Overview. This dossier proves two conditional implications. A stopped centroid
bound controls the quadratic variation of the bounded mass martingale, hence the
probability that a balanced cut leaves its window. The certified survival lemma
then yields KLS. Separately, the all-cut assumption supplies exactly the premise
of the certified tight-window consumption corollary at its coarse-window endpoint.
Neither antecedent is discharged here.
Conventions. All horizons in the antecedents are strictly positive and all
constants are finite. Let μ be isotropic log-concave on Rn, and
let E be a fixed measurable cut. Under the localization of the manuscript, write
pt=μt(E), qt=1−pt, st=ptqt, and
δt=mtE−mtEc. The continuous process pt is a bounded martingale.
Its stochastic differential and quadratic variation are
Indeed the localization differential for the fixed indicator is
dpt=Covμt(1E,X)⋅dWt; the covariance
is pt(mtE−at)=ptqtδt. The identities hold locally, and the boundedness
of pt makes its stopped increments square integrable. Thus the usual
martingale isometry applies at every bounded stopping time. These are the
mass-martingale conventions of (30.3).
Dependencies and applicability. The first implication uses
Lemma 30.1 and assumes Assumption 30.1.
The second uses Corollary 30.1 and
Lemma 30.1, and assumes Assumption 28.1.
The tight-window corollary is consumed as a certified result, rather than
reproved here. In particular this dossier does not certify the analytic
details of its existing dossier anew.
Fences respected. Neither target has a bounded_by edge. No universal
centroid or Carleson estimate is proved here, and no trace upgrade or spectral
occupation hypothesis is silently assumed. The universal KLS conclusions
remain conditional on their displayed antecedents.