q_n(h) for its integer units. If p_n=e^{-d_+}d_+^n/n! and w_n are integer lower weights satisfying 0\leq w_n/N\leq p_n, form

\ell_h=\sum_{n\text{ retained}} \left\lfloor\frac{w_nq_n(h)}N\right\rfloor \tag{6.9}

and complete the mass to N at the pure orbit.

To justify the count and tail operations, first draw the count with its exact probabilities p_n, then the upper experiment Q_n conditional on that count and the common input spin. For omitted counts one may take Q_n=\mathsf P, which dominates every experiment: given a revealed spin, simulate the required conditional data. With count included as data the resulting mixture dominates the exact Poisson experiment. For each count n, the upper law is a calibrated posterior experiment: if \rho_n is its labeled marginal law, then its conditional law under input i is 3p_i\rho_n(dp), as in (6.1). The product tilt, barycentric refinement, and pure completion all preserve this identity, including the chosen pure law at omitted counts. Since the count has input-independent probabilities p_n, its joint law with the input and posterior is \PP(S=i,n,p\in dp)=p_n p_i\rho_n(dp). Consequently the posterior given (n,p) is p. Posterior sufficiency therefore allows count to be forgotten while preserving equivalence. Its orbit masses are W_h=\sum_n p_nq_n(h)/N, interpreting q_n as the chosen pure law on omitted counts. Equation (6.9) satisfies \ell_h/N\leq W_h for every orbit. Lemma 6.2 applies to this one exact mixture, including the tail and all rounding losses. Thus iterating this completed Poisson operation from \mathsf P gives upper laws at every depth.

Here the weights are constructed entirely with integers. Put S_0=10^{15} and d_+=d_{\max}/200\leq881/200. Beginning with l_0=u_0=S_0, compute for 1\leq n\leq41

l_n=\left\lfloor\frac{l_{n-1}d_{\max}}{200n}\right\rfloor, \qquad u_n=\left\lceil\frac{u_{n-1}d_{\max}}{200n}\right\rceil.

These enclose S_0d_+^n/n!. The degree-41 Taylor polynomial of e^{-d_+} is a lower bound, since its degree-42 Lagrange remainder is positive. Hence, with

L=S_0+\sum_{\substack{1\leq n\leq41\\n\text{ even}}}l_n -\sum_{\substack{1\leq n\leq41\\n\text{ odd}}}u_n, \qquad w_0=\left\lfloor\frac{NL}{S_0}\right\rfloor, \tag{6.10}

we have w_0/N\leq e^{-d_+}. Positivity of L, and all arithmetic bounds, are proved in Appendix C. Continue with w_n=\lfloor w_{n-1}d_{\max}/(200n)\rfloor until the first zero. Induction gives w_n/N\leq p_n. For n\geq9 one has d_+/n<1/2, so the positive integer weights eventually vanish.

6.4 Closed parameter coverage and certificate outputs

For j=0,\ldots,26 set

d_{\min}=800+3j,\quad d_{\max}=803+3j,\quad I_j=[d_{\min}/200,d_{\max}/200],\quad d_+=d_{\max}/200. \tag{6.11}

Choose a_+=A/10^6, where A is the least positive integer such that

A^2d_{\min}\geq200\cdot10^{12}. \tag{6.12}

The integer binary search in the verifier finds this A without square roots. Its upper endpoint 500000 is valid since d_{\min}\geq800, so a_+\leq1/2 is admissible. Minimality also gives (A-1)^2d_{\min}<200\cdot10^{12}. For every equality point d\in I_j, a=d^{-1/2}, we have d\leq d_+ and a\leq a_+.

By Proposition 2.8, these coordinatewise bounds imply that, at every finite depth, the equality experiment with parameters (d,-a) is degraded from the single corner experiment (d_+,-a_+). The two kernels use thinning probability d/d_+ and channel factor c=a/a_+\in[0,1], respectively. They require only the observed tree, its boundary spins, and independent randomness, and remain valid at the closed bin endpoints, including a_+=1/2.

The intervals (6.11) share endpoints and have union [4,881/200]. There is overlap with the analytic Poisson range in Proposition 5.1, because

\frac{881}{200}-\frac1{(477/1000)^2} =\frac{453049}{45505800}>0. \tag{6.13}

Consequently these rectangles cover every Poisson equality not already covered there. No continuity assertion about the rounded recursion, or sampling of intermediate parameters, is involved. Figure 1 illustrates the domination in the first bin.

Figure 1: Domination in the first closed Poisson bin [4,803/200]; the two axes use different enlarged scales. The upper corner has a_+=1/2 and d_+=803/200, so it dominates every equality experiment in the bin by thinning offspring and reducing the channel magnitude. It lies above the equality curve. The certificate only brings its finite-depth upper law below \mu=1/20; the local fixed-point gap is applied to the target equality experiment.

For each grid representative,

\left|\sum_i\frac{h_i}{H}\omega^i\right|^2 =1-\frac{3(h_0h_1+h_1h_2+h_2h_0)}{H^2}.

Define the integer

M(m)=\sum_hm_h\bigl[H^2-3(h_0h_1+h_1h_2+h_2h_0)\bigr]. \tag{6.14}

The certificate stops exactly when 20M(m)<NH^2, equivalently \mu(m)<1/20. The exact code is included in Section D.3. With assertions enabled it returns iteration 162 for argument -1, the regular coloring recursion with four children at each vertex. For arguments j=0,\ldots,26, the Poisson recursions return, in order,

\begin{gathered} 104,103,103,103,102,102,102,102,102,\\ 101,101,101,101,101,101,\\ 100,100,100,100,100,100,100,\\ 99,99,99,99,99. \end{gathered} \tag{6.15}

All comparisons determining these integers use exact integer arithmetic. Appendix C gives the bounds preventing overflow and the correspondence between each code operation and the constructions proved above.

Proposition 6.3 (Completion of the negative threshold). For both tree models, every admissible negative parameter with da^2\leq1 is non-reconstructible (with d=b for a regular tree).

Proof. Consider first negative equality. For the regular tree with b=4, the upper law at depth 162 has \mu<1/20. For every Poisson equality d\in[4,881/200], choose a bin containing d and its stopping depth from (6.15). The corresponding upper law dominates the exact equality depth experiment by the recursion and the two garblings above. Conditional Jensen gives \mu_{\mathrm{true}}\leq\mu_{\mathrm{upper}}<1/20 at that depth. By Proposition 2.4, the actual depth laws have a symmetric fixed-point limit and their moments decrease to its moment. The limit therefore has \mu<1/20 and is uniform by Proposition 4.1. This proves non-reconstruction in the certified range.

Proposition 2.4 includes the coloring endpoint: its proof extends the tilted recursion continuously across zero likelihood normalizers and controls the Poisson count tail. Thus the preceding fixed-point inference also applies at a=1/2.

Every remaining admissible regular equality has integer b\geq5 and a\leq1/\sqrt5<448/1000. Every remaining Poisson equality beyond 881/200 has a<477/1000 by (6.13). Proposition 5.1 excludes nonuniform fixed points in these ranges, completing all negative equalities.

For d\geq4, every parameter -d^{-1/2}\le\lambda<0 is obtained by the independent increment garbling from the equality parameter -1/\sqrt d; hence its advantage also tends to zero. For the remaining parameters, first compare the coloring experiment with branching parameter four to a smaller-branching coloring experiment. For a regular tree keep a fixed b children at each vertex, and for a Poisson tree retain each child with probability d/4, using the tree observation and independent randomness. This gives the smaller-tree observation without the root. Finally apply the increment garbling from -1/2 to the desired negative parameter. Thus all admissible negative channels with branching parameter below four are non-reconstructible as well. These are statements about the unconditional Poisson experiments, so the conclusion uses exactly the averaging convention of the problem.

7 Completion and the stochastic block model

Table 1 collects the arguments for the equality cases. In the table, a=|\lambda| denotes the negative channel magnitude.

Equality caseParameter rangeArgument
Positive channelAll admissible d>1Analytic exclusion, Section 3
Negative, regularb\ge5, so a=b^{-1/2}<.448Weighted identities, Section 5
Negative, regularb=4, a=1/2Finite domination, Section 6
Negative, Poissona=d^{-1/2}\le.477Weighted identities, Section 5
Negative, Poisson4\le d\le881/200Finite domination, Section 6

Table 1: Coverage of d\lambda^2=1, with a=|\lambda| on the negative side. The two Poisson ranges overlap since 881/200>(1000/477)^2. Below branching parameter four, negative channels follow by degradation from the coloring case.

Proof of Theorem 1.1. Proposition 2.7 proves reconstruction whenever d\lambda^2>1. Conversely, Proposition 3.3 proves non-reconstruction for 0\le\lambda\le d^{-1/2}, and Proposition 6.3 proves it for every admissible negative parameter with d\lambda^2\le1. These conclusions include all equality cases and exhaust the channel domain. The Poisson statements use the original tree law, without conditioning on survival.

We return to the stochastic block model of Section 1.4, where a,b>0 are the within- and between-community connectivity parameters and d=(a+2b)/3>1. The remaining step is to apply the external tree-to-graph and algorithmic results to the tree theorem.

Proof of Corollary 1.2. Set

\lambda=\frac{a-b}{a+2b}\in(-1/2,1),\qquad d\lambda^2=\frac{(a-b)^2}{3(a+2b)}.

The corresponding Poisson broadcast process has exactly the transition matrix (1.1). Suppose first that d\lambda^2\le1. Theorem 1.1 gives a_\ell\to0 for this process.

To match the fixed-tree formulation of non-reconstruction, let T be the entire Poisson tree and put

A_\ell(T)=\E\!\left[ \left\|\PP(\sigma_\rho=\cdot\mid T,\sigma_{\partial T_\ell}) -\operatorname{Unif}\{1,2,3\}\right\|_{\mathrm{TV}} \mathrel{\Big|}T\right].

For almost every fixed T, the boundary experiment is degraded as \ell increases, so A_\ell(T) decreases to a nonnegative limit A_\infty(T). The offspring beyond depth \ell are independent of the root and depth-\ell spins conditional on T_{\le\ell}, and hence \E A_\ell(T)=a_\ell. Bounded convergence therefore gives \E A_\infty(T)=0, so A_\infty(T)=0 for almost every T. If \mu_{\ell,i}^T is the boundary law conditional on root state i and \overline\mu_\ell^T=\frac13\sum_i\mu_{\ell,i}^T, Bayes’ formula gives

A_\ell(T)=\frac13\sum_{i=1}^3 d_{\mathrm{TV}}(\mu_{\ell,i}^T,\overline\mu_\ell^T),

where d_{\mathrm{TV}} denotes total-variation distance. The triangle inequality now shows that the pairwise total-variation distances between the \mu_{\ell,i}^T tend to zero for almost every T. This is the non-reconstruction hypothesis of the tree-to-graph transfer of Mossel, Sly, and Sohn [10, Theorem 2.1]. Their conclusion, with the overlap of their Definition 1.4, gives

\limsup_{n\to\infty}\E\operatorname{ov}(\sigma,\widehat\sigma_n)\le\frac13

for deterministic estimators. Any violation by randomized estimators would, for each n, admit a deterministic choice of the independent seed with expected overlap at least the randomized expectation minus 1/n, contradicting the same bound. For every pair of labelings, the average agreement over all six permutations is 1/3, so its maximum is at least 1/3. This proves (i).

If d\lambda^2>1, Corollary 1 of Abbe and Sandon [1], with three communities, gives an O(n\log n) algorithm for detection. Their Lemma 1 converts their two-set detection criterion, for uniform community probabilities, into overlap exceeding 1/3 by a fixed positive amount with probability tending to one. This proves (ii).

The corollary covers both a>b and a<b. Its positive-parameter hypothesis is part of the statement: the boundary cases a=0 or b=0 are not included. In particular, the negative equality has d>4 here; the coloring equality a=0, b=6, d=4 is excluded.

A The radial inequality

This appendix proves the pointwise inequality used for positive channel parameters. Its algebraic certificates are given explicitly, so the proof requires no numerical or computer-assisted verification.

Lemma A.1 (Radial inequality). Let m=(m_1,m_2,m_3) have positive coordinates and \av{m}=1, where \av{w}=\frac13\sum_{i=1}^3w_i. Put

v=m-1,\qquad x=\frac12\av{v^2},\qquad g=\av{\log m},\qquad u_i=\log m_i-g,
J=\frac12\av{v\log m},\qquad B=\frac12\av{m u^2}, \qquad F(m)=3g+4J+\frac45B.

Since I=g+2J, this is the functional F in Equation (3.3). Then, for every 0<\lambda<1,

F(m)-\lambda^{-2}F(1+\lambda v) \geq \frac{1-\lambda^2}{2}\,x^2. \tag{A.1}

Proof. Fix the message in the statement and write

m(\tau)=1+\tau v^{(0)},\qquad x(\tau)=\tau^2x_0, \qquad \mathcal F(\tau)=F(m(\tau)),\qquad 0\leq\tau\leq1,

where v^{(0)}=m-1 and x_0=\frac12\av{(v^{(0)})^2}. Every coordinate of m(\tau) is positive on this interval. The functions are analytic near \tau=0. Since \av{v^{(0)}}=0, we have g(\tau)=O(\tau^2), J(\tau)=O(\tau^2) and B(\tau)=O(\tau^2), so \mathcal F(\tau)=O(\tau^2). Let \partial=\tau\frac{d}{d\tau}. We claim that it suffices to prove

\partial(\partial-1)(\partial-2)\mathcal F(\tau) \geq12x(\tau)^2\qquad(0<\tau\leq1). \tag{A.2}

To see this, suppose the bound holds along the ray. Define

Y=(\partial-2)\mathcal F-x(\tau)^2,\qquad Z=(\partial-1)Y.

The operator \partial-2 annihilates the quadratic Taylor term, giving Y=O(\tau^3) and Z=O(\tau^3) as \tau\downarrow0. Since \partial(\partial-1)x(\tau)^2=12x(\tau)^2, Equation (A.2) gives \partial Z\geq0. For \tau>0 this means Z'(\tau)\geq0, and Z(0)=0 therefore gives Z\geq0. Next,

\left(\frac{Y(\tau)}{\tau}\right)' =\frac{Z(\tau)}{\tau^2}\geq0.

The limit of Y(\tau)/\tau at zero is zero, so Y\geq0. Finally,

\frac{d}{d\tau} \left[\frac{\mathcal F(\tau)-\tfrac12\tau^4x_0^2}{\tau^2}\right] =\frac{Y(\tau)}{\tau^3}\geq0.

Evaluating the resulting monotonicity between \tau=\lambda and \tau=1 gives

F(m)-\frac12x_0^2 \geq\lambda^{-2}F(1+\lambda v^{(0)}) -\frac12\lambda^2x_0^2,

which is Equation (A.1).

It remains to establish Equation (A.2) for every positive message. All quantities in the following calculation refer to the current message on the ray. Set

y=\frac12\av{v^3}.

Thus \partial v=v, \partial x=2x, and \partial y=3y. Introduce

U_j=\av{m^{-j}},\qquad S_j=\av{u m^{-j}},\qquad U=U_1,\quad S=S_1,\quad M=2J,\quad V=2B,\quad W=\av{u^2}.

In particular M=\av{m u}, since \av{u}=0, and F=3g+2M+\frac25V. The identities

\partial\log m_i=1-m_i^{-1},\qquad \partial u_i=U-m_i^{-1}

give

\begin{aligned} \partial g&=1-U,& \partial M&=M+U-1,\\ \partial V&=V-W+2UM,& \partial W&=-2S,\\ \partial S&=U^2-U_2-S+S_2,& \partial U_j&=j(U_{j+1}-U_j). \end{aligned} \tag{A.3}

For example, differentiating V=\av{m u^2} gives \av{v u^2}+2\av{m u(U-m^{-1})}=V-W+2UM; differentiating S gives the next-to-last identity in (A.3). Applying these identities to F yields

\begin{aligned} G&:=\partial(\partial-1)(\partial-2)F\\ &=6-12U+8U_2-2U_3\\ &\quad+\frac45\bigl[S_2-3S+(2U_3-3U_2)M +3(U-1)(U_2-U)\bigr]. \end{aligned} \tag{A.4}

Our remaining goal is G\geq12x^2.

The elementary symmetric identities for the three zero-sum coordinates v_i are

v_i^3=3xv_i+2y,\qquad D_t:=\prod_{i=1}^3(1+t v_i)=1-3t^2x+2t^3y. \tag{A.5}

Write D=D_1. For 0\leq t\leq1 all the factors in D_t are positive and have arithmetic mean one, so

0<D_t\leq1. \tag{A.6}

Define the coordinate polynomials

h_i=1-v_i+v_i^2-3x,\qquad k_i(t)=v_i-t(v_i^2-2x).

The product of the two factors 1+v_j with j\ne i is h_i, hence m_i^{-1}=h_i/D. Similarly, centering the logarithmic integral gives

\frac{v_i}{1+t v_i}-\av{\frac{v}{1+t v}} =\frac{k_i(t)}{D_t},\qquad u_i=\int_0^1\frac{k_i(t)}{D_t}\,dt. \tag{A.7}

The first identity follows by multiplying by D_t and using (A.5); the second follows by integration. All denominators here are bounded away from zero for the fixed positive message under consideration.

Put H_j=\av{h^j}. Substitution of these formulas into (A.4) separates its polynomial and logarithmic terms:

D^3(G-12x^2)=R+\int_0^1\frac{N(t)}{D_t}\,dt, \tag{A.8}

where

\begin{aligned} R={}&(6-12x^2)D^3-12H_1D^2+8H_2D-2H_3 +\frac{12}{5}(H_1-D)(H_2-H_1D),\\ N(t)={}&\frac45\av{k(t) \bigl[h^2D-3hD^2+(2H_3-3H_2D)v\bigr]}. \end{aligned} \tag{A.9}

In particular N(t) is affine in t. Let

L=R+\int_0^1N(t)(2-D_t)\,dt. \tag{A.10}

Since

\frac1{D_t}-(2-D_t)=\frac{(1-D_t)^2}{D_t}\geq0,

it suffices for (A.2) to prove

N(0)\geq0,\qquad N(1)\geq0,\qquad L\geq0. \tag{A.11}

Indeed, the first two inequalities imply N(t)\geq0 on [0,1], and then (A.8) is at least L.

We give the polynomial computations and their sign certificates in full. For their verification one only needs the recurrence

P_0=1,\quad P_1=0,\quad P_2=2x,\qquad P_j=3xP_{j-2}+2yP_{j-3}\quad(j\geq3), \qquad P_j=\av{v^j}.

The remaining moments that occur in (A.9) are

P_3=2y,\quad P_4=6x^2,\quad P_5=10xy,\quad P_6=18x^3+4y^2.

Expanding h^j and using these moments gives

\begin{aligned} H_1&=1-x,\\ H_2&=3x^2-4y+1,\\ H_3&=-9x^3+9x^2+6xy+3x+4y^2-14y+1. \end{aligned} \tag{A.12}

The two coefficients of the affine polynomial N(t) are explicitly

\begin{aligned} \frac5{24}N(t)={}&A(x,y)+t C(x,y),\\ A(x,y)={}&3x^4+12x^3+x^2 +(-6x^3-28x^2-2x)y+(26x-2)y^2-4y^3,\\ C(x,y)={}&6x^4-2x^3 +(-13x^3-10x^2-x)y+(10x^2+22x+4)y^2-16y^3. \end{aligned} \tag{A.13}

In particular their sum factors as

\frac5{24}N(1)=(x-y)(9x-10y+1)(x^2+x-2y). \tag{A.14}

Integrating (A.13) against 2-D_t in (A.10), and using (A.12), gives

\begin{aligned} \frac{25}{6}L={}&1500x^5-1020x^4+240x^3+168y^4\\ &+(-480x^2-756x-52)y^3\\ &+(2114x^3+710x^2+48x-80)y^2\\ &+(-3093x^4+736x^3-35x^2)y. \end{aligned} \tag{A.15}

These are finite polynomial identities: the displayed moment recurrence provides a direct way to check every coefficient.

We next describe the domain on which their signs are required. Positivity and \sum_i m_i=3 imply \sum_i m_i^2<9, and therefore 0\leq x<1. The discriminant identity for (A.5) is

\prod_{1\leq i<j\leq3}(v_i-v_j)^2=108(x^3-y^2),

so |y|\leq x^{3/2}. Consequently each factor in (A.14) is nonnegative, as is seen from

\begin{align*} x-y&\geq x(1-\sqrt{x}),\\ 9x-10y+1&\geq(1-\sqrt{x})(10x+\sqrt{x}+1),\\ x^2+x-2y&\geq x(1-\sqrt{x})^2.\end{align*}

This proves N(1)\geq0.

If x=0, then v=0 and the lemma is immediate, so henceforth take x>0. Set r=y/x. Then r^2\leq x and r\leq\sqrt{x}<1, while D>0 gives

r^2\leq x<\frac1{3-2r}. \tag{A.16}

The denominator is positive. Combining these inequalities yields

0<1-r^2(3-2r)=(1-r)^2(2r+1),

and hence -\frac12<r<1. Every point of (A.16) is represented by

x=\frac{r^2+z/(3-2r)}{1+z},\qquad y=rx,\qquad z=\frac{x-r^2}{1/(3-2r)-x}\geq0. \tag{A.17}

Thus the parametrization includes x=r^2 without a limiting argument; the excluded upper endpoint corresponds to a zero coordinate of m.

For clarity write \widetilde N_0(r,z) and \widetilde L(r,z) for N(0) and L after the substitution (A.17), and keep x on the left sides below as the expression in that substitution. The exact coefficient identity for N(0) is

(1+z)^2(3-2r)^2\frac{5\widetilde N_0}{24x^2} =a_0(r)+a_1(r)z+a_2(r)z^2, \tag{A.18}

where

\begin{align*} a_0(r)&=(1-r)^3(3-2r)^2(10r^2+r+1),\\ a_1(r)&=2(1-r)^3(3-2r)(9+5r+20r^2-4r^3),\\ a_2(r)&=48(1-r)^3.\end{align*}

All three coefficients are nonnegative for -\frac12\leq r\leq1. For the first, the quadratic 10r^2+r+1 has positive leading coefficient and discriminant 1-40=-39<0. For the second,

9+5r+20r^2-4r^3=9+5r+r^2(20-4r)\geq\frac{13}{2}.

The remaining factors in these expressions are visibly nonnegative. Since the multiplier on the left of (A.18) is positive on our domain, N(0)\geq0 follows.

The corresponding identity for L is

(1+z)^3(3-2r)^3\frac{25\widetilde L}{6x^2} =b_0(r)+b_1(r)z+b_2(r)z^2+b_3(r)z^3, \tag{A.19}

where

\begin{align*} b_0(r)&=r^2(1-r)^3(3-2r)^3 f_0(r),\\ b_1(r)&=(1-r)^3(3-2r)^2 f_1(r),\\ b_2(r)&=2(1-r)^3(3-2r) f_2(r),\\ b_3(r)&=24(1-r)^3(25-4r^2-10r),\end{align*}

and every coefficient of the three remaining polynomials is as follows:

\begin{aligned} f_0(r)&=480r^4-842r^3-117r^2+445r+160,\\ f_1(r)&=336r^6-1008r^5+1096r^4-896r^3 +63r^2+685r+240,\\ f_2(r)&=440r^4-1104r^3+368r^2+413r+210. \end{aligned} \tag{A.20}

Identities (A.18) and (A.19) follow by substituting (A.17) into (A.13) and (A.15), respectively, and clearing the displayed denominators. The factor 25-4r^2-10r is at least 11 on [-\frac12,1]: its derivative is -8r-10<0 throughout that interval. It remains to establish the signs of f_0,f_1,f_2.

Use the bijective change of variable

r=\frac{p-1/2}{1+p},\qquad p=\frac{r+1/2}{1-r}\geq0 \quad\left(-\frac12\leq r<1\right).

The resulting polynomial identities, with all coefficients displayed, are

\begin{aligned} 4(1+p)^4 f_0\!\left(\frac{p-1/2}{1+p}\right) & =504p^4+4386p^3+12267p^2-1161p+174,\\ 4(1+p)^6 f_1\!\left(\frac{p-1/2}{1+p}\right) & =2064p^6+15486p^5+36669p^4+31368p^3\\ &\qquad+20184p^2-2724p+522,\\ 4(1+p)^4 f_2\!\left(\frac{p-1/2}{1+p}\right) & =1308p^4+7650p^3+12366p^2-1842p+1044. \end{aligned} \tag{A.21}

Each right side is a polynomial with nonnegative coefficients in degrees at least three, plus a strictly positive quadratic. The exact discriminants of those quadratic tails are

\begin{align*} (-1161)^2-4\cdot12267\cdot174&=-7\,189\,911<0,\\ (-2724)^2-4\cdot20184\cdot522&=-34\,724\,016<0,\\ (-1842)^2-4\cdot12366\cdot1044&=-48\,247\,452<0.\end{align*}

Their leading coefficients are positive, so all three tails are strictly positive on the real line. Thus f_i(r)>0 for -\frac12\leq r<1; their values at r=1 are, respectively, 126,516,327, also positive. Every b_j(r) is consequently nonnegative on [-\frac12,1]. Equation (A.19) proves L\geq0, finishing (A.11) and hence (A.2). The initial reduction now proves the lemma.

B Correctness of the interval certificate

This appendix explains the integer interval certificate for the strict positivity of the polynomial (5.8). The coefficients are those in (5.9), with the matching parameter choices in (5.10). The certified domain consists of every probability vector on three states, every \xi\in[3/100,1], and each of the three closed a intervals

[0,190/1000],\qquad [190/1000,448/1000],\qquad [448/1000,477/1000].

The third interval uses the Poisson values H=1/12, U=1/2; the first two use H=1/16, U=15/32. The source is supplied unchanged as verification/interval.cpp; see also Section D.2. Assertions and signed 128-bit integer arithmetic are part of the certificate. We first explain what its arithmetic computes and then why normal completion proves the claimed inequality over the entire domain.

B.1 Coordinates, formulas, and boundary extensions

The quantities being checked are invariant under permutation of the three coordinates. After sorting a probability vector in decreasing order, it has the representation

p=\frac{(1,q^{18},r^{18})}{Z},\qquad Z=1+q^{18}+r^{18},\qquad 0\le r\le q\le1. \tag{B.1}

Indeed, the largest probability is positive; take the eighteenth roots of the other two probabilities divided by it. The formulas below are valid on the larger square 0\le q,r\le1, which will allow rectangular intervals that cross the diagonal r=q.

Set m_i=3p_i and v_i=m_i-1. Then

v=\left(\frac3Z-1,\frac{3q^{18}}Z-1, \frac{3r^{18}}Z-1\right),\qquad x=\frac16\sum_{i=1}^3v_i^2,\qquad y=\frac12v_1v_2v_3.

In particular, -1\le v_i\le2 everywhere on the square. For positive q,r, write L_q=\log q and L_r=\log r. The centered logarithms u_i=\log m_i-\frac13\sum_j\log m_j are

(-6(L_q+L_r),\ 12L_q-6L_r,\ 12L_r-6L_q).

Consequently the functions used in the weighted argument are exactly

\begin{align*} G&=\frac{3q^6r^6}{Z},& T&=1-G,\\ W&=\frac{216}{Z}q^6r^6(L_q^2+L_r^2-L_qL_r),\\ Y&=\frac{648}{Z}q^6r^6 (2L_q^3+2L_r^3-3L_q^2L_r-3L_qL_r^2). \tag{B.2}\end{align*}

These expressions explain the constants 216 and 648 in coeff. The entries returned by qt are enclosures of q^{18} and q^6(\log q)^j, 0\le j\le3, together with their derivatives; the analogous entries are used for r.

For the edge functions put

e_i=1-av_i,\qquad G_e=(e_1e_2e_3)^{1/3},\qquad \mathcal L(t)=\begin{cases}-\log(1-t)/t,&t\ne0,\\1,&t=0. \end{cases}

Define

b_i=-v_i\mathcal L(av_i),\qquad w_i=b_i-\frac13\sum_jb_j.

For a>0, b_i=\log(e_i)/a, so the centered edge logarithms are aw_i. Since \sum_i v_i=0,

G_e^3=1-3a^2x-2a^3y.

Factoring 1-G_e^3 gives the formulas used in the code:

\widehat T=\frac{3x+2ay}{1+G_e+G_e^2},\qquad \widehat W=\frac{G_e}{3}\sum_iw_i^2,\qquad \widehat Y=aG_ew_1w_2w_3. \tag{B.3}

Here \widehat T=T_e/a^2, \widehat W=W_e/a^2, and \widehat Y=Y_e/a^2 when a>0. The last identity uses \frac13\sum_iw_i^3=w_1w_2w_3 for three centered coordinates. Thus the code variables Te, We, and Ye are the hatted quantities. At a=0, the formulas give continuously

G_e=1,\qquad \widehat T=x,\qquad \widehat W=2x,\qquad \widehat Y=0.

There is no division by a in the implemented expressions. Substituting (B.2) and (B.3) into the four entries returned by coeff gives, term by term, (D_0,D_1,D_2,D_3) in (5.9). In the parameter structure, del, ch, and cu mean \delta,H,U, and the code forms s_0=c_0+1/3.

All boundary probability vectors are included. Each function q^6(\log q)^j, 0\le j\le3, is assigned value zero at q=0. Its derivative for q>0 is

6q^5(\log q)^j+jq^5(\log q)^{j-1}, \tag{B.4}

where the second term is omitted when j=0. Both the function and its derivative tend to zero at zero. Thus the expressions have continuous first derivatives up to the boundary; when qr=0 they give T=1 and W=Y=0. Since Z\ge1 and e_i>0 throughout the domain, all four D_i have the same regularity, including at a=0.

B.2 Integer intervals and machine safety

Let S=2^{40}. An object I with integer endpoints (l,h) represents [l/S,h/S]. The functions unit and integer represent a grid point and a small integer, respectively. With positive denominator, rat(b,c) represents

\left[\frac{\lfloor Sb/c\rfloor}{S}, \frac{\lceil Sb/c\rceil}{S}\right].

The helpers mf(b,c) and floor_div(b,c) compute the mathematical floors of bc/S and b/c, also for negative numerators: the negative branch uses the negative of the corresponding positive ceiling. Upper endpoints are obtained by negating a floor of a negated expression. Addition and subtraction are exact on the grid. Multiplication chooses the appropriate endpoint extrema in each sign case; when both intervals cross zero it takes the minimum of the two potentially negative products and the maximum of the two potentially positive products. The square operation assigns lower endpoint zero when its input crosses zero.

For a positive interval [l/S,h/S], the reciprocal is enclosed by

\left[\frac{\lfloor S^2/h\rfloor}{S}, \frac{\lceil S^2/l\rceil}{S}\right].

Negative reciprocals use odd symmetry. An assertion excludes intervals containing zero. Consequently all elementary interval operations contain their exact real counterparts. Intersecting a value interval with a separately established range is also sound. The two uses of this operation, clip, are the range [-1,2] for v_i and the logarithmic-product bounds proved below.

These statements concern exact integer operations, so absence of overflow must be established before using their outputs. Every potentially growing endpoint calculation is passed through safe, which asserts

-2^{62}<b<2^{62}

before converting the signed 128-bit integer b to a signed 64-bit endpoint. Inductively, two input endpoints have product of magnitude less than 2^{124}. The product is formed after promoting to signed 128 bits, and the rounding offset S-1 still leaves its magnitude below 2^{127}. Endpoint addition is also promoted before checking. Reciprocal numerators are S^2=2^{80}; adding the denominator minus one for upward rounding is safe. Rational-construction numerators and denominators in the prescribed runs are small fixed integers. No unchecked negation or absolute value can encounter the minimum signed 64-bit integer, because endpoints have magnitude below 2^{62}.

The remaining raw integer expressions have separate small bounds. All box coordinates lie in [0,S] in grid units, so midpoint sums are at most 2S. Cube-root search candidates are below 2S, their endpoint sums are at most 4S, and the two cube-comparison operands are below 8S^3=2^{123}. The fixed multiples of S, loop indices, and initial-grid numerators fit signed 64 bits. The unchecked visit counter is treated separately by the concrete sanitized executions recorded below; the depth bound alone does not keep its total number of increments within the signed 64-bit range. Logarithm scaling uses at most forty doublings on the actual arguments. Thus a range assertion is never being asked to detect an overflow that has already occurred: oversized derivative or value enclosures stop at safe before narrowing. All floating-point casts in this source occur in failure diagnostics, not in acceptance tests.

B.3 Logarithms, divided logarithms, and cube roots

The function atanh2 evaluates the fifteen terms

2\sum_{n=0}^{14}\frac{w^{2n+1}}{2n+1}

by Horner’s rule with outward interval operations. For |w|\le u<1 the absolute remainder is at most

\frac{2u^{31}}{31(1-u^2)}.

The code asserts |w|\le1/3+4/S<3/8. With u=3/8, the remainder bound, in grid units, is the exact rational number

S\frac{2(3/8)^{31}}{31(1-(3/8)^2)} =\frac{617673396283947}{119978708822917120} <\frac1{100}<2. \tag{B.5}

The padding [-2/S,2/S] therefore covers the omitted tail; all polynomial-evaluation errors are already covered by interval rounding.

To enclose \log(x/S) for a positive integer endpoint x, ln scales an interval containing x/S by powers of two. If m is the resulting interval and k the accumulated exponent, then x/S\in2^km. Multiplication by two is exact on this grid; halving, when used, rounds outwards. The identities

\log t=2\operatorname{atanh}\frac{t-1}{t+1},\qquad \log2=2\operatorname{atanh}\frac13

give the enclosure after adding k\log2. The domain assertion in atanh2 checks the needed range even after rounding. All positive arguments actually passed to ln are either coordinate endpoints in [1/S,1], or endpoints of 1-av_i bounded away from zero, so the scaling loops terminate within the stated bounds.

The divided logarithm has the integral and power-series representations

\mathcal L(t)=\int_0^1\frac{ds}{1-st} =\sum_{n=0}^{\infty}\frac{t^n}{n+1} \quad (|t|<1). \tag{B.6}

For |t|\le1/4, L_endpoint evaluates \sum_{n=0}^{22}t^n/(n+1) and its derivative \sum_{n=1}^{22}nt^{n-1}/(n+1) independently. Bounding both coefficient sequences by one bounds their absolute tails by

\frac{(1/4)^{23}}{1-1/4}=\frac1{48S},\qquad \frac{(1/4)^{22}}{1-1/4}=\frac1{12S}, \tag{B.7}

respectively. Each receives padding [-1/S,1/S]. Outside this small interval the exact identities

\mathcal L(t)=-\frac{\log(1-t)}t,\qquad \mathcal L'(t)=\frac{(1-t)^{-1}-\mathcal L(t)}t

use only nonzero denominators. On the entire real domain t<1, differentiation of the integral representation gives

\mathcal L'(t)=\int_0^1\frac{s\,ds}{(1-st)^2}>0,\qquad \mathcal L''(t)=2\int_0^1\frac{s^2\,ds}{(1-st)^3}>0.

Thus both \mathcal L and \mathcal L' increase, including at negative arguments. The lower enclosure at the left endpoint and upper enclosure at the right endpoint suffice to enclose each function on an interval. This is precisely the rule used by L.

For a nonnegative integer x<8S, cb_floor uses binary search and the exact comparison

m^3\le xS^2

to return \lfloor S(x/S)^{1/3}\rfloor. Its initial search bracket [0,2S] is valid by x<8S. Applying this function to the two input endpoints, then increasing the upper result by one grid unit, encloses the cube root. The derivative enclosure is obtained from 1/(3t^{2/3}) using the already enclosed positive root.

The outward rounding of an a endpoint enlarges the prescribed bands by less than 1/S, and never introduces negative a. Hence throughout the actual boxes a\le477/1000+1/S. Even the interval enclosures of 1-av_i, after multiplication rounding and clipping v_i to [-1,2], have lower endpoint greater than 45/1000 and upper endpoint less than 1478/1000. The successive product of the three factors has lower endpoint at least (45/1000)^3-3/S>0 and upper endpoint at most (1478/1000)^3+3/S<8. These bounds justify the logarithm, divided-logarithm, reciprocal, and cube-root domains on every initial box and descendant. The cube-root lower enclosure is positive as well, so its derivative reciprocal is valid.

B.4 Logarithmic products and derivative propagation

The zero endpoints in (B.1) are treated without evaluating their logarithms. For 0<q\le1, set t=-\log q\ge0. For integers 0\le j\le3 and real h\ge5,

q^{h/2}|\log q|^j=e^{-ht/2}t^j\le1.

For j=0 this is immediate. For j>0 its maximum is (2j/(he))^j\le1, since 2j/h\le6/5<e. It follows that

|q^5(\log q)^j|\le q^{5/2}\le q^2,\qquad |q^6(\log q)^j|\le q^3. \tag{B.8}

For even j the products are nonnegative, and for odd j they are nonpositive. These are the exact external ranges used by qt_direct to intersect the power-and-logarithm enclosures. When the lower endpoint is zero, the same ranges directly supply an enclosure, with no logarithm call. When the lower endpoint is positive, monotonicity of \log supplies its interval, and intersecting its upper bound with 0 is valid because q\le1. The derivative returned for every logarithmic product is exactly the interval version of (B.4). The derivative of q^{18} is 18q^{17}. Cached enclosures depend only on the interval endpoints; qt puts their derivatives in the appropriate q or r gradient coordinate.

An object J consists of a value interval and three derivative intervals, corresponding to (q,r,a). Constants have zero gradients and variables have the appropriate unit gradient. Addition, multiplication, squares, and reciprocals apply the identities

\partial_i(fg)=f\,\partial_i g+g\,\partial_i f,\qquad \partial_i(f^2)=2f\,\partial_i f,\qquad \partial_i(f^{-1})=-f^{-2}\partial_i f.

Cube roots and \mathcal L use the derivative enclosures just proved and the chain rule. Induction over these operations proves that the value and every first partial derivative of the actual formula are enclosed throughout the box. Tightening a value enclosure by an external range does not replace the underlying function by a clipped function: its previously enclosed derivatives remain valid, and the tighter values can be used in subsequent product and chain rules. All these statements extend to zero coordinate endpoints by the continuous derivative extensions already established.

B.5 Bernstein coefficients and the acceptance test

For fixed (q,r,a) write the polynomial as P(\xi)=D_0+D_1\xi+D_2\xi^2+D_3\xi^3. On a subinterval [l,h], substitute \xi=l+(h-l)t, 0\le t\le1, and express P in the basis \binom3j t^j(1-t)^{3-j}. The multipliers of D_1,D_2,D_3 in the four coefficients are

\begin{array}{c|ccc} j& D_1&D_2&D_3\\ \hline 0&l&l^2&l^3\\ 1&(2l+h)/3&l(l+2h)/3&l^2h\\ 2&(l+2h)/3&h(h+2l)/3&lh^2\\ 3&h&h^2&h^3 \end{array} \tag{B.9}

and the multiplier of D_0 is always one. Expanding the four basis polynomials verifies these identities. All basis polynomials are nonnegative and their sum is one; strictly positive coefficients therefore imply P(\xi)>0 on the whole closed subinterval.

The function rows uses successive intervals with endpoints

\frac1{1000}(30,50,75,100,150,200,300,400,500,650,800,900,1000). \tag{B.10}

These twelve intervals cover [3/100,1] without gaps. For each it stores the first three rows of (B.9); the fourth row equals the first row for the next interval. It finally adds (1,1,1). Thus the 37 stored rows account for all 48 coefficients of the twelve cubic representations, including both extreme endpoints. The row multipliers are themselves evaluated by rational interval arithmetic and have zero gradients with respect to (q,r,a).

Let F denote one of these Bernstein coefficients on a box B=\prod_{i=1}^3[l_i/S,h_i/S]. The interval calculation in dot encloses F and all its first derivatives. A positive lower endpoint immediately accepts this coefficient. Otherwise define the grid midpoint and coordinate radii by

c_i=\frac{\lfloor(l_i+h_i)/2\rfloor}{S},\qquad \rho_i=\frac{h_i-\lfloor(l_i+h_i)/2\rfloor}{S}.

Nonnegative endpoints ensure that C++ integer division computes this floor; \rho_i is the larger of the two distances to the endpoints. If M_i is the maximum absolute endpoint of the derivative enclosure, in real units, then for every z\in B the segment from c to z lies in B and

F(z)\ge F(c)-\sum_{i=1}^3M_i\rho_i. \tag{B.11}

This follows by integrating the gradient along that segment, also when a coordinate endpoint is zero. The code encloses F(c) anew, rounds each product M_i\rho_i upwards, and adds their integer upper endpoints with overflow checks. Its strict comparison value.v.l > total is therefore sufficient for F>0 throughout B. A box is accepted only when every stored row passes one of these two tests.

B.6 Subdivision, coverage, and observed completion

For a band [a_-,a_+], the initial exact boxes before outward rounding are

\left[\frac i{24},\frac{i+1}{24}\right] \times\left[\frac j{24},\frac{j+1}{24}\right] \times\left[a_-+\frac{k}{16}(a_+-a_-), a_-+\frac{k+1}{16}(a_+-a_-)\right], \tag{B.12}

where 0\le i<24, 0\le j\le i, and 0\le k<16. Every (q,r) with 0\le r\le q\le1 belongs to one of the displayed q,r rectangles, including all grid boundaries. There are 16\sum_{i=0}^{23}(i+1)=4800 initial boxes per run. Their endpoints are rounded outwards, so none of the required domain is lost. The extra points included by rounding are harmless, as are portions of diagonal rectangles with r>q: the same functions and derivative bounds are valid there. The a enlargement and all analytic domains were checked above. Adjacent bands may use different parameters, since each certifies its own entire closed band.

On entry, visit skips a box only if its lower r endpoint exceeds its upper q endpoint. Such a box contains no point with r\le q. If any coefficient fails both acceptance tests, the code chooses a coordinate with maximal recorded derivative-radius contribution and cuts at its grid midpoint. The choice affects efficiency only. The two closed children include the midpoint and their union is the parent. If the chosen contribution is zero, the depth exceeds 80, or the chosen grid radius is at most one, an assertion fails rather than accepting an unresolved box.

Induction back up any normally completed recursion tree now proves that every required point in its root box has all Bernstein coefficients strictly positive. The leaves either pass the sound acceptance tests or contain no required point. Together with (B.12), (B.10), and the sorted parametrization, normal completion of all three runs proves the pointwise inequality on the full stated domain. This includes the uniform message, boundary probability vectors, a=0, all band endpoints, and all \xi endpoints. In particular there is no exception at the uniform message: there P(\xi)=\delta\xi^2+ U\delta\xi^3>0.

The unchanged source was replayed with GCC 13.3.0 on x86_64 Linux, using assertions enabled. From the package root the reproduction commands are

g++ -std=c++17 -O3 -UNDEBUG verification/interval.cpp \
  -o /tmp/appendix_b
/tmp/appendix_b 0
/tmp/appendix_b 1
/tmp/appendix_b 2

Only the documented arguments 0,1,2 are part of this protocol; the source does not validate other argument values. Compiling with assertions disabled is not this certificate. All three runs exited normally with status zero and the following visit counts:

\begin{array}{c|c|r} \text{argument}&a\text{ interval}&\text{calls to \texttt{visit}}\\ \hline 0&[0,190/1000]&414080\\ 1&[190/1000,448/1000]&756096\\ 2&[448/1000,477/1000]&1004426 \end{array}

The counts include internal subdivision nodes and boxes skipped by the diagonal test. All three executions were also repeated on the unchanged source with -O2 -UNDEBUG -fsanitize=undefined and -fno-sanitize-recover=undefined. They completed with the same counts and no sanitizer diagnostics. This supplies the separate check of the unchecked visits++ counter for these prescribed executions. The counts identify the finite completed executions; their correctness implication is the enclosure and coverage argument above, not a sample-based inference. The source SHA-256 is

76d1443b1194597ee77749e8030c825f2b9aae46b5c172d9eccf0745078c28e3

C Exact arithmetic and reproduction of the grid certificate

The complete C++17 program in Section D.3 implements the recursions of Section 6. Its parameters are fixed at H=72, N=10^{12}, and \mathtt{SCALE}=10^{15}. It uses signed 64-bit integers for table coefficients and mass units, and signed 128-bit integers for products and accumulators. The compiler must also provide a plain int type of at least 32 bits. Assertions must be enabled; in particular the build must not define NDEBUG. For example, from the paper directory, the following commands compile and run all 28 cases:

g++ -std=c++17 -O3 -UNDEBUG -Wall -Wextra \
    verification/grid.cpp -o grid
for j in $(seq -1 26); do ./grid "$j"; done

The program writes progress diagnostics to standard error and the case number followed by its stopping iteration to standard output. Only the diagnostics convert to floating point. Successful outputs are specified in (6.15), together with -1 162.

C.1 Correspondence of code and probability operations

The routine init enumerates all sorted nonnegative integer triples of sum 72. It finds 469 triples, identifies the pure representative (72,0,0) and the uniform representative (24,24,24), and stores an index for every representative. The routine indexof sorts a candidate triple and verifies the resulting index. A Law is a vector of orbit masses in units of 1/N. The routine complete adds the missing units at the pure orbit, which is exactly Lemma 6.2.

The constructor Table(mode,A,AD) first reduces the channel fraction. The variables lhs, rhs, raw, T, and den are the entries and denominator of (6.4). For each of the six relative permutations, n, rem, and miss are the floor vector, remainders, and deficit in the grid spread. The corner weights are T, rem[c], or T-rem[c], as appropriate. After aggregating equal output indices, the constructor checks that their sum is den. These checks include every grid pair, not only pairs visited by an iteration. Zero normalizers are omitted because they have zero tilted mass.

The routine combine implements (6.6). Symmetric modes use the triangular pair table and the stated off-diagonal coefficient; mode 1 uses ordered pairs. Its row-skipping condition is safe: an ordered row contributes zero when its first mass is zero, while a triangular row contributes zero when both first-index masses are zero. The table position advances by the full skipped row length. After division by N\,\mathtt{den}, each mass is rounded down and complete is applied.

The functions down and up compute floor and ceiling of a nonnegative integer ratio. The latter uses \lceil x/y\rceil=\lfloor(x+y-1)/y\rfloor for x\geq0, y>0. The function w_zero implements (6.10). The routine poisson fixes its incoming child law inc, starts part at the uniform zero-count law, and uses mode 1 once for each positive count weight. Its orbit sums are exactly (6.9); the final complete handles all omitted mass. No count product is needed after the first zero weight. The regular branch of run is (6.7). Finally, mu_num is M in (6.14), and the strict stopping test is 20M<NH^2. Each run allows 400 iterations and asserts failure if none succeeds. All reported stopping iterations are below that bound.

C.2 Bounds on every arithmetic class

For all Poisson table calls, the reduced fraction satisfies B\leq10^6 and A\leq B/2. Thus

0\leq e_i\leq(B+A)H\leq108000000, \quad D_{\mathrm{tab}}=6BH^2\leq31104000000, \quad Hr_i\leq559872000000.

Each total T is at most three times the bound on a raw coordinate; all of these quantities fit signed 64 bits. The only mode 2 call is at the reduced fraction A/B=1/2, where D_{\mathrm{tab}}=373248 and Hr_i\leq3359232. Mode 0 has smaller bounds. Every nonnegative aggregated table weight and every partial sum of weights is bounded by its denominator, by (6.5).

Input masses are nonnegative and sum to N, so their ordered pair mass is N^2. The triangular implementation has the same total after the off-diagonal terms are combined. Consequently every nonnegative product accumulator and its partial sums are at most

D_{\mathrm{tab}}N^2 \leq31104000000000000000000000000000000<2^{127}-1.

The source casts an input factor to the 128-bit type Big before multiplying. Dividing by ND_{\mathrm{tab}} yields a mass between zero and N, safely convertible back to 64 bits. The uncompleted masses sum to at most N; likewise the Poisson mixture masses sum to at most N, since they are lower bounds on a probability mixture. These facts bound all 64-bit partial sums in complete and poisson.

Here are bounds for the Taylor calculation independent of machine floating point. If t_n=S_0d_+^n/n!, the lower and upper endpoint errors satisfy

0\leq t_n-l_n< e^{d_+},\qquad 0\leq u_n-t_n< e^{d_+}.

Indeed an error satisfies \epsilon_n\leq(d_+/n)\epsilon_{n-1}+1; expanding this recurrence bounds it by \sum_{j\geq0}d_+^j/j!=e^{d_+}, since each product of j successive denominators is at least j!. As d_+<5 and e<3, the endpoint errors are less than 243. The sum of all endpoint magnitudes through degree 41 is therefore bounded by

S_0e^{d_+}+42\cdot243<243(S_0+42)<2^{63}-1.

This also bounds every signed partial sum in (6.10). The endpoint multiplication by d_{\max}\leq881 is carried out in 128 bits before division, and the same holds for multiplication by N and for the Poisson weight recurrence. These products are all less than 2^{127}-1 under the displayed bounds.

The lower sum L is positive. In fact Taylor’s theorem gives

\frac{L}{S_0} \geq e^{-d_+}-\frac{d_+^{42}}{42!} -\frac{41\cdot243}{S_0} >\frac1{243}-10^{-20}-\frac{9963}{10^{15}}>0.

The middle inequality uses the elementary integer comparison 5^{42}/42!<10^{-20}. Thus the nonnegative-argument conditions of down hold at the final Taylor step as well as in its term recurrences. Since w_n/N\leq p_n, every Poisson weight is at most N. In particular w_8\leq N<2^{40}, and the recurrence gives w_n\leq w_{n-1}/2 for n\geq9, since d_+/n<1/2. Thus w_{48}<1, so the first zero occurs by n=48. The count loop and its denominator therefore satisfy n\leq48 and 200n\leq9600, well within the plain integer type. Every product w_nq_n(h) is at most N^2 and is evaluated in 128 bits.

For h\in\mathcal H, the bracket in (6.14) belongs to [0,H^2]. Hence every partial sum in mu_num is at most

NH^2=5184000000000000<2^{63}-1.

The factor 20 in the stopping comparison is applied after converting to Big. The binary-search comparisons for (6.12) likewise use 128 bits before taking integer squares and products.

There are at most 18 unaggregated contributions per grid pair (six permutations, at most three corners). Thus even a full ordered table has at most 18\cdot469^2=3959298 entries before aggregation. All table positions and vector indices fit an ordinary signed 32-bit integer, and the source also checks an explicit 100000000 entry limit. Candidate grid coordinates belong to \{0,\ldots,H\}, and all small grid sums and products fit these integer types. This accounts for the unguarded indexing arithmetic as well as the probabilistic accumulators.

The supplied source therefore implements a finite exact-arithmetic certificate: positivity, normalization, rounding direction, all parameter choices, and the final strict inequalities are independent of compiler floating-point behavior.

D Exact verification programs

The three programs below are part of the proof. They use integer or rational arithmetic for every certification decision. In the C++ programs, floating-point conversion is used only for diagnostic output. The mathematical meaning and arithmetic guarantees of the programs are proved in Sections 4–5, Section 6, and Appendices B and C, and in the pair derivation below.

Reproduction protocol

The accompanying directory verification/ contains pair.py, interval.cpp, and grid.cpp, exactly the sources printed below. Run Python with SymPy installed and with assertions enabled. Compile the C++ sources with a compiler supporting signed __int128 and a plain int type of at least 32 bits, also with assertions enabled. For example, from the paper directory:

python verification/pair.py
g++ -std=c++17 -O3 -UNDEBUG verification/interval.cpp -o interval
g++ -std=c++17 -O3 -UNDEBUG verification/grid.cpp -o grid
for j in 0 1 2; do ./interval "$j"; done
for j in -1 $(seq 0 26); do ./grid "$j"; done

Do not use Python’s -O option, and do not define NDEBUG. Only the displayed argument ranges are part of the protocol. The bundled runner verification/reproduce.py verifies the source hashes, runs this suite, checks the expected outputs, and saves the commands, software versions, exit statuses, and logs in its designated output directory. Its usage is documented in the accompanying README.

Successful execution of the pair program produces no output. The interval runs finish with visited-box counts 414080, 756096, and 1004426, respectively. The grid run with argument -1 stops at iteration 162. The other grid stopping iterations are recorded in Section 6. The certificate sources were replayed with Python 3.12.13, SymPy 1.14.0, and GCC 13.3.0 on x86_64 Linux; all 32 mathematical executions and five environment/compiler checks passed. Separately, the three interval cases were replayed with -O2 -UNDEBUG, -fsanitize=undefined, and -fno-sanitize-recover=undefined. All three exited successfully, with the same progress logs and no sanitizer diagnostics. This supplemental check is distinct from the ordinary runner protocol and supplies the execution check on the visit counter discussed in Appendix B.

The SHA-256 digests of the three source files, in the above order, are

ab775c3a63fb1d2713bfe058af2dece4ceda99627c17ce18f51f817b69410bba
76d1443b1194597ee77749e8030c825f2b9aae46b5c172d9eccf0745078c28e3
03c92321efedd0db53b1e91372918dfcd68d459db0223cb160c39df3bd645283

These digests identify the exact files; the correctness arguments are provided in the text, and the successful runs establish the finite assertions required there.

D.1 Pair coefficient certificate

We prove the a=1/2 case of Lemma 4.2 for strictly positive input vectors, using its notation for the input invariants and pair excesses. The main-text proof then extends these bounds to every 0\le a\le1/2 and to the closed simplex. Parametrize sorted unnormalized vectors by

p=(6s+3t+2,3t+2,2),\qquad q=(6u+3v+2,3v+2,2),\qquad s,t,u,v\ge0.

This covers every strictly positive sorted vector up to scale: for h_0\ge h_1\ge h_2>0, take s=(h_0-h_1)/(3h_2) and t=2(h_1-h_2)/(3h_2) to obtain p=2h/h_2. Put P=\sum_i p_i, Q=\sum_i q_i, and e_i=Q-q_i, with E=\sum_i e_i=2Q. Then e_i/E=(1-q_i/Q)/2, as required for the coloring edge. For an unnormalized vector r of total R, put

N_x(r)=\frac{3\sum_i r_i^2-R^2}{2},\qquad N_y(r)=\frac{27\prod_i r_i-R^3+3R N_x(r)}2.

The identities for the posterior invariants give N_x(r)=R^2x(r/R) and N_y(r)=R^3y(r/R). These are the two numerators returned by xy in the source.

For each of the two choices \widetilde e=(e_0,e_1,e_2) and \widetilde e=(e_0,e_2,e_1), let

r_i^{(j)}=p_i\widetilde e_{i+j},\qquad T_j=\sum_i r_i^{(j)},\qquad j=0,1,2,

with indices modulo three. The likelihood normalizer is 3T_j/(PE); multiplying by the cyclic probability 1/3 gives weight T_j/(PE). Since \sum_jT_j=PE, these are probability weights. The two choices, each followed by the three rotations, enumerate all six relative permutations. Repeated representatives at a stabilizer remain valid uniform group averages.

For each reflection class separately, clear the positive denominator

D=PE(T_0T_1T_2)^3P^4E^4. \tag{D.1}

The three expressions out[0], out[1], and out[2] divided by D are exactly

\sum_{j=0}^2\frac{N_x(r^{(j)})}{PE T_j},\qquad \sum_{j=0}^2\frac{N_y(r^{(j)})}{PE T_j^2},\qquad \sum_{j=0}^2\frac{N_x(r^{(j)})^2}{PE T_j^3},

namely the tilted output means of x,y,x^2 within that class. For every call in the source,

\frac{\texttt{mon}(i,j,k,l)}D=X^i y_0^j z^kB_0^l.

The powers 4-2i-3j and 4-2k-3l in these calls are nonnegative, so the cleared objects are polynomials. Hence dx, de, and dn are D times the class-specific excesses.

The correction im, after division by D, is

I=\frac{27\,\operatorname{odd}(p)\operatorname{odd}(\widetilde e)} {64P^3E^3},\qquad \operatorname{odd}(p)=4(p_1-p_2)(p_0-p_1)(p_0-p_2). \tag{D.2}

Indeed this follows immediately by dividing 27\operatorname{odd}(p)\operatorname{odd}(\widetilde e) [PE(T_0T_1T_2)^3]PE/64 by (D.1). Swapping the last two edge coordinates negates I. Although D itself depends on the reflection class, the normalized correction in (D.2) has exactly the indicated sign change.

To see explicitly what is certified, temporarily write d_x,d_e,d_n for the excesses within one reflection class. The seven polynomials checked in that class are the following expressions multiplied by D:

\begin{align*} &13Xz-2d_n,\\ &11Xz-d_e,\\ &250d_e+79Xz,\\ &-20Xz-40W+40y_0B_0+51S-20(d_x-2I),\\ &6Xz-6W+y_0B_0+S-(d_e+I),\\ &2(d_e+I)-12Xz+12W-2y_0B_0+19S,\\ &-4Xz+44W-14y_0B_0+52S_A+111S_B -\{5(d_n+10I)-4(d_e+I)\}.\end{align*}

The last line, divided by two, bounds Cd_n-2d_e+23I. All arithmetic in this certificate consists of integer polynomial addition and convolution, and exact scalar division, in \mathbb Z[s,t,u,v]. Each of the fourteen polynomials has total degree 28 and all its coefficients are nonnegative. For either reflection the numbers of nonzero coefficients in the displayed order are

13672,\ 13672,\ 13674,\ 13625,\ 13625,\ 13625,\ 13625.

The supplied executable certificate checks every coefficient by the assertion min(f.coeffs())>=0; absent monomials have coefficient zero. Its unchanged-source execution, with Python assertions enabled, terminates successfully. Thus these are exact polynomial nonnegativity statements on the entire nonnegative quadrant, rather than evaluations on a set of test points.

Divide each class’s seven inequalities by its own positive D and then average the two normalized classes. All right-hand invariant terms are unchanged by reflection, and the I terms cancel by (D.2). This gives precisely (4.1)–(4.4) for a=1/2.

The complete polynomial calculation is the following source.

D.2 Interval positivity certificate

D.3 Finite experiment certificate

References

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