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First page of Blackwell Boundaries

Blackwell Boundaries

Shuo Li Liu

econ.TH Sep 28, 2026 · v1
Finite simplex Blackwell theorem, obstruction, and continuum MGF/KL inequalities of a counterexample verified in Lean 4.30 with Mathlib.
We give a finite simplex theorem. When the number of states equals the number of source signals and the source posterior likelihood-ratio vectors form a simplex, Blackwell dominance is characterized by a universal barycentric-coordinate condition. We also give an explicit countable-state, countable-signal diagnostic-monitor theorem with a closed-form universal criterion and a closed-form garbling; tensorization yields dominance at every sample size. Finally, we provide a three-state, two-signal counterexample to the sufficiency conjectured by Mu, Pomatto, Strack, and Tamuz for their many-state moment-generating-function conditions for large-sample Blackwell dominance. The pair satisfies strict comparisons on both parameter domains, all ordered Kullback-Leibler inequalities, bounded likelihood ratios and pairwise genericity, but dominance fails at every positive sample size. The finite theorem, obstruction, and continuum inequalities are verified in Lean 4.30 with Mathlib; the countable diagnostic proof is given analytically.

Blackwell dominance between statistical experiments is characterized in the finite square case and tested against Mu, Pomatto, Strack, and Tamuz's conjectured many-state sufficiency conditions for large-sample dominance.

A finite simplex theorem characterizes dominance via a barycentric-coordinate nonnegativity condition when states equal source signals and ratio vectors form a simplex. A closed-form countable-state diagnostic-monitor theorem is proved analytically. A three-state, two-signal pair is constructed satisfying all of Mu's necessary conditions but failing dominance at every sample size. The finite theorem, obstruction, and continuum inequalities are verified in Lean 4.30 with Mathlib (file MuMGFNegative.lean, theorem mu_appendixK_premises).

The finite simplex theorem gives an iff characterization of Blackwell dominance. The explicit counterexample satisfies normalization, positivity, pairwise genericity, all ordered KL inequalities, and both MGF comparisons yet fails dominance at every positive sample size, refuting the universal sufficiency conjecture.

statePQ
0(1/2,1/2)(1/2,1/2)
1(1/5,4/5)(2/5,3/5)
2(4/5,1/5)(11/15,4/15)
One-period experiments P and Q (states 0,1,2)