Vertex coefficients at every fixed vertex count ================================================ This chapter keeps the uniform-simplex assumptions of :doc:`skeleton_risk_theory`. It gives a constructive one-dimensional convolution formula at every vertex count and proves the leading vertex constant for **each fixed** :math:`M\geq4`. A quantified regime with both :math:`M` and the degree growing is proved separately in :doc:`skeleton_risk_vertex_joint_growth`. For the separate dependence of the leading constant on the vertex count, :doc:`skeleton_risk_vertex_large_dimension` gives its large-M prefactor, explicit remainder and certified intervals. A rational univariate construction ----------------------------------- Put :math:`g(t)=-(1-t)\log(1-t)/t`, with :math:`g(0)=1`, and set .. math:: \phi_r(j)=[t^j]\frac{g(t)^r}{1-t},\qquad e_r(j)=\sum_{a=1}^{r-1}\binom ra\phi_a(j)\phi_{r-a}(j). Thus :math:`e_0=e_1=0`. Let :math:`b_k(j)=[t^j]g(t)^k` and use ordinary sequence convolution. In particular, :math:`b_0` is the unit sequence and :math:`b_k(j)=\phi_k(j)-\phi_k(j-1)`, where :math:`\phi_k(-1)=0`. Define .. math:: :label: risk-general-transformed-diagonal \delta_q(j)=(-1)^{q+1}\phi_q(j) +\sum_{k=0}^{q-2}(-1)^k\binom qk(b_k*e_{q-k})(j). An empty sum is zero. These sequences require only rational arithmetic. For example, writing :math:`E_l` for an elementary symmetric polynomial, .. math:: :label: risk-general-phi-elementary \phi_r(j)=\frac{r!(r-1)!j!}{(j+r)!} E_{r-1}\left(1,\frac12,\ldots,\frac1{r-1}, -1,-\frac12,\ldots,-\frac1j\right). The positive list is empty at :math:`r=1`; the negative list is empty at :math:`j=0`. Adding :math:`-1/(j+1)` updates the finite symmetric polynomial state, while the factorial ratio has a rational update. .. prf:theorem:: Constructive vertex formula at every vertex count :label: thm-risk-general-vertex-construction For integers :math:`M\geq2`, :math:`D\geq1`, let :math:`W_{D,j}=\binom{D-1}j\binom{D+1}j` and :math:`Z_D=\binom{2D}{D-1}`. Then .. math:: :label: risk-general-vertex-single a_0(M,D)=\frac{M^2(M-1)!} {Z_D\prod_{h=1}^{M-1}(2D+h)} \sum_{j=0}^{D-1}W_{D,j}\delta_{M-1}(j). Every :math:`\delta_q(j)` is strictly positive. Formula :eq:`risk-general-transformed-diagonal` evaluates it by univariate convolutions, without constructing a bivariate outside kernel. .. prf:proof:: The transformed-kernel identity in :doc:`skeleton_risk_vertex` gives .. math:: \delta_q(j)=[x^jy^j] \frac{(g(x)+g(y)-g(xy))^q}{(1-x)(1-y)}. Expanding by powers of :math:`g(xy)` gives :math:`\sum_{k=0}^q(-1)^k\binom qk(b_k*d_{q-k})(j)`, where :math:`d_r=2\phi_r+e_r` for :math:`r\geq1` and :math:`d_0=1`. Since :math:`b_k*\phi_{q-k}=\phi_q`, the edge terms combine to :math:`(-1)^{q+1}\phi_q`. This proves :eq:`risk-general-transformed-diagonal`. The previously proved binomial Gram diagonalization supplies :eq:`risk-general-vertex-single`; positivity is :prf:ref:`prop-risk-positive-transformed-kernel`. To prove :eq:`risk-general-phi-elementary`, extract the coefficient of :math:`t^{j+r}` after differentiating :math:`(1-t)^\alpha` exactly :math:`r` times at :math:`\alpha=r-1`. The generalized binomial coefficient has one vanishing factor there. Expanding its remaining factors yields the displayed elementary symmetric polynomial, including both empty-list cases. Thus the evaluator does not require symbolic differentiation. A positive integral for the leading constant -------------------------------------------- .. prf:theorem:: Vertex leading constant for every fixed M at least four :label: thm-risk-general-vertex-asymptotic For each fixed integer :math:`M\geq4`, put :math:`q=M-1`. Then .. math:: a_0(M,D)\sim\frac{C_M}{D^{M+1}},\qquad C_M=M^2(M-1)!\,2^{3-M}c_q>0, where the following absolutely convergent expressions agree: .. math:: :label: risk-general-vertex-constant c_q=q\sum_{j=0}^{\infty}e_{q-1}(j) =\frac{q}{2\pi}\int_{-\pi}^{\pi} \frac{\left(2\operatorname{Re}g(e^{it})\right)^{q-1}} {|1-e^{it}|^2}\,dt. At :math:`M=4,5`, this recovers :math:`C_4=48\pi^2` and :math:`C_5=7200(\zeta(2)-\zeta(3))`. .. prf:proof:: **Coefficient bounds.** For each fixed :math:`r\geq1`, the elementary symmetric formula and :math:`|E_l(x)|\leq(\sum|x_i|)^l/l!` give .. math:: :label: risk-general-phi-bound |\phi_r(j)|\leq B_r \frac{(1+\log(j+1))^{r-1}}{(j+1)^r}, \qquad B_r=r!r^{r-1}. Indeed, the reciprocal sum is at most :math:`H_{r-1}+H_j\leq r+\log(j+1)` and :math:`j!/(j+r)!\leq(j+1)^{-r}`. Differentiating the same binomial product at :math:`\alpha=r` instead proves .. math:: b_r(j)=O_r\!\left(\frac{(1+\log(j+1))^{r-1}} {(j+1)^{r+1}}\right). Consequently :math:`\sum_jb_r(j)=g(1)^r=0` for :math:`r\geq1`: the coefficients are absolutely summable, so Abel's limit is the ordinary sum. For :math:`r\geq2`, :math:`b_r` also has an absolutely summable first absolute moment. For :math:`r=1`, :math:`b_1(j)=-1/(j(j+1))` at positive indices, and its first absolute moment through :math:`n` is :math:`O(1+\log n)`. Products and differences of :eq:`risk-general-phi-bound`, using :math:`\phi_r(j+1)-\phi_r(j)=b_r(j+1)`, give, for :math:`r\geq2`, .. math:: e_r(j)&=O_r((1+\log(j+1))^{r-2}(j+1)^{-r}),\\ e_r(j+1)-e_r(j) &=O_r((1+\log(j+1))^{r-2}(j+1)^{-r-1}). In particular, :math:`e_r` is absolutely summable. **The convolution limit.** Fix :math:`k\geq1`, :math:`r\geq2`. Split :math:`(b_k*e_r)(n)` at :math:`l=\lfloor n/2\rfloor` in the index of :math:`b_k(l)`. On the first part, subtract :math:`e_r(n)\sum_{l\geq0}b_k(l)=0`. The difference estimate bounds this part by .. math:: O_{k,r}\!\left(\frac{(1+\log n)^{r-2}}{n^{r+1}} \sum_{l\leq n/2}l|b_k(l)|\right) +|e_r(n)|\sum_{l>n/2}|b_k(l)|=o(n^{-2}). For the second part set :math:`m=n-l0. The integral for :math:`c_q` is thus strictly positive. Its absolute convergence also follows from the preceding boundary bound. **The weighted vertex limit.** Under probabilities :math:`W_{D,j}/Z_D`, the random variable :math:`J` satisfies :math:`J/D\to1/2` in probability and :math:`\mathbb P(J\leq\lfloor D/4\rfloor)\leq4\,2^{-D/12}`, as proved in :doc:`skeleton_risk_vertex`. The diagonal limit implies a bound :math:`|\delta_q(j)|\leq K_q/(j+1)^2`. On the complementary central event, :math:`D^2\delta_q(J)` is bounded and converges in probability to :math:`4c_q`; its expectations therefore converge. The small-index event contributes at most :math:`4K_qD^2 2^{-D/12}\to0`. Multiplying the outer prefactor in :eq:`risk-general-vertex-single` proves the theorem. For the known constants, :math:`e_2(j)=2/(j+1)^2` gives :math:`c_3=6\zeta(2)`. At :math:`M=5`, the same limit agrees with :prf:ref:`cor-risk-five-vertex-asymptotic`, giving :math:`c_4=48(\zeta(2)-\zeta(3))`. The critical triangle case is separate: :math:`q=2` leaves :math:`\delta_2=-\phi_2+e_2`, whose first term has a logarithm at order :math:`j^{-2}`. The known triangle formula gives :math:`a_0(3,D)\sim36\log D/D^4`, rather than a finite constant at that normalization. Certified constant enclosures ------------------------------ The infinite constant does not require unverified numerical integration. For :math:`r\geq2`, put .. math:: A_r=\sum_{a=1}^{r-1}\binom ra B_aB_{r-a},\qquad m=r-2,\qquad L_T=1+\lceil\log_2T\rceil. For every integer :math:`T\geq1`, :eq:`risk-general-phi-bound` and the decreasing function :math:`(1+\log x)^m/x^r` give .. math:: :label: risk-general-constant-tail \left|c_q-q\sum_{j=0}^{T-1}e_{q-1}(j)\right| \leq\frac{qA_r}{T^{r-1}} \sum_{k=0}^{m}\frac{m!L_T^{m-k}} {(m-k)!(r-1)^{k+1}},\qquad r=q-1. To check the integral exactly, substitute :math:`u=\log x` in :math:`\int_T^\infty(1+\log x)^m x^{-r}\,dx` and integrate by parts :math:`m` times. Replacing :math:`1+\log T` by the integer :math:`L_T` increases every positive term. The tool computes this rational bound and the partial sum exactly, then scales by :math:`M^2(M-1)!2^{3-M}`. The known positivity permits clipping a negative lower bound to zero. Increasing :math:`T` converges to the true constant for each fixed :math:`M`; no claim of uniform cost in :math:`M` is made. From a source checkout, for example: .. code-block:: console $ .venv/bin/python -m tools.risk_research.vertex_general --vertices 6 --constant-terms 128 --output .research/skeleton-risk/vertex6-constant.json $ .venv/bin/python -m tools.risk_research.vertex_general --vertices 6 --degree 32 --output .research/skeleton-risk/vertex6-exact.json ``vertex_general.vertex_coefficient`` implements the all-degree formula; ``leading_constant_enclosure`` returns two exact fractions. These are checkout-only research tools, with no additional runtime dependency or public sampling API. This chapter certifies the constant's truncation error. :doc:`skeleton_risk_vertex_general_asymptotics` separately proves an explicit finite-degree error for every fixed :math:`M\geq4` and :math:`D\geq256`, combining the constant interval with an analytic remainder. The sharper five-vertex finite-degree error remains a separate result. Independent implementation checks compare the elementary rows with logarithmic-series expansion, the convolutions with the original bivariate kernel and signed transform, and the coefficient with the original scalar and rational Gram oracles. After freezing the candidate, a separate integer-polynomial computation of :math:`F^5` at degrees 67, 79 and 97 agreed exactly; the committed artifact records both source hashes. Native Arb checks place the independently known constants at M4/M5 inside the exact rational intervals. These finite checks support the implementation; the general claims use the proofs above.