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namespace OAI
noncomputable section
namespace Rokhlin
section
open MeasureTheory
open scoped ENNReal
variable {E F J : Type*} [NormedAddCommGroup E] [NormedSpace ℂ E]
[NormedAddCommGroup F] [NormedSpace ℂ F]
lemma closure_image_dense_span (A : E →L[ℂ] F) (v : J → E)
(hv : (Submodule.span ℂ (Set.range v)).topologicalClosure = ⊤) :
(Submodule.span ℂ (Set.range (fun j => A (v j)))).topologicalClosure =
(LinearMap.range A.toLinearMap).topologicalClosure := by
let S := (Submodule.span ℂ (Set.range (fun j => A (v j)))).topologicalClosure
apply le_antisymm
· apply Submodule.topologicalClosure_minimal
· apply Submodule.span_le.mpr
rintro _ ⟨j,rfl⟩
exact Submodule.le_topologicalClosure _ ⟨v j,rfl⟩
· exact Submodule.isClosed_topologicalClosure _
· apply Submodule.topologicalClosure_minimal
· rintro _ ⟨x,rfl⟩
have hc : IsClosed (S.comap A.toLinearMap : Set E) :=
(Submodule.isClosed_topologicalClosure _).preimage A.continuous
have hs : Submodule.span ℂ (Set.range v) ≤ S.comap A.toLinearMap := by
apply Submodule.span_le.mpr
rintro _ ⟨j,rfl⟩
exact Submodule.le_topologicalClosure _ (Submodule.subset_span ⟨j,rfl⟩)
have hh : ⊤ ≤ S.comap A.toLinearMap := by
rw [←hv]
exact Submodule.topologicalClosure_minimal _ hs hc
exact hh (show x ∈ (⊤ : Submodule ℂ E) from trivial)
· exact Submodule.isClosed_topologicalClosure _
variable {Ω X : Type*} [mΩ : MeasurableSpace Ω] [MeasurableSpace X]
{μ : Measure Ω} {ν : Measure X} {x : Ω → X}
lemma pullback_dense_span (hx : MeasurePreserving x μ ν) (v : J → Lp ℂ 2 ν)
(hv : (Submodule.span ℂ (Set.range v)).topologicalClosure = ⊤) :
(Submodule.span ℂ (Set.range (fun j => JoiningOperator.pull hx (v j)))).topologicalClosure =
lpMeas ℂ ℂ (MeasurableSpace.comap x inferInstance) 2 μ := by
rw [closure_image_dense_span _ _ hv, JoiningOperator.pull_range]
let : Fact (MeasurableSpace.comap x inferInstance ≤ mΩ) := ⟨hx.measurable.comap_le⟩
exact (isClosed_aestronglyMeasurable hx.measurable.comap_le).submodule_topologicalClosure_eq
local instance : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
lemma torusWord_pullback_dense {I : Type*} [Countable I] [IsFiniteMeasure μ]
(γ : Ω → I → Circle) (hγ : Measurable γ) :
(Submodule.span ℂ (Set.range (fun w => JoiningOperator.pull (MeasurePreserving.mk hγ rfl)
(ContinuousMap.toLp 2 (μ.map γ) ℂ (torusWord (I := I) w))))).topologicalClosure =
lpMeas ℂ ℂ (MeasurableSpace.comap γ inferInstance) 2 μ := by
exact pullback_dense_span (MeasurePreserving.mk hγ rfl) _ (torusWord_L2_dense (μ.map γ))
end
namespace JoiningOperator
open MeasureTheory ProbabilityTheory
open scoped ENNReal
section
local instance : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
variable {Ω Z X Y I : Type*} [MeasurableSpace Ω] [MeasurableSpace Z]
[MeasurableSpace X] [MeasurableSpace Y] [Countable I]
{μ : Measure Ω} {ν : Measure X} {ρ : Measure Y} {η : Measure Z}
[IsFiniteMeasure ν] [IsFiniteMeasure ρ] [IsFiniteMeasure η]
{x : Ω → X} {y : Ω → Y} {z : Ω → Z}
lemma torusWord_contraction
(hz : MeasurePreserving z μ η)
(hxy : MeasurePreserving (fun ω => (x ω,y ω)) μ (ν.prod ρ))
(a : X → I → Circle) (b : Y → I → Circle) (c : Z → I → Circle)
(ha : Measurable a) (hb : Measurable b) (hc : Measurable c)
(hr : ∀ᵐ ω ∂μ, c (z ω) = a (x ω) * (b (y ω))⁻¹)
(w : FreeGroup I) :
pull (MeasurePreserving.mk hc rfl) (ContinuousMap.toLp 2 (η.map c) ℂ (torusWord w)) =
contraction hz hxy
(pull (MeasurePreserving.mk ha rfl) (ContinuousMap.toLp 2 (ν.map a) ℂ (torusWord w)))
(star (pull (MeasurePreserving.mk hb rfl) (ContinuousMap.toLp 2 (ρ.map b) ℂ (torusWord w)))) := by
let f := ContinuousMap.toLp 2 (η.map c) ℂ (torusWord w)
let g := ContinuousMap.toLp 2 (ν.map a) ℂ (torusWord w)
let h := ContinuousMap.toLp 2 (ρ.map b) ℂ (torusWord w)
let hc' : MeasurePreserving c η (η.map c) := ⟨hc,rfl⟩
let ha' : MeasurePreserving a ν (ν.map a) := ⟨ha,rfl⟩
let hb' : MeasurePreserving b ρ (ρ.map b) := ⟨hb,rfl⟩
have he : pull hz (pull hc' f) = pull hxy (tensorLp (pull ha' g) (star (pull hb' h))) := by
apply Lp.ext
filter_upwards [Lp.coeFn_compMeasurePreserving (pull hc' f) hz,
hz.quasiMeasurePreserving.ae (Lp.coeFn_compMeasurePreserving f hc'), (hc'.comp hz).quasiMeasurePreserving.ae (ContinuousMap.coeFn_toLp (η.map c) (𝕜 := ℂ) (p := 2) (torusWord w)),
Lp.coeFn_compMeasurePreserving (tensorLp (pull ha' g) (star (pull hb' h))) hxy,
hxy.quasiMeasurePreserving.ae (coe_tensorLp (pull ha' g) (star (pull hb' h))),
hxy.quasiMeasurePreserving.ae (Measure.quasiMeasurePreserving_fst.ae (Lp.coeFn_compMeasurePreserving g ha')), hxy.quasiMeasurePreserving.ae (Measure.quasiMeasurePreserving_snd.ae (Lp.coeFn_star (pull hb' h))),
hxy.quasiMeasurePreserving.ae (Measure.quasiMeasurePreserving_snd.ae (Lp.coeFn_compMeasurePreserving h hb')), hxy.quasiMeasurePreserving.ae (Measure.quasiMeasurePreserving_fst.ae (ha'.quasiMeasurePreserving.ae (ContinuousMap.coeFn_toLp (ν.map a) (𝕜 := ℂ) (p := 2) (torusWord w)))),
hxy.quasiMeasurePreserving.ae (Measure.quasiMeasurePreserving_snd.ae
(hb'.quasiMeasurePreserving.ae (ContinuousMap.coeFn_toLp (ρ.map b) (𝕜 := ℂ) (p := 2) (torusWord w)))), hr] with ω hf1 hf2 hf3 ht1 ht2 hg1 hh1 hh2 hg2 hh3 hrω
calc
_ = torusWord w (c (z ω)) := hf1.trans (hf2.trans hf3)
_ = torusWord w (a (x ω)) * star (torusWord w (b (y ω))) := by rw [hrω,torusWord_ratio]
_ = (pull ha' g) (x ω) * star ((pull hb' h) (y ω)) := by
rw [show (pull ha' g) (x ω) = torusWord w (a (x ω)) from hg1.trans hg2,
show (pull hb' h) (y ω) = torusWord w (b (y ω)) from hh2.trans hh3]
_ = _ := (ht1.trans (ht2.trans (congrArg (_ * ·) hh1))).symm
have hh := congrArg (fun q => (pull hz).adjoint q) he
have hid := congrArg (fun A : Lp ℂ 2 η →L[ℂ] Lp ℂ 2 η => A (pull hc' f)) (pull_adjoint_pull hz)
change (pull hz).adjoint (pull hz (pull hc' f)) = pull hc' f at hid
rw [hid] at hh
exact hh
end
local instance : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
variable {Ω Z X Y I : Type*} [MeasurableSpace Ω] [MeasurableSpace Z]
[MeasurableSpace X] [MeasurableSpace Y] [Countable I]
{μ : Measure Ω} {ν : Measure X} {ρ : Measure Y} {η : Measure Z}
[retained8 : IsFiniteMeasure μ] [IsFiniteMeasure ν] [IsFiniteMeasure ρ] [IsFiniteMeasure η]
{x : Ω → X} {y : Ω → Y} {z : Ω → Z}
include retained8 in
lemma ratio_field_le_active
(hz : MeasurePreserving z μ η)
(hxy : MeasurePreserving (fun ω => (x ω,y ω)) μ (ν.prod ρ))
(a : X → I → Circle) (b : Y → I → Circle) (c : Z → I → Circle)
(ha : Measurable a) (hb : Measurable b) (hc : Measurable c)
(hr : ∀ᵐ ω ∂μ, c (z ω) = a (x ω) * (b (y ω))⁻¹) :
lpMeas ℂ ℂ (MeasurableSpace.comap c inferInstance) 2 η ≤
(LinearMap.range (operator hz hxy).toLinearMap).topologicalClosure := by
let _ := retained8
erw [←torusWord_pullback_dense (μ := η) c hc]
apply Submodule.topologicalClosure_mono
apply Submodule.span_le.mpr
rintro _ ⟨w,rfl⟩
exact ⟨_, (torusWord_contraction hz hxy a b c ha hb hc hr w).symm⟩
end JoiningOperator
namespace ConditionalFibres
open MeasureTheory ProbabilityTheory
lemma ae_kernel_joint {Ω Z V : Type*} [MeasurableSpace Ω] [MeasurableSpace Z]
[MeasurableSpace V] {μ : Measure Ω} [SFinite μ] {z : Ω → Z} {v : Ω → V}
{κ : Kernel Z V} [IsSFiniteKernel κ] (h : HasCondDistrib v z κ μ) {p : Z × V → Prop}
(hp : MeasurableSet {q | p q}) (hv : ∀ᵐ ω ∂μ, p (z ω,v ω)) :
∀ᵐ a ∂μ.map z, ∀ᵐ b ∂κ a, p (a,b) := by
apply Measure.ae_ae_of_ae_compProd
rw [←h.map_eq]
exact (ae_map_iff h.aemeasurable hp).mpr hv
end ConditionalFibres
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory ContinuousLinearMap
open scoped ENNReal
local instance : Fact ((2 : ℝ≥0∞) ≠ ∞) := ⟨by norm_num⟩
local instance : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
theorem grouped_torus_completeness (hM : M.IsSaturated)
(rows cols : TriplePartition I) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
∃ (J : Type u) (_ : Countable J)
(A : (cols.P → rows.A → Arr I M.Y n) → J → Circle)
(B : (cols.P → rows.B → Arr I M.Y n) → J → Circle)
(P : (cols.A → rows.P → Arr I M.Y n) → J → Circle)
(Q : (cols.B → rows.P → Arr I M.Y n) → J → Circle)
(H : (cols.P → rows.P → Arr I M.Y n) → J → Circle),
Measurable A ∧ Measurable B ∧ Measurable P ∧ Measurable Q ∧ Measurable H ∧
commonActive M rows.P rows.A rows.B cols.P cols.A cols.B n e =
lpMeas ℂ ℂ (MeasurableSpace.comap H inferInstance) 2 (cellLaw M rows.P cols.P n e) ∧
(∀ᵐ y ∂M.ownKernel (n+2) e,
H (cells M rows.P cols.P n y) = A (cells M rows.A cols.P n y) *
(B (cells M rows.B cols.P n y))⁻¹) ∧
(∀ᵐ y ∂M.ownKernel (n+2) e,
H (cells M rows.P cols.P n y) = P (cells M rows.P cols.A n y) *
(Q (cells M rows.P cols.B n y))⁻¹) := by
filter_upwards [grouped_polar_data M hM rows cols n,
grouped_haar_normalization M hM rows cols n,
grouped_polar_a_field M hM rows cols n,grouped_polar_b_field M hM rows cols n,
pairPair_fixed_conditional M hM rows.P rows.A rows.B cols.P cols.A cols.B
rows.cardP cols.properP n,
columnPair_fixed_conditional M hM rows.P rows.A rows.B cols.P rows.cardP cols.properP n,
rowPair_fixed_conditional M rows.P cols.P cols.A cols.B n,
columnPair_fixed_marginals M hM rows.P rows.A rows.B cols.P rows.cardP cols.properP
rows.properA rows.properB rows.disjointPA rows.disjointPB rows.properPA rows.properPB n,
rowPair_fixed_marginals M hM rows.P cols.P cols.A cols.B rows.properP
cols.disjointPA cols.disjointPB cols.properPA cols.properPB n,
cells_fibre_marginal M hM rows.P cols.P rows.properP n,
cells_fibre_marginal M hM rows.A cols.P rows.properA n,
cells_fibre_marginal M hM rows.B cols.P rows.properB n,
cells_fibre_marginal M hM rows.P cols.A rows.properP n,
cells_fibre_marginal M hM rows.P cols.B rows.properP n,
cells_indep_rows_fibre M hM rows.A rows.B cols.P cols.P rows.disjointAB rows.properAB n,
cells_indep_columns_fibre M rows.P rows.P cols.A cols.B cols.disjointAB cols.properAB n,
columnActive_eq_range M hM rows cols.P cols.properP n,
rowActive_eq_range M hM rows.P rows.properP cols n,
grouped_column_contraction_projection M hM rows cols n]
with e hRd hHaar haField hbField hpair hκ hξ hκm hξm hz hx hy hc hd hxy hcd hcol hrow hproj
obtain ⟨R⟩ := hRd
obtain ⟨J,hJ,A,B,P,Q,H,hA,hB,hP,hQ,hH,hfa,hfb,hra,hrb⟩ :=
R.torus_coordinates (hHaar R)
((columnPairKernel M rows.P rows.A rows.B cols.P n).sectR e)
((rowPairKernel M rows.P cols.P cols.A cols.B n).sectR e) hκ hξ hpair
(hκm.mono fun _ h => ⟨h.1.map_eq,h.2.map_eq⟩)
(hξm.mono fun _ h => ⟨h.1.map_eq,h.2.map_eq⟩)
let : Countable J := hJ
let : Group (J → Circle) := (inferInstance : CommGroup (J → Circle)).toGroup
let : MeasurableMul₂ (J → Circle) := inferInstance
have haF := haField R
have hbF := hbField R
rw [hfa] at haF
rw [hfb] at hbF
let hXY : MeasurePreserving (fun y => (cells M rows.A cols.P n y,cells M rows.B cols.P n y))
(M.ownKernel (n+2) e) ((cellLaw M rows.A cols.P n e).prod (cellLaw M rows.B cols.P n e)) :=
⟨hx.measurable.prodMk hy.measurable, by
rw [←hx.map_eq,←hy.map_eq]
exact hxy.map_prod_eq_prod_map_map hx.measurable.aemeasurable hy.measurable.aemeasurable⟩
let hPQ : MeasurePreserving (fun y => (cells M rows.P cols.A n y,cells M rows.P cols.B n y))
(M.ownKernel (n+2) e) ((cellLaw M rows.P cols.A n e).prod (cellLaw M rows.P cols.B n e)) :=
⟨hc.measurable.prodMk hd.measurable, by
rw [←hc.map_eq,←hd.map_eq]
exact hcd.map_prod_eq_prod_map_map hc.measurable.aemeasurable hd.measurable.aemeasurable⟩
let α := ((columnPairKernel M rows.P rows.A rows.B cols.P n).sectR e).map (Prod.map A B)
let : IsMarkovKernel α := Kernel.IsMarkovKernel.map _ (hA.prodMap hB)
have hα : HasCondDistrib (fun y => (A (cells M rows.A cols.P n y),B (cells M rows.B cols.P n y)))
(cells M rows.P cols.P n) α (M.ownKernel (n+2) e) := hκ.comp_left (hA.prodMap hB)
let σ := (cellLaw M rows.B cols.P n e).map B
let : IsProbabilityMeasure σ := (fun mapMeasurable => (Measure.isProbabilityMeasure_map_iff mapMeasurable).mpr inferInstance) hB.aemeasurable
have hm : ∀ᵐ v ∂cellLaw M rows.P cols.P n e, (α v).map Prod.snd = σ := by
rw [hz.map_eq] at hκm
filter_upwards [hκm] with v hv
dsimp only [α,σ]
exact (kernel_map_pair_snd ((columnPairKernel M rows.P rows.A rows.B cols.P n).sectR e) v hA hB).trans
(congrArg (fun m => m.map B) hv.2.map_eq)
have hr : ∀ᵐ v ∂cellLaw M rows.P cols.P n e, ∀ᵐ w ∂α v, w.1*w.2⁻¹ = H v := by
rw [←hz.map_eq]
exact ConditionalFibres.ae_kernel_joint hα
(measurableSet_eq_fun (Measurable.of_eval fun j =>
((measurable_pi_apply j).comp measurable_snd.fst).mul
(((measurable_pi_apply j).comp measurable_snd.snd).inv))
(hH.comp measurable_fst)) (hra.mono fun _ h => h.symm)
refine ⟨J,hJ,A,B,P,Q,H,hA,hB,hP,hQ,hH,le_antisymm ?_ ?_,hra,hrb⟩
· apply JoiningOperator.common_space_le_ratio (G := J → Circle) (gG := inferInstance) (mG := inferInstance) (hG := inferInstance) (a := A) (b := B) (c := H)
hz hXY hA hB hH hα σ hm hr _
(commonActive M rows.A rows.P rows.B cols.P cols.A cols.B n e).starProjection
(commonActive M rows.B rows.P rows.A cols.P cols.A cols.B n e).starProjection
· rw [←hcol hz hXY]
exact inf_le_right
· exact hproj hz hXY
· intro g
exact haF (Submodule.starProjection_apply_mem _ g)
· intro h
exact hbF (Submodule.starProjection_apply_mem _ h)
· apply le_inf
· rw [hrow hz hPQ]
exact JoiningOperator.ratio_field_le_active hz hPQ P Q H hP hQ hH hrb
· rw [hcol hz hXY]
exact JoiningOperator.ratio_field_le_active hz hXY A B H hA hB hH hra
end ArrayObjects.Object.Rolled
section
variable {I Ω Y : Type*} [MeasurableSpace Y]
lemma field_finset_observation (f : I → Ω → Y) (s : Finset I) :
MeasurableSpace.comap (fun ω (i : s) => f i ω) inferInstance =
⨆ i ∈ s, MeasurableSpace.comap (f i) inferInstance := by
rw [MeasurableSpace.comap_process_pi]
simp only [iSup_subtype]
lemma field_pair_finset_union [DecidableEq I] (f : I → Ω → Y) (s t : Finset I) :
MeasurableSpace.comap (fun ω => ((fun (i : s) => f i ω),(fun (i : t) => f i ω))) inferInstance =
MeasurableSpace.comap (fun ω (i : ↥(s ∪ t)) => f i ω) inferInstance := by
change ((inferInstance : MeasurableSpace (s → Y)).prod (inferInstance : MeasurableSpace (t → Y))).comap _ = _
rw [MeasurableSpace.comap_prodMk,field_finset_observation,field_finset_observation,field_finset_observation]
simp only [Finset.mem_union,iSup_or]
rw [iSup_sup_eq]
lemma field_finset_grid {J : Type*} (f : I → J → Ω → Y) (s : Finset I) (t : Finset J) :
MeasurableSpace.comap (fun ω (i : s) (j : t) => f i j ω) inferInstance =
⨆ i ∈ s, ⨆ j ∈ t, MeasurableSpace.comap (f i j) inferInstance := by
rw [MeasurableSpace.comap_process_pi]
simp_rw [MeasurableSpace.comap_process_pi]
simp only [iSup_subtype]
lemma field_grid_pair_inner_union {J : Type*} [DecidableEq J]
(f : I → J → Ω → Y) (r : Finset I) (s t : Finset J) :
MeasurableSpace.comap (fun ω => ((fun (i : r) (j : s) => f i j ω),
(fun (i : r) (j : t) => f i j ω))) inferInstance =
MeasurableSpace.comap (fun ω (i : r) (j : ↥(s ∪ t)) => f i j ω) inferInstance := by
change ((inferInstance : MeasurableSpace (r → s → Y)).prod (inferInstance : MeasurableSpace (r → t → Y))).comap _ = _
rw [MeasurableSpace.comap_prodMk,field_finset_grid,field_finset_grid,field_finset_grid]
simp only [Finset.mem_union,iSup_or]
simp only [iSup_sup_eq]
end
section
variable {I : Type*} [Fintype I] [DecidableEq I]
@[ext] structure ComplementSplit (P : Finset I) where
A : Finset I
B : Finset I
nonemptyP : P.Nonempty
nonemptyA : A.Nonempty
nonemptyB : B.Nonempty
disjointPA : Disjoint P A
disjointPB : Disjoint P B
disjointAB : Disjoint A B
cover : P ∪ A ∪ B = Finset.univ
namespace ComplementSplit
variable {P : Finset I}
abbrev partition (s : ComplementSplit P) : TriplePartition I :=
⟨P,s.A,s.B,s.nonemptyP,s.nonemptyA,s.nonemptyB,s.disjointPA,s.disjointPB,s.disjointAB,s.cover⟩
instance : Finite (ComplementSplit P) :=
Finite.of_injective (fun s : ComplementSplit P => (s.A,s.B)) (by
intro s t h
exact ComplementSplit.ext (congrArg Prod.fst h) (congrArg Prod.snd h))
lemma union_eq (s : ComplementSplit P) : s.A ∪ s.B = Pᶜ := by
ext i
constructor
· intro hi
refine Finset.mem_compl.mpr (fun hip => ?_)
rcases Finset.mem_union.mp hi with h | h
· exact Finset.disjoint_left.mp s.disjointPA hip h
· exact Finset.disjoint_left.mp s.disjointPB hip h
· intro hi
have hp : i ∉ P := Finset.mem_compl.mp hi
have hu : i ∈ P ∪ s.A ∪ s.B := s.cover ▸ Finset.mem_univ i
simpa only [Finset.mem_union,hp,false_or] using hu
def singleton (P : Finset I) (hP : P.Nonempty) (s : I) (hs : s ∉ P)
(hb : (P ∪ {s})ᶜ.Nonempty) : ComplementSplit P where
A := {s}
B := (P ∪ {s})ᶜ
nonemptyP := hP
nonemptyA := Finset.singleton_nonempty s
nonemptyB := hb
disjointPA := Finset.disjoint_singleton_right.mpr hs
disjointPB := Finset.disjoint_left.mpr (by
intro i hi hh
exact Finset.mem_compl.mp hh (Finset.mem_union_left _ hi))
disjointAB := Finset.disjoint_left.mpr (by
intro i hi hh
exact Finset.mem_compl.mp hh (Finset.mem_union_right _ hi))
cover := Finset.union_compl _
end ComplementSplit
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
omit [DecidableEq I] in
lemma cells_pair_preserving {A B S D : Finset I} {n : ℕ} {e : Arr I M.U (n+2)}
(ha : MeasurePreserving (cells M A S n) (M.ownKernel (n+2) e) (cellLaw M A S n e))
(hb : MeasurePreserving (cells M B D n) (M.ownKernel (n+2) e) (cellLaw M B D n e))
(hi : IndepFun (cells M A S n) (cells M B D n) (M.ownKernel (n+2) e)) :
MeasurePreserving (fun y => (cells M A S n y,cells M B D n y))
(M.ownKernel (n+2) e) ((cellLaw M A S n e).prod (cellLaw M B D n e)) := by
refine ⟨ha.measurable.prodMk hb.measurable,?_⟩
rw [←ha.map_eq,←hb.map_eq]
exact hi.map_prod_eq_prod_map_map ha.measurable.aemeasurable hb.measurable.aemeasurable
lemma rowActive_complement_invariant (hM : M.IsSaturated) (P R : Finset I)
(hP : P ≠ Finset.univ) (s t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
rowActive M P R s.A s.B n e = rowActive M P R t.A t.B n e := by
filter_upwards [rowActive_eq_range M hM P hP s.partition n,
rowActive_eq_range M hM P hP t.partition n,
cells_fibre_marginal M hM P R hP n,
cells_fibre_marginal M hM P s.A hP n,cells_fibre_marginal M hM P s.B hP n,
cells_fibre_marginal M hM P t.A hP n,cells_fibre_marginal M hM P t.B hP n,
cells_indep_columns_fibre M P P s.A s.B s.disjointAB s.partition.properAB n,
cells_indep_columns_fibre M P P t.A t.B t.disjointAB t.partition.properAB n]
with e hs ht hz hsa hsb hta htb his hit
let hS := cells_pair_preserving M hsa hsb his
let hT := cells_pair_preserving M hta htb hit
rw [hs hz hS,ht hz hT]
apply JoiningOperator.active_observation_eq hz hS hT
change MeasurableSpace.comap (fun y => ((fun (j : s.A) (a : P) => missingRow M n j a y),
(fun (j : s.B) (a : P) => missingRow M n j a y))) inferInstance =
MeasurableSpace.comap (fun y => ((fun (j : t.A) (a : P) => missingRow M n j a y),
(fun (j : t.B) (a : P) => missingRow M n j a y))) inferInstance
rw [field_pair_finset_union (fun j y (a : P) => missingRow M n j a y) s.A s.B,
field_pair_finset_union (fun j y (a : P) => missingRow M n j a y) t.A t.B,s.union_eq,t.union_eq]
lemma columnActive_complement_invariant (hM : M.IsSaturated) (P R : Finset I)
(hR : R ≠ Finset.univ) (s t : ComplementSplit P) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
columnActive M P s.A s.B R n e = columnActive M P t.A t.B R n e := by
filter_upwards [columnActive_eq_range M hM s.partition R hR n,
columnActive_eq_range M hM t.partition R hR n,
cells_fibre_marginal M hM P R s.partition.properP n,
cells_fibre_marginal M hM s.A R s.partition.properA n,
cells_fibre_marginal M hM s.B R s.partition.properB n,
cells_fibre_marginal M hM t.A R t.partition.properA n,
cells_fibre_marginal M hM t.B R t.partition.properB n,
cells_indep_rows_fibre M hM s.A s.B R R s.disjointAB s.partition.properAB n,
cells_indep_rows_fibre M hM t.A t.B R R t.disjointAB t.partition.properAB n]
with e hs ht hz hsa hsb hta htb his hit
let hS := cells_pair_preserving M hsa hsb his
let hT := cells_pair_preserving M hta htb hit
rw [hs hz hS,ht hz hT]
apply JoiningOperator.active_observation_eq hz hS hT
change MeasurableSpace.comap (fun y => ((fun (j : R) (a : s.A) => missingRow M n j a y),
(fun (j : R) (a : s.B) => missingRow M n j a y))) inferInstance =
MeasurableSpace.comap (fun y => ((fun (j : R) (a : t.A) => missingRow M n j a y),
(fun (j : R) (a : t.B) => missingRow M n j a y))) inferInstance
rw [field_grid_pair_inner_union,field_grid_pair_inner_union,s.union_eq,t.union_eq]
lemma commonActive_complement_invariant (hM : M.IsSaturated) (P R : Finset I)
(s s' : ComplementSplit P) (t t' : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
commonActive M P s.A s.B R t.A t.B n e = commonActive M P s'.A s'.B R t'.A t'.B n e := by
filter_upwards [rowActive_complement_invariant M hM P R s.partition.properP t t' n,
columnActive_complement_invariant M hM P R t.partition.properP s s' n] with e hr hc
exact congrArg₂ (· ⊓ ·) hr hc
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory
open scoped ComplexConjugate
local instance : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
variable {Ω X Y Z : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [MeasurableSpace Y]
[MeasurableSpace Z] {μ : Measure Ω} [IsProbabilityMeasure μ]
{x : Ω → X} {y : Ω → Y} {z : Ω → Z}
lemma ternary_unit_const_of_nonzero_mean
(f : Z → Circle) (g : X → Circle) (h : Y → Circle)
(hf : Measurable f) (hg : Measurable g) (hh : Measurable h)
(hx : AEMeasurable x μ) (hy : AEMeasurable y μ) (hz : AEMeasurable z μ)
(hxy : IndepFun x y μ) (hxz : IndepFun x z μ) (hyz : IndepFun y z μ)
(he : ∀ᵐ ω ∂μ, f (z ω) = g (x ω) * h (y ω))
(hne : (∫ ω, (f (z ω) : ℂ) ∂μ) ≠ 0) :
∃ a : Circle, ∀ᵐ ω ∂μ, f (z ω) = a := by
let F := fun ω => (f (z ω) : ℂ)
let G := fun ω => (g (x ω) : ℂ)
let H := fun ω => (h (y ω) : ℂ)
have hf' : Measurable (fun q => (f q : ℂ)) := measurable_subtype_coe.comp hf
have hg' : Measurable (fun q => (g q : ℂ)) := measurable_subtype_coe.comp hg
have hh' : Measurable (fun q => (h q : ℂ)) := measurable_subtype_coe.comp hh
have hfm : AEStronglyMeasurable F μ := (hf'.comp_aemeasurable hz).aestronglyMeasurable
have hgm : AEStronglyMeasurable G μ := (hg'.comp_aemeasurable hx).aestronglyMeasurable
have hhm : AEStronglyMeasurable H μ := (hh'.comp_aemeasurable hy).aestronglyMeasurable
have heF : F =ᵐ[μ] fun ω => G ω * H ω := he.mono fun ω hω => congrArg ((↑) : Circle → ℂ) hω
have heG : G =ᵐ[μ] fun ω => F ω * conj (H ω) := by
filter_upwards [heF] with ω hω
rw [hω, mul_assoc,←Complex.inv_eq_conj (Circle.norm_coe _),mul_inv_cancel₀ (Circle.coe_ne_zero _),mul_one]
have heH : H =ᵐ[μ] fun ω => F ω * conj (G ω) := by
filter_upwards [heF] with ω hω
rw [hω,mul_comm (G ω),mul_assoc,←Complex.inv_eq_conj (Circle.norm_coe _),mul_inv_cancel₀ (Circle.coe_ne_zero _),mul_one]
have ha : ‖∫ ω, F ω ∂μ‖ = ‖∫ ω, G ω ∂μ‖ * ‖∫ ω, H ω ∂μ‖ := by
rw [integral_congr_ae heF,show (∫ ω, G ω * H ω ∂μ) = (∫ ω, G ω ∂μ) * (∫ ω, H ω ∂μ) from (hxy.comp hg' hh').integral_fun_mul_eq_mul_integral hgm hhm,norm_mul]
have hb : ‖∫ ω, G ω ∂μ‖ = ‖∫ ω, F ω ∂μ‖ * ‖∫ ω, H ω ∂μ‖ := by
rw [integral_congr_ae heG,show (∫ ω, F ω * conj (H ω) ∂μ) = (∫ ω, F ω ∂μ) * (∫ ω, conj (H ω) ∂μ) from (hyz.symm.comp hf' (Complex.continuous_conj.measurable.comp hh')).integral_fun_mul_eq_mul_integral hfm hhm.star,
integral_conj,norm_mul,Complex.norm_conj]
have hc : ‖∫ ω, H ω ∂μ‖ = ‖∫ ω, F ω ∂μ‖ * ‖∫ ω, G ω ∂μ‖ := by
rw [integral_congr_ae heH,show (∫ ω, F ω * conj (G ω) ∂μ) = (∫ ω, F ω ∂μ) * (∫ ω, conj (G ω) ∂μ) from (hxz.symm.comp hf' (Complex.continuous_conj.measurable.comp hg')).integral_fun_mul_eq_mul_integral hfm hgm.star,
integral_conj,norm_mul,Complex.norm_conj]
have hA : 0 < ‖∫ ω, F ω ∂μ‖ := norm_pos_iff.mpr hne
have hB : 0 ≤ ‖∫ ω, G ω ∂μ‖ := norm_nonneg _
have hC : 0 ≤ ‖∫ ω, H ω ∂μ‖ := norm_nonneg _
have hBpos : 0 < ‖∫ ω, G ω ∂μ‖ := by nlinarith [ha]
have hCone : ‖∫ ω, H ω ∂μ‖ = 1 := by nlinarith [ha,hb]
have hBone : ‖∫ ω, G ω ∂μ‖ = 1 := by nlinarith [ha,hc,hCone]
have hAone : ‖∫ ω, F ω ∂μ‖ = 1 := by rw [ha,hBone,hCone,mul_one]
let a : Circle := ⟨∫ ω, F ω ∂μ, by exact mem_sphere_zero_iff_norm.mpr hAone⟩
have hconst := ae_eq_mean_of_norm_mean_eq_one F
(Filter.Eventually.of_forall fun ω => Circle.norm_coe _) hAone
exact ⟨a,hconst.mono fun _ ht => Circle.ext ht⟩
lemma ternary_line_dichotomy
(f f' : Z → Circle) (g g' : X → Circle) (h h' : Y → Circle)
(hf : Measurable f) (hf' : Measurable f')
(hg : Measurable g) (hg' : Measurable g') (hh : Measurable h) (hh' : Measurable h')
(hx : AEMeasurable x μ) (hy : AEMeasurable y μ) (hz : AEMeasurable z μ)
(hxy : IndepFun x y μ) (hxz : IndepFun x z μ) (hyz : IndepFun y z μ)
(he : ∀ᵐ ω ∂μ, f (z ω) = g (x ω) * h (y ω))
(he' : ∀ᵐ ω ∂μ, f' (z ω) = g' (x ω) * h' (y ω)) :
(∫ ω, (f (z ω) : ℂ) * conj (f' (z ω) : ℂ) ∂μ) = 0 ∨
∃ a : Circle, ∀ᵐ ω ∂μ, f (z ω) = a * f' (z ω) := by
by_cases hn : (∫ ω, (f (z ω) : ℂ) * conj (f' (z ω) : ℂ) ∂μ) = 0
· exact Or.inl hn
right
have hp : ∀ᵐ ω ∂μ, f (z ω)*(f' (z ω))⁻¹ =
(g (x ω)*(g' (x ω))⁻¹) * (h (y ω)*(h' (y ω))⁻¹) := by
filter_upwards [he,he'] with ω hω hω' rw [hω,hω',mul_inv_rev]
ac_rfl
obtain ⟨a,ha⟩ := ternary_unit_const_of_nonzero_mean
(fun q => f q*(f' q)⁻¹) (fun q => g q*(g' q)⁻¹) (fun q => h q*(h' q)⁻¹) (hf.mul hf'.inv) (hg.mul hg'.inv) (hh.mul hh'.inv) hx hy hz hxy hxz hyz hp
(by simpa only [Circle.coe_mul,Circle.coe_inv_eq_conj] using hn)
exact ⟨a,ha.mono fun _ he => mul_inv_eq_iff_eq_mul.mp he⟩
end
namespace JoiningOperator
open MeasureTheory ProbabilityTheory
open scoped ENNReal InnerProductSpace ComplexConjugate
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {Ω Z X Y : Type*} [MeasurableSpace Ω] [MeasurableSpace Z]
[MeasurableSpace X] [MeasurableSpace Y]
(μ : Measure Ω) (η : Measure Z) [IsFiniteMeasure η]
(x : Ω → X) (y : Ω → Y) (z : Ω → Z)
def splitExact : Set (Lp ℂ 2 η) := {v | ∃ (f : Z → Circle) (g : X → Circle) (h : Y → Circle)
(hf : Measurable f) (_ : Measurable g) (_ : Measurable h) (c : ℂ),
v = c • circleLp η f hf ∧ ∀ᵐ ω ∂μ, f (z ω) = g (x ω) * h (y ω)}
lemma zero_mem_splitExact : (0 : Lp ℂ 2 η) ∈ splitExact μ η x y z := by
exact ⟨1,1,1,measurable_const,measurable_const,measurable_const,0,by simp,
Filter.Eventually.of_forall fun _ => (one_mul (1 : Circle)).symm⟩
lemma smul_mem_splitExact (c : ℂ) {v : Lp ℂ 2 η} (hv : v ∈ splitExact μ η x y z) :
c • v ∈ splitExact μ η x y z := by
obtain ⟨f,g,h,hf,hg,hh,d,hv,he⟩ := hv
exact ⟨f,g,h,hf,hg,hh,c*d,by rw [hv,mul_smul],he⟩
lemma circle_mem_splitExact (f : Z → Circle) (g : X → Circle) (h : Y → Circle)
(hf : Measurable f) (hg : Measurable g) (hh : Measurable h)
(he : ∀ᵐ ω ∂μ, f (z ω) = g (x ω) * h (y ω)) :
circleLp η f hf ∈ splitExact μ η x y z :=
⟨f,g,h,hf,hg,hh,1,(one_smul _ _).symm,he⟩
variable {μ η x y z}
lemma circleLp_dichotomy [IsProbabilityMeasure μ]
(hz : MeasurePreserving z μ η) (hx : AEMeasurable x μ) (hy : AEMeasurable y μ)
(hxy : IndepFun x y μ) (hxz : IndepFun x z μ) (hyz : IndepFun y z μ)
(f f' : Z → Circle) (g g' : X → Circle) (h h' : Y → Circle) (hf : Measurable f) (hf' : Measurable f') (hg : Measurable g) (hg' : Measurable g') (hh : Measurable h) (hh' : Measurable h') (he : ∀ᵐ ω ∂μ, f (z ω) = g (x ω) * h (y ω)) (he' : ∀ᵐ ω ∂μ, f' (z ω) = g' (x ω) * h' (y ω)) : inner ℂ (circleLp η f hf) (circleLp η f' hf') = 0 ∨ ∃ a : Circle, circleLp η f hf = (a : ℂ) • circleLp η f' hf' := by rcases ternary_line_dichotomy f f' g g' h h' hf hf' hg hg' hh hh' hx hy hz.measurable.aemeasurable hxy hxz hyz he he' with ho | ⟨a,ha⟩
· left
apply inner_eq_zero_symm.mp
rw [circleLp_inner]
have hi : (∫ v, conj (f' v : ℂ) * (f v : ℂ) ∂η) = ∫ ω, conj (f' (z ω) : ℂ) * (f (z ω) : ℂ) ∂μ :=
by
rw [←hz.map_eq]
exact integral_map hz.measurable.aemeasurable (by fun_prop)
rw [hi]
simpa only [mul_comm] using ho
· right
have ha' : f =ᵐ[η] fun v => a*f' v := by
rw [←hz.map_eq]
exact (ae_map_iff hz.measurable.aemeasurable
(measurableSet_eq_fun hf (measurable_const.mul hf'))).mpr ha
exact ⟨a,(circleLp_congr η hf (measurable_const.mul hf') ha').trans (circleLp_phase η a f' hf')⟩
lemma splitExact_dichotomy [IsProbabilityMeasure μ]
(hz : MeasurePreserving z μ η) (hx : AEMeasurable x μ) (hy : AEMeasurable y μ)
(hxy : IndepFun x y μ) (hxz : IndepFun x z μ) (hyz : IndepFun y z μ)
{v w : Lp ℂ 2 η} (hv : v ∈ splitExact μ η x y z) (hw : w ∈ splitExact μ η x y z) :
inner ℂ v w = 0 ∨ ∃ c : ℂ, v = c • w := by
obtain ⟨f,g,h,hf,hg,hh,c,rfl,he⟩ := hv
obtain ⟨f',g',h',hf',hg',hh',d,rfl,he'⟩ := hw
rcases circleLp_dichotomy hz hx hy hxy hxz hyz f f' g g' h h' hf hf' hg hg' hh hh' he he'
with ho | ⟨a,ha⟩
· left
simp only [inner_smul_left,inner_smul_right,ho,mul_zero]
· by_cases hd : d = 0
· left
simp only [hd,zero_smul,inner_zero_right]
· right
refine ⟨c*(a : ℂ)*d⁻¹,?_⟩
rw [ha,smul_smul,smul_smul,mul_assoc,mul_assoc,inv_mul_cancel₀ hd,mul_one]
lemma circleLp_contraction {ν : Measure X} {ρ : Measure Y}
[IsProbabilityMeasure ν] [IsProbabilityMeasure ρ]
(hz : MeasurePreserving z μ η)
(hxy : MeasurePreserving (fun ω => (x ω,y ω)) μ (ν.prod ρ))
(f : Z → Circle) (g : X → Circle) (h : Y → Circle)
(hf : Measurable f) (hg : Measurable g) (hh : Measurable h)
(he : ∀ᵐ ω ∂μ, f (z ω) = g (x ω)*h (y ω)) :
circleLp η f hf = contraction hz hxy (circleLp ν g hg) (circleLp ρ h hh) := by
have hx := (measurePreserving_fst (μ := ν) (ν := ρ)).comp hxy
have hy := (measurePreserving_snd (μ := ν) (ν := ρ)).comp hxy
have hp : pull hz (circleLp η f hf) = pull hxy (tensorLp (circleLp ν g hg) (circleLp ρ h hh)) := by
apply Lp.ext
filter_upwards [Lp.coeFn_compMeasurePreserving (circleLp η f hf) hz, hz.quasiMeasurePreserving.ae (circleLp_coe η f hf), Lp.coeFn_compMeasurePreserving (tensorLp (circleLp ν g hg) (circleLp ρ h hh)) hxy, hxy.quasiMeasurePreserving.ae (coe_tensorLp (circleLp ν g hg) (circleLp ρ h hh)), hx.quasiMeasurePreserving.ae (circleLp_coe ν g hg), hy.quasiMeasurePreserving.ae (circleLp_coe ρ h hh),he] with ω h1 h2 h3 h4 h5 h6 h7
calc
_ = (f (z ω) : ℂ) := h1.trans h2
_ = (g (x ω) : ℂ)*(h (y ω) : ℂ) := congrArg ((↑) : Circle → ℂ) h7
_ = _ := (h3.trans (h4.trans (congrArg₂ (·*·) h5 h6))).symm
have hid := congrArg (fun A : Lp ℂ 2 η →L[ℂ] Lp ℂ 2 η => A (circleLp η f hf)) (pull_adjoint_pull hz)
exact hid.symm.trans (congrArg (fun q => (pull hz).adjoint q) hp)
lemma splitExact_le_active {ν : Measure X} {ρ : Measure Y}
[IsProbabilityMeasure ν] [IsProbabilityMeasure ρ]
(hz : MeasurePreserving z μ η)
(hxy : MeasurePreserving (fun ω => (x ω,y ω)) μ (ν.prod ρ)) :
splitExact μ η x y z ⊆ (LinearMap.range (operator hz hxy).toLinearMap).topologicalClosure := by
rintro v ⟨f,g,h,hf,hg,hh,c,rfl,he⟩
exact (LinearMap.range (operator hz hxy).toLinearMap).topologicalClosure.smul_mem c
(Submodule.le_topologicalClosure _ ⟨_,(circleLp_contraction hz hxy f g h hf hg hh he).symm⟩)
end JoiningOperator
section
open MeasureTheory
open scoped ENNReal
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {Ω J : Type*} [MeasurableSpace Ω] [Countable J]
(μ : Measure Ω) [IsFiniteMeasure μ] (γ : Ω → J → Circle) (hγ : Measurable γ)
lemma torus_circle_pull (w : FreeGroup J) :
circleLp μ (fun x => torusWordCircle w (γ x)) ((torusWordCircle w).continuous.measurable.comp hγ) =
JoiningOperator.pull (MeasurePreserving.mk hγ rfl)
(ContinuousMap.toLp 2 (μ.map γ) ℂ (torusWord w)) := by
apply Lp.ext
filter_upwards [circleLp_coe μ (fun x => torusWordCircle w (γ x)) ((torusWordCircle w).continuous.measurable.comp hγ), Lp.coeFn_compMeasurePreserving (ContinuousMap.toLp 2 (μ.map γ) ℂ (torusWord w)) (MeasurePreserving.mk hγ rfl), (MeasurePreserving.mk hγ rfl).quasiMeasurePreserving.ae (ContinuousMap.coeFn_toLp (μ.map γ) (𝕜 := ℂ) (p := 2) (torusWord w))]
with x h1 h2 h3
exact h1.trans (h2.trans h3).symm
lemma torus_circle_dense :
(Submodule.span ℂ (Set.range (fun w => circleLp μ (fun x => torusWordCircle w (γ x))
((torusWordCircle w).continuous.measurable.comp hγ)))).topologicalClosure =
lpMeas ℂ ℂ (MeasurableSpace.comap γ inferInstance) 2 μ := by
simp_rw [torus_circle_pull μ γ hγ]
exact torusWord_pullback_dense γ hγ
end
namespace JoiningOperator
open MeasureTheory
open scoped ENNReal
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {Ω Z X Y P Q J : Type*} [MeasurableSpace Ω] [MeasurableSpace Z]
[MeasurableSpace X] [MeasurableSpace Y] [MeasurableSpace P] [MeasurableSpace Q]
[Countable J] (μ : Measure Ω) (η : Measure Z) [IsFiniteMeasure η]
(x : Ω → X) (y : Ω → Y) (p : Ω → P) (q : Ω → Q) (z : Ω → Z)
lemma torus_exact_split (A : X → J → Circle) (B : Y → J → Circle) (H : Z → J → Circle)
(hA : Measurable A) (hB : Measurable B) (hH : Measurable H)
(he : ∀ᵐ ω ∂μ, H (z ω) = A (x ω) * (B (y ω))⁻¹) (w : FreeGroup J) :
circleLp η (fun v => torusWordCircle w (H v)) ((torusWordCircle w).continuous.measurable.comp hH) ∈
splitExact μ η x y z := by
apply circle_mem_splitExact μ η x y z _ (fun v => torusWordCircle w (A v))
(fun v => (torusWordCircle w (B v))⁻¹) _
((torusWordCircle w).continuous.measurable.comp hA)
(((torusWordCircle w).continuous.measurable.comp hB).inv)
filter_upwards [he] with ω hω
rw [hω,torusWordCircle_mul,torusWordCircle_inv]
lemma torus_split_inter_span
(A : X → J → Circle) (B : Y → J → Circle)
(C : P → J → Circle) (D : Q → J → Circle) (H : Z → J → Circle)
(hA : Measurable A) (hB : Measurable B) (hC : Measurable C) (hD : Measurable D) (hH : Measurable H)
(he : ∀ᵐ ω ∂μ, H (z ω) = A (x ω) * (B (y ω))⁻¹)
(hf : ∀ᵐ ω ∂μ, H (z ω) = C (p ω) * (D (q ω))⁻¹)
(V : Submodule ℂ (Lp ℂ 2 η)) (hV : IsClosed (V : Set (Lp ℂ 2 η)))
(hsub : splitExact μ η x y z ∩ splitExact μ η p q z ⊆ V)
(hfield : V = lpMeas ℂ ℂ (MeasurableSpace.comap H inferInstance) 2 η) :
(Submodule.span ℂ (splitExact μ η x y z ∩ splitExact μ η p q z)).topologicalClosure = V := by
apply le_antisymm
· exact Submodule.topologicalClosure_minimal _ (Submodule.span_le.mpr hsub) hV
· rw [hfield,←torus_circle_dense η H hH]
apply Submodule.topologicalClosure_mono
apply Submodule.span_mono
rintro v ⟨w,rfl⟩
exact ⟨torus_exact_split μ η x y z A B H hA hB hH he w,
torus_exact_split μ η p q z C D H hC hD hH hf w⟩
end JoiningOperator
section
open scoped InnerProductSpace
variable {H A B : Type*} [NormedAddCommGroup H] [InnerProductSpace ℂ H]
lemma nonzero_inner_in_closedSpan (S : Set H) (v : H) (hv : v ≠ 0)
(hmem : v ∈ (Submodule.span ℂ S).topologicalClosure) :
∃ w ∈ S, inner ℂ v w ≠ 0 := by
by_contra! h
have ho : v ∈ (Submodule.span ℂ S)ᗮ := by
rw [Submodule.mem_orthogonal']
intro w hw
induction hw using Submodule.span_induction with
| mem w hw => exact h w hw
| zero => simp
| add x y hx hy ihx ihy => simp only [inner_add_right,ihx,ihy,add_zero]
| smul c x hx ih => simp only [inner_smul_right,ih,mul_zero]
have ht : v ∈ ((Submodule.span ℂ S).topologicalClosure)ᗮ := by
simpa only [Submodule.orthogonal_closure] using ho
exact hv (inner_self_eq_zero.mp (((Submodule.mem_orthogonal' _ v).mp ht) v hmem))theorem common_exact_all_splits (P : A → Set H) (Q : B → Set H) (D : Submodule ℂ H) (hP0 : ∀ a, (0 : H) ∈ P a) (hQ0 : ∀ b, (0 : H) ∈ Q b) (hPs : ∀ a (c : ℂ) v, v ∈ P a → c • v ∈ P a) (hQs : ∀ b (c : ℂ) v, v ∈ Q b → c • v ∈ Q b) (hPo : ∀ a v, v ∈ P a → ∀ w, w ∈ P a → inner ℂ v w = 0 ∨ ∃ c : ℂ, v = c • w) (hQo : ∀ b v, v ∈ Q b → ∀ w, w ∈ Q b → inner ℂ v w = 0 ∨ ∃ c : ℂ, v = c • w) (hspan : ∀ a b, (Submodule.span ℂ (P a ∩ Q b)).topologicalClosure = D) (a₀ : A) (b₀ : B) : (Submodule.span ℂ {v | (∀ a, v ∈ P a) ∧ (∀ b, v ∈ Q b)}).topologicalClosure = D := by apply le_antisymm · rw [←hspan a₀ b₀]
exact Submodule.topologicalClosure_mono (Submodule.span_mono (fun v hv => ⟨hv.1 a₀,hv.2 b₀⟩))
· rw [←hspan a₀ b₀]
apply Submodule.topologicalClosure_mono
apply Submodule.span_mono
rintro v ⟨hp,hq⟩
by_cases hz : v = 0
· subst v
exact ⟨hP0,hQ0⟩
have hv : v ∈ D := by
rw [←hspan a₀ b₀]
exact Submodule.le_topologicalClosure _ (Submodule.subset_span ⟨hp,hq⟩)
constructor
· intro a
obtain ⟨w,hw,hn⟩ := nonzero_inner_in_closedSpan (P a ∩ Q b₀) v hz (by rwa [hspan])
obtain ⟨c,hc⟩ := (hQo b₀ v hq w hw.2).resolve_left hn
rw [hc]
exact hPs a c w hw.1
· intro b
obtain ⟨w,hw,hn⟩ := nonzero_inner_in_closedSpan (P a₀ ∩ Q b) v hz (by rwa [hspan])
obtain ⟨c,hc⟩ := (hPo a₀ v hp w hw.1).resolve_left hn
rw [hc]
exact hQs b c w hw.2
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
open scoped ENNReal InnerProductSpace
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
def rowSplitExact (P R : Finset I) (s : ComplementSplit R) (n : ℕ) (e : Arr I M.U (n+2)) :=
JoiningOperator.splitExact (M.ownKernel (n+2) e) (cellLaw M P R n e)
(cells M P s.A n) (cells M P s.B n) (cells M P R n)
def columnSplitExact (P R : Finset I) (s : ComplementSplit P) (n : ℕ) (e : Arr I M.U (n+2)) :=
JoiningOperator.splitExact (M.ownKernel (n+2) e) (cellLaw M P R n e)
(cells M s.A R n) (cells M s.B R n) (cells M P R n)
lemma grouped_exact_split_span (hM : M.IsSaturated) (P R : Finset I)
(s : ComplementSplit P) (t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
(Submodule.span ℂ (rowSplitExact M P R t n e ∩ columnSplitExact M P R s n e)).topologicalClosure =
commonActive M P s.A s.B R t.A t.B n e := by
filter_upwards [grouped_torus_completeness M hM s.partition t.partition n, rowActive_eq_range M hM P s.partition.properP t.partition n, columnActive_eq_range M hM s.partition R t.partition.properP n, cells_fibre_marginal M hM P R s.partition.properP n, cells_fibre_marginal M hM P t.A s.partition.properP n, cells_fibre_marginal M hM P t.B s.partition.properP n, cells_fibre_marginal M hM s.A R s.partition.properA n, cells_fibre_marginal M hM s.B R s.partition.properB n, cells_indep_columns_fibre M P P t.A t.B t.disjointAB t.partition.properAB n, cells_indep_rows_fibre M hM s.A s.B R R s.disjointAB s.partition.properAB n]
with e he hr hc hz hpa hpb hap hbp hri hci
obtain ⟨J,hJ,A,B,C,D,H,hA,hB,hC,hD,hH,hF,hAB,hCD⟩ := he
let : Countable J := hJ
let hrow := cells_pair_preserving M hpa hpb hri
let hcol := cells_pair_preserving M hap hbp hci
apply JoiningOperator.torus_split_inter_span _ _ _ _ _ _ _ C D A B H hC hD hA hB hH hCD hAB _ _ _ hF
· exact IsClosed.inter (essentialRange.isClosed (cellLaw M P t.A n e) (fibreRowEdge M P t.A R t.B n e))
(essentialRange.isClosed (cellLaw M s.A R n e) (fibreColumnEdge M s.A P s.B R n e))
· rintro v ⟨hv,hw⟩
constructor
· rw [hr hz hrow]
exact JoiningOperator.splitExact_le_active hz hrow hv
· rw [hc hz hcol]
exact JoiningOperator.splitExact_le_active hz hcol hw
lemma rowSplitExact_dichotomy (hM : M.IsSaturated) (P R : Finset I) (hP : P ≠ Finset.univ)
(s : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
∀ v ∈ rowSplitExact M P R s n e, ∀ w ∈ rowSplitExact M P R s n e,
inner ℂ v w = 0 ∨ ∃ c : ℂ, v = c • w := by
filter_upwards [cells_fibre_marginal M hM P R hP n, cells_indep_columns_fibre M P P s.A s.B s.disjointAB s.partition.properAB n, cells_indep_columns_fibre M P P s.A R s.disjointPA.symm (by simpa only [Finset.union_comm] using s.partition.properPA) n,
cells_indep_columns_fibre M P P s.B R s.disjointPB.symm
(by simpa only [Finset.union_comm] using s.partition.properPB) n] with e hz hxy hxz hyz
exact fun v hv w hw => JoiningOperator.splitExact_dichotomy hz
(measurable_cells M P s.A n).aemeasurable (measurable_cells M P s.B n).aemeasurable hxy hxz hyz hv hw
lemma columnSplitExact_dichotomy (hM : M.IsSaturated) (P R : Finset I)
(s : ComplementSplit P) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
∀ v ∈ columnSplitExact M P R s n e, ∀ w ∈ columnSplitExact M P R s n e,
inner ℂ v w = 0 ∨ ∃ c : ℂ, v = c • w := by
filter_upwards [cells_fibre_marginal M hM P R s.partition.properP n, cells_indep_rows_fibre M hM s.A s.B R R s.disjointAB s.partition.properAB n, cells_indep_rows_fibre M hM s.A P R R s.disjointPA.symm (by simpa only [Finset.union_comm] using s.partition.properPA) n,
cells_indep_rows_fibre M hM s.B P R R s.disjointPB.symm
(by simpa only [Finset.union_comm] using s.partition.properPB) n] with e hz hxy hxz hyz
exact fun v hv w hw => JoiningOperator.splitExact_dichotomy hz
(measurable_cells M s.A R n).aemeasurable (measurable_cells M s.B R n).aemeasurable hxy hxz hyz hv hw
def allSplitExact (P R : Finset I) (n : ℕ) (e : Arr I M.U (n+2)) :=
{v | (∀ s : ComplementSplit R, v ∈ rowSplitExact M P R s n e) ∧
(∀ t : ComplementSplit P, v ∈ columnSplitExact M P R t n e)}
lemma allSplitExact_span (hM : M.IsSaturated) (P R : Finset I)
(s₀ : ComplementSplit P) (t₀ : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
(Submodule.span ℂ (allSplitExact M P R n e)).topologicalClosure =
commonActive M P s₀.A s₀.B R t₀.A t₀.B n e := by
have hspan := (ae_all_iff.mpr fun s : ComplementSplit P =>
ae_all_iff.mpr fun t : ComplementSplit R => grouped_exact_split_span M hM P R s t n)
have hinv := (ae_all_iff.mpr fun s : ComplementSplit P =>
ae_all_iff.mpr fun t : ComplementSplit R => commonActive_complement_invariant M hM P R s s₀ t t₀ n)
have hrow := ae_all_iff.mpr fun t : ComplementSplit R => rowSplitExact_dichotomy M hM P R s₀.partition.properP t n
have hcol := ae_all_iff.mpr fun s : ComplementSplit P => columnSplitExact_dichotomy M hM P R s n
filter_upwards [hspan,hinv,hrow,hcol] with e hs hi hr hc
apply common_exact_all_splits (rowSplitExact M P R · n e) (columnSplitExact M P R · n e) _
(fun _ => JoiningOperator.zero_mem_splitExact _ _ _ _ _)
(fun _ => JoiningOperator.zero_mem_splitExact _ _ _ _ _)
(fun _ c v hv => JoiningOperator.smul_mem_splitExact _ _ _ _ _ c hv)
(fun _ c v hv => JoiningOperator.smul_mem_splitExact _ _ _ _ _ c hv)
hr hc (fun t s => (hs s t).trans (hi s t)) t₀ s₀
def oneColumn (P : Finset I) (n : ℕ) (j : I) (y : Arr I M.Y (n+2)) : P → Arr I M.Y n :=
fun i => missingRow M n j i y
def oneRow (R : Finset I) (n : ℕ) (i : I) (y : Arr I M.Y (n+2)) : R → Arr I M.Y n :=
fun j => missingRow M n j i y
omit [DecidableEq I] in
@[fun_prop] lemma measurable_oneColumn (P : Finset I) (n : ℕ) (j : I) : Measurable (oneColumn M P n j) := by
exact Measurable.of_eval fun _ => measurable_missingRow M _ _ _
omit [DecidableEq I] in
@[fun_prop] lemma measurable_oneRow (R : Finset I) (n : ℕ) (i : I) : Measurable (oneRow M R n i) := by
exact Measurable.of_eval fun _ => measurable_missingRow M _ _ _
def columnCellLaw (P : Finset I) (n : ℕ) (e : Arr I M.U (n+2)) (j : I) : Measure (P → Arr I M.Y n) :=
(M.ownKernel (n+1) (plane (n+1) (Fin.last (n+1)) j e)).map (fun y (i : P) => plane n 0 i y)
def rowCellLaw (R : Finset I) (n : ℕ) (e : Arr I M.U (n+2)) (i : I) : Measure (R → Arr I M.Y n) :=
(M.ownKernel (n+1) (plane (n+1) 0 i e)).map (fun y (j : R) => plane n (Fin.last n) j y)
instance (P : Finset I) (n : ℕ) (e : Arr I M.U (n+2)) (j : I) : IsProbabilityMeasure (columnCellLaw M P n e j) :=
(fun mapMeasurable => (Measure.isProbabilityMeasure_map_iff mapMeasurable).mpr inferInstance) (by fun_prop)
instance (R : Finset I) (n : ℕ) (e : Arr I M.U (n+2)) (i : I) : IsProbabilityMeasure (rowCellLaw M R n e i) :=
(fun mapMeasurable => (Measure.isProbabilityMeasure_map_iff mapMeasurable).mpr inferInstance) (by fun_prop)
omit [DecidableEq I] in
lemma proper_columns_product (P S : Finset I) (hS : S ≠ Finset.univ) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
MeasurePreserving (fun y (j : S) => oneColumn M P n j y) (M.ownKernel (n+2) e)
(Measure.pi (fun j : S => columnCellLaw M P n e j)) := by
have hp := ConditionalFibres.marginal (measurable_planes (n+1) S)
(M.ownKernel_conditional (n+2)) (M.planes_conditional (n+1) S hS)
filter_upwards [hp] with e he
have hg := measurePreserving_pi
(fun j : S => M.ownKernel (n+1) (plane (n+1) (Fin.last (n+1)) j e))
(fun j : S => columnCellLaw M P n e j)
(f := fun _ y (i : P) => plane n 0 i y)
(fun _ => MeasurePreserving.mk (by fun_prop) rfl)
have hm := hg.comp he
convert hm using 1
funext y j i
exact (congrFun (plane_first_last M n i j) y).symm
lemma proper_rows_product (hM : M.IsSaturated) (R A : Finset I) (hA : A ≠ Finset.univ) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
MeasurePreserving (fun y (i : A) => oneRow M R n i y) (M.ownKernel (n+2) e)
(Measure.pi (fun i : A => rowCellLaw M R n e i)) := by
have hp := ConditionalFibres.marginal (measurable_parents M A (n+1))
(M.ownKernel_conditional (n+2)) (rows_conditional M hM A hA n)
filter_upwards [hp] with e he
have hg := measurePreserving_pi
(fun i : A => M.ownKernel (n+1) (plane (n+1) 0 i e))
(fun i : A => rowCellLaw M R n e i)
(f := fun _ y (j : R) => plane n (Fin.last n) j y)
(fun _ => MeasurePreserving.mk (by fun_prop) rfl)
exact hg.comp he
end ArrayObjects.Object.Rolled
namespace ComplementSplit
variable {I : Type*} [Fintype I] [DecidableEq I] {R : Finset I}
lemma two_le_card_compl (s : ComplementSplit R) : 2 ≤ Rᶜ.card := by
have h := s.partition.cardP
change R.card + 2 ≤ Fintype.card I at h
have hc := Finset.card_compl R
omega
lemma rest_nonempty (s : ComplementSplit R) (i : ↥(Rᶜ)) : (R ∪ {(i : I)})ᶜ.Nonempty := by
obtain ⟨j,hj,hji⟩ := Finset.exists_mem_ne (by have := two_le_card_compl s; omega : 1 < Rᶜ.card) (i : I)
refine ⟨j,?_⟩
simp only [Finset.mem_compl,Finset.mem_union,Finset.mem_singleton,not_or] at *
exact ⟨hj,hji⟩
abbrev singletonFor (s : ComplementSplit R) (i : ↥(Rᶜ)) : ComplementSplit R :=
ComplementSplit.singleton R s.nonemptyP i (Finset.mem_compl.mp i.property) (rest_nonempty s i)
def restIndex (i : ↥(Rᶜ)) (j : ↥((R ∪ {(i : I)})ᶜ)) : {j : ↥(Rᶜ) // j ≠ i} :=
⟨⟨j,Finset.mem_compl.mpr (fun hj => Finset.mem_compl.mp j.property (Finset.mem_union_left _ hj))⟩,
by
intro h
have he : (j : I) = i := congrArg Subtype.val h
exact Finset.mem_compl.mp j.property (Finset.mem_union_right _ (Finset.mem_singleton.mpr he))⟩
end ComplementSplit
section
open MeasureTheory ProbabilityTheory
open scoped BigOperators
variable {I A B : Type*} [Fintype I] [DecidableEq I] [MeasurableSpace A]
(μ : I → Measure A) [∀ i, IsProbabilityMeasure (μ i)]
def hybrid (s : Finset I) (x : I → A × A) : I → A :=
fun i => if i ∈ s then (x i).1 else (x i).2
lemma measurePreserving_hybrid (s : Finset I) :
MeasurePreserving (hybrid s) (Measure.pi (fun i => (μ i).prod (μ i))) (Measure.pi μ) := by
exact measurePreserving_pi (fun i => (μ i).prod (μ i)) μ (f := fun i p => if i ∈ s then p.1 else p.2) (by
intro i
by_cases hi : i ∈ s
· simpa only [hybrid,hi,ite_true] using
(measurePreserving_fst (μ := μ i) (ν := μ i))
· simpa only [hybrid,hi,ite_false] using
(measurePreserving_snd (μ := μ i) (ν := μ i)))
lemma ae_eq_const_of_omit (f : (I → A) → B)
(g : ∀ i, (({j : I // j ≠ i}) → A) → B)
(h : ∀ i, ∀ᵐ x ∂Measure.pi μ, f x = g i (fun j => x j)) :
∃ b, ∀ᵐ x ∂Measure.pi μ, f x = b := by
have hh (s : Finset I) : ∀ᵐ x ∂Measure.pi (fun i => (μ i).prod (μ i)),
f (hybrid s x) = f (hybrid ∅ x) := by
induction s using Finset.induction_on with
| empty => exact Filter.Eventually.of_forall fun _ => rfl
| @insert i s hi hs =>
filter_upwards [(measurePreserving_hybrid μ (insert i s)).quasiMeasurePreserving.ae (h i), (measurePreserving_hybrid μ s).quasiMeasurePreserving.ae (h i),hs] with x h1 h2 h3
rw [h1,←h3,h2]
congr 1
funext j
simp only [hybrid,Finset.mem_insert, j.property, false_or]
have he : ∀ᵐ x ∂(Measure.pi μ).prod (Measure.pi μ), f x.1 = f x.2 := by
have hp := (measurePreserving_arrowProdEquivProdArrow A A I μ μ).symm
(MeasurableEquiv.arrowProdEquivProdArrow A A I)
filter_upwards [hp.quasiMeasurePreserving.ae (hh Finset.univ)] with x hx
change f (fun i => if i ∈ Finset.univ then x.1 i else x.2 i) =
f (fun i => if i ∈ (∅ : Finset I) then x.1 i else x.2 i) at hx
simpa only [Finset.mem_univ,ite_true,Finset.notMem_empty,ite_false] using hx
obtain ⟨x,hx⟩ := (Measure.ae_ae_of_ae_prod he).exists
exact ⟨f x,hx.mono fun _ he => he.symm⟩
lemma pure_product_of_singleton_splits {G : Type*} [CommGroup G]
(f : (I → A) → G) (a : I → A → G)
(b : ∀ i, (({j : I // j ≠ i}) → A) → G)
(h : ∀ i, ∀ᵐ x ∂Measure.pi μ, f x = a i (x i) * b i (fun j => x j)) :
∃ c, ∀ᵐ x ∂Measure.pi μ, f x = c * ∏ i, a i (x i) := by
let F (x : I → A) := f x * (∏ i, a i (x i))⁻¹
let B (i : I) (x : ({j : I // j ≠ i}) → A) :=
b i x * (∏ j : ({j : I // j ≠ i}), a j (x j))⁻¹
have hi : ∀ i, ∀ᵐ x ∂Measure.pi μ, F x = B i (fun j => x j) := by
intro i
filter_upwards [h i] with x hx
dsimp only [F,B]
rw [hx,←Finset.prod_erase_mul Finset.univ (fun j => a j (x j)) (Finset.mem_univ i)]
have hp : (∏ j : ({j : I // j ≠ i}), a j (x j)) =
∏ j ∈ Finset.univ.erase i, a j (x j) := by
classical
exact (Finset.prod_subtype (p := fun j => j ≠ i) (Finset.univ.erase i)
(fun j => by simp only [Finset.mem_erase, Finset.mem_univ, and_true])
(fun j => a j (x j))).symm
rw [hp]
simp only [mul_inv_rev]
simp only [mul_assoc, mul_left_comm, mul_inv_cancel_left]
obtain ⟨c,hc⟩ := ae_eq_const_of_omit μ F B hi
refine ⟨c,hc.mono fun x hx => ?_⟩
exact (mul_inv_eq_iff_eq_mul.mp hx)
end
section
open MeasureTheory ProbabilityTheory
open scoped ENNReal BigOperators
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {Ω Z X Y : Type*} [MeasurableSpace Ω] [retained9 : MeasurableSpace Z]
[MeasurableSpace X] [MeasurableSpace Y]
{μ : Measure Ω} {η : Measure Z} [IsProbabilityMeasure η]
{x : Ω → X} {y : Ω → Y} {z : Ω → Z}
lemma circle_split_witness (hz : MeasurePreserving z μ η) (f : Z → Circle) (hf : Measurable f)
(hv : circleLp η f hf ∈ JoiningOperator.splitExact μ η x y z) :
∃ (g : X → Circle) (h : Y → Circle), Measurable g ∧ Measurable h ∧
∀ᵐ ω ∂μ, f (z ω) = g (x ω) * h (y ω) := by
obtain ⟨f',g,h,hf',hg,hh,c,hv,he⟩ := hv
have hn : ‖c‖ = 1 := by
have hh := congrArg norm hv
simpa only [circleLp_norm,norm_smul,mul_one] using hh.symm
let a : Circle := ⟨c,mem_sphere_zero_iff_norm.mpr hn⟩
have hfg : ∀ᵐ v ∂η, f v = a*f' v := by
filter_upwards [circleLp_coe η f hf,circleLp_coe η f' hf',Lp.coeFn_smul c (circleLp η f' hf')] with v h1 h2 h3
apply Subtype.ext
change (f v : ℂ) = c * (f' v : ℂ)
rw [←h1,hv,h3]
change c * circleLp η f' hf' v = c * (f' v : ℂ)
rw [h2]
refine ⟨fun u => a*g u,h,measurable_const.mul hg,hh,?_⟩
filter_upwards [hz.quasiMeasurePreserving.ae hfg,he] with ω h1 h2
rw [h1,h2,mul_assoc]
variable {I A : Type*} [Fintype I] [DecidableEq I] [Nonempty I] [MeasurableSpace A]
(ν : I → Measure A) [∀ i, IsProbabilityMeasure (ν i)]
include retained9 in
lemma full_product_of_exact_splits (u : Ω → I → A)
(hu : MeasurePreserving u μ (Measure.pi ν)) (f : Z → Circle)
(a : I → A → Circle) (b : ∀ i, ({j : I // j ≠ i} → A) → Circle)
(ha : ∀ i, Measurable (a i)) (hb : ∀ i, Measurable (b i))
(he : ∀ i, ∀ᵐ ω ∂μ, f (z ω) = a i (u ω i) * b i (fun j => u ω j)) :
∃ c : Circle, ∀ᵐ ω ∂μ, f (z ω) = c * ∏ i, a i (u ω i) := by
let _ := retained9
let i₀ : I := Classical.choice inferInstance
let F (v : I → A) := a i₀ (v i₀) * b i₀ (fun j => v j)
have hF : Measurable F := (ha i₀ |>.comp (measurable_pi_apply i₀)).mul
(hb i₀ |>.comp (Measurable.of_eval (fun _ => measurable_pi_apply _)))
have hs : ∀ i, ∀ᵐ v ∂Measure.pi ν, F v = a i (v i) * b i (fun j => v j) := by
intro i
rw [←hu.map_eq]
apply (ae_map_iff hu.measurable.aemeasurable (measurableSet_eq_fun hF
((ha i |>.comp (measurable_pi_apply i)).mul
(hb i |>.comp (Measurable.of_eval (fun _ => measurable_pi_apply _)))))).mpr
filter_upwards [he i₀,he i] with ω h0 hi
exact h0.symm.trans hi
obtain ⟨c,hc⟩ := pure_product_of_singleton_splits ν F a b hs
refine ⟨c,?_⟩
filter_upwards [he i₀,hu.quasiMeasurePreserving.ae hc] with ω h0 hc
exact h0.trans hc
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
open scoped ENNReal BigOperators
section
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma complement_proper {P : Finset I} (hP : P.Nonempty) : Pᶜ ≠ Finset.univ := by
obtain ⟨i,hi⟩ := hP
intro h
have := Finset.mem_compl.mp (h.symm ▸ Finset.mem_univ i)
exact this hi
lemma row_all_splits_product (hM : M.IsSaturated) (P R : Finset I)
(s : ComplementSplit P) (t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
∀ (f : (R → P → Arr I M.Y n) → Circle) (hf : Measurable f),
(∀ t' : ComplementSplit R, circleLp (cellLaw M P R n e) f hf ∈ rowSplitExact M P R t' n e) →
∃ (a : ↥(Rᶜ) → (P → Arr I M.Y n) → Circle) (c : Circle),
(∀ i, Measurable (a i)) ∧ ∀ᵐ y ∂M.ownKernel (n+2) e,
f (cells M P R n y) = c * ∏ i : ↥(Rᶜ), a i (oneColumn M P n i y) := by
let : Nonempty ↥(Rᶜ) := Finset.Nonempty.to_subtype (by
have := t.two_le_card_compl
exact Finset.card_pos.mp (by omega))
filter_upwards [cells_fibre_marginal M hM P R s.partition.properP n,
proper_columns_product M P Rᶜ (complement_proper t.nonemptyP) n] with e hz hp
intro f hf h
have hw (i : ↥(Rᶜ)) := circle_split_witness hz f hf (h (t.singletonFor i))
choose g b hg hb he using hw
let a (i : ↥(Rᶜ)) (v : P → Arr I M.Y n) : Circle := g i (fun _ p => v p)
let d (i : ↥(Rᶜ)) (v : {j : ↥(Rᶜ) // j ≠ i} → (P → Arr I M.Y n)) : Circle :=
b i (fun j p => v (ComplementSplit.restIndex i j) p)
have ha : ∀ i, Measurable (a i) := by intro i; exact (hg i).comp (by fun_prop)
have hd : ∀ i, Measurable (d i) := by intro i; exact (hb i).comp (by fun_prop)
have he' (i : ↥(Rᶜ)) : ∀ᵐ y ∂M.ownKernel (n+2) e,
f (cells M P R n y) = a i (oneColumn M P n i y) * d i (fun j => oneColumn M P n j.val y) := by
filter_upwards [he i] with y hy
convert hy using 2
· dsimp only [a]
apply congrArg (g i)
funext j p
have hj : (j : I) = i := Finset.mem_singleton.mp j.property
simp only [cells,oneColumn,hj]
· rfl
obtain ⟨c,hc⟩ := full_product_of_exact_splits (fun i : ↥(Rᶜ) => columnCellLaw M P n e i)
(fun y (j : ↥(Rᶜ)) => oneColumn M P n j y) hp f a d ha hd he'
exact ⟨a,c,ha,hc⟩
lemma column_all_splits_product (hM : M.IsSaturated) (P R : Finset I)
(s : ComplementSplit P) (_t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
∀ (f : (R → P → Arr I M.Y n) → Circle) (hf : Measurable f),
(∀ s' : ComplementSplit P, circleLp (cellLaw M P R n e) f hf ∈ columnSplitExact M P R s' n e) →
∃ (a : ↥(Pᶜ) → (R → Arr I M.Y n) → Circle) (c : Circle),
(∀ i, Measurable (a i)) ∧ ∀ᵐ y ∂M.ownKernel (n+2) e,
f (cells M P R n y) = c * ∏ i : ↥(Pᶜ), a i (oneRow M R n i y) := by
let : Nonempty ↥(Pᶜ) := Finset.Nonempty.to_subtype (by
have := s.two_le_card_compl
exact Finset.card_pos.mp (by omega))
filter_upwards [cells_fibre_marginal M hM P R s.partition.properP n,
proper_rows_product M hM R Pᶜ (complement_proper s.nonemptyP) n] with e hz hp
intro f hf h
have hw (i : ↥(Pᶜ)) := circle_split_witness hz f hf (h (s.singletonFor i))
choose g b hg hb he using hw
let a (i : ↥(Pᶜ)) (v : R → Arr I M.Y n) : Circle := g i (fun j _ => v j)
let d (i : ↥(Pᶜ)) (v : {j : ↥(Pᶜ) // j ≠ i} → (R → Arr I M.Y n)) : Circle :=
b i (fun p j => v (ComplementSplit.restIndex i j) p)
have ha : ∀ i, Measurable (a i) := by intro i; exact (hg i).comp (by fun_prop)
have hd : ∀ i, Measurable (d i) := by intro i; exact (hb i).comp (by fun_prop)
have he' (i : ↥(Pᶜ)) : ∀ᵐ y ∂M.ownKernel (n+2) e,
f (cells M P R n y) = a i (oneRow M R n i y) * d i (fun j => oneRow M R n j.val y) := by
filter_upwards [he i] with y hy
convert hy using 2
· dsimp only [a]
apply congrArg (g i)
funext p j
have hj : (j : I) = i := Finset.mem_singleton.mp j.property
simp only [cells,oneRow,hj]
· rfl
obtain ⟨c,hc⟩ := full_product_of_exact_splits (fun i : ↥(Pᶜ) => rowCellLaw M R n e i)
(fun y (j : ↥(Pᶜ)) => oneRow M R n j y) hp f a d ha hd he'
exact ⟨a,c,ha,hc⟩
end
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
def fullExact (P R : Finset I) (n : ℕ) (e : Arr I M.U (n+2)) : Set (Lp ℂ 2 (cellLaw M P R n e)) :=
{v | ∃ (f : (R → P → Arr I M.Y n) → Circle) (hf : Measurable f) (d : ℂ),
v = d • circleLp (cellLaw M P R n e) f hf ∧
(∃ (a : ↥(Rᶜ) → (P → Arr I M.Y n) → Circle) (c : Circle),
(∀ i, Measurable (a i)) ∧ ∀ᵐ y ∂M.ownKernel (n+2) e,
f (cells M P R n y) = c * ∏ i : ↥(Rᶜ), a i (oneColumn M P n i y)) ∧
(∃ (a : ↥(Pᶜ) → (R → Arr I M.Y n) → Circle) (c : Circle),
(∀ i, Measurable (a i)) ∧ ∀ᵐ y ∂M.ownKernel (n+2) e,
f (cells M P R n y) = c * ∏ i : ↥(Pᶜ), a i (oneRow M R n i y))}
lemma zero_mem_fullExact (P R : Finset I) (n : ℕ) (e : Arr I M.U (n+2)) :
(0 : Lp ℂ 2 (cellLaw M P R n e)) ∈ fullExact M P R n e := by
refine ⟨1,measurable_const,0,by simp,?_,?_⟩ <;>
exact ⟨1,1,fun _ => measurable_const,Filter.Eventually.of_forall (by intro y; simp)⟩
lemma allSplitExact_subset_fullExact (hM : M.IsSaturated) (P R : Finset I)
(s : ComplementSplit P) (t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
allSplitExact M P R n e ⊆ fullExact M P R n e := by
filter_upwards [row_all_splits_product M hM P R s t n,column_all_splits_product M hM P R s t n]
with e hr hc
intro v hv
obtain ⟨f,g,h,hf,hg,hh,c,hv',he⟩ := hv.1 t
by_cases hz : c = 0
· rw [hz,zero_smul] at hv'
rw [hv']
exact zero_mem_fullExact M P R n e
have hrow : ∀ t' : ComplementSplit R, circleLp (cellLaw M P R n e) f hf ∈ rowSplitExact M P R t' n e := by
intro t'
have h := JoiningOperator.smul_mem_splitExact _ _ _ _ _ c⁻¹ (hv.1 t')
rwa [hv',smul_smul,inv_mul_cancel₀ hz,one_smul] at h
have hcol : ∀ s' : ComplementSplit P, circleLp (cellLaw M P R n e) f hf ∈ columnSplitExact M P R s' n e := by
intro s' have h := JoiningOperator.smul_mem_splitExact _ _ _ _ _ c⁻¹ (hv.2 s')
rwa [hv',smul_smul,inv_mul_cancel₀ hz,one_smul] at h
exact ⟨f,hf,c,hv',hr f hf hrow,hc f hf hcol⟩
lemma commonActive_le_fullExact_span (hM : M.IsSaturated) (P R : Finset I)
(s : ComplementSplit P) (t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
commonActive M P s.A s.B R t.A t.B n e ≤
(Submodule.span ℂ (fullExact M P R n e)).topologicalClosure := by
filter_upwards [allSplitExact_span M hM P R s t n,
allSplitExact_subset_fullExact M hM P R s t n] with e he hs
rw [←he]
exact Submodule.topologicalClosure_mono (Submodule.span_mono hs)
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory Set
theorem ae_map_descent {Ω S : Type*} [MeasurableSpace Ω] [MeasurableSpace S]
[StandardBorelSpace Ω] [StandardBorelSpace S]
(μ : Measure Ω) [IsProbabilityMeasure μ] {f : Ω → S} (hf : Measurable f)
{P : S → Prop} (hP : ∀ᵐ ω ∂μ, P (f ω)) : ∀ᵐ s ∂μ.map f, P s := by
let : Nonempty Ω := nonempty_of_isProbabilityMeasure μ
let κ := condDistrib id f μ
have hnull : NullMeasurableSet {ω | P (f ω)} μ := by
exact NullMeasurableSet.congr (nullMeasurableSet_univ (μ := μ))
(by filter_upwards [hP] with ω hω; exact propext (iff_of_true trivial hω))
obtain ⟨t,ht,htm,hte⟩ := hnull.exists_measurable_subset_ae_eq
have hta : ∀ᵐ ω ∂μ, ω ∈ t := by
filter_upwards [hP,hte] with ω hω he
exact he.mpr hω
have hgood : ∀ᵐ s ∂μ.map f, ∀ᵐ ω ∂κ s, ω ∈ t ∧ f ω = s := by
apply Measure.ae_ae_of_ae_compProd (p := fun p : S × Ω => p.2 ∈ t ∧ f p.2 = p.1)
change ∀ᵐ p ∂μ.map f ⊗ₘ condDistrib id f μ, p.2 ∈ t ∧ f p.2 = p.1
rw [compProd_map_condDistrib hf.aemeasurable aemeasurable_id]
apply (ae_map_iff (hf.prodMk measurable_id).aemeasurable
((htm.preimage measurable_snd).inter (measurableSet_eq_fun (hf.comp measurable_snd) measurable_fst))).mpr
filter_upwards [hta] with ω hω
exact ⟨hω,rfl⟩
filter_upwards [hgood] with s hs
obtain ⟨ω,hω,he⟩ := hs.exists
rw [←he]
exact ht hω
end
section
open MeasureTheory ContinuousLinearMap
open scoped InnerProductSpace
variable {P H : Type*} [MeasurableSpace P]
[NormedAddCommGroup H] [InnerProductSpace ℂ H] [CompleteSpace H]
[SecondCountableTopology H]
lemma random_projection_exactness (μ : Measure P) [SFinite μ]
(V C : P → Submodule ℂ H) [∀ p, (V p).HasOrthogonalProjection]
(hC : ∀ p, IsClosed (C p : Set H)) (hCV : ∀ p, C p ≤ V p)
(hm : ∀ᵐ pair ∂μ.prod μ,
(V pair.1).starProjection ∘L (V pair.2).starProjection =
(V pair.2).starProjection ∘L (V pair.1).starProjection ∧
V pair.1 ⊓ V pair.2 ≤ C pair.1) :
∀ᵐ p ∂μ, V p = C p := by
let F := fun p => (V p).starProjection
filter_upwards [essentialRange.ae_range_le μ F, Measure.ae_ae_of_ae_prod hm] with p hp hpm
apply le_antisymm _ (hCV p)
have hc : essentialRange μ F ≤ (C p).comap (F p).toLinearMap := by
apply essentialRange.le_comap_of_ae_comp μ F (F p) (C p) (hC p)
filter_upwards [hpm] with q hq
rintro _ ⟨v,rfl⟩
apply hq.2
constructor
· exact (V p).starProjection_apply_mem _
· change F p (F q v) ∈ V q
rw [show F p (F q v) = F q (F p v) from congrArg (fun A : H →L[ℂ] H => A v) hq.1]
exact (V q).starProjection_apply_mem _
intro v hv
have hv' : v ∈ essentialRange μ F := hp ⟨v,(V p).starProjection_eq_self_iff.mpr hv⟩
have hh := hc hv'
change (V p).starProjection v ∈ C p at hh
rwa [(V p).starProjection_eq_self_iff.mpr hv] at hh
omit [SecondCountableTopology H] in
lemma essential_projection_not_ae_zero (μ : Measure P)
(V : P → Submodule ℂ H) [∀ p, (V p).HasOrthogonalProjection]
(v : H) (hv : v ∈ essentialRange μ (fun p => (V p).starProjection)) (hne : v ≠ 0) :
¬ ∀ᵐ p ∂μ, (V p).starProjection v = 0 := by
intro hz
have hk : v ∈ essentialKernel μ (fun p => (V p).starProjection.adjoint) := by
change ∀ᵐ p ∂μ, (V p).starProjection.adjoint v = 0
simpa only [(isSelfAdjoint_starProjection _).adjoint_eq] using hz
exact hne ((inner_self_eq_zero (𝕜 := ℂ)).mp ((Submodule.mem_orthogonal _ _).mp hv v hk))
lemma active_projection_not_ae_zero (μ : Measure P)
(V : P → Submodule ℂ H) [∀ p, (V p).HasOrthogonalProjection] :
∀ᵐ p ∂μ, ∀ v ∈ V p, v ≠ 0 → ¬ ∀ᵐ q ∂μ, (V q).starProjection v = 0 := by
filter_upwards [essentialRange.ae_range_le μ (fun p => (V p).starProjection)] with p hp
intro v hv hne
exact essential_projection_not_ae_zero μ V v
(hp ⟨v,(V p).starProjection_eq_self_iff.mpr hv⟩) hne
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
open scoped ENNReal
universe u
variable {I : Type u} [Fintype I] [retained10 : DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
abbrev Cell (i : I) := ({i} : Finset I) → ({i} : Finset I) → Arr I M.Y 0
def padCell (i : I) (y : Arr I M.Y 0) : Cell M i := fun _ _ => y
omit [DecidableEq I] in
@[fun_prop] lemma measurable_padCell (i : I) : Measurable (padCell M i) := by
exact Measurable.of_eval fun _ => Measurable.of_eval fun _ => measurable_id
def slotCell (i : I) : Arr I M.Y 1 → Cell M i := padCell M i ∘ plane 0 0 i
include retained10 in
@[fun_prop] lemma measurable_slotCell (i : I) : Measurable (slotCell M i) := by
let _ := retained10
exact (measurable_padCell M i).comp (measurable_plane _ _ _)
def slotRest (i : I) (y : Arr I M.Y 1) : ↥(({i} : Finset I)ᶜ) → Arr I M.Y 0 :=
fun j => plane 0 0 j y
@[fun_prop] lemma measurable_slotRest (i : I) : Measurable (slotRest M i) := by
exact Measurable.of_eval fun _ => measurable_plane _ _ _
def slotLocal (i : I) : Kernel (Arr I M.U 0) (Cell M i) := (M.ownKernel 0).map (padCell M i)
instance (i : I) : IsMarkovKernel (slotLocal M i) := Kernel.IsMarkovKernel.map _ (measurable_padCell M i)
def slotActive (i : I) (ν : Measure (Cell M i)) (p : Arr I M.U 1) : Submodule ℂ (Lp ℂ 2 ν) := by
classical
exact if h : MeasurePreserving (slotCell M i) (M.ownKernel 1 p) ν then
(LinearMap.range (JoiningOperator.operator h
(MeasurePreserving.mk (measurable_slotRest M i) rfl)).toLinearMap).topologicalClosure
else ⊥
lemma slotActive_eq (i : I) (ν : Measure (Cell M i)) (p : Arr I M.U 1)
(h : MeasurePreserving (slotCell M i) (M.ownKernel 1 p) ν) :
slotActive M i ν p = (LinearMap.range (JoiningOperator.operator h
(MeasurePreserving.mk (measurable_slotRest M i) rfl)).toLinearMap).topologicalClosure := by
rw [slotActive,dite_eq_left h]
lemma slotActive_closed (i : I) (ν : Measure (Cell M i)) (p : Arr I M.U 1) :
IsClosed (slotActive M i ν p : Set (Lp ℂ 2 ν)) := by
unfold slotActive
split
· exact Submodule.isClosed_topologicalClosure _
· exact isClosed_singleton
instance (i : I) (ν : Measure (Cell M i)) (p : Arr I M.U 1) :
CompleteSpace (slotActive M i ν p) := (slotActive_closed M i ν p).completeSpace_coe
omit [DecidableEq I] in
lemma cells_single_row (i : I) :
cells M {i} {i} 0 = slotCell M i ∘ plane 1 0 i := by
funext y j a
have hj : (j : I) = i := Finset.mem_singleton.mp j.property
have ha : (a : I) = i := Finset.mem_singleton.mp a.property
simp only [cells,slotCell,padCell,Function.comp_apply,hj,ha]
rfl
include retained10 in
lemma cells_single_column (i : I) :
cells M {i} {i} 0 = slotCell M i ∘ plane 1 (Fin.last 1) i := by
let _ := retained10
funext y j a
have hj : (j : I) = i := Finset.mem_singleton.mp j.property
have ha : (a : I) = i := Finset.mem_singleton.mp a.property
simp only [cells,slotCell,padCell,Function.comp_apply,hj,ha]
exact (congrFun (plane_first_last M 0 i i) y).symm
include retained10 in
lemma slotCell_marginal (hI : 2 ≤ Fintype.card I) (i : I) :
∀ᵐ p ∂M.parameterLaw 1, MeasurePreserving (slotCell M i) (M.ownKernel 1 p)
(slotLocal M i (plane 0 0 i p)) := by
let _ := retained10
have h := ConditionalFibres.marginal (measurable_plane 0 0 i)
(M.ownKernel_conditional 1) (M.plane_conditional hI 0 i)
filter_upwards [h] with p hp
exact (MeasurePreserving.mk (measurable_padCell M i) (Kernel.map_apply _ (measurable_padCell M i) _).symm).comp hp
lemma row_marginal_fibre (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I) (i : I) :
∀ᵐ e ∂M.parameterLaw 2, MeasurePreserving (plane 1 0 i) (M.ownKernel 2 e)
(M.ownKernel 1 (plane 1 0 i e)) := by
have hproper : ({i} : Finset I) ≠ Finset.univ := by
intro he
have := congrArg Finset.card he
simp only [Finset.card_singleton,Finset.card_univ] at this
omega
have h := (rows_conditional M hM {i} hproper 0).comp_left
(measurable_pi_apply (⟨i,Finset.mem_singleton_self i⟩ : ({i} : Finset I)))
rw [FiniteKernel.map_eval] at h
exact ConditionalFibres.marginal (measurable_plane _ _ _)
(M.ownKernel_conditional 2) h
omit [DecidableEq I] in
lemma column_marginal_fibre (hI : 2 ≤ Fintype.card I) (i : I) :
∀ᵐ e ∂M.parameterLaw 2, MeasurePreserving (plane 1 (Fin.last 1) i) (M.ownKernel 2 e)
(M.ownKernel 1 (plane 1 (Fin.last 1) i e)) := by
exact ConditionalFibres.marginal (measurable_plane _ _ _) (M.ownKernel_conditional 2)
(M.plane_conditional hI 1 i)
lemma singleton_cellLaw (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I) (i : I) :
∀ᵐ e ∂M.parameterLaw 2, cellLaw M {i} {i} 0 e =
slotLocal M i (plane 0 0 i (plane 1 0 i e)) := by
have hproper : ({i} : Finset I) ≠ Finset.univ := by
intro he
have := congrArg Finset.card he
simp only [Finset.card_singleton,Finset.card_univ] at this
omega
let hparam : MeasurePreserving (plane 1 0 i) (M.parameterLaw 2) (M.parameterLaw 1) :=
⟨measurable_plane _ _ _,M.parameterLaw_consistent 1 0 i⟩
filter_upwards [cells_fibre_marginal M hM {i} {i} hproper 0,
row_marginal_fibre M hM hI i,
hparam.quasiMeasurePreserving.ae (slotCell_marginal M hI i)] with e hc hr hs
have hh := hs.comp hr
rw [←cells_single_row] at hh
exact hc.map_eq.symm.trans hh.map_eq
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory Set
section
lemma iIndepFun_map_iff_measurable {A B J C : Type*} [MeasurableSpace A] [MeasurableSpace B]
[MeasurableSpace C] [Fintype J] (μ : Measure A) [IsProbabilityMeasure μ]
(f : B → J → C) (g : A → B) (hf : ∀ j, Measurable (fun b => f b j)) (hg : Measurable g) :
iIndepFun (fun j b => f b j) (μ.map g) ↔ iIndepFun (fun j a => f (g a) j) μ := by
let : IsProbabilityMeasure (μ.map g) := (fun mapMeasurable => (Measure.isProbabilityMeasure_map_iff mapMeasurable).mpr inferInstance) hg.aemeasurable
rw [iIndepFun_iff_map_fun_eq_pi_map (fun j => (hf j).aemeasurable),
iIndepFun_iff_map_fun_eq_pi_map (f := fun j a => f (g a) j) (fun j => ((hf j).comp hg).aemeasurable)]
simp only [Measure.map_map (Measurable.of_eval hf) hg,
Measure.map_map (hf _) hg]
rfl
end
namespace ArrayObjects.Object.Rolled
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
def slotTuple (r : I) (y : Arr I M.Y 1) : I → Cell M r :=
fun j => padCell M r (plane 0 0 j y)
omit [DecidableEq I] in
@[fun_prop] lemma measurable_slotTuple (r : I) : Measurable (slotTuple M r) :=
Measurable.of_eval fun _ => (measurable_padCell M r).comp (measurable_plane _ _ _)
def slotTupleKernel (r : I) : Kernel (Arr I M.U 1) (I → Cell M r) :=
(M.ownKernel 1).map (slotTuple M r)
instance (r : I) : IsMarkovKernel (slotTupleKernel M r) :=
Kernel.IsMarkovKernel.map _ (measurable_slotTuple M r)
def tupleParameter (p : Arr I M.U 1) : I → Arr I M.U 0 := fun j => plane 0 0 j p
omit [DecidableEq I] in
@[fun_prop] lemma measurable_tupleParameter : Measurable (tupleParameter M) :=
Measurable.of_eval fun _ => measurable_plane _ _ _
omit [DecidableEq I] in
lemma slotTuple_marginal (hI : 2 ≤ Fintype.card I) (r : I) :
∀ᵐ p ∂M.parameterLaw 1, ∀ j,
MeasurePreserving (fun z : I → Cell M r => z j) (slotTupleKernel M r p)
(slotLocal M r (tupleParameter M p j)) := by
have h (j : I) := ConditionalFibres.marginal (measurable_plane 0 0 j)
(M.ownKernel_conditional 1) (M.plane_conditional hI 0 j)
filter_upwards [ae_all_iff.mpr h] with p hp j
refine ⟨measurable_pi_apply j,?_⟩
rw [slotTupleKernel,Kernel.map_apply _ (measurable_slotTuple M r),
Measure.map_map (measurable_pi_apply j) (measurable_slotTuple M r)]
change (M.ownKernel 1 p).map (padCell M r ∘ plane 0 0 j) = _
rw [←Measure.map_map (measurable_padCell M r) (measurable_plane 0 0 j),(hp j).map_eq]
change ((M.ownKernel 0) (plane 0 0 j p)).map (padCell M r) =
(slotLocal M r) (tupleParameter M p j)
exact (Kernel.map_apply (M.ownKernel 0) (measurable_padCell M r) _).symm
lemma tuple_planes_product (j : I) :
∀ᵐ p ∂M.parameterLaw 1, MeasurePreserving (planes 0 (Finset.univ.erase j))
(M.ownKernel 1 p)
(Measure.pi (fun t : (Finset.univ.erase j : Finset I) =>
M.ownKernel 0 (plane 0 0 t p))) := by
have hproper : Finset.univ.erase j ≠ (Finset.univ : Finset I) := by
intro he
have := congrArg (fun s : Finset I => j ∈ s) he
simp at this
exact ConditionalFibres.marginal (measurable_planes _ _)
(M.ownKernel_conditional 1) (M.planes_conditional 0 _ hproper)
lemma slotTuple_proper (r : I) :
∀ᵐ p ∂M.parameterLaw 1, ∀ j,
iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun z : I → Cell M r => z t) (slotTupleKernel M r p) := by
filter_upwards [ae_all_iff.mpr (tuple_planes_product M)] with p hp j
rw [slotTupleKernel,Kernel.map_apply _ (measurable_slotTuple M r)]
apply (iIndepFun_map_iff_measurable (J := ↥(Finset.univ.erase j)) _ _ _ (fun t => measurable_pi_apply (t : I))
(measurable_slotTuple M r)).mpr
have h := iIndepFun_pi (μ := fun t : (Finset.univ.erase j : Finset I) =>
M.ownKernel 0 (plane 0 0 t p)) (fun _ : (Finset.univ.erase j : Finset I) =>
(measurable_padCell M r).aemeasurable)
rw [←(hp j).map_eq] at h
exact (iIndepFun_map_iff_measurable (M.ownKernel 1 p)
(fun (b : ↥(Finset.univ.erase j : Finset I) → Arr I M.Y 0) t => padCell M r (b t))
(planes 0 (Finset.univ.erase j))
(fun t => (measurable_padCell M r).comp (measurable_pi_apply t))
(measurable_planes 0 _)).mp h
lemma exists_good_tuple_set (hI : 2 ≤ Fintype.card I) (r : I) :
∃ D : Set (Arr I M.U 1), MeasurableSet D ∧ (∀ᵐ p ∂M.parameterLaw 1, p ∈ D) ∧
(∀ p ∈ D, ∀ j, MeasurePreserving (fun z : I → Cell M r => z j)
(slotTupleKernel M r p) (slotLocal M r (tupleParameter M p j))) ∧
(∀ p ∈ D, ∀ j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun z : I → Cell M r => z t) (slotTupleKernel M r p)) := by
let P := fun p => (∀ j, MeasurePreserving (fun z : I → Cell M r => z j)
(slotTupleKernel M r p) (slotLocal M r (tupleParameter M p j))) ∧
(∀ j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun z : I → Cell M r => z t) (slotTupleKernel M r p))
have hp : ∀ᵐ p ∂M.parameterLaw 1, P p := (slotTuple_marginal M hI r).and (slotTuple_proper M r)
have hn : NullMeasurableSet {p | P p} (M.parameterLaw 1) := by
exact NullMeasurableSet.congr (nullMeasurableSet_univ (μ := M.parameterLaw 1))
(by filter_upwards [hp] with p h; exact propext (iff_of_true trivial h))
obtain ⟨D,hD,hDm,he⟩ := hn.exists_measurable_subset_ae_eq
refine ⟨D,hDm,?_,fun p h => (hD h).1,fun p h => (hD h).2⟩
filter_upwards [hp,he] with p hp he
exact he.mpr hp
end ArrayObjects.Object.Rolled
end
section
open MeasureTheory ProbabilityTheory Set
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U) (hu : Measurable u)
def productTupleKernel : Kernel P (I → Y) :=
FiniteKernel.pi (fun i => κ.comap (fun p => u p i) ((measurable_pi_apply i).comp hu))
instance : IsMarkovKernel (productTupleKernel κ u hu) := inferInstanceAs (IsMarkovKernel (FiniteKernel.pi _))
include hu in
lemma exists_good_tuple_kernel (μ : Measure P)
(hm : ∀ᵐ p ∂μ, ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ᵐ p ∂μ, ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p)) :
∃ Λ' : Kernel P (I → Y), IsMarkovKernel Λ' ∧ Λ' =ᵐ[μ] Λ ∧
(∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ' p) (κ (u p i))) ∧
(∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ' p)) := by
classical
let Q := fun p => (∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i))) ∧
(∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) => fun y : I → Y => y j) (Λ p))
have hq : ∀ᵐ p ∂μ, Q p := hm.and hind
have hn : NullMeasurableSet {p | Q p} μ :=
NullMeasurableSet.congr (nullMeasurableSet_univ (μ := μ))
(by filter_upwards [hq] with p h; exact propext (iff_of_true trivial h))
obtain ⟨D,hD,hDm,he⟩ := hn.exists_measurable_subset_ae_eq
let L := Kernel.piecewise hDm Λ (productTupleKernel κ u hu)
have hlm (p) (i) : MeasurePreserving (fun y : I → Y => y i) (L p) (κ (u p i)) := by
by_cases hp : p ∈ D
· simpa only [L,Kernel.piecewise_apply,ite_eq_left hp] using (hD hp).1 i
· simpa only [L,Kernel.piecewise_apply,ite_eq_right hp,productTupleKernel,FiniteKernel.pi_apply, Kernel.comap_apply] using (measurePreserving_eval (fun i => κ (u p i)) i)
have hli (p) (i) : iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (L p) := by
by_cases hp : p ∈ D
· simpa only [L,Kernel.piecewise_apply,ite_eq_left hp] using (hD hp).2 i
· simp only [L,Kernel.piecewise_apply,ite_eq_right hp,productTupleKernel,FiniteKernel.pi_apply,Kernel.comap_apply]
exact (iIndepFun_pi (μ := fun i => κ (u p i)) (fun _ => measurable_id.aemeasurable)).precomp
Subtype.val_injective
refine ⟨L,inferInstance,?_,hlm,hli⟩
filter_upwards [hq,he] with p hp he
exact (Kernel.piecewise_apply p).trans (ite_eq_left (he.mpr hp))
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory Set
section
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
def rawTuple (y : Arr I M.Y 1) : I → Arr I M.Y 0 := fun j => plane 0 0 j y
omit [DecidableEq I] in
@[fun_prop] lemma measurable_rawTuple : Measurable (rawTuple M) :=
Measurable.of_eval fun _ => measurable_plane _ _ _
def rawTupleKernel : Kernel (Arr I M.U 1) (I → Arr I M.Y 0) := (M.ownKernel 1).map (rawTuple M)
instance : IsMarkovKernel (rawTupleKernel M) := Kernel.IsMarkovKernel.map _ (measurable_rawTuple M)
omit [DecidableEq I] in
lemma rawTuple_marginal (hI : 2 ≤ Fintype.card I) :
∀ᵐ p ∂M.parameterLaw 1, ∀ j,
MeasurePreserving (fun z : I → Arr I M.Y 0 => z j) (rawTupleKernel M p)
(M.ownKernel 0 (tupleParameter M p j)) := by
have h (j : I) := ConditionalFibres.marginal (measurable_plane 0 0 j)
(M.ownKernel_conditional 1) (M.plane_conditional hI 0 j)
filter_upwards [ae_all_iff.mpr h] with p hp j
refine ⟨measurable_pi_apply j,?_⟩
rw [rawTupleKernel,Kernel.map_apply _ (measurable_rawTuple M), Measure.map_map (measurable_pi_apply j) (measurable_rawTuple M)]
exact (hp j).map_eq
lemma rawTuple_proper :
∀ᵐ p ∂M.parameterLaw 1, ∀ j,
iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun z : I → Arr I M.Y 0 => z t) (rawTupleKernel M p) := by
filter_upwards [ae_all_iff.mpr (tuple_planes_product M)] with p hp j
rw [rawTupleKernel,Kernel.map_apply _ (measurable_rawTuple M)]
apply (iIndepFun_map_iff_measurable (J := ↥(Finset.univ.erase j)) _ _ _
(fun t => measurable_pi_apply (t : I)) (measurable_rawTuple M)).mpr
have h := iIndepFun_pi (μ := fun t : (Finset.univ.erase j : Finset I) =>
M.ownKernel 0 (plane 0 0 t p)) (fun _ : (Finset.univ.erase j : Finset I) =>
measurable_id.aemeasurable)
rw [←(hp j).map_eq] at h
exact (iIndepFun_map_iff_measurable (M.ownKernel 1 p)
(fun (b : ↥(Finset.univ.erase j : Finset I) → Arr I M.Y 0) t => b t)
(planes 0 (Finset.univ.erase j)) (fun t => measurable_pi_apply t)
(measurable_planes 0 _)).mp h
lemma raw_good_tuple_kernel (hI : 2 ≤ Fintype.card I) :
∃ Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0), IsMarkovKernel Λ ∧
Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M ∧
(∀ p j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j))) ∧
(∀ p j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun y : I → Arr I M.Y 0 => y t) (Λ p)) :=
exists_good_tuple_kernel (M.ownKernel 0) (rawTupleKernel M) (tupleParameter M)
(measurable_tupleParameter M) (M.parameterLaw 1) (rawTuple_marginal M hI) (rawTuple_proper M)
end
universe u
variable {I : Type u} [Fintype I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma rawTuple_time_commute : rawTuple M ∘ amap M.timeY 1 =
(fun y : I → Arr I M.Y 0 => fun i => amap M.timeY 0 (y i)) ∘ rawTuple M := rfl
lemma rawTuple_time_preserving :
∀ᵐ p ∂M.parameterLaw 1,
MeasurePreserving (fun y : I → Arr I M.Y 0 => fun i => amap M.timeY 0 (y i))
(rawTupleKernel M p) (rawTupleKernel M (amap M.timeU 1 p)) := by
filter_upwards [M.ownKernel_time_preserving 1] with p hp
have htime : Measurable (fun y : I → Arr I M.Y 0 => fun i => amap M.timeY 0 (y i)) :=
Measurable.of_eval fun i => (measurable_amap M.timeY.measurable 0).comp (measurable_pi_apply i)
refine ⟨htime,?_⟩
rw [rawTupleKernel,Kernel.map_apply _ (measurable_rawTuple M), Kernel.map_apply _ (measurable_rawTuple M),Measure.map_map htime (measurable_rawTuple M), ←rawTuple_time_commute M,←Measure.map_map (measurable_rawTuple M) (measurable_amap M.timeY.measurable 1),hp.map_eq]
lemma tupleParameter_time (p : Arr I M.U 1) (i : I) :
tupleParameter M (amap M.timeU 1 p) i = amap M.timeU 0 (tupleParameter M p i) := rfl
lemma goodTuple_time_preserving
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hL : Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M) :
∀ᵐ p ∂M.parameterLaw 1,
MeasurePreserving (fun y : I → Arr I M.Y 0 => fun i => amap M.timeY 0 (y i))
(Λ p) (Λ (amap M.timeU 1 p)) := by
filter_upwards [rawTuple_time_preserving M,hL, (M.parameterLaw_invariant 1).quasiMeasurePreserving.ae hL] with p hp h1 h2
rw [h1,h2]; exact hp
lemma exactCode_time
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hL : Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M)
(hm : ∀ p j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j))) :
∀ᵐ p ∂M.parameterLaw 1, ∀ q : I → HilbertCode (M.ownKernel 0),
(p,q) ∈ exactCodeSet (M.ownKernel 0) Λ (tupleParameter M) →
(amap M.timeU 1 p,fun i => HilbertCode.transport (amap M.timeU 0)
(amapEquiv M.timeY 0) (q i)) ∈ exactCodeSet (M.ownKernel 0) Λ (tupleParameter M) := by
have hk (i : I) : ∀ᵐ p ∂M.parameterLaw 1, MeasurePreserving (amap M.timeY 0)
(M.ownKernel 0 (tupleParameter M p i))
(M.ownKernel 0 (amap M.timeU 0 (tupleParameter M p i))) :=
(show MeasurePreserving (plane 0 0 i) (M.parameterLaw 1) (M.parameterLaw 0) from
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩).quasiMeasurePreserving.ae
(M.ownKernel_time_preserving 0)
filter_upwards [ae_all_iff.mpr hk,goodTuple_time_preserving M Λ hL] with p hp hΛ q hq
exact exactCode_transport (M.ownKernel 0) Λ (tupleParameter M) (amap M.timeU 0)
(amapEquiv M.timeY 0) p (amap M.timeU 1 p) (tupleParameter_time M p) hp hΛ (hm p) q hq
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory Set
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y))
(u : P → I → U)
def exactCodeEquivTransport (F : U ≃ᵐ U) (E : Y ≃ᵐ Y) (p p' : P)
(hu : ∀ i, u p' i = F (u p i))
(hκ : ∀ i, MeasurePreserving E (κ (u p i)) (κ (F (u p i))))
(hΛ : MeasurePreserving (fun y : I → Y => fun i => E (y i)) (Λ p) (Λ p'))
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hm' : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p') (κ (u p' i))) :
{q : I → HilbertCode κ // (p,q) ∈ exactCodeSet κ Λ u} ≃
{q : I → HilbertCode κ // (p',q) ∈ exactCodeSet κ Λ u} := by
have hu' (i) : u p i = F.symm (u p' i) := by rw [hu i,F.symm_apply_apply]
have hκ' (i) : MeasurePreserving E.symm (κ (u p' i)) (κ (F.symm (u p' i))) := by
rw [hu i,F.symm_apply_apply]
exact MeasurePreserving.symm E (hκ i)
have hΛ' : MeasurePreserving (fun y : I → Y => fun i => E.symm (y i)) (Λ p') (Λ p) :=
MeasurePreserving.symm (MeasurableEquiv.piCongrRight (fun _ : I => E)) hΛ
refine {
toFun := fun q => ⟨fun i => HilbertCode.transport F E (q.val i),
exactCode_transport κ Λ u F E p p' hu hκ hΛ hm q.val q.property⟩
invFun := fun q => ⟨fun i => HilbertCode.transport F.symm E.symm (q.val i),
exactCode_transport κ Λ u F.symm E.symm p' p hu' hκ' hΛ' hm' q.val q.property⟩
left_inv := ?_
right_inv := ?_ }
· intro q
apply Subtype.ext
funext i
apply HilbertCode.transport_inverse F E (q.val i) (q.property.2.1 i).2 (q.property.2.1 i).1
rw [q.property.1 i]
exact hκ i
· intro q
apply Subtype.ext
funext i
have h := HilbertCode.transport_inverse F.symm E.symm (q.val i)
(q.property.2.1 i).2 (q.property.2.1 i).1
apply h
rw [q.property.1 i]
exact hκ' i
end
section
open MeasureTheory Set
attribute [local instance] instMeasurableSpaceCircle_circleLp instBorelSpaceCircle_circleLp
variable (Y : Type*) [MeasurableSpace Y]
def measurableCircleSubgroup : Subgroup (Y → Circle) where
carrier := {f | Measurable f}
one_mem' := measurable_const
mul_mem' := fun hf hg => hf.mul hg
inv_mem' := fun hf => hf.inv
abbrev MeasurableCircle := measurableCircleSubgroup Y
instance measurableCircleCoeFun : CoeFun (MeasurableCircle Y) (fun _ => Y → Circle) := ⟨fun f => f.val⟩
lemma measurableCircle_measurable (f : MeasurableCircle Y) : Measurable (f : Y → Circle) := f.property
variable {Y} (μ : Measure Y)
def phaseSubgroup : Subgroup (MeasurableCircle Y) where
carrier := {f | ∃ c : Circle, (f : Y → Circle) =ᵐ[μ] fun _ => c}
one_mem' := ⟨1,Filter.Eventually.of_forall fun _ => rfl⟩
mul_mem' := by
rintro f g ⟨a,ha⟩ ⟨b,hb⟩
refine ⟨a*b,?_⟩
filter_upwards [ha,hb] with y hfy hgy
exact congrArg₂ (·*·) hfy hgy
inv_mem' := by
rintro f ⟨a,ha⟩
refine ⟨a⁻¹,?_⟩
filter_upwards [ha] with y hy
exact congrArg Inv.inv hy
abbrev ProjectiveCircle := MeasurableCircle Y ⧸ phaseSubgroup μ
def projectiveCircle (f : Y → Circle) (hf : Measurable f) : ProjectiveCircle μ :=
QuotientGroup.mk (⟨f,hf⟩ : MeasurableCircle Y)
lemma projectiveCircle_eq_iff (f g : Y → Circle) (hf : Measurable f) (hg : Measurable g) :
projectiveCircle μ f hf = projectiveCircle μ g hg ↔
∃ c : Circle, f =ᵐ[μ] fun y => c*g y := by
change (QuotientGroup.mk (⟨f,hf⟩ : MeasurableCircle Y) =
QuotientGroup.mk (⟨g,hg⟩ : MeasurableCircle Y)) ↔ _
rw [QuotientGroup.eq]
change (∃ c : Circle, (fun y => (f y)⁻¹ * g y) =ᵐ[μ] fun _ => c) ↔ _
constructor
· rintro ⟨c,hc⟩
refine ⟨c⁻¹,?_⟩
filter_upwards [hc] with y hy
apply eq_inv_mul_iff_mul_eq.mpr
exact (mul_comm c (f y)).trans (inv_mul_eq_iff_eq_mul.mp hy).symm
· rintro ⟨c,hc⟩
refine ⟨c⁻¹,?_⟩
filter_upwards [hc] with y hy
rw [hy,mul_inv_rev]
simp [mul_comm]
lemma projectiveCircle_mul (f g : Y → Circle) (hf : Measurable f) (hg : Measurable g) :
projectiveCircle μ (fun y => f y * g y) (hf.mul hg) =
projectiveCircle μ f hf * projectiveCircle μ g hg := rfl
lemma projectiveCircle_one : projectiveCircle μ (fun _ : Y => 1) measurable_const = 1 := rfl
lemma projectiveCircle_inv (f : Y → Circle) (hf : Measurable f) :
projectiveCircle μ (fun y => (f y)⁻¹) hf.inv = (projectiveCircle μ f hf)⁻¹ := rfl
end
section
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
attribute [local instance] instMeasurableSpaceCircle_circleLp instBorelSpaceCircle_circleLp
variable {Y I : Type*} [MeasurableSpace Y] [Fintype I]
def exactCircleTuples (μ : Measure (I → Y)) : Subgroup (I → MeasurableCircle Y) where
carrier := {f | ∃ c : Circle, ∀ᵐ y ∂μ, ∏ i, f i (y i) = c}
one_mem' := ⟨1,Filter.Eventually.of_forall fun _ => by simp⟩
mul_mem' := by
rintro f g ⟨c,hc⟩ ⟨d,hd⟩
refine ⟨c*d,?_⟩
filter_upwards [hc,hd] with y hy hz
change (∏ i, f i (y i) * g i (y i)) = c*d
rw [Finset.prod_mul_distrib,hy,hz]
inv_mem' := by
rintro f ⟨c,hc⟩
refine ⟨c⁻¹,?_⟩
filter_upwards [hc] with y hy
change (∏ i, (f i (y i))⁻¹) = c⁻¹
rw [Finset.prod_inv_distrib,hy]
def tupleProjectivize (ν : I → Measure Y) : (I → MeasurableCircle Y) →*
(∀ i, ProjectiveCircle (ν i)) where
toFun := fun f i => QuotientGroup.mk (f i)
map_one' := rfl
map_mul' := fun _ _ => rfl
def exactProjectiveTuples (μ : Measure (I → Y)) (ν : I → Measure Y) :
Subgroup (∀ i, ProjectiveCircle (ν i)) :=
(exactCircleTuples μ).map (tupleProjectivize ν)
def exactProjectiveSlot (μ : Measure (I → Y)) (ν : I → Measure Y) (i : I) :
exactProjectiveTuples μ ν →* ProjectiveCircle (ν i) where
toFun := fun a => a.val i
map_one' := rfl
map_mul' := fun _ _ => rfl
variable [DecidableEq I]
lemma exactCircleTuples_constant_of_slot (hk : 3 ≤ Fintype.card I)
(μ : Measure (I → Y)) [IsProbabilityMeasure μ] (ν : I → Measure Y)
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) μ (ν i))
(hind : ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) μ)
(f : I → MeasurableCircle Y) (hf : f ∈ exactCircleTuples μ)
(i : I) (hi : projectiveCircle (ν i) (f i) (measurableCircle_measurable Y (f i)) = 1) :
∀ j, projectiveCircle (ν j) (f j) (measurableCircle_measurable Y (f j)) = 1 := by
have hpm (j : I) : Measurable (fun y : I → Y => (f j (y j) : ℂ)) :=
measurable_subtype_coe.comp ((measurableCircle_measurable Y (f j)).comp (measurable_pi_apply j))
have hpn (j : I) : ∀ᵐ y ∂μ, ‖(f j (y j) : ℂ)‖ = 1 :=
Filter.Eventually.of_forall fun _ => Circle.norm_coe _
have hpi (j : I) : iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun y : I → Y => (f t (y t) : ℂ)) μ :=
(hind j).comp (fun t y => (f t y : ℂ))
(fun t => measurable_subtype_coe.comp (measurableCircle_measurable Y (f t)))
obtain ⟨c,hc⟩ := hf
have hc' : ∀ᵐ y ∂μ, ∏ j, (f j (y j) : ℂ) = (c : ℂ) := by
filter_upwards [hc] with y hy
exact (map_prod Circle.coeHom _ _).symm.trans (congrArg (fun a : Circle => (a : ℂ)) hy)
have hx := exact_tuple_dichotomy hk (fun j (y : I → Y) => (f j (y j) : ℂ))
(fun j => (hpm j).aestronglyMeasurable) hpn hpi (c : ℂ) (Circle.norm_coe c) hc'
have hi' : ∃ d : Circle, (f i : Y → Circle) =ᵐ[ν i] fun _ => d := by
rw [←projectiveCircle_one (ν i),projectiveCircle_eq_iff] at hi
simpa only [mul_one] using hi
obtain ⟨d,hd⟩ := hi'
have hdi : (fun y : I → Y => (f i (y i) : ℂ)) =ᵐ[μ] fun _ => (d : ℂ) :=
((hm i).quasiMeasurePreserving.ae_eq_comp hd).mono fun _ h => congrArg (fun a : Circle => (a : ℂ)) h
rcases hx with hz | he
· have hh := hz i
rw [integral_congr_ae hdi,integral_const,probReal_univ,one_smul] at hh
have hn := Circle.norm_coe d
rw [hh,norm_zero] at hn
norm_num at hn
· intro j
let a : Circle := ⟨∫ y, (f j (y j) : ℂ) ∂μ,mem_sphere_zero_iff_norm.mpr (he j).2⟩
have hj : ∀ᵐ y ∂μ, f j (y j) = a :=
(he j).1.mono fun _ h => Circle.coe_injective h
have hj' : (f j : Y → Circle) =ᵐ[ν j] fun _ => a := by
rw [←(hm j).map_eq]
apply (ae_map_iff (hm j).measurable.aemeasurable
(measurableSet_eq_fun (measurableCircle_measurable Y (f j)) measurable_const)).mpr
exact hj
rw [←projectiveCircle_one (ν j),projectiveCircle_eq_iff]
exact ⟨a,by simpa only [mul_one] using hj'⟩
lemma exactProjectiveSlot_injective (hk : 3 ≤ Fintype.card I)
(μ : Measure (I → Y)) [IsProbabilityMeasure μ] (ν : I → Measure Y)
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) μ (ν i))
(hind : ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) μ) (i : I) :
Function.Injective (exactProjectiveSlot μ ν i) := by
apply (injective_iff_map_eq_one _).mpr
intro a ha
obtain ⟨f,hf,hfa⟩ := a.property
have hi : projectiveCircle (ν i) (f i) (measurableCircle_measurable Y (f i)) = 1 := by
change tupleProjectivize ν f i = 1
rw [hfa]
exact ha
apply Subtype.ext
funext j
have hj := exactCircleTuples_constant_of_slot hk μ ν hm hind f hf i hi j
change (a : ∀ j, ProjectiveCircle (ν j)) j = 1
rw [←hfa]
exact hj
def exactProjectiveMatching (hk : 3 ≤ Fintype.card I)
(μ : Measure (I → Y)) [IsProbabilityMeasure μ] (ν : I → Measure Y)
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) μ (ν i))
(hind : ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) μ) (i j : I) :
(exactProjectiveSlot μ ν i).range ≃* (exactProjectiveSlot μ ν j).range :=
(MonoidHom.ofInjective (exactProjectiveSlot_injective hk μ ν hm hind i)).symm.trans
(MonoidHom.ofInjective (exactProjectiveSlot_injective hk μ ν hm hind j))
end
section
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
attribute [local instance] instMeasurableSpaceCircle_circleLp instBorelSpaceCircle_circleLp
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
namespace HilbertCode
variable {κ}
def projective (u : U) (q : HilbertCode κ) : ProjectiveCircle (κ u) :=
projectiveCircle (κ u) (circleRep q) (measurable_circleRep_fixed q)
lemma projective_injective {u : U} {q r : HilbertCode κ}
(hbq : q.base = u) (hbr : r.base = u)
(hcq : q.IsCanonical) (hcr : r.IsCanonical)
(huq : q.IsUnimodular) (hur : r.IsUnimodular)
(he : projective u q = projective u r) : q = r := by
obtain ⟨c,hc⟩ := (projectiveCircle_eq_iff (κ u) _ _ _ _).mp he
have hq := circleRep_ae q huq
have hr := circleRep_ae r hur
rw [hbq] at hq
rw [hbr] at hr
apply eq_of_decode_smul (hbq.trans hbr.symm) hcq hcr (Circle.norm_coe c)
rw [hbq]
filter_upwards [hc,hq,hr] with y hy hqy hry
rw [←hqy,hy]
change (c : ℂ) * (circleRep r y : ℂ) = (c : ℂ) * representative (r,y)
rw [hry]
lemma projective_encode_phase {u : U} (f : Y → Circle) (hf : Measurable f)
(d : ℂ) (hd : ‖d‖ = 1) (q : HilbertCode κ)
(he : q = encode u (d • circleLp (κ u) f hf)) (hu : q.IsUnimodular) :
projective u q = projectiveCircle (κ u) f hf := by
let c : Circle := ⟨d,mem_sphere_zero_iff_norm.mpr hd⟩
apply (projectiveCircle_eq_iff (κ u) _ _ _ _).mpr
refine ⟨c,?_⟩
have hb : q.base = u := by rw [he]; rfl
have hr := representative_eq_decode (encode u (d • circleLp (κ u) f hf))
change (fun y => representative (encode u (d • circleLp (κ u) f hf),y)) =ᵐ[κ u]
fun y => (decode (encode u (d • circleLp (κ u) f hf)) : Lp ℂ 2 (κ u)) y at hr
rw [decode_encode] at hr
have hcircle := circleRep_ae q hu
rw [hb] at hcircle
filter_upwards [hcircle,hr,Lp.coeFn_smul d (circleLp (κ u) f hf),circleLp_coe (κ u) f hf]
with y h1 h2 h3 h4
apply Circle.coe_injective
change (circleRep q y : ℂ) = d * (f y : ℂ)
exact h1.trans ((congrArg (fun z : HilbertCode κ => representative (z,y)) he).trans
(h2.trans (h3.trans (congrArg (d * ·) h4))))
end HilbertCode
omit [DecidableEq I] in
lemma exact_code_projective_mem {p : P} {a : I → HilbertCode κ}
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(ha : (p,a) ∈ exactCodeSet κ Λ u) :
(fun i => HilbertCode.projective (u p i) (a i)) ∈
exactProjectiveTuples (Λ p) (fun i => κ (u p i)) := by
obtain ⟨c,hc⟩ := exactCode_circle_tuple κ Λ u hm ha
refine ⟨(fun i => ⟨HilbertCode.circleRep (a i),HilbertCode.measurable_circleRep_fixed (a i)⟩),?_,rfl⟩
exact ⟨c,hc⟩
omit [DecidableEq I] in
lemma exact_projective_has_codes (p : P)
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(v : exactProjectiveTuples (Λ p) (fun i => κ (u p i))) :
∃ a : I → HilbertCode κ, (p,a) ∈ exactCodeSet κ Λ u ∧
∀ i, HilbertCode.projective (u p i) (a i) = v.val i := by
obtain ⟨f,hf,hfv⟩ := v.property
obtain ⟨c,hc⟩ := hf
obtain ⟨a,d,ha,hd⟩ := normalized_exact_codes κ Λ u p hm
(fun i => f i) (fun i => (measurableCircle_measurable Y (f i))) c hc
refine ⟨a,ha,?_⟩
intro i
have he := HilbertCode.projective_encode_phase (κ := κ) (f i) (measurableCircle_measurable Y (f i))
(d i) (hd i).1 (a i) (hd i).2 (ha.2.1 i).2
exact he.trans (congrFun hfv i)
end
section
open MeasureTheory ProbabilityTheory Set
variable {P U Y I : Type*} [MeasurableSpace P] [StandardBorelSpace P]
[MeasurableSpace U] [StandardBorelSpace U]
[MeasurableSpace Y] [MeasurableSpace.CountablyGenerated Y]
[Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
omit [StandardBorelSpace U] in
lemma HilbertCode.distance_self (q : HilbertCode κ) : HilbertCode.distance q q = 0 := by
rw [←HilbertCode.encode_decode q,HilbertCode.distance_encode,dist_self]
omit [StandardBorelSpace P] [StandardBorelSpace U] in
lemma exactCode_unique_slot (hk : 3 ≤ Fintype.card I)
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p))
{p : P} {a b : I → HilbertCode κ}
(ha : (p,a) ∈ exactCodeSet κ Λ u) (hb : (p,b) ∈ exactCodeSet κ Λ u)
(i : I) (hi : a i = b i) : a = b := by
rcases HilbertCode.exact_codes_dichotomy hk (Λ p) a b
(fun j => (ha.1 j).trans (hb.1 j).symm) ha.2.1 hb.2.1
(fun j => by simpa only [ha.1 j] using hm p j) (hind p) ha.2.2 hb.2.2 with h | h
· exact h
· have h := h i
rw [hi,HilbertCode.distance_self] at h
norm_num at h
lemma exactCode_slot_embedding (hu : Measurable u) (hk : 3 ≤ Fintype.card I)
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p)) (i : I) :
MeasurableEmbedding (fun t : ExactCodeTuple κ Λ u => (t.1.1,t.1.2 i)) := by
let : StandardBorelSpace (ExactCodeTuple κ Λ u) :=
(measurableSet_exactCodeSet κ Λ u hu).standardBorel
apply Measurable.measurableEmbedding
(measurable_subtype_coe.fst.prodMk ((measurable_pi_apply i).comp measurable_subtype_coe.snd))
intro a b hab
have hp : a.1.1 = b.1.1 := congrArg (fun x : P × HilbertCode κ => x.1) hab
have hi : a.1.2 i = b.1.2 i := congrArg (fun x : P × HilbertCode κ => x.2) hab
have hb : (a.1.1,b.1.2) ∈ exactCodeSet κ Λ u := by rw [hp]; exact b.property
exact Subtype.ext (Prod.ext hp (exactCode_unique_slot κ Λ u hk hm hind a.property hb i hi))
def exactMatching (i : I) : P × HilbertCode κ → I → HilbertCode κ :=
Function.extend (fun t : ExactCodeTuple κ Λ u => (t.1.1,t.1.2 i))
(fun t => t.1.2) (fun pq j => HilbertCode.encode (u pq.1 j) 0)
lemma measurable_exactMatching (hu : Measurable u) (hk : 3 ≤ Fintype.card I)
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p)) (i : I) :
Measurable (exactMatching κ Λ u i) := by
apply (exactCode_slot_embedding κ Λ u hu hk hm hind i).measurable_extend
measurable_subtype_coe.snd
apply Measurable.of_eval
intro j
exact MeasurableSection.zero (((measurable_pi_apply j).comp hu).comp measurable_fst)
lemma exactMatching_exact (hu : Measurable u) (hk : 3 ≤ Fintype.card I)
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p)) (i : I)
{p : P} {a : I → HilbertCode κ} (ha : (p,a) ∈ exactCodeSet κ Λ u) :
exactMatching κ Λ u i (p,a i) = a :=
(exactCode_slot_embedding κ Λ u hu hk hm hind i).injective.extend_apply _ _ ⟨(p,a),ha⟩
end
section
open MeasureTheory ProbabilityTheory Set
attribute [local instance] instMeasurableSpaceCircle_circleLp instBorelSpaceCircle_circleLp
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
abbrev ExactCodeSlot (p : P) (i : I) := {q : HilbertCode κ //
∃ a : I → HilbertCode κ, (p,a) ∈ exactCodeSet κ Λ u ∧ a i = q}
omit [DecidableEq I] in
lemma codeSlot_projective_range (p : P)
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i))) (i : I) :
{g : ProjectiveCircle (κ (u p i)) | ∃ q : ExactCodeSlot κ Λ u p i,
HilbertCode.projective (u p i) q.val = g} =
(exactProjectiveSlot (Λ p) (fun j => κ (u p j)) i).range := by
ext g
constructor
· rintro ⟨q,hq⟩
obtain ⟨a,ha,hai⟩ := q.property
let v : exactProjectiveTuples (Λ p) (fun j => κ (u p j)) :=
⟨fun j => HilbertCode.projective (u p j) (a j),exact_code_projective_mem κ Λ u hm ha⟩
exact ⟨v,by change HilbertCode.projective (u p i) (a i) = g; rw [hai,hq]⟩
· rintro ⟨v,hv⟩
obtain ⟨a,ha,he⟩ := exact_projective_has_codes κ Λ u p hm v
exact ⟨⟨a i,a,ha,rfl⟩,(he i).trans hv⟩
omit [DecidableEq I] [IsMarkovKernel Λ] in
lemma codeSlot_projective_injective (p : P) (i : I) :
Function.Injective (fun q : ExactCodeSlot κ Λ u p i => HilbertCode.projective (u p i) q.val) := by
intro q r he
obtain ⟨a,ha,hai⟩ := q.property
obtain ⟨b,hb,hbi⟩ := r.property
apply Subtype.ext
change HilbertCode.projective (u p i) q.val = HilbertCode.projective (u p i) r.val at he
rw [←hai,←hbi] at he ⊢
exact HilbertCode.projective_injective (ha.1 i) (hb.1 i)
(ha.2.1 i).1 (hb.2.1 i).1 (ha.2.1 i).2 (hb.2.1 i).2 he
def codeSlotEquivProjective (p : P)
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i))) (i : I) :
ExactCodeSlot κ Λ u p i ≃ (exactProjectiveSlot (Λ p) (fun j => κ (u p j)) i).range := by
let f : ExactCodeSlot κ Λ u p i →
(exactProjectiveSlot (Λ p) (fun j => κ (u p j)) i).range := fun q =>
⟨HilbertCode.projective (u p i) q.val,by
exact (Set.ext_iff.mp (codeSlot_projective_range κ Λ u p hm i) _).mp ⟨q,rfl⟩⟩
apply Equiv.ofBijective f
constructor
· intro q r he
exact codeSlot_projective_injective κ Λ u p i (congrArg Subtype.val he)
· intro v
have hv := v.property
have hv := (Set.ext_iff.mp (codeSlot_projective_range κ Λ u p hm i) v.val).mpr hv
obtain ⟨q,hq⟩ := hv
exact ⟨q,Subtype.ext hq⟩
def codeSlotMatching (hk : 3 ≤ Fintype.card I) (p : P)
(hm : ∀ j, MeasurePreserving (fun y : I → Y => y j) (Λ p) (κ (u p j)))
(hind : ∀ j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun y : I → Y => y t) (Λ p)) (i j : I) :
ExactCodeSlot κ Λ u p i ≃ ExactCodeSlot κ Λ u p j :=
(codeSlotEquivProjective κ Λ u p hm i).trans
((exactProjectiveMatching hk (Λ p) (fun j => κ (u p j)) hm hind i j).toEquiv.trans
(codeSlotEquivProjective κ Λ u p hm j).symm)
end
section
open MeasureTheory ProbabilityTheory Set
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y))
(u : P → I → U)
lemma exactSlot_transport (F : U → U) (E : Y ≃ᵐ Y) (p p' : P)
(hu : ∀ i, u p' i = F (u p i))
(hκ : ∀ i, MeasurePreserving E (κ (u p i)) (κ (F (u p i))))
(hΛ : MeasurePreserving (fun y : I → Y => fun i => E (y i)) (Λ p) (Λ p'))
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(i : I) (q : HilbertCode κ)
(hq : ∃ a : I → HilbertCode κ, (p,a) ∈ exactCodeSet κ Λ u ∧ a i = q) :
∃ a : I → HilbertCode κ, (p',a) ∈ exactCodeSet κ Λ u ∧ a i = HilbertCode.transport F E q := by
obtain ⟨a,ha,hai⟩ := hq
exact ⟨fun j => HilbertCode.transport F E (a j),
exactCode_transport κ Λ u F E p p' hu hκ hΛ hm a ha,congrArg _ hai⟩
def localGraphTimeEquiv (F : U ≃ᵐ U) (E : Y ≃ᵐ Y) (p p' : P)
(hu : ∀ i, u p' i = F (u p i))
(hκ : ∀ i, MeasurePreserving E (κ (u p i)) (κ (F (u p i))))
(hΛ : MeasurePreserving (fun y : I → Y => fun i => E (y i)) (Λ p) (Λ p'))
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(S : Set (U × HilbertCode κ)) (i : I)
(hS : ∀ q, (u p i,q) ∈ S ↔ ∃ a : I → HilbertCode κ, (p,a) ∈ exactCodeSet κ Λ u ∧ a i = q)
(hS' : ∀ q, (F (u p i),q) ∈ S ↔ ∃ a : I → HilbertCode κ, (p',a) ∈ exactCodeSet κ Λ u ∧ a i = q) :
{q : HilbertCode κ // (u p i,q) ∈ S} ≃ {q : HilbertCode κ // (F (u p i),q) ∈ S} := by
have hu' (i) : u p i = F.symm (u p' i) := by rw [hu i,F.symm_apply_apply]
have hκ' (i) : MeasurePreserving E.symm (κ (u p' i)) (κ (F.symm (u p' i))) := by
rw [hu i,F.symm_apply_apply]; exact MeasurePreserving.symm E (hκ i)
have hΛ' : MeasurePreserving (fun y : I → Y => fun i => E.symm (y i)) (Λ p') (Λ p) :=
MeasurePreserving.symm (MeasurableEquiv.piCongrRight (fun _ : I => E)) hΛ
refine {
toFun := fun q => ⟨HilbertCode.transport F E q.val,
(hS' _).mpr (exactSlot_transport κ Λ u F E p p' hu hκ hΛ (hm p) i q.val ((hS _).mp q.property))⟩
invFun := fun q => ⟨HilbertCode.transport F.symm E.symm q.val,
(hS _).mpr (exactSlot_transport κ Λ u F.symm E.symm p' p hu' hκ' hΛ' (hm p') i q.val ((hS' _).mp q.property))⟩
left_inv := ?_
right_inv := ?_ }
· intro q
obtain ⟨a,ha,hai⟩ := (hS _).mp q.property
apply Subtype.ext
apply HilbertCode.transport_inverse F E q.val
· rw [←hai]; exact (ha.2.1 i).2
· rw [←hai]; exact (ha.2.1 i).1
· rw [←hai,ha.1 i]; exact hκ i
· intro q
obtain ⟨a,ha,hai⟩ := (hS' _).mp q.property
apply Subtype.ext
apply HilbertCode.transport_inverse F.symm E.symm q.val
· rw [←hai]; exact (ha.2.1 i).2
· rw [←hai]; exact (ha.2.1 i).1
· rw [←hai,ha.1 i]; exact hκ' i
end
section
open MeasureTheory ContinuousLinearMap
open scoped InnerProductSpace
variable {Ω X Y C D H₁ H₂ H₃ H₄ : Type*}
[MeasurableSpace Ω] [MeasurableSpace X] [MeasurableSpace Y]
[MeasurableSpace C] [MeasurableSpace D]
[NormedAddCommGroup H₁] [InnerProductSpace ℂ H₁] [CompleteSpace H₁] [SecondCountableTopology H₁]
[NormedAddCommGroup H₂] [InnerProductSpace ℂ H₂] [CompleteSpace H₂] [SecondCountableTopology H₂]
[NormedAddCommGroup H₃] [InnerProductSpace ℂ H₃] [CompleteSpace H₃] [SecondCountableTopology H₃]
[NormedAddCommGroup H₄] [InnerProductSpace ℂ H₄] [CompleteSpace H₄] [SecondCountableTopology H₄]
{μ : Measure Ω} {μX : Measure X} {μY : Measure Y} {μC : Measure C} {μD : Measure D}
[SFinite μX] [SFinite μY] [SFinite μC] [SFinite μD]
{x : Ω → X} {y : Ω → Y} {c : Ω → C} {d : Ω → D}
{F : X → H₂ →L[ℂ] H₁} {G : Y → H₄ →L[ℂ] H₃}
{K : C → H₃ →L[ℂ] H₁} {N : D → H₄ →L[ℂ] H₂}
lemma rectangle_first_commutes
(hx : MeasurePreserving x μ μX) (hy : MeasurePreserving y μ μY)
(hc : MeasurePreserving c μ μC) (hd : MeasurePreserving d μ μD)
(hcy : MeasurePreserving (fun ω => (c ω, y ω)) μ (μC.prod μY))
(hcx : MeasurePreserving (fun ω => (c ω, x ω)) μ (μC.prod μX))
(hdy : MeasurePreserving (fun ω => (d ω, y ω)) μ (μD.prod μY))
(hdx : MeasurePreserving (fun ω => (d ω, x ω)) μ (μD.prod μX))
(hF : VectorMeasurable F) (hG : VectorMeasurable G)
(hK : VectorMeasurable K) (hN : VectorMeasurable N)
(h1 : ∀ᵐ ω ∂μ, F (x ω) ∘L N (d ω) = K (c ω) ∘L G (y ω))
(h2 : ∀ᵐ ω ∂μ, (F (x ω)).adjoint ∘L K (c ω) = N (d ω) ∘L (G (y ω)).adjoint) :
(essentialRange μX F).starProjection ∘L (essentialRange μC K).starProjection =
(essentialRange μC K).starProjection ∘L (essentialRange μX F).starProjection := by
have h := rectangle_all_intertwines hx hy hc hd hcy hcx hdy hdx hF hG hK hN h1 h2
exact essentialRange.projection_commutes μX F (essentialRange μD N) (essentialRange μC K) h.2.2.1
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory ContinuousLinearMap
open scoped ENNReal
local instance : Fact ((2 : ℝ≥0∞) ≠ ∞) := ⟨by norm_num⟩
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
theorem grouped_active_commutes_corner (hM : M.IsSaturated)
(rows cols : TriplePartition I) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
(rowActive M rows.A cols.A cols.P cols.B n e).starProjection ∘L
(columnActive M rows.A rows.P rows.B cols.A n e).starProjection =
(columnActive M rows.A rows.P rows.B cols.A n e).starProjection ∘L
(rowActive M rows.A cols.A cols.P cols.B n e).starProjection := by
filter_upwards [grouped_fibre_rectangle M hM rows.P rows.A rows.B cols.P cols.A cols.B rows.cardP rows.disjointPA rows.disjointPB rows.cardPA rows.cardPB rows.properPA rows.properPB cols.disjointPA cols.disjointPB cols.disjointAB cols.cover cols.nonemptyA cols.nonemptyB n, cells_fibre_marginal M hM rows.A cols.P rows.properA n, cells_fibre_marginal M hM rows.B cols.P rows.properB n, cells_fibre_marginal M hM rows.P cols.A rows.properP n, cells_fibre_marginal M hM rows.P cols.B rows.properP n, cells_indep_rows_fibre M hM rows.P rows.A cols.A cols.P rows.disjointPA rows.properPA n, cells_indep_rows_fibre M hM rows.P rows.B cols.A cols.P rows.disjointPB rows.properPB n, cells_indep_rows_fibre M hM rows.P rows.A cols.B cols.P rows.disjointPA rows.properPA n, cells_indep_rows_fibre M hM rows.P rows.B cols.B cols.P rows.disjointPB rows.properPB n]
with e hr hx hy hc hd hcx hcy hdx hdy
have h := rectangle_first_commutes
(F := fibreRowEdge M rows.A cols.P cols.A cols.B n e)
(G := fibreRowEdge M rows.B cols.P cols.A cols.B n e)
(K := fibreColumnEdge M rows.P rows.A rows.B cols.A n e)
(N := fibreColumnEdge M rows.P rows.A rows.B cols.B n e) hx hy hc hd
⟨hc.measurable.prodMk hy.measurable, by
rw [←hc.map_eq,←hy.map_eq]
exact hcy.map_prod_eq_prod_map_map hc.measurable.aemeasurable hy.measurable.aemeasurable⟩
⟨hc.measurable.prodMk hx.measurable, by
rw [←hc.map_eq,←hx.map_eq]
exact hcx.map_prod_eq_prod_map_map hc.measurable.aemeasurable hx.measurable.aemeasurable⟩
⟨hd.measurable.prodMk hy.measurable, by
rw [←hd.map_eq,←hy.map_eq]
exact hdy.map_prod_eq_prod_map_map hd.measurable.aemeasurable hy.measurable.aemeasurable⟩
⟨hd.measurable.prodMk hx.measurable, by
rw [←hd.map_eq,←hx.map_eq]
exact hdx.map_prod_eq_prod_map_map hd.measurable.aemeasurable hx.measurable.aemeasurable⟩
(fibreRowEdge_measurable M rows.A cols.P cols.A cols.B n e) (fibreRowEdge_measurable M rows.B cols.P cols.A cols.B n e)
(fibreColumnEdge_measurable M rows.P rows.A rows.B cols.A n e) (fibreColumnEdge_measurable M rows.P rows.A rows.B cols.B n e)
(hr.mono fun _ h => h.1) (hr.mono fun _ h => h.2)
exact h
lemma grouped_active_commutes (hM : M.IsSaturated)
(rows cols : TriplePartition I) (n : ℕ) :
∀ᵐ e ∂(M.law (n+2)).map (amap M.par (n+2)),
(rowActive M rows.P cols.P cols.A cols.B n e).starProjection ∘L
(columnActive M rows.P rows.A rows.B cols.P n e).starProjection =
(columnActive M rows.P rows.A rows.B cols.P n e).starProjection ∘L
(rowActive M rows.P cols.P cols.A cols.B n e).starProjection := by
exact grouped_active_commutes_corner M hM rows.swapPA cols.swapPA n
end ArrayObjects.Object.Rolled
section
open scoped InnerProductSpace
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℂ H]
lemma orthogonal_line_projection (S C : Set H) (V : Submodule ℂ H)
[V.HasOrthogonalProjection] (hCV : (Submodule.span ℂ C).topologicalClosure = V)
(hCS : C ⊆ S)
(horth : ∀ v ∈ S, ∀ w ∈ S, inner ℂ v w = 0 ∨ ∃ c : ℂ, v = c • w)
{v : H} (hv : v ∈ S) : V.starProjection v = 0 ∨ V.starProjection v = v := by
by_cases hm : v ∈ V
· exact Or.inr (V.starProjection_eq_self_iff.mpr hm)
· left
apply V.starProjection_apply_eq_zero_iff.mpr
rw [←hCV,Submodule.orthogonal_closure,Submodule.mem_orthogonal']
intro w hw
induction hw using Submodule.span_induction with
| mem w hw =>
rcases horth v hv w (hCS hw) with ho | ⟨c,hc⟩
· exact ho
· exact (hm (hc.symm ▸ V.smul_mem c (hCV ▸ Submodule.le_topologicalClosure _ (Submodule.subset_span hw)))).elim
| zero => simp
| add x y hx hy ihx ihy => simp only [inner_add_right,ihx,ihy,add_zero]
| smul c x hx ih => simp only [inner_smul_right,ih,mul_zero]
lemma inf_projection_on_left (A B : Submodule ℂ H)
[A.HasOrthogonalProjection] [B.HasOrthogonalProjection]
[(A ⊓ B).HasOrthogonalProjection]
(hc : A.starProjection ∘L B.starProjection = B.starProjection ∘L A.starProjection)
{v : H} (hv : v ∈ A) : (A ⊓ B).starProjection v = B.starProjection v := by
have hin : B.starProjection v ∈ A ⊓ B := by
refine ⟨A.starProjection_eq_self_iff.mp ?_,B.starProjection_apply_mem _⟩
have h := congrArg (fun T : H →L[ℂ] H => T v) hc
simpa only [ContinuousLinearMap.comp_apply,A.starProjection_eq_self_iff.mpr hv] using h
apply (A ⊓ B).eq_starProjection_of_mem_of_inner_eq_zero hin
intro w hw
exact B.starProjection_inner_eq_zero _ _ hw.2
lemma common_lines_projection (S C : Set H) (A B : Submodule ℂ H)
[A.HasOrthogonalProjection] [B.HasOrthogonalProjection]
[(A ⊓ B).HasOrthogonalProjection]
(hspan : (Submodule.span ℂ C).topologicalClosure = A ⊓ B)
(hCS : C ⊆ S)
(horth : ∀ v ∈ S, ∀ w ∈ S, inner ℂ v w = 0 ∨ ∃ c : ℂ, v = c • w)
(hc : A.starProjection ∘L B.starProjection = B.starProjection ∘L A.starProjection)
{v : H} (hv : v ∈ S) (hva : v ∈ A) : B.starProjection v = 0 ∨ B.starProjection v = v := by
have hin : B.starProjection v ∈ A ⊓ B := by
refine ⟨A.starProjection_eq_self_iff.mp ?_,B.starProjection_apply_mem _⟩
have h := congrArg (fun T : H →L[ℂ] H => T v) hc
simpa only [ContinuousLinearMap.comp_apply,A.starProjection_eq_self_iff.mpr hva] using h
have he : (A ⊓ B).starProjection v = B.starProjection v := by
apply (A ⊓ B).eq_starProjection_of_mem_of_inner_eq_zero hin
intro w hw
exact B.starProjection_inner_eq_zero _ _ hw.2
rw [←he]
exact orthogonal_line_projection S C _ hspan hCS horth hv
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
open scoped InnerProductSpace
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma grouped_row_line_projection (hM : M.IsSaturated) (P R : Finset I)
(s : ComplementSplit P) (t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂M.parameterLaw (n+2), ∀ v ∈ rowSplitExact M P R t n e,
(columnActive M P s.A s.B R n e).starProjection v = 0 ∨
(columnActive M P s.A s.B R n e).starProjection v = v := by
filter_upwards [grouped_exact_split_span M hM P R s t n,
rowSplitExact_dichotomy M hM P R s.partition.properP t n,
grouped_active_commutes M hM s.partition t.partition n,
rowActive_eq_range M hM P s.partition.properP t.partition n,
cells_fibre_marginal M hM P R s.partition.properP n,
cells_fibre_marginal M hM P t.A s.partition.properP n,
cells_fibre_marginal M hM P t.B s.partition.properP n,
cells_indep_columns_fibre M P P t.A t.B t.disjointAB t.partition.properAB n]
with e hspan horth hc hr hz ha hb hab
intro v hv
apply common_lines_projection (rowSplitExact M P R t n e)
(rowSplitExact M P R t n e ∩ columnSplitExact M P R s n e)
(rowActive M P R t.A t.B n e) (columnActive M P s.A s.B R n e)
hspan Set.inter_subset_left horth hc hv
let hpair := cells_pair_preserving M ha hb hab
rw [hr hz hpair]
exact JoiningOperator.splitExact_le_active hz hpair hv
lemma grouped_full_row_column_exact (hM : M.IsSaturated) (P R : Finset I)
(s : ComplementSplit P) (t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂M.parameterLaw (n+2), ∀ v,
(∀ t' : ComplementSplit R, v ∈ rowSplitExact M P R t' n e) →
v ∈ columnActive M P s.A s.B R n e → v ∈ fullExact M P R n e := by
have hspans := ae_all_iff.mpr fun s' : ComplementSplit P => grouped_exact_split_span M hM P R s' t n
have hinvs := ae_all_iff.mpr fun s' : ComplementSplit P => commonActive_complement_invariant M hM P R s' s t t n
filter_upwards [hspans,hinvs,rowSplitExact_dichotomy M hM P R s.partition.properP t n,
allSplitExact_subset_fullExact M hM P R s t n,
rowActive_eq_range M hM P s.partition.properP t.partition n,
cells_fibre_marginal M hM P R s.partition.properP n,
cells_fibre_marginal M hM P t.A s.partition.properP n,
cells_fibre_marginal M hM P t.B s.partition.properP n,
cells_indep_columns_fibre M P P t.A t.B t.disjointAB t.partition.properAB n]
with e hspan hinv horth hfull hr hz ha hb hab
intro v hrow hcol
by_cases hv0 : v = 0
· subst v
exact zero_mem_fullExact M P R n e
have hactive : v ∈ rowActive M P R t.A t.B n e := by
let hpair := cells_pair_preserving M ha hb hab
rw [hr hz hpair]
exact JoiningOperator.splitExact_le_active hz hpair (hrow t)
apply hfull
refine ⟨hrow,?_⟩
intro s' have hv : v ∈ (Submodule.span ℂ (rowSplitExact M P R t n e ∩ columnSplitExact M P R s' n e)).topologicalClosure := by
rw [hspan s',hinv s']
exact ⟨hactive,hcol⟩
obtain ⟨w,hw,hn⟩ := nonzero_inner_in_closedSpan _ v hv0 hv
obtain ⟨c,hc⟩ := (horth v (hrow t) w hw.1).resolve_left hn
rw [hc]
exact JoiningOperator.smul_mem_splitExact _ _ _ _ _ c hw.2
end ArrayObjects.Object.Rolled
section
open MeasureTheory
open scoped InnerProductSpace ENNReal ComplexConjugate
variable {X : Type*} [MeasurableSpace X] {μ : Measure X}
lemma lp_star_zero : star (0 : Lp ℂ 2 μ) = 0 := by
apply Lp.ext
filter_upwards [Lp.coeFn_star (0 : Lp ℂ 2 μ),Lp.coeFn_zero ℂ 2 μ] with x hs hz
simp only [Pi.zero_apply,Pi.star_apply] at hs hz ⊢
rw [hs,hz,star_zero]
lemma lp_star_sub (f g : Lp ℂ 2 μ) : star (f-g) = star f-star g := by
apply Lp.ext
filter_upwards [Lp.coeFn_star (f-g),Lp.coeFn_star f,Lp.coeFn_star g,
Lp.coeFn_sub f g,Lp.coeFn_sub (star f) (star g)] with x hs hf hg hd hd' simp only [Pi.star_apply,Pi.sub_apply] at hs hf hg hd hd'
rw [hs,hd,star_sub,hd',hf,hg]
lemma lp_star_smul (c : ℂ) (f : Lp ℂ 2 μ) : star (c • f) = star c • star f := by
apply Lp.ext
filter_upwards [Lp.coeFn_star (c • f),Lp.coeFn_star f,Lp.coeFn_smul c f, Lp.coeFn_smul (star c) (star f)] with x hs hf hc hc'
simpa only [Pi.star_apply,hc,hc',Pi.smul_apply,star_smul,hf] using hs
lemma lp_inner_star_star (f g : Lp ℂ 2 μ) :
inner ℂ (star f) (star g) = star (inner ℂ f g) := by
rw [L2.inner_def,L2.inner_def]
change _ = conj (∫ x, inner ℂ (f x) (g x) ∂μ)
rw [←integral_conj]
apply integral_congr_ae
filter_upwards [Lp.coeFn_star f,Lp.coeFn_star g] with x hf hg
simp only [Pi.star_apply] at hf hg
rw [hf,hg]
simp only [RCLike.inner_apply,starRingEnd_apply,star_mul,star_star,mul_comm]
lemma lp_inner_star_right (f g : Lp ℂ 2 μ) :
inner ℂ f (star g) = star (inner ℂ (star f) g) := by
simpa only [star_star] using lp_inner_star_star (star f) g
lemma lp_star_projection (V : Submodule ℂ (Lp ℂ 2 μ)) [V.HasOrthogonalProjection]
(hV : ∀ v ∈ V, star v ∈ V) (f : Lp ℂ 2 μ) :
V.starProjection (star f) = star (V.starProjection f) := by
apply V.eq_starProjection_of_mem_of_inner_eq_zero
(hV _ (V.starProjection_apply_mem f))
intro w hw
rw [←lp_star_sub]
have h := V.starProjection_inner_eq_zero f (star w) (hV w hw)
have hs := lp_inner_star_star (f - V.starProjection f) (star w)
simpa only [star_star,h,star_zero] using hs
end
namespace JoiningOperator
open MeasureTheory ProbabilityTheory
open scoped InnerProductSpace ComplexConjugate
variable {Ω X Y U : Type*} [MeasurableSpace Ω] [MeasurableSpace X]
[MeasurableSpace Y] [MeasurableSpace U]
{μ : Measure Ω} {ν : Measure X} {ρ : Measure Y}
{x : Ω → X} {y : Ω → Y}
lemma operator_star (hx : MeasurePreserving x μ ν) (hy : MeasurePreserving y μ ρ)
(h : Lp ℂ 2 ρ) : operator hx hy (star h) = star (operator hx hy h) := by
apply ext_inner_left ℂ
intro g
rw [inner_operator,lp_inner_star_right,inner_operator]
change _ = conj (∫ ω, inner ℂ (star g (x ω)) (h (y ω)) ∂μ)
rw [←integral_conj]
apply integral_congr_ae
filter_upwards [hx.quasiMeasurePreserving.ae (Lp.coeFn_star g), hy.quasiMeasurePreserving.ae (Lp.coeFn_star h)] with ω hg hh
simp only [Pi.star_apply] at hg hh
rw [hg,hh]
simp only [RCLike.inner_apply,starRingEnd_apply,star_mul,star_star,mul_comm]
lemma family_star (κ : Kernel U (X × Y)) (ν : Measure X) (ρ : Measure Y)
(u : U) (h : Lp ℂ 2 ρ) : family κ ν ρ u (star h) = star (family κ ν ρ u h) := by
classical
unfold family
split_ifs with hp
· exact operator_star hp.1 hp.2 h
· simpa only [zero_apply] using lp_star_zero.symm
lemma family_adjoint_star (κ : Kernel U (X × Y)) (ν : Measure X) (ρ : Measure Y)
(u : U) (h : Lp ℂ 2 ν) :
(family κ ν ρ u).adjoint (star h) = star ((family κ ν ρ u).adjoint h) := by
classical
unfold family
split_ifs with hp
· rw [operator_adjoint]
exact operator_star hp.2 hp.1 h
· simpa only [map_zero,zero_apply] using lp_star_zero.symm
lemma family_active_star (κ : Kernel U (X × Y)) (ν : Measure X) (ρ : Measure Y)
(m : Measure U) {v : Lp ℂ 2 ν} (hv : v ∈ essentialRange m (family κ ν ρ)) :
star v ∈ essentialRange m (family κ ν ρ) := by
apply (Submodule.mem_orthogonal _ _).mpr
intro k hk
have hs : star k ∈ essentialKernel m (fun u => (family κ ν ρ u).adjoint) := by
change ∀ᵐ u ∂m, (family κ ν ρ u).adjoint (star k) = 0
change ∀ᵐ u ∂m, (family κ ν ρ u).adjoint k = 0 at hk
filter_upwards [hk] with u hu
rw [family_adjoint_star,hu,lp_star_zero]
rw [lp_inner_star_right,(Submodule.mem_orthogonal _ _).mp hv (star k) hs,star_zero]
lemma family_active_projection_star (κ : Kernel U (X × Y)) (ν : Measure X) (ρ : Measure Y)
(m : Measure U) (v : Lp ℂ 2 ν) :
(essentialRange m (family κ ν ρ)).starProjection (star v) =
star ((essentialRange m (family κ ν ρ)).starProjection v) :=
lp_star_projection _ (fun _ hv => family_active_star κ ν ρ m hv) v
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
lemma operator_circle_exact [IsFiniteMeasure ν] [IsFiniteMeasure ρ]
(hx : MeasurePreserving x μ ν) (hy : MeasurePreserving y μ ρ)
(f : X → Circle) (g : Y → Circle) (hf : Measurable f) (hg : Measurable g)
(c : Circle) (he : ∀ᵐ ω ∂μ, g (y ω) = c * f (x ω)) :
operator hx hy (circleLp ρ g hg) = (c : ℂ) • circleLp ν f hf := by
have hp : pull hy (circleLp ρ g hg) = (c : ℂ) • pull hx (circleLp ν f hf) := by
apply Lp.ext
filter_upwards [Lp.coeFn_compMeasurePreserving (circleLp ρ g hg) hy, Lp.coeFn_compMeasurePreserving (circleLp ν f hf) hx, hy.quasiMeasurePreserving.ae (circleLp_coe ρ g hg), hx.quasiMeasurePreserving.ae (circleLp_coe ν f hf), Lp.coeFn_smul (c : ℂ) (pull hx (circleLp ν f hf)),he]
with ω h1 h2 h3 h4 h5 he
calc
_ = (g (y ω) : ℂ) := h1.trans h3
_ = (c : ℂ) * (f (x ω) : ℂ) := congrArg ((↑) : Circle → ℂ) he
_ = _ := (h5.trans (congrArg (fun z : ℂ => (c : ℂ)*z) (h2.trans h4))).symm
change (pull hx).adjoint (pull hy (circleLp ρ g hg)) = _
rw [hp,map_smul]
congr 1
exact congrArg (fun A : Lp ℂ 2 ν →L[ℂ] Lp ℂ 2 ν => A (circleLp ν f hf)) (pull_adjoint_pull hx)
end JoiningOperator
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
omit [DecidableEq I] in
lemma rowActive_star (A R S D : Finset I) (n : ℕ) (e : Arr I M.U (n+2))
{v : Lp ℂ 2 (cellLaw M A R n e)} (hv : v ∈ rowActive M A R S D n e) :
star v ∈ rowActive M A R S D n e := by
unfold rowActive at *
rw [fibreRowEdge_eq] at *
exact JoiningOperator.family_active_star _ _ _ _ hv
omit [DecidableEq I] in
lemma columnActive_star (P A B R : Finset I) (n : ℕ) (e : Arr I M.U (n+2))
{v : Lp ℂ 2 (cellLaw M P R n e)} (hv : v ∈ columnActive M P A B R n e) :
star v ∈ columnActive M P A B R n e := by
unfold columnActive at *
rw [fibreColumnEdge_eq] at *
exact JoiningOperator.family_active_star _ _ _ _ hv
omit [DecidableEq I] in
lemma commonActive_star (P A B R S D : Finset I) (n : ℕ) (e : Arr I M.U (n+2))
{v : Lp ℂ 2 (cellLaw M P R n e)} (hv : v ∈ commonActive M P A B R S D n e) :
star v ∈ commonActive M P A B R S D n e :=
⟨rowActive_star M _ _ _ _ _ _ hv.1,columnActive_star M _ _ _ _ _ _ hv.2⟩
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory
variable {Ω S Z : Type*} [MeasurableSpace Ω] [MeasurableSpace S] [MeasurableSpace Z]
[StandardBorelSpace Ω] [StandardBorelSpace S] [StandardBorelSpace Z]
{μ : Measure Ω} [IsProbabilityMeasure μ] {s : Ω → S} {z : Ω → Z}
{κ : Kernel S Z} [IsSFiniteKernel κ]
lemma conditional_ae_descent (hs : Measurable s) (hz : Measurable z)
(hκ : HasCondDistrib z s κ μ) {P : S → Z → Prop} (hP : ∀ᵐ ω ∂μ, P (s ω) (z ω)) :
∀ᵐ a ∂μ.map s, ∀ᵐ b ∂κ a, P a b := by
apply Measure.ae_ae_of_ae_compProd (p := fun p : S × Z => P p.1 p.2)
rw [←hκ.map_eq]
exact ae_map_descent μ (hs.prodMk hz) hP
end
namespace JoiningOperator
open MeasureTheory ProbabilityTheory
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {Ω X Y R : Type*} [MeasurableSpace Ω] [MeasurableSpace X]
[MeasurableSpace Y] [MeasurableSpace R]
[StandardBorelSpace Ω] [StandardBorelSpace X] [StandardBorelSpace Y] [StandardBorelSpace R]
{μ : Measure Ω} [IsProbabilityMeasure μ] {ν : Measure X} {ρ : Measure Y}
[IsFiniteMeasure ν] [IsFiniteMeasure ρ]
{x : Ω → X} {y : Ω → Y} {r : Ω → R}
{κ : Kernel R (X × Y)} [IsSFiniteKernel κ]
lemma family_circle_exact (hx : Measurable x) (hy : Measurable y) (hr : Measurable r)
(hκ : HasCondDistrib (fun ω => (x ω,y ω)) r κ μ)
(hm : ∀ᵐ a ∂μ.map r, MeasurePreserving Prod.fst (κ a) ν ∧ MeasurePreserving Prod.snd (κ a) ρ)
(f : X → Circle) (g : Y → Circle) (c : R → Circle)
(hf : Measurable f) (hg : Measurable g)
(he : ∀ᵐ ω ∂μ, g (y ω) = c (r ω) * f (x ω)) :
∀ᵐ a ∂μ.map r, family κ ν ρ a (circleLp ρ g hg) = (c a : ℂ) • circleLp ν f hf := by
have h := conditional_ae_descent (κ := κ)
(P := fun a p => g p.2 = c a * f p.1) hr (hx.prodMk hy) hκ he
filter_upwards [h,hm] with a ha hm
rw [family_eq κ ν ρ a hm.1 hm.2]
exact operator_circle_exact hm.1 hm.2 f g hf hg (c a) ha
end JoiningOperator
section
open MeasureTheory
variable {X Y : Type*} [MeasurableSpace X] [MeasurableSpace Y]
{ν : Measure X} {ρ : Measure Y}
lemma binary_projection_transfer (D : Submodule ℂ (Lp ℂ 2 ν)) (E : Submodule ℂ (Lp ℂ 2 ρ))
[D.HasOrthogonalProjection] [E.HasOrthogonalProjection]
(hE : ∀ w ∈ E, star w ∈ E)
(F : Lp ℂ 2 ρ →L[ℂ] Lp ℂ 2 ν)
(hF : D.starProjection ∘L F = F ∘L E.starProjection)
(v : Lp ℂ 2 ν) (w : Lp ℂ 2 ρ) (c : ℂ) (hc : c ≠ 0) (hv : v ≠ 0)
(he : F (star w) = c • v)
(hw : E.starProjection w = 0 ∨ E.starProjection w = w) :
D.starProjection v = v ↔ E.starProjection w = w := by
have hi := congrArg (fun A : Lp ℂ 2 ρ →L[ℂ] Lp ℂ 2 ν => A (star w)) hF
simp only [ContinuousLinearMap.comp_apply,he,map_smul,lp_star_projection E hE] at hi
constructor
· intro hd
rcases hw with hz | hid
· rw [hz,lp_star_zero,map_zero,hd] at hi
exact (hv ((smul_eq_zero.mp hi).resolve_left hc)).elim
· exact hid
· intro hid
rw [hid,he] at hi
exact (smul_right_injective _ hc) hi
end
section
open MeasureTheory
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {X : Type*} [MeasurableSpace X] (μ : Measure X) [IsFiniteMeasure μ]
lemma circleLp_inv (f : X → Circle) (hf : Measurable f) :
circleLp μ (fun x => (f x)⁻¹) hf.inv = star (circleLp μ f hf) := by
apply Lp.ext
filter_upwards [circleLp_coe μ (fun x => (f x)⁻¹) hf.inv,circleLp_coe μ f hf, Lp.coeFn_star (circleLp μ f hf)] with x h1 h2 h3
rw [h1,h3]
change (↑((f x)⁻¹) : ℂ) = star (circleLp μ f hf x)
rw [h2,Circle.coe_inv_eq_conj]
rfl
end
namespace TriplePartition
variable {I : Type*} [Fintype I] [DecidableEq I]
abbrev split (s : TriplePartition I) : ComplementSplit s.P :=
⟨s.A,s.B,s.nonemptyP,s.nonemptyA,s.nonemptyB,s.disjointPA,s.disjointPB,s.disjointAB,s.cover⟩
end TriplePartition
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma rowSplitExact_le_rowActive (hM : M.IsSaturated) (P R : Finset I)
(hP : P ≠ Finset.univ) (t : ComplementSplit R) (n : ℕ) :
∀ᵐ e ∂M.parameterLaw (n+2), rowSplitExact M P R t n e ⊆ rowActive M P R t.A t.B n e := by
filter_upwards [rowActive_eq_range M hM P hP t.partition n, cells_fibre_marginal M hM P R hP n, cells_fibre_marginal M hM P t.A hP n, cells_fibre_marginal M hM P t.B hP n, cells_indep_columns_fibre M P P t.A t.B t.disjointAB t.partition.properAB n]
with e hr hz ha hb hab
rw [hr hz (cells_pair_preserving M ha hb hab)]
exact JoiningOperator.splitExact_le_active hz (cells_pair_preserving M ha hb hab)
lemma grouped_row_membership_transfer (hM : M.IsSaturated)
(rows cols : TriplePartition I) (n : ℕ) :
∀ᵐ e ∂M.parameterLaw (n+2),
∀ (f : (cols.A → rows.A → Arr I M.Y n) → Circle)
(g : (cols.B → rows.A → Arr I M.Y n) → Circle)
(c : (cols.P → rows.A → Arr I M.Y n) → Circle)
(hf : Measurable f) (hg : Measurable g) (_hc : Measurable c),
(∀ᵐ y ∂M.ownKernel (n+2) e,
(g (cells M rows.A cols.B n y))⁻¹ =
c (cells M rows.A cols.P n y) * f (cells M rows.A cols.A n y)) →
(circleLp (cellLaw M rows.A cols.A n e) f hf ∈ columnActive M rows.A rows.P rows.B cols.A n e ↔
circleLp (cellLaw M rows.A cols.B n e) g hg ∈ columnActive M rows.A rows.P rows.B cols.B n e) := by
filter_upwards [grouped_active_intersections M hM rows cols n, grouped_exact_split_span M hM rows.A cols.B rows.swapPA.split cols.swapPB.swapAB.split n, rowSplitExact_dichotomy M hM rows.A cols.B rows.properA cols.swapPB.swapAB.split n, rowSplitExact_le_rowActive M hM rows.A cols.A rows.properA cols.swapPA.split n, rowSplitExact_le_rowActive M hM rows.A cols.B rows.properA cols.swapPB.swapAB.split n, rowPair_fixed_conditional M rows.A cols.P cols.A cols.B n, rowPair_fixed_marginals M hM rows.A cols.P cols.A cols.B rows.properA cols.disjointPA cols.disjointPB cols.properPA cols.properPB n, cells_fibre_marginal M hM rows.A cols.P rows.properA n]
with e hi hs ho hra hrb hk hm hp
intro f g c hf hg hc he
have hfex : circleLp (cellLaw M rows.A cols.A n e) f hf ∈
rowSplitExact M rows.A cols.A cols.swapPA.split n e := by
apply JoiningOperator.circle_mem_splitExact _ _ _ _ _ f (fun z => (c z)⁻¹) (fun z => (g z)⁻¹) hf hc.inv hg.inv
filter_upwards [he] with y hy
rw [hy]
simp only [inv_mul_cancel_left]
have hgex : circleLp (cellLaw M rows.A cols.B n e) g hg ∈
rowSplitExact M rows.A cols.B cols.swapPB.swapAB.split n e := by
apply JoiningOperator.circle_mem_splitExact _ _ _ _ _ g (fun z => (c z)⁻¹) (fun z => (f z)⁻¹) hg hc.inv hf.inv
filter_upwards [he] with y hy
have h := congrArg Inv.inv hy
simpa only [inv_inv,mul_inv_rev,mul_comm] using h
have hw := orthogonal_line_projection
(rowSplitExact M rows.A cols.B cols.swapPB.swapAB.split n e)
(rowSplitExact M rows.A cols.B cols.swapPB.swapAB.split n e ∩
columnSplitExact M rows.A cols.B rows.swapPA.split n e)
(commonActive M rows.A rows.P rows.B cols.B cols.P cols.A n e)
hs Set.inter_subset_left ho hgex
have heq := JoiningOperator.family_circle_exact
(measurable_cells M rows.A cols.A n) (measurable_cells M rows.A cols.B n)
(measurable_cells M rows.A cols.P n) hk hm f (fun z => (g z)⁻¹) c hf hg.inv he
rw [←hp.map_eq] at hi
have ht : ∀ᵐ r ∂(M.ownKernel (n+2) e).map (cells M rows.A cols.P n),
(commonActive M rows.A rows.P rows.B cols.A cols.P cols.B n e).starProjection
(circleLp (cellLaw M rows.A cols.A n e) f hf) = circleLp (cellLaw M rows.A cols.A n e) f hf ↔
(commonActive M rows.A rows.P rows.B cols.B cols.P cols.A n e).starProjection
(circleLp (cellLaw M rows.A cols.B n e) g hg) = circleLp (cellLaw M rows.A cols.B n e) g hg := by
filter_upwards [hi.1,heq] with r hir her
apply binary_projection_transfer _ _ (fun _ hv => commonActive_star M _ _ _ _ _ _ _ _ hv)
(fibreRowEdge M rows.A cols.P cols.A cols.B n e r) hir
_ _ (c r : ℂ) (Circle.coe_ne_zero _) (circleLp_ne_zero _ f hf) _ hw
rw [fibreRowEdge_eq]
rwa [circleLp_inv] at her
rw [hp.map_eq] at ht
obtain ⟨r,hr⟩ := ht.exists
have hfa : circleLp (cellLaw M rows.A cols.A n e) f hf ∈ rowActive M rows.A cols.A cols.P cols.B n e := hra hfex
have hgb : circleLp (cellLaw M rows.A cols.B n e) g hg ∈ rowActive M rows.A cols.B cols.P cols.A n e := hrb hgex
simpa only [Submodule.starProjection_eq_self_iff,commonActive,Submodule.mem_inf, hfa,hgb,true_and] using hr
end ArrayObjects.Object.Rolled
namespace JoiningOperator
open MeasureTheory
variable {Ω Ω' X Y : Type*} [MeasurableSpace Ω] [MeasurableSpace Ω']
[MeasurableSpace X] [MeasurableSpace Y] {μ : Measure Ω} {μ' : Measure Ω'} {ν : Measure X}
{f : Ω' → Ω} {x : Ω → X} {y : Ω → Y}
lemma measurePreserving_of_comp (hf : MeasurePreserving f μ' μ) (hx : Measurable x)
(hxf : MeasurePreserving (x ∘ f) μ' ν) : MeasurePreserving x μ ν := by
refine ⟨hx,?_⟩
rw [←hf.map_eq,Measure.map_map hx hf.measurable]
exact hxf.map_eq
lemma active_pullback (hf : MeasurePreserving f μ' μ) (hx : MeasurePreserving x μ ν)
(hy : Measurable y) :
(LinearMap.range (operator (hx.comp hf)
((MeasurePreserving.mk hy rfl).comp hf)).toLinearMap).topologicalClosure =
(LinearMap.range (operator hx (MeasurePreserving.mk hy rfl)).toLinearMap).topologicalClosure := by
rw [operator_pullback hf hx (MeasurePreserving.mk hy rfl)]
end JoiningOperator
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
open scoped ENNReal
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
omit [DecidableEq I] in
lemma cells_field (A J : Finset I) (n : ℕ) :
MeasurableSpace.comap (cells M A J n) inferInstance =
⨆ j ∈ J, ⨆ a ∈ A, MeasurableSpace.comap (missingRow M n j a) inferInstance := by
exact field_finset_grid (fun j a y => missingRow M n j a y) J A
lemma row_rest_field (i : I) (s : ComplementSplit ({i} : Finset I)) :
MeasurableSpace.comap (fun y => (cells M {i} s.A 0 y,cells M {i} s.B 0 y)) inferInstance =
MeasurableSpace.comap (slotRest M i ∘ plane 1 0 i) inferInstance := by
change ((inferInstance : MeasurableSpace (s.A → ({i} : Finset I) → Arr I M.Y 0)).prod
(inferInstance : MeasurableSpace (s.B → ({i} : Finset I) → Arr I M.Y 0))).comap _ = _
rw [MeasurableSpace.comap_prodMk]
rw [cells_field, cells_field]
simp only [Finset.mem_singleton,iSup_iSup_eq_left]
change (⨆ j ∈ s.A, MeasurableSpace.comap (fun y => plane 0 0 j (plane 1 0 i y)) inferInstance) ⊔
(⨆ j ∈ s.B, MeasurableSpace.comap (fun y => plane 0 0 j (plane 1 0 i y)) inferInstance) = _
have h := field_finset_observation (fun j (y : Arr I M.Y 2) => plane 0 0 j (plane 1 0 i y)) (s.A ∪ s.B)
simp only [Finset.mem_union,iSup_or,iSup_sup_eq] at h
rw [s.union_eq] at h
exact h.symm
lemma column_rest_field (i : I) (s : ComplementSplit ({i} : Finset I)) :
MeasurableSpace.comap (fun y => (cells M s.A {i} 0 y,cells M s.B {i} 0 y)) inferInstance =
MeasurableSpace.comap (slotRest M i ∘ plane 1 (Fin.last 1) i) inferInstance := by
change ((inferInstance : MeasurableSpace (({i} : Finset I) → s.A → Arr I M.Y 0)).prod
(inferInstance : MeasurableSpace (({i} : Finset I) → s.B → Arr I M.Y 0))).comap _ = _
rw [MeasurableSpace.comap_prodMk]
rw [cells_field, cells_field]
simp only [Finset.mem_singleton,iSup_iSup_eq_left]
have he (j : I) : missingRow M 0 i j = plane 0 0 j ∘ plane 1 (Fin.last 1) i := by
exact (plane_first_last M 0 j i).symm
simp_rw [he]
have h := field_finset_observation (fun j (y : Arr I M.Y 2) => plane 0 0 j (plane 1 (Fin.last 1) i y)) (s.A ∪ s.B)
simp only [Finset.mem_union,iSup_or,iSup_sup_eq] at h
rw [s.union_eq] at h
exact h.symm
lemma rowActive_single_slot (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I)
(i : I) (s : ComplementSplit ({i} : Finset I)) :
∀ᵐ e ∂M.parameterLaw 2, rowActive M {i} {i} s.A s.B 0 e =
slotActive M i (cellLaw M {i} {i} 0 e) (plane 1 0 i e) := by
filter_upwards [rowActive_eq_range M hM {i} s.partition.properP s.partition 0, cells_fibre_marginal M hM {i} {i} s.partition.properP 0, cells_fibre_marginal M hM {i} s.A s.partition.properP 0, cells_fibre_marginal M hM {i} s.B s.partition.properP 0, cells_indep_columns_fibre M {i} {i} s.A s.B s.disjointAB s.partition.properAB 0, row_marginal_fibre M hM hI i] with e hv hx ha hb hab hr
have hs : MeasurePreserving (slotCell M i) (M.ownKernel 1 (plane 1 0 i e))
(cellLaw M {i} {i} 0 e) := JoiningOperator.measurePreserving_of_comp hr
(measurable_slotCell M i) (by rwa [←cells_single_row])
have hst : MeasurePreserving (fun y => (cells M {i} s.A 0 y,cells M {i} s.B 0 y))
(M.ownKernel 2 e) ((cellLaw M {i} s.A 0 e).prod (cellLaw M {i} s.B 0 e)) := by
refine ⟨ha.measurable.prodMk hb.measurable,?_⟩
rw [←ha.map_eq,←hb.map_eq]
exact hab.map_prod_eq_prod_map_map ha.measurable.aemeasurable hb.measurable.aemeasurable
rw [hv hx hst,slotActive_eq M i _ _ hs]
have h := JoiningOperator.active_observation_eq hx hst
((MeasurePreserving.mk (measurable_slotRest M i) rfl).comp hr) (row_rest_field M i s)
rw [h]
have hh := JoiningOperator.operator_pullback hr hs (MeasurePreserving.mk (measurable_slotRest M i) rfl)
simp only [←cells_single_row] at hh
rw [hh]
lemma columnActive_single_slot (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I)
(i : I) (s : ComplementSplit ({i} : Finset I)) :
∀ᵐ e ∂M.parameterLaw 2, columnActive M {i} s.A s.B {i} 0 e =
slotActive M i (cellLaw M {i} {i} 0 e) (plane 1 (Fin.last 1) i e) := by
filter_upwards [columnActive_eq_range M hM s.partition {i} s.partition.properP 0, cells_fibre_marginal M hM {i} {i} s.partition.properP 0, cells_fibre_marginal M hM s.A {i} s.partition.properA 0, cells_fibre_marginal M hM s.B {i} s.partition.properB 0, cells_indep_rows_fibre M hM s.A s.B {i} {i} s.disjointAB s.partition.properAB 0, column_marginal_fibre M hI i] with e hv hx ha hb hab hr
have hs : MeasurePreserving (slotCell M i) (M.ownKernel 1 (plane 1 (Fin.last 1) i e))
(cellLaw M {i} {i} 0 e) := JoiningOperator.measurePreserving_of_comp hr
(measurable_slotCell M i) (by rwa [←cells_single_column])
have hst : MeasurePreserving (fun y => (cells M s.A {i} 0 y,cells M s.B {i} 0 y))
(M.ownKernel 2 e) ((cellLaw M s.A {i} 0 e).prod (cellLaw M s.B {i} 0 e)) := by
refine ⟨ha.measurable.prodMk hb.measurable,?_⟩
rw [←ha.map_eq,←hb.map_eq]
exact hab.map_prod_eq_prod_map_map ha.measurable.aemeasurable hb.measurable.aemeasurable
rw [hv hx hst,slotActive_eq M i _ _ hs]
have h := JoiningOperator.active_observation_eq hx hst
((MeasurePreserving.mk (measurable_slotRest M i) rfl).comp hr) (column_rest_field M i s)
rw [h]
have hh := JoiningOperator.operator_pullback hr hs (MeasurePreserving.mk (measurable_slotRest M i) rfl)
simp only [←cells_single_column] at hh
rw [hh]
end ArrayObjects.Object.Rolled
namespace JoiningOperator
open MeasureTheory ContinuousLinearMap
variable {Ω X Y Z : Type*} [MeasurableSpace Ω] [MeasurableSpace X]
[MeasurableSpace Y] [MeasurableSpace Z]
{μ : Measure Ω} {ν : Measure X} {ρ : Measure Y} {τ : Measure Z}
{x : Ω → X} {y : Ω → Y}
omit [MeasurableSpace Ω] [MeasurableSpace Y] in
noncomputable def pullEquiv (e : X ≃ᵐ Z) (he : MeasurePreserving e ν τ) :
Lp ℂ 2 τ ≃ₗᵢ[ℂ] Lp ℂ 2 ν where
__ := Lp.compMeasurePreservingₗᵢ ℂ e he
invFun := Lp.compMeasurePreserving e.symm (he.symm e)
left_inv f := by
change Lp.compMeasurePreserving e.symm (he.symm e) (Lp.compMeasurePreserving e he f) = f
rw [←Lp.compMeasurePreserving_comp_apply]
simpa only [MeasurableEquiv.self_comp_symm] using Lp.compMeasurePreserving_id_apply f
right_inv f := by
change Lp.compMeasurePreserving e he (Lp.compMeasurePreserving e.symm (he.symm e) f) = f
rw [←Lp.compMeasurePreserving_comp_apply]
simpa only [MeasurableEquiv.symm_comp_self] using Lp.compMeasurePreserving_id_apply f
omit [MeasurableSpace Ω] [MeasurableSpace Y] in
lemma pullEquiv_coe (e : X ≃ᵐ Z) (he : MeasurePreserving e ν τ) :
(pullEquiv e he : Lp ℂ 2 τ →L[ℂ] Lp ℂ 2 ν) = pull he := rfl
lemma operator_reparam (e : X ≃ᵐ Z) (he : MeasurePreserving e ν τ)
(hx : MeasurePreserving x μ ν) (hy : MeasurePreserving y μ ρ) :
pull he ∘L operator (he.comp hx) hy = operator hx hy := by
have hh : pull he ∘L (pull he).adjoint = ContinuousLinearMap.id ℂ (Lp ℂ 2 ν) := by
rw [←pullEquiv_coe e he]
rw [LinearIsometryEquiv.adjoint_eq_symm]
apply ContinuousLinearMap.ext
intro f
exact (pullEquiv e he).apply_symm_apply f
calc
pull he ∘L operator (he.comp hx) hy =
(pull he ∘L (pull he).adjoint) ∘L operator hx hy := by
unfold operator
rw [pull_comp hx he,adjoint_comp]
simp only [comp_assoc]
_ = operator hx hy := by rw [hh,id_comp]
lemma active_reparam (e : X ≃ᵐ Z) (he : MeasurePreserving e ν τ)
(hx : MeasurePreserving x μ ν) (hy : MeasurePreserving y μ ρ) (v : Lp ℂ 2 τ) :
v ∈ (LinearMap.range (operator (he.comp hx) hy).toLinearMap).topologicalClosure ↔
pull he v ∈ (LinearMap.range (operator hx hy).toLinearMap).topologicalClosure := by
let E := pullEquiv e he
have hr : E '' Set.range (operator (he.comp hx) hy) = Set.range (operator hx hy) := by
rw [←Set.range_comp]
have hcomp := operator_reparam e he hx hy
exact congrArg (fun f : Lp ℂ 2 ρ →L[ℂ] Lp ℂ 2 ν => Set.range f) hcomp
have hc := E.toHomeomorph.image_closure (s := Set.range (operator (he.comp hx) hy))
change E '' closure (Set.range (operator (he.comp hx) hy)) = closure (E '' Set.range (operator (he.comp hx) hy)) at hc
rw [hr] at hc
change v ∈ closure (Set.range (operator (he.comp hx) hy)) ↔
E v ∈ closure (Set.range (operator hx hy))
rw [←hc]
constructor
· exact fun hv => ⟨v,hv,rfl⟩
· rintro ⟨w,hw,hwe⟩
exact E.injective hwe ▸ hw
end JoiningOperator
section
open MeasureTheory ProbabilityTheory
section
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {X Y : Type*} [MeasurableSpace X] [MeasurableSpace Y]
{μ : Measure X} {ν : Measure Y} [IsFiniteMeasure μ] [IsFiniteMeasure ν]
lemma circleLp_pull {e : X → Y} (he : MeasurePreserving e μ ν) (f : Y → Circle) (hf : Measurable f) :
JoiningOperator.pull he (circleLp ν f hf) = circleLp μ (f ∘ e) (hf.comp he.measurable) := by
apply Lp.ext
filter_upwards [Lp.coeFn_compMeasurePreserving (circleLp ν f hf) he, he.quasiMeasurePreserving.ae (circleLp_coe ν f hf), circleLp_coe μ (f ∘ e) (hf.comp he.measurable)] with x h1 h2 h3
exact h1.trans (h2.trans h3.symm)
end
namespace ArrayObjects.Object.Rolled
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
abbrev CellAt (a j : I) := ({j} : Finset I) → ({a} : Finset I) → Arr I M.Y 0
def collapseCell (a j : I) : CellAt M a j ≃ᵐ Arr I M.Y 0 where
toFun y := y ⟨j,Finset.mem_singleton_self j⟩ ⟨a,Finset.mem_singleton_self a⟩
invFun y := fun _ _ => y
left_inv y := by
funext s t
have hs : s = ⟨j,Finset.mem_singleton_self j⟩ := Subtype.ext (Finset.mem_singleton.mp s.property)
have ht : t = ⟨a,Finset.mem_singleton_self a⟩ := Subtype.ext (Finset.mem_singleton.mp t.property)
subst s; subst t; rfl
right_inv _ := rfl
measurable_toFun := (measurable_pi_apply _).comp (measurable_pi_apply _)
measurable_invFun := Measurable.of_eval fun _ => Measurable.of_eval fun _ => measurable_id
omit [DecidableEq I] in
lemma collapse_cell_row (a j : I) : collapseCell M a j ∘ cells M {a} {j} 0 =
plane 0 0 j ∘ plane 1 0 a := rfl
omit [DecidableEq I] in
lemma collapse_cell_column (a j : I) : collapseCell M a j ∘ cells M {a} {j} 0 =
plane 0 0 a ∘ plane 1 (Fin.last 1) j := (plane_first_last M 0 a j).symm
def rawSlotActive (i : I) (ν : Measure (Arr I M.Y 0)) (p : Arr I M.U 1) : Submodule ℂ (Lp ℂ 2 ν) := by
classical
exact if h : MeasurePreserving (plane 0 0 i) (M.ownKernel 1 p) ν then
(LinearMap.range (JoiningOperator.operator h
(MeasurePreserving.mk (measurable_slotRest M i) rfl)).toLinearMap).topologicalClosure
else ⊥
lemma rawSlotActive_eq (i : I) (ν : Measure (Arr I M.Y 0)) (p : Arr I M.U 1)
(h : MeasurePreserving (plane 0 0 i) (M.ownKernel 1 p) ν) :
rawSlotActive M i ν p = (LinearMap.range (JoiningOperator.operator h
(MeasurePreserving.mk (measurable_slotRest M i) rfl)).toLinearMap).topologicalClosure := by
rw [rawSlotActive,dite_eq_left h]
lemma rawSlotActive_closed (i : I) (ν : Measure (Arr I M.Y 0)) (p : Arr I M.U 1) :
IsClosed (rawSlotActive M i ν p : Set (Lp ℂ 2 ν)) := by
unfold rawSlotActive
split
· exact Submodule.isClosed_topologicalClosure _
· exact isClosed_singleton
instance (i : I) (ν : Measure (Arr I M.Y 0)) (p : Arr I M.U 1) :
CompleteSpace (rawSlotActive M i ν p) := (rawSlotActive_closed M i ν p).completeSpace_coe
lemma row_rest_field_mixed (a j : I) (s : ComplementSplit ({j} : Finset I)) :
MeasurableSpace.comap (fun y => (cells M {a} s.A 0 y,cells M {a} s.B 0 y)) inferInstance =
MeasurableSpace.comap (slotRest M j ∘ plane 1 0 a) inferInstance := by
change ((inferInstance : MeasurableSpace (s.A → ({a} : Finset I) → Arr I M.Y 0)).prod
(inferInstance : MeasurableSpace (s.B → ({a} : Finset I) → Arr I M.Y 0))).comap _ = _
rw [MeasurableSpace.comap_prodMk,cells_field,cells_field]
simp only [Finset.mem_singleton,iSup_iSup_eq_left]
change (⨆ t ∈ s.A, MeasurableSpace.comap (fun y => plane 0 0 t (plane 1 0 a y)) inferInstance) ⊔
(⨆ t ∈ s.B, MeasurableSpace.comap (fun y => plane 0 0 t (plane 1 0 a y)) inferInstance) = _
have h := field_finset_observation (fun t (y : Arr I M.Y 2) => plane 0 0 t (plane 1 0 a y)) (s.A ∪ s.B)
simp only [Finset.mem_union,iSup_or,iSup_sup_eq] at h
rw [s.union_eq] at h
exact h.symm
lemma column_rest_field_mixed (a j : I) (s : ComplementSplit ({a} : Finset I)) :
MeasurableSpace.comap (fun y => (cells M s.A {j} 0 y,cells M s.B {j} 0 y)) inferInstance =
MeasurableSpace.comap (slotRest M a ∘ plane 1 (Fin.last 1) j) inferInstance := by
change ((inferInstance : MeasurableSpace (({j} : Finset I) → s.A → Arr I M.Y 0)).prod
(inferInstance : MeasurableSpace (({j} : Finset I) → s.B → Arr I M.Y 0))).comap _ = _
rw [MeasurableSpace.comap_prodMk,cells_field,cells_field]
simp only [Finset.mem_singleton,iSup_iSup_eq_left]
have he (t : I) : missingRow M 0 j t = plane 0 0 t ∘ plane 1 (Fin.last 1) j := by
exact (plane_first_last M 0 t j).symm
simp_rw [he]
have h := field_finset_observation (fun t (y : Arr I M.Y 2) => plane 0 0 t (plane 1 (Fin.last 1) j y)) (s.A ∪ s.B)
simp only [Finset.mem_union,iSup_or,iSup_sup_eq] at h
rw [s.union_eq] at h
exact h.symm
lemma singleton_collapse_preserving (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I) (a j : I) :
∀ᵐ e ∂M.parameterLaw 2, MeasurePreserving (collapseCell M a j) (cellLaw M {a} {j} 0 e)
(M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))) := by
have ha : ({a} : Finset I) ≠ Finset.univ := by
intro he
have := congrArg Finset.card he
simp only [Finset.card_singleton,Finset.card_univ] at this
omega
let hr : MeasurePreserving (plane 1 0 a) (M.parameterLaw 2) (M.parameterLaw 1) :=
⟨measurable_plane _ _ _,M.parameterLaw_consistent 1 0 a⟩
have hm := ConditionalFibres.marginal (measurable_plane 0 0 j)
(M.ownKernel_conditional 1) (M.plane_conditional hI 0 j)
filter_upwards [cells_fibre_marginal M hM {a} {j} ha 0,row_marginal_fibre M hM hI a, hr.quasiMeasurePreserving.ae hm] with e hc hr hm
exact JoiningOperator.measurePreserving_of_comp hc (collapseCell M a j).measurable
(by rw [collapse_cell_row]; exact hm.comp hr)
lemma rowActive_mixed_slot (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I)
(a j : I) (ha : ({a} : Finset I) ≠ Finset.univ) (s : ComplementSplit ({j} : Finset I)) :
∀ᵐ e ∂M.parameterLaw 2, ∀ (ν : Measure (Arr I M.Y 0))
(he : MeasurePreserving (collapseCell M a j) (cellLaw M {a} {j} 0 e) ν) (v : Lp ℂ 2 ν),
v ∈ rawSlotActive M j ν (plane 1 0 a e) ↔
JoiningOperator.pull he v ∈ rowActive M {a} {j} s.A s.B 0 e := by
filter_upwards [rowActive_eq_range M hM {a} ha s.partition 0, cells_fibre_marginal M hM {a} {j} ha 0, cells_fibre_marginal M hM {a} s.A ha 0, cells_fibre_marginal M hM {a} s.B ha 0, cells_indep_columns_fibre M {a} {a} s.A s.B s.disjointAB s.partition.properAB 0, row_marginal_fibre M hM hI a] with e hv hx hA hB hAB hr
intro ν he v
let hst := cells_pair_preserving M hA hB hAB
have hs : MeasurePreserving (plane 0 0 j) (M.ownKernel 1 (plane 1 0 a e)) ν :=
JoiningOperator.measurePreserving_of_comp hr (measurable_plane _ _ _) (he.comp hx)
rw [hv hx hst,←JoiningOperator.active_reparam (collapseCell M a j) he hx hst]
have h := JoiningOperator.active_observation_eq (he.comp hx) hst
((MeasurePreserving.mk (measurable_slotRest M j) rfl).comp hr) (row_rest_field_mixed M a j s)
rw [h,rawSlotActive_eq M j ν _ hs]
have hh : JoiningOperator.operator (he.comp hx)
((MeasurePreserving.mk (measurable_slotRest M j) rfl).comp hr) =
JoiningOperator.operator hs (MeasurePreserving.mk (measurable_slotRest M j) rfl) := by
exact JoiningOperator.operator_pullback hr hs (MeasurePreserving.mk (measurable_slotRest M j) rfl)
rw [hh]
lemma columnActive_mixed_slot (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I)
(a j : I) (hj : ({j} : Finset I) ≠ Finset.univ) (s : ComplementSplit ({a} : Finset I)) :
∀ᵐ e ∂M.parameterLaw 2, ∀ (ν : Measure (Arr I M.Y 0))
(he : MeasurePreserving (collapseCell M a j) (cellLaw M {a} {j} 0 e) ν) (v : Lp ℂ 2 ν),
v ∈ rawSlotActive M a ν (plane 1 (Fin.last 1) j e) ↔
JoiningOperator.pull he v ∈ columnActive M {a} s.A s.B {j} 0 e := by
filter_upwards [columnActive_eq_range M hM s.partition {j} hj 0, cells_fibre_marginal M hM {a} {j} s.partition.properP 0, cells_fibre_marginal M hM s.A {j} s.partition.properA 0, cells_fibre_marginal M hM s.B {j} s.partition.properB 0, cells_indep_rows_fibre M hM s.A s.B {j} {j} s.disjointAB s.partition.properAB 0, column_marginal_fibre M hI j] with e hv hx hA hB hAB hr
intro ν he v
let hst := cells_pair_preserving M hA hB hAB
have hraw := he.comp hx
rw [collapse_cell_column] at hraw
have hs : MeasurePreserving (plane 0 0 a) (M.ownKernel 1 (plane 1 (Fin.last 1) j e)) ν :=
JoiningOperator.measurePreserving_of_comp hr (measurable_plane _ _ _) hraw
rw [hv hx hst,←JoiningOperator.active_reparam (collapseCell M a j) he hx hst]
have h := JoiningOperator.active_observation_eq (he.comp hx) hst
((MeasurePreserving.mk (measurable_slotRest M a) rfl).comp hr) (column_rest_field_mixed M a j s)
rw [h,rawSlotActive_eq M a ν _ hs]
have hh : JoiningOperator.operator (he.comp hx)
((MeasurePreserving.mk (measurable_slotRest M a) rfl).comp hr) =
JoiningOperator.operator hs (MeasurePreserving.mk (measurable_slotRest M a) rfl) := by
have hc := collapse_cell_column M a j
have hop : JoiningOperator.operator (he.comp hx)
((MeasurePreserving.mk (measurable_slotRest M a) rfl).comp hr) =
JoiningOperator.operator (hs.comp hr)
((MeasurePreserving.mk (measurable_slotRest M a) rfl).comp hr) := by
congr 1
exact hop.trans (JoiningOperator.operator_pullback hr hs (MeasurePreserving.mk (measurable_slotRest M a) rfl))
rw [hh]
end ArrayObjects.Object.Rolled
end
section
variable {I : Type*} [Fintype I] [DecidableEq I]
omit [DecidableEq I] in
lemma singleton_proper (hk : 2 ≤ Fintype.card I) (i : I) : ({i} : Finset I) ≠ Finset.univ := by
intro h
have := congrArg Finset.card h
simp only [Finset.card_singleton,Finset.card_univ] at this
omega
lemma pair_complement_nonempty (hk : 3 ≤ Fintype.card I) (i j : I) :
(({i,j} : Finset I)ᶜ).Nonempty := by
apply Finset.card_pos.mp
have hc := Finset.card_compl ({i,j} : Finset I)
have hp : ({i,j} : Finset I).card ≤ 2 := by
by_cases h : i = j
· simp [h]
· simp [Finset.card_pair h]
omega
noncomputable def singletonSplit (hk : 3 ≤ Fintype.card I) (i : I) : ComplementSplit ({i} : Finset I) := by
have hi : (({i} : Finset I)ᶜ).Nonempty := by
apply Finset.card_pos.mp
have hc := Finset.card_compl ({i} : Finset I)
simp only [Finset.card_singleton] at hc
omega
let j := hi.choose
have hj : j ∉ ({i} : Finset I) := Finset.mem_compl.mp hi.choose_spec
exact ComplementSplit.singleton {i} (Finset.singleton_nonempty i) j hj
(by simpa only [Finset.singleton_union] using pair_complement_nonempty hk i j)
abbrev pairPartition (hk : 3 ≤ Fintype.card I) (j t : I) (hjt : j ≠ t) : TriplePartition I :=
(ComplementSplit.singleton {j} (Finset.singleton_nonempty j) t
(by simpa only [Finset.mem_singleton] using Ne.symm hjt)
(by simpa only [Finset.singleton_union] using pair_complement_nonempty hk j t)).partition.swapPB.swapAB
lemma pairPartition_P (hk : 3 ≤ Fintype.card I) (j t : I) (hjt : j ≠ t) :
(pairPartition hk j t hjt).P = ({j,t} : Finset I)ᶜ := rfl
lemma pairPartition_A (hk : 3 ≤ Fintype.card I) (j t : I) (hjt : j ≠ t) :
(pairPartition hk j t hjt).A = ({j} : Finset I) := rfl
lemma pairPartition_B (hk : 3 ≤ Fintype.card I) (j t : I) (hjt : j ≠ t) :
(pairPartition hk j t hjt).B = ({t} : Finset I) := rfl
end
section
open MeasureTheory
open scoped BigOperators
variable {I Y : Type*} [Fintype I] [DecidableEq I] [MeasurableSpace Y]
local instance : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
def circleComplete (i : I) (f : Y → Circle) (a : ↥(({i} : Finset I)ᶜ) → Y → Circle)
(j : I) (y : Y) : Circle := if h : j = i then f y else (a ⟨j,by simpa using h⟩ y)⁻¹
omit [MeasurableSpace Y] in
lemma circleComplete_self (i : I) (f : Y → Circle) (a : ↥(({i} : Finset I)ᶜ) → Y → Circle) :
circleComplete i f a i = f := by funext y; simp [circleComplete]
lemma measurable_circleComplete (i : I) (f : Y → Circle) (a : ↥(({i} : Finset I)ᶜ) → Y → Circle)
(hf : Measurable f) (ha : ∀ j, Measurable (a j)) (j : I) : Measurable (circleComplete i f a j) := by
unfold circleComplete
by_cases h : j = i
· simpa only [dite_eq_left h] using hf
· simp only [dite_eq_right h]
exact measurable_inv.comp (ha ⟨j,by simpa using h⟩)
lemma prod_complement (i : I) (g : I → Circle) :
(∏ j, g j) = g i * ∏ j : ↥(({i} : Finset I)ᶜ), g j := by
rw [Fintype.prod_eq_mul_prod_compl i g,Finset.prod_coe_sort]
omit [MeasurableSpace Y] in
lemma circleComplete_prod (i : I) (f : Y → Circle) (a : ↥(({i} : Finset I)ᶜ) → Y → Circle)
(y : I → Y) (c : Circle) (h : f (y i) = c * ∏ j, a j (y j)) :
∏ j, circleComplete i f a j (y j) = c := by
rw [prod_complement i,circleComplete_self]
have ht (j : ↥(({i} : Finset I)ᶜ)) : circleComplete i f a j (y j) = (a j (y j))⁻¹ := by
have hj : (j : I) ≠ i := fun h => (Finset.mem_compl.mp j.property) (Finset.mem_singleton.mpr h)
simp only [circleComplete,dite_eq_right hj]
simp only [ht,Finset.prod_inv_distrib,h,mul_assoc,mul_inv_cancel,mul_one]
lemma prod_equation_solve (i : I) (g : I → Circle) (c : Circle) (h : ∏ j, g j = c) :
g i = c * ∏ j : ↥(({i} : Finset I)ᶜ), (g j)⁻¹ := by
rw [Finset.prod_inv_distrib,←h,prod_complement i,mul_assoc,mul_inv_cancel,mul_one]
end
section
open MeasureTheory ProbabilityTheory
open scoped BigOperators
section
variable {I : Type*} [Fintype I] [DecidableEq I]
lemma prod_pair_solve (j t : I) (hjt : j ≠ t) (g : I → Circle) (c : Circle)
(h : ∏ s, g s = c) :
(g t)⁻¹ = c⁻¹ * (∏ s : ↥(({j,t} : Finset I)ᶜ), g s) * g j := by
have ht : (g j * g t) * (∏ s : ↥(({j,t} : Finset I)ᶜ), g s) = c := by
rw [Finset.prod_coe_sort, ←Finset.prod_pair hjt, Finset.prod_mul_prod_compl]
exact h
rw [←ht]
simp [mul_inv_rev,mul_assoc,mul_comm,mul_left_comm]
end
namespace ArrayObjects.Object.Rolled
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma raw_row_membership_transfer (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I)
(a j t : I) (hjt : j ≠ t) :
∀ᵐ e ∂M.parameterLaw 2, ∀ (f : I → Arr I M.Y 0 → Circle)
(hf : ∀ i, Measurable (f i)) (c : Circle),
(∀ᵐ y ∂M.ownKernel 1 (plane 1 0 a e), ∏ i, f i (plane 0 0 i y) = c) →
(circleLp (M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))) (f j) (hf j) ∈
rawSlotActive M a (M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))) (plane 1 (Fin.last 1) j e) ↔
circleLp (M.ownKernel 0 (plane 0 0 t (plane 1 0 a e))) (f t) (hf t) ∈
rawSlotActive M a (M.ownKernel 0 (plane 0 0 t (plane 1 0 a e))) (plane 1 (Fin.last 1) t e)) := by
have hI : 2 ≤ Fintype.card I := by omega
let s := singletonSplit hk a
let rows := s.partition.swapPA
let cols := pairPartition hk j t hjt
filter_upwards [grouped_row_membership_transfer M hM rows cols 0, columnActive_mixed_slot M hM hI a j (singleton_proper hI j) s, columnActive_mixed_slot M hM hI a t (singleton_proper hI t) s, singleton_collapse_preserving M hM hI a j, singleton_collapse_preserving M hM hI a t, row_marginal_fibre M hM hI a] with e he hj ht hmj hmt hr
intro f hf c hc
rw [hj _ hmj,ht _ hmt,circleLp_pull,circleLp_pull]
let r : (cols.P → rows.A → Arr I M.Y 0) → Circle :=
fun z => c⁻¹ * ∏ i : cols.P, f i (z i ⟨a,Finset.mem_singleton_self a⟩)
have hmr : Measurable r := measurable_const.mul (Finset.measurable_prod _ fun i _ =>
(hf i).comp ((measurable_pi_apply _).comp (measurable_pi_apply i)))
apply he (f j ∘ collapseCell M a j) (f t ∘ collapseCell M a t) r
((hf j).comp (collapseCell M a j).measurable) ((hf t).comp (collapseCell M a t).measurable) hmr
filter_upwards [hr.quasiMeasurePreserving.ae hc] with y hy
exact prod_pair_solve j t hjt (fun i => f i (plane 0 0 i (plane 1 0 a y))) c hy
end ArrayObjects.Object.Rolled
end
section
open scoped InnerProductSpace
variable {H K : Type*} [NormedAddCommGroup H] [InnerProductSpace ℂ H]
[NormedAddCommGroup K] [InnerProductSpace ℂ K]
lemma projection_transport (E : H ≃ₗᵢ[ℂ] K) (D : Submodule ℂ H) (C : Submodule ℂ K)
[D.HasOrthogonalProjection] [C.HasOrthogonalProjection]
(h : ∀ v, v ∈ D ↔ E v ∈ C) (v : H) :
E (D.starProjection v) = C.starProjection (E v) := by
have he : D.map E.toLinearEquiv.toLinearMap = C := by
ext w
constructor
· rintro ⟨v,hv,rfl⟩
exact (h v).mp hv
· intro hw
exact ⟨E.symm w,(h _).mpr (by simpa using hw),E.apply_symm_apply w⟩
have hh := Submodule.starProjection_map_apply E D (E v)
simpa only [he, E.symm_apply_apply] using hh.symm
lemma binary_projection_transport (E : H ≃ₗᵢ[ℂ] K) (D : Submodule ℂ H) (C : Submodule ℂ K)
[D.HasOrthogonalProjection] [C.HasOrthogonalProjection]
(h : ∀ v, v ∈ D ↔ E v ∈ C) (v : H)
(hb : C.starProjection (E v) = 0 ∨ C.starProjection (E v) = E v) :
D.starProjection v = 0 ∨ D.starProjection v = v := by
rw [←projection_transport E D C h] at hb
rcases hb with h0 | h1
· exact Or.inl (E.injective (h0.trans E.map_zero.symm))
· exact Or.inr (E.injective h1)
end
namespace JoiningOperator
open MeasureTheory
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {Ω X Y : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [MeasurableSpace Y]
{μ : Measure Ω} {ν : Measure X} {ρ : Measure Y} [IsFiniteMeasure ν] [IsFiniteMeasure ρ]
{x : Ω → X} {y : Ω → Y}
lemma circleLp_operator (hx : MeasurePreserving x μ ν) (hy : MeasurePreserving y μ ρ)
(f : X → Circle) (g : Y → Circle) (hf : Measurable f) (hg : Measurable g)
(he : ∀ᵐ ω ∂μ, f (x ω) = g (y ω)) :
operator hx hy (circleLp ρ g hg) = circleLp ν f hf := by
have hp : pull hx (circleLp ν f hf) = pull hy (circleLp ρ g hg) := by
apply Lp.ext
filter_upwards [Lp.coeFn_compMeasurePreserving (circleLp ν f hf) hx, Lp.coeFn_compMeasurePreserving (circleLp ρ g hg) hy, hx.quasiMeasurePreserving.ae (circleLp_coe ν f hf), hy.quasiMeasurePreserving.ae (circleLp_coe ρ g hg),he] with ω h1 h2 h3 h4 h5
exact (h1.trans h3).trans ((congrArg ((↑) : Circle → ℂ) h5).trans (h2.trans h4).symm)
change (pull hx).adjoint (pull hy (circleLp ρ g hg)) = _
rw [←hp]
exact congrArg (fun A : Lp ℂ 2 ν →L[ℂ] Lp ℂ 2 ν => A (circleLp ν f hf)) (pull_adjoint_pull hx)
end JoiningOperator
section
open MeasureTheory ProbabilityTheory
open scoped BigOperators
section
variable {I : Type*} [Fintype I] [DecidableEq I]
lemma prod_complement_split (i : I) (s : ComplementSplit ({i} : Finset I)) (g : I → Circle) :
(∏ j : ↥(({i} : Finset I)ᶜ), g j) = (∏ j : s.A, g j) * ∏ j : s.B, g j := by
rw [Finset.prod_coe_sort,Finset.prod_coe_sort,Finset.prod_coe_sort,←s.union_eq, Finset.prod_union s.disjointAB]
end
namespace ArrayObjects.Object.Rolled
section
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma raw_tuple_active (i : I) (p : Arr I M.U 1) (ν : Measure (Arr I M.Y 0)) [IsFiniteMeasure ν]
(hm : MeasurePreserving (plane 0 0 i) (M.ownKernel 1 p) ν)
(f : I → Arr I M.Y 0 → Circle) (hf : ∀ i, Measurable (f i)) (c : Circle)
(he : ∀ᵐ y ∂M.ownKernel 1 p, ∏ j, f j (plane 0 0 j y) = c) :
circleLp ν (f i) (hf i) ∈ rawSlotActive M i ν p := by
rw [rawSlotActive_eq M i ν p hm]
apply Submodule.le_topologicalClosure
let g : (↥(({i} : Finset I)ᶜ) → Arr I M.Y 0) → Circle :=
fun z => c * ∏ j : ↥(({i} : Finset I)ᶜ), (f j (z j))⁻¹
have hg : Measurable g := measurable_const.mul (Finset.measurable_prod _ fun j _ =>
((hf j).comp (measurable_pi_apply j)).inv)
refine ⟨circleLp ((M.ownKernel 1 p).map (slotRest M i)) g hg,?_⟩
apply JoiningOperator.circleLp_operator hm (MeasurePreserving.mk (measurable_slotRest M i) rfl)
(f i) g (hf i) hg
exact he.mono fun y hy => prod_equation_solve i (fun j => f j (plane 0 0 j y)) c hy
lemma raw_tuple_rowSplitExact (a j : I) (s : ComplementSplit ({j} : Finset I))
(e : Arr I M.U 2)
(hr : MeasurePreserving (plane 1 0 a) (M.ownKernel 2 e) (M.ownKernel 1 (plane 1 0 a e)))
(f : I → Arr I M.Y 0 → Circle) (hf : ∀ i, Measurable (f i)) (c : Circle)
(he : ∀ᵐ y ∂M.ownKernel 1 (plane 1 0 a e), ∏ i, f i (plane 0 0 i y) = c) :
circleLp (cellLaw M {a} {j} 0 e) (f j ∘ collapseCell M a j)
((hf j).comp (collapseCell M a j).measurable) ∈ rowSplitExact M {a} {j} s 0 e := by
let g : (s.A → ({a} : Finset I) → Arr I M.Y 0) → Circle :=
fun z => c * ∏ i : s.A, (f i (z i ⟨a,Finset.mem_singleton_self a⟩))⁻¹
let h : (s.B → ({a} : Finset I) → Arr I M.Y 0) → Circle :=
fun z => ∏ i : s.B, (f i (z i ⟨a,Finset.mem_singleton_self a⟩))⁻¹
have hg : Measurable g := measurable_const.mul (Finset.measurable_prod _ fun i _ =>
((hf i).comp ((measurable_pi_apply (⟨a,Finset.mem_singleton_self a⟩ : ({a} : Finset I))).comp (measurable_pi_apply i))).inv)
have hh : Measurable h := Finset.measurable_prod _ fun i _ =>
((hf i).comp ((measurable_pi_apply (⟨a,Finset.mem_singleton_self a⟩ : ({a} : Finset I))).comp (measurable_pi_apply i))).inv
apply JoiningOperator.circle_mem_splitExact _ _ _ _ _ (f j ∘ collapseCell M a j) g h
((hf j).comp (collapseCell M a j).measurable) hg hh
filter_upwards [hr.quasiMeasurePreserving.ae he] with y hy
have ht := prod_equation_solve j (fun i => f i (plane 0 0 i (plane 1 0 a y))) c hy
rw [prod_complement_split j s (fun i => (f i (plane 0 0 i (plane 1 0 a y)))⁻¹)] at ht
change f j (plane 0 0 j (plane 1 0 a y)) =
(c * ∏ i : s.A, (f i (plane 0 0 i (plane 1 0 a y)))⁻¹) *
∏ i : s.B, (f i (plane 0 0 i (plane 1 0 a y)))⁻¹
simpa only [mul_assoc] using ht
lemma raw_row_line_projection (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I) (a j : I) :
∀ᵐ e ∂M.parameterLaw 2, ∀ (f : I → Arr I M.Y 0 → Circle)
(hf : ∀ i, Measurable (f i)) (c : Circle),
(∀ᵐ y ∂M.ownKernel 1 (plane 1 0 a e), ∏ i, f i (plane 0 0 i y) = c) →
let ν := M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))
let v := circleLp ν (f j) (hf j)
(rawSlotActive M a ν (plane 1 (Fin.last 1) j e)).starProjection v = 0 ∨
(rawSlotActive M a ν (plane 1 (Fin.last 1) j e)).starProjection v = v := by
have hI : 2 ≤ Fintype.card I := by omega
let s := singletonSplit hk a
let t := singletonSplit hk j
filter_upwards [grouped_row_line_projection M hM {a} {j} s t 0, columnActive_mixed_slot M hM hI a j (singleton_proper hI j) s, singleton_collapse_preserving M hM hI a j,row_marginal_fibre M hM hI a]
with e hbin hcol hmp hr
intro f hf c he
have hfex := raw_tuple_rowSplitExact M a j t e hr f hf c he
have hb := hbin _ hfex
rw [←circleLp_pull hmp (f j) (hf j)] at hb
exact binary_projection_transport (JoiningOperator.pullEquiv (collapseCell M a j) hmp)
_ _ (hcol _ hmp) _ hb
end
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
def rawExactCone (i : I) (ν : Measure (Arr I M.Y 0)) [IsFiniteMeasure ν] (p : Arr I M.U 1) :
Set (Lp ℂ 2 ν) := {v | ∃ (f : I → Arr I M.Y 0 → Circle) (hf : ∀ j, Measurable (f j))
(c : Circle) (d : ℂ), v = d • circleLp ν (f i) (hf i) ∧
∀ᵐ y ∂M.ownKernel 1 p, ∏ j, f j (plane 0 0 j y) = c}
omit [DecidableEq I] in
lemma rawExactCone_smul (i : I) (ν : Measure (Arr I M.Y 0)) [IsFiniteMeasure ν]
(p : Arr I M.U 1) (c : ℂ) (v : Lp ℂ 2 ν) (hv : v ∈ rawExactCone M i ν p) :
c • v ∈ rawExactCone M i ν p := by
obtain ⟨f,hf,a,d,rfl,he⟩ := hv
exact ⟨f,hf,a,c*d,by rw [smul_smul],he⟩
omit [DecidableEq I] in
lemma oneRow_single_column (a j : I) (y : Arr I M.Y 2) :
oneRow M {j} 0 a y = fun _ => plane 0 0 a (plane 1 (Fin.last 1) j y) := by
funext t
have ht : (t : I) = j := Finset.mem_singleton.mp t.property
simp only [oneRow,ht]
exact (congrFun (plane_first_last M 0 a j) y).symm
lemma fullExact_raw_column (a j : I) (e : Arr I M.U 2)
(ν : Measure (Arr I M.Y 0)) [IsFiniteMeasure ν]
(hm : MeasurePreserving (collapseCell M a j) (cellLaw M {a} {j} 0 e) ν)
(hc : MeasurePreserving (plane 1 (Fin.last 1) j) (M.ownKernel 2 e)
(M.ownKernel 1 (plane 1 (Fin.last 1) j e)))
(v : Lp ℂ 2 ν) (hv : JoiningOperator.pull hm v ∈ fullExact M {a} {j} 0 e) :
v ∈ rawExactCone M a ν (plane 1 (Fin.last 1) j e) := by
obtain ⟨f,hf,d,he,_,b,c,hb,hprod⟩ := hv
let g : Arr I M.Y 0 → Circle := f ∘ (collapseCell M a j).symm
have hg : Measurable g := hf.comp (collapseCell M a j).symm.measurable
have hvg : v = d • circleLp ν g hg := by
apply (JoiningOperator.pullEquiv (collapseCell M a j) hm).injective
change JoiningOperator.pull hm v = JoiningOperator.pull hm (d • circleLp ν g hg)
rw [map_smul,circleLp_pull]
have hgf : g ∘ collapseCell M a j = f := by
funext z
exact congrArg f ((collapseCell M a j).symm_apply_apply z)
simpa only [hgf] using he
let B : ↥(({a} : Finset I)ᶜ) → Arr I M.Y 0 → Circle := fun t y => b t (fun _ => y)
have hB (t) : Measurable (B t) := (hb t).comp (Measurable.of_eval fun _ => measurable_id)
refine ⟨circleComplete a g B,measurable_circleComplete a g B hg hB,c,d,?_,?_⟩
· simpa only [circleComplete_self] using hvg
· rw [←hc.map_eq]
apply ae_map_descent _ hc.measurable
filter_upwards [hprod] with y hy
apply circleComplete_prod a g B _ c
have hcell : (collapseCell M a j).symm (plane 0 0 a (plane 1 (Fin.last 1) j y)) =
cells M {a} {j} 0 y := by
apply (collapseCell M a j).injective
rw [(collapseCell M a j).apply_symm_apply]
exact (congrFun (collapse_cell_column M a j) y).symm
simpa only [g,Function.comp_apply,hcell,B,oneRow_single_column] using hy
lemma raw_row_active_to_column_exact (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I) (a j : I) :
∀ᵐ e ∂M.parameterLaw 2, ∀ (f : I → Arr I M.Y 0 → Circle)
(hf : ∀ i, Measurable (f i)) (c : Circle),
(∀ᵐ y ∂M.ownKernel 1 (plane 1 0 a e), ∏ i, f i (plane 0 0 i y) = c) →
let ν := M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))
let v := circleLp ν (f j) (hf j)
v ∈ rawSlotActive M a ν (plane 1 (Fin.last 1) j e) →
v ∈ rawExactCone M a ν (plane 1 (Fin.last 1) j e) := by
let s := singletonSplit hk a
let t := singletonSplit hk j
have hI : 2 ≤ Fintype.card I := by omega
filter_upwards [grouped_full_row_column_exact M hM {a} {j} s t 0, row_marginal_fibre M hM hI a,column_marginal_fibre M hI j, singleton_collapse_preserving M hM hI a j, columnActive_mixed_slot M hM hI a j (singleton_proper hI j) s]
with e hfull hr hc hm hcol
intro f hf c he
dsimp only
intro hv
apply fullExact_raw_column M a j e _ hm hc
apply hfull
· intro t'
rw [circleLp_pull]
exact raw_tuple_rowSplitExact M a j t' e hr f hf c he
· exact (hcol _ hm _).mp hv
end ArrayObjects.Object.Rolled
end
section
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
lemma HilbertCode.encode_injective {U Y : Type*} [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] {κ : Kernel U Y} [IsMarkovKernel κ] (u : U) :
Function.Injective (HilbertCode.encode (κ := κ) u) := by
intro v w h
apply distance_code_injective (hilbertTests_dense (κ u))
funext n
exact congrArg (fun a : HilbertCode κ => a.code n) h
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
def exactCodeVectors (p : P) (i : I) : Set (Lp ℂ 2 (κ (u p i))) :=
{v | ∃ a : I → HilbertCode κ, (p,a) ∈ exactCodeSet κ Λ u ∧ a i = HilbertCode.encode (u p i) v}
def exactCodeSpan (p : P) (i : I) : Submodule ℂ (Lp ℂ 2 (κ (u p i))) :=
(Submodule.span ℂ (exactCodeVectors κ Λ u p i)).topologicalClosure
omit [DecidableEq I] [IsMarkovKernel Λ] in
lemma exactCodeSpan_congr_kernel (Λ' : Kernel P (I → Y)) [IsMarkovKernel Λ']
(p : P) (i : I) (he : Λ p = Λ' p) :
exactCodeSpan κ Λ u p i = exactCodeSpan κ Λ' u p i := by
have hs : exactCodeVectors κ Λ u p i = exactCodeVectors κ Λ' u p i := by
ext v
simp only [exactCodeVectors, exactCodeSet, exactCodeMean, Set.mem_ofPred_eq, he]
unfold exactCodeSpan
rw [hs]
omit [DecidableEq I] in
lemma exactCircle_mem_codeSpan (p : P) (i : I)
(hm : ∀ j, MeasurePreserving (fun y : I → Y => y j) (Λ p) (κ (u p j)))
(f : I → Y → Circle) (hf : ∀ j, Measurable (f j)) (c : Circle)
(he : ∀ᵐ y ∂Λ p, ∏ j, f j (y j) = c) (d : ℂ) :
d • circleLp (κ (u p i)) (f i) (hf i) ∈ exactCodeSpan κ Λ u p i := by
obtain ⟨a,b,ha,hb⟩ := normalized_exact_codes κ Λ u p hm f hf c he
have hv : b i • circleLp (κ (u p i)) (f i) (hf i) ∈ exactCodeSpan κ Λ u p i :=
Submodule.le_topologicalClosure _ (Submodule.subset_span ⟨a,ha,(hb i).2⟩)
have hn : b i ≠ 0 := by intro hz; simpa only [hz,norm_zero,zero_ne_one] using (hb i).1
convert (exactCodeSpan κ Λ u p i).smul_mem (d * (b i)⁻¹) hv using 1
rw [smul_smul,mul_assoc,inv_mul_cancel₀ hn,mul_one]
omit [DecidableEq I] in
lemma exactVector_circle_tuple (p : P) (i : I)
(hm : ∀ j, MeasurePreserving (fun y : I → Y => y j) (Λ p) (κ (u p j)))
{v : Lp ℂ 2 (κ (u p i))} (hv : v ∈ exactCodeVectors κ Λ u p i) :
∃ (f : I → Y → Circle) (hf : ∀ j, Measurable (f j)) (c : Circle),
v = circleLp (κ (u p i)) (f i) (hf i) ∧ ∀ᵐ y ∂Λ p, ∏ j, f j (y j) = c := by
obtain ⟨a,ha,hv⟩ := hv
obtain ⟨c,hc⟩ := exactCode_circle_tuple κ Λ u hm ha
refine ⟨fun j => HilbertCode.circleRep (a j),
fun j => HilbertCode.measurable_circleRep_fixed (a j),c,?_,hc⟩
dsimp only
simp only [hv]
have hq : HilbertCode.IsUnimodular (HilbertCode.encode (u p i) v) := by
rw [←hv]
exact (ha.2.1 i).2
exact (HilbertCode.decode_encode (u p i) v).symm.trans
(HilbertCode.circleLp_circleRep (HilbertCode.encode (u p i) v) hq).symm
variable [StandardBorelSpace P] [StandardBorelSpace U]
lemma exactCodeSpan_sections (hu : Measurable u) (hk : 3 ≤ Fintype.card I)
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p)) (i : I) :
∃ s : ℕ → ∀ p, Lp ℂ 2 (κ (u p i)), (∀ n, MeasurableSection (s n)) ∧
∀ p, exactCodeSpan κ Λ u p i =
(Submodule.span ℂ (Set.range (fun n => s n p))).topologicalClosure := by
obtain ⟨D,a,_,ha,hbase,hmem,hzero,hcover⟩ := exactCode_sections κ Λ u hu hk hm hind
let s : ℕ → ∀ p, Lp ℂ 2 (κ (u p i)) := fun n p =>
HilbertCode.atBase (a n p i) (u p i) (hbase n p i)
have hs (n p) : HilbertCode.encode (u p i) (s n p) = a n p i := HilbertCode.encode_atBase _ _ _
refine ⟨s,?_,?_⟩
· intro n
change Measurable (fun p => HilbertCode.encode (u p i) (s n p))
simp only [hs]
exact (measurable_pi_apply i).comp (ha n)
· intro p
apply le_antisymm
· apply Submodule.topologicalClosure_mono
apply Submodule.span_le.mpr
rintro v ⟨b,hb,hv⟩
obtain ⟨n,_,hn⟩ := hcover (p,b) hb
have he : s n p = v := by
apply HilbertCode.encode_injective (u p i)
rw [hs,hn]
exact hv
exact Submodule.subset_span ⟨n,he⟩
· apply Submodule.topologicalClosure_mono
apply Submodule.span_le.mpr
rintro _ ⟨n,rfl⟩
by_cases hp : p ∈ D n
· exact Submodule.subset_span ⟨a n p,hmem n p hp,(hs n p).symm⟩
· have he : s n p = 0 := by
apply HilbertCode.encode_injective (u p i)
rw [hs,hzero n p hp]
dsimp only
rw [he]
exact Submodule.zero_mem _
end
section
open MeasureTheory ProbabilityTheory Set
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
omit [DecidableEq I] in
lemma canonical_smul_exact_tuple (p : P) (i : I)
(hm : ∀ j, MeasurePreserving (fun y : I → Y => y j) (Λ p) (κ (u p j)))
(v : Lp ℂ 2 (κ (u p i))) (hv : RayCanonical (hilbertTests (κ (u p i))) v) (hn : ‖v‖ = 1)
(f : I → Y → Circle) (hf : ∀ j, Measurable (f j)) (c : Circle) (d : ℂ)
(he : ∀ᵐ y ∂Λ p, ∏ j, f j (y j) = c)
(hvd : v = d • circleLp (κ (u p i)) (f i) (hf i)) :
∃ a : I → HilbertCode κ, (p,a) ∈ exactCodeSet κ Λ u ∧
a i = HilbertCode.encode (u p i) v := by
obtain ⟨a,b,ha,hb⟩ := normalized_exact_codes κ Λ u p hm f hf c he
have hdn : ‖d‖ = 1 := by
rw [hvd,norm_smul,circleLp_norm,mul_one] at hn
exact hn
let w := b i • circleLp (κ (u p i)) (f i) (hf i)
have hc : RayCanonical (hilbertTests (κ (u p i))) w := by
have h := (ha.2.1 i).1
change HilbertCode.IsCanonical (a i) at h
rw [(hb i).2] at h
change RayCanonical (hilbertTests (κ (u p i))) (HilbertCode.decode (HilbertCode.encode (u p i) w)) at h
simpa only [HilbertCode.decode_encode] using h
have hb0 : b i ≠ 0 := by
intro hz
simpa only [hz,norm_zero,zero_ne_one] using (hb i).1
have heq : v = (d * (b i)⁻¹) • w := by
dsimp only [w]
rw [smul_smul,mul_assoc,inv_mul_cancel₀ hb0,mul_one]
exact hvd
have hwn : ‖d * (b i)⁻¹‖ = 1 := by rw [norm_mul,norm_inv,hdn,(hb i).1,inv_one,mul_one]
have hwv := rayCanonical_unique hv hc hwn heq
exact ⟨a,ha,(hb i).2.trans (congrArg (HilbertCode.encode (u p i)) hwv.symm)⟩
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [retained11 : DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
def rawLineGraph (Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) :
I → Set (Arr I M.U 1 × HilbertCode (M.ownKernel 0)) := fun i =>
{pz | ∃ a : I → HilbertCode (M.ownKernel 0),
(pz.1,a) ∈ exactCodeSet (M.ownKernel 0) Λ (tupleParameter M) ∧ a i = pz.2}
include retained11 in
lemma rawCode_of_cone (Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(p : Arr I M.U 1) (i : I) (hL : Λ p = rawTupleKernel M p)
(hm : ∀ j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j)))
(q : HilbertCode (M.ownKernel 0)) (hb : q.base = tupleParameter M p i)
(hc : q.IsCanonical) (hu : q.IsUnimodular)
(he : circleLp (M.ownKernel 0 (tupleParameter M p i)) (HilbertCode.circleRep q)
(HilbertCode.measurable_circleRep_fixed q) ∈
rawExactCone M i (M.ownKernel 0 (tupleParameter M p i)) p) :
(p,q) ∈ rawLineGraph M Λ i := by
let _ := retained11
have hq : HilbertCode.encode (tupleParameter M p i)
(circleLp (M.ownKernel 0 (tupleParameter M p i)) (HilbertCode.circleRep q)
(HilbertCode.measurable_circleRep_fixed q)) = q := by
rw [←hb,HilbertCode.circleLp_circleRep q hu,HilbertCode.encode_decode]
have hcan : RayCanonical (hilbertTests (M.ownKernel 0 (tupleParameter M p i)))
(circleLp (M.ownKernel 0 (tupleParameter M p i)) (HilbertCode.circleRep q)
(HilbertCode.measurable_circleRep_fixed q)) := by
rw [←hq] at hc
change RayCanonical (hilbertTests (M.ownKernel 0 (tupleParameter M p i)))
(HilbertCode.decode (HilbertCode.encode (tupleParameter M p i) _)) at hc
simpa only [HilbertCode.decode_encode] using hc
obtain ⟨f,hf,c,d,hd,he⟩ := he
have he' : ∀ᵐ y ∂Λ p, ∏ j, f j (y j) = c := by
rw [hL,rawTupleKernel,Kernel.map_apply _ (measurable_rawTuple M)]
exact ae_map_descent _ (measurable_rawTuple M) he
obtain ⟨a,ha,hai⟩ := canonical_smul_exact_tuple (M.ownKernel 0) Λ (tupleParameter M)
p i hm _ hcan (circleLp_norm _ _ _) f hf c d he' hd
exact ⟨a,ha,hai.trans hq⟩
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory Set
variable {P Ω X Y U : Type*} [MeasurableSpace P] [MeasurableSpace Ω]
[MeasurableSpace X] [MeasurableSpace Y] [MeasurableSpace U]
[retained12 : StandardBorelSpace Ω] [StandardBorelSpace X]
[StandardBorelSpace Y] [Nonempty Y]
(Λ : Kernel P Ω) [IsMarkovKernel Λ] (x : Ω → X) (y : Ω → Y)
(hx : Measurable x) (hy : Measurable y)
def joiningPosterior : Kernel (P × X) Y := (Λ.map (fun ω => (x ω,y ω))).condKernel
instance : IsMarkovKernel (joiningPosterior Λ x y) := inferInstanceAs (IsMarkovKernel (Λ.map (fun ω => (x ω,y ω))).condKernel)
omit [StandardBorelSpace Ω] in
include hx hy in
lemma joiningPosterior_conditional (p : P) :
HasCondDistrib y x ((joiningPosterior Λ x y).sectR p) (Λ p) := by
let K := Λ.map (fun ω => (x ω,y ω))
let : IsMarkovKernel K := Kernel.IsMarkovKernel.map _ (hx.prodMk hy)
have h := congrArg (fun K : Kernel P (X × Y) => K p) (Kernel.disintegrate K K.condKernel)
rw [Kernel.compProd_apply_eq_compProd_sectR,Kernel.fst_apply,Kernel.map_apply _ (hx.prodMk hy)] at h
refine ⟨(hx.prodMk hy).aemeasurable,?_⟩
rw [Measure.map_map measurable_fst (hx.prodMk hy)] at h
exact h.symm
variable (κ : Kernel U X) [IsMarkovKernel κ] (u : P → U)
(f : Y → ℂ) (hf : Measurable f) (B : ℝ) (hB : ∀ z, ‖f z‖ ≤ B)
omit [StandardBorelSpace Ω] in
include hf B hB in
lemma posterior_memLp (p : P) :
MemLp (fun a => ∫ z, f z ∂joiningPosterior Λ x y (p,a)) 2 (κ (u p)) := by
refine MemLp.of_bound (by
exact (hf.stronglyMeasurable.integral_kernel (κ := joiningPosterior Λ x y)).comp_measurable
measurable_prodMk_left |>.aestronglyMeasurable) B ?_
exact Filter.Eventually.of_forall fun a => by
simpa only [probReal_univ,mul_one] using
(norm_integral_le_of_norm_le_const (μ := joiningPosterior Λ x y (p,a))
(Filter.Eventually.of_forall hB))
def posteriorVector (p : P) : Lp ℂ 2 (κ (u p)) :=
(posterior_memLp Λ x y κ u f hf B hB p).toLp _
include retained12 in
lemma measurableSection_posteriorVector (hu : Measurable u) :
MeasurableSection (posteriorVector Λ x y κ u f hf B hB) := by
let _ := retained12
exact measurable_hilbert_encode u hu _ (fun pa => ∫ z, f z ∂joiningPosterior Λ x y pa)
(hf.stronglyMeasurable.integral_kernel (κ := joiningPosterior Λ x y)).measurable
(fun p => (posterior_memLp Λ x y κ u f hf B hB p).coeFn_toLp)
lemma posteriorVector_eq_operator (p : P)
(hxm : MeasurePreserving x (Λ p) (κ (u p))) :
posteriorVector Λ x y κ u f hf B hB p =
JoiningOperator.operator hxm (MeasurePreserving.mk hy rfl)
((MemLp.of_bound hf.aestronglyMeasurable B
(Filter.Eventually.of_forall hB) : MemLp f 2 ((Λ p).map y)).toLp f) := by
let g := (MemLp.of_bound hf.aestronglyMeasurable B
(Filter.Eventually.of_forall hB) : MemLp f 2 ((Λ p).map y)).toLp f
have he : (fun ω => g (y ω)) =ᵐ[Λ p] (fun ω => f (y ω)) :=
(MeasurePreserving.mk hy rfl).quasiMeasurePreserving.ae_eq_comp (MemLp.coeFn_toLp _)
have hl : Integrable (fun ω => f (y ω)) (Λ p) :=
(MemLp.of_bound (hf.comp hy).aestronglyMeasurable B
(Filter.Eventually.of_forall (fun ω => hB (y ω))) : MemLp (fun ω => f (y ω)) 2 (Λ p)).integrable (by norm_num)
have hop := JoiningOperator.operator_ae_eq_condExp hxm (MeasurePreserving.mk hy rfl) g
have hce := JoiningOperator.condExp_of_kernel hxm.measurable (joiningPosterior_conditional Λ x y hxm.measurable hy p)
f hf.stronglyMeasurable hl
have hop' : (fun ω => JoiningOperator.operator hxm (MeasurePreserving.mk hy rfl) g (x ω)) =ᵐ[Λ p]
(fun ω => ∫ z, f z ∂joiningPosterior Λ x y (p,x ω)) :=
hop.trans ((condExp_congr_ae he).trans hce)
have hh : ∀ᵐ z ∂(Λ p).map x, posteriorVector Λ x y κ u f hf B hB p z =
JoiningOperator.operator hxm (MeasurePreserving.mk hy rfl) g z := by
apply ae_map_descent _ hxm.measurable
filter_upwards [hxm.quasiMeasurePreserving.ae_eq_comp (posterior_memLp Λ x y κ u f hf B hB p).coeFn_toLp,hop'] with ω hv ho
exact hv.trans ho.symm
rw [hxm.map_eq] at hh
exact Lp.ext hh
end
section
open MeasureTheory ProbabilityTheory Set
variable {Y : Type*} [MeasurableSpace Y] [MeasurableSpace.CountablyGenerated Y]
lemma hilbertTestFunction_bounded (t : HilbertTestKey Y) :
∃ B : ℝ, ∀ y, ‖hilbertTestFunction t y‖ ≤ B := by
induction t with
| nil => exact ⟨0,fun _ => by simp [hilbertTestFunction]⟩
| cons p t ih =>
obtain ⟨B,hB⟩ := ih
refine ⟨‖(p.1.1 : ℂ) + p.1.2 * Complex.I‖ + B,fun y => ?_⟩
change ‖((p.1.1 : ℂ) + p.1.2 * Complex.I) * (p.2.val.indicator (fun _ => (1 : ℂ))) y + hilbertTestFunction t y‖ ≤ _
apply (norm_add_le _ _).trans
apply add_le_add _ (hB y)
by_cases h : y ∈ p.2.val
· simp only [Set.indicator_of_mem h,mul_one,le_refl]
· simp only [Set.indicator_of_notMem h,mul_zero,norm_zero]
exact norm_nonneg _
variable {P Ω X U : Type*} [MeasurableSpace P] [MeasurableSpace Ω]
[MeasurableSpace X] [MeasurableSpace U] [StandardBorelSpace Ω] [StandardBorelSpace X]
[StandardBorelSpace Y] [Nonempty Y]
(Λ : Kernel P Ω) [IsMarkovKernel Λ] (x : Ω → X) (y : Ω → Y)
(κ : Kernel U X) [IsMarkovKernel κ] (u : P → U)
def posteriorTest (n : ℕ) (p : P) : Lp ℂ 2 (κ (u p)) :=
posteriorVector Λ x y κ u (hilbertTestFunction (hilbertTestKeys n))
(hilbertTestFunction_measurable _) (hilbertTestFunction_bounded _).choose
(hilbertTestFunction_bounded _).choose_spec p
lemma measurableSection_posteriorTest (hu : Measurable u) (n : ℕ) :
MeasurableSection (posteriorTest Λ x y κ u n) :=
measurableSection_posteriorVector Λ x y κ u _ (hilbertTestFunction_measurable _)
(hilbertTestFunction_bounded (hilbertTestKeys n)).choose
(hilbertTestFunction_bounded (hilbertTestKeys n)).choose_spec hu
lemma posteriorTest_eq_operator (hy : Measurable y) (p : P)
(hxm : MeasurePreserving x (Λ p) (κ (u p))) (n : ℕ) :
posteriorTest Λ x y κ u n p =
JoiningOperator.operator hxm (MeasurePreserving.mk hy rfl) (hilbertTests ((Λ p).map y) n) := by
rw [posteriorTest,posteriorVector_eq_operator Λ x y hy κ u _ _ _ _ p hxm]
congr 1
apply Lp.ext
exact (MemLp.coeFn_toLp _).trans (hilbertTestVector_coe _ _).symm
lemma operator_range_le_iff_tests {A B : Type*} [NormedAddCommGroup A] [NormedSpace ℂ A]
[NormedAddCommGroup B] [NormedSpace ℂ B] (L : A →L[ℂ] B)
(v : ℕ → A) (hv : DenseRange v) (S : Submodule ℂ B) (hS : IsClosed (S : Set B)) :
(LinearMap.range L.toLinearMap).topologicalClosure ≤ S ↔ ∀ n, L (v n) ∈ S := by
constructor
· intro h n
exact h (Submodule.le_topologicalClosure _ ⟨v n,rfl⟩)
· intro h
apply Submodule.topologicalClosure_minimal _ _ hS
rintro _ ⟨a,rfl⟩
exact hv.induction_on a (hS.preimage L.continuous) h
end
section
open MeasureTheory ProbabilityTheory
section
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
lemma operator_range_eq_span_tests {A B : Type*} [NormedAddCommGroup A] [NormedSpace ℂ A]
[NormedAddCommGroup B] [NormedSpace ℂ B] (L : A →L[ℂ] B)
(v : ℕ → A) (hv : DenseRange v) :
(LinearMap.range L.toLinearMap).topologicalClosure =
(Submodule.span ℂ (Set.range (fun n => L (v n)))).topologicalClosure := by
apply le_antisymm
· apply (operator_range_le_iff_tests L v hv _ (Submodule.isClosed_topologicalClosure _)).mpr
intro n
exact Submodule.le_topologicalClosure _ (Submodule.subset_span ⟨n,rfl⟩)
· apply Submodule.topologicalClosure_mono
apply Submodule.span_le.mpr
rintro _ ⟨n,rfl⟩
exact ⟨v n,rfl⟩
variable {P U Y : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] {κ : Kernel U Y} [IsMarkovKernel κ]
lemma MeasurableSection.circle (u : P → U) (hu : Measurable u) (f : P → Y → Circle)
(hf : Measurable (Function.uncurry f)) :
MeasurableSection (fun p => circleLp (κ (u p)) (f p)
(hf.comp (measurable_const.prodMk measurable_id))) := by
apply measurable_hilbert_encode u hu _ (fun py : P × Y => (f py.1 py.2 : ℂ))
(measurable_subtype_coe.comp hf)
intro p
exact circleLp_coe _ _ _
lemma MeasurableSection.comp {Q : Type*} [MeasurableSpace Q] {u : P → U}
{v : ∀ p, Lp ℂ 2 (κ (u p))} (hv : MeasurableSection v) (g : Q → P) (hg : Measurable g) :
MeasurableSection (fun q => v (g q)) := Measurable.comp hv hg
end
namespace ArrayObjects.Object.Rolled
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
def rawSlotTest (i : I) (n : ℕ) (p : Arr I M.U 1) : Lp ℂ 2 (M.ownKernel 0 (plane 0 0 i p)) :=
posteriorTest (M.ownKernel 1) (plane 0 0 i) (slotRest M i) (M.ownKernel 0) (plane 0 0 i) n p
def rawSlotTestSpan (i : I) (p : Arr I M.U 1) : Submodule ℂ (Lp ℂ 2 (M.ownKernel 0 (plane 0 0 i p))) :=
(Submodule.span ℂ (Set.range (fun n => rawSlotTest M i n p))).topologicalClosure
lemma measurableSection_rawSlotTest (i : I) (n : ℕ) : MeasurableSection (rawSlotTest M i n) :=
measurableSection_posteriorTest _ _ _ _ _ (measurable_plane _ _ _) n
lemma rawSlotTest_eq_operator (i : I) (p : Arr I M.U 1)
(hp : MeasurePreserving (plane 0 0 i) (M.ownKernel 1 p)
(M.ownKernel 0 (plane 0 0 i p))) (n : ℕ) :
rawSlotTest M i n p = JoiningOperator.operator hp
(MeasurePreserving.mk (measurable_slotRest M i) rfl)
(hilbertTests ((M.ownKernel 1 p).map (slotRest M i)) n) :=
posteriorTest_eq_operator _ _ _ _ _ (measurable_slotRest M i) p hp n
lemma rawSlotActive_eq_testSpan (hI : 2 ≤ Fintype.card I) (i : I) :
∀ᵐ p ∂M.parameterLaw 1,
rawSlotActive M i (M.ownKernel 0 (plane 0 0 i p)) p = rawSlotTestSpan M i p := by
have hm := ConditionalFibres.marginal (measurable_plane 0 0 i)
(M.ownKernel_conditional 1) (M.plane_conditional hI 0 i)
filter_upwards [hm] with p hp
have hp' : MeasurePreserving (plane 0 0 i) (M.ownKernel 1 p) (M.ownKernel 0 (plane 0 0 i p)) := hp rw [rawSlotActive_eq M i _ p hp',rawSlotTestSpan]
have ht : (fun n => rawSlotTest M i n p) = (fun n => JoiningOperator.operator hp' (MeasurePreserving.mk (measurable_slotRest M i) rfl) (hilbertTests ((M.ownKernel 1 p).map (slotRest M i)) n)) := funext (rawSlotTest_eq_operator M i p hp')
rw [ht]
exact operator_range_eq_span_tests _ _ (hilbertTests_dense _)
variable {P : Type*} [MeasurableSpace P]
lemma measurableSet_rawSlot_mem (i : I) (f : P → Arr I M.Y 0 → Circle)
(hf : Measurable (Function.uncurry f)) :
MeasurableSet {pq : P × Arr I M.U 1 | circleLp (M.ownKernel 0 (plane 0 0 i pq.2)) (f pq.1)
(hf.comp (measurable_const.prodMk measurable_id)) ∈ rawSlotTestSpan M i pq.2} := by
apply measurableSet_section_mem_span ((measurable_plane _ _ _).comp measurable_snd)
(fun n => (measurableSection_rawSlotTest M i n).comp Prod.snd measurable_snd)
exact MeasurableSection.circle _ ((measurable_plane _ _ _).comp measurable_snd)
(fun pq => f pq.1) (hf.comp ((measurable_fst.comp measurable_fst).prodMk measurable_snd))
def rawSlotIndicator (i : I) (f : P → Arr I M.Y 0 → Circle)
(hf : Measurable (Function.uncurry f)) (p : P) (q : Arr I M.U 1) : Bool := by
classical
exact decide (circleLp (M.ownKernel 0 (plane 0 0 i q)) (f p)
(hf.comp (measurable_const.prodMk measurable_id)) ∈ rawSlotTestSpan M i q)
lemma measurable_rawSlotIndicator (i : I) (f : P → Arr I M.Y 0 → Circle)
(hf : Measurable (Function.uncurry f)) : Measurable (Function.uncurry (rawSlotIndicator M i f hf)) := by
classical
change Measurable (fun pq : P × Arr I M.U 1 => decide
(circleLp (M.ownKernel 0 (plane 0 0 i pq.2)) (f pq.1)
(hf.comp (measurable_const.prodMk measurable_id)) ∈ rawSlotTestSpan M i pq.2))
apply measurable_to_bool
simpa only [Set.preimage,Set.mem_singleton_iff,decide_eq_true_eq] using
measurableSet_rawSlot_mem M i f hf
lemma rawSlotIndicator_eq_true_iff (i : I) (f : P → Arr I M.Y 0 → Circle)
(hf : Measurable (Function.uncurry f)) (p : P) (q : Arr I M.U 1) :
rawSlotIndicator M i f hf p q = true ↔
circleLp (M.ownKernel 0 (plane 0 0 i q)) (f p)
(hf.comp (measurable_const.prodMk measurable_id)) ∈ rawSlotTestSpan M i q := by
classical
exact decide_eq_true_iff
end ArrayObjects.Object.Rolled
end
section
open MeasureTheory ProbabilityTheory Set
open scoped ENNReal
variable {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ]
lemma independent_equal_indicators {f g : Ω → Bool}
(hf : Measurable f) (hfg : IndepFun f g μ) (he : f =ᵐ[μ] g) :
(∀ᵐ ω ∂μ, f ω = false) ∨ ∀ᵐ ω ∂μ, f ω = true := by
have hi : IndepFun f f μ := hfg.congr Filter.EventuallyEq.rfl he.symm
have hp := hi.measure_inter_preimage_eq_mul ({true} : Set Bool) ({true} : Set Bool)
(measurableSet_singleton _) (measurableSet_singleton _)
simp only [inter_self] at hp
let p := μ (f ⁻¹' ({true} : Set Bool)) have hfin : p ≠ ∞ := measure_ne_top _ _ have hz : p = 0 ∨ p = 1 := by by_cases h : p = 0 · exact Or.inl h · right apply (ENNReal.mul_right_inj h hfin).mp simpa only [p,mul_one] using hp.symm
rcases hz with hz | ho
· left
have ha : ∀ᵐ ω ∂μ, ω ∉ f ⁻¹' ({true} : Set Bool) := by
exact ae_iff.mpr (by simpa only [p,not_not,Set.ofPred_mem_eq] using hz)
filter_upwards [ha] with ω hω
cases h : f ω <;> simp_all
· right
exact (mem_ae_iff_prob_eq_one ((measurableSet_singleton true).preimage hf)).mpr ho
end
section
open MeasureTheory ProbabilityTheory
variable {X Y : Type*} [MeasurableSpace X] [MeasurableSpace Y]
{μ : Measure X} {ν : Measure Y} [IsProbabilityMeasure μ] [IsProbabilityMeasure ν]
lemma product_equal_positive_indicators (f : X → Bool) (g : Y → Bool)
(hf : Measurable f) (hg : Measurable g)
(he : ∀ᵐ p ∂μ.prod ν, f p.1 = g p.2)
(hp : μ {x | f x = true} ≠ 0) :
(∀ᵐ x ∂μ, f x = true) ∧ ∀ᵐ y ∂ν, g y = true := by
have h := independent_equal_indicators (hf.comp measurable_fst) (indepFun_prod hf hg) he
have htrue : ∀ᵐ p ∂μ.prod ν, f p.1 = true := by
rcases h with hz | ht
· have hfalse : ∀ᵐ x ∂μ, f x = false := by
rw [←(measurePreserving_fst (μ := μ) (ν := ν)).map_eq]
exact (ae_map_iff measurable_fst.aemeasurable (measurableSet_eq_fun hf measurable_const)).mpr hz
apply False.elim
apply hp
simpa only [Bool.not_eq_false] using (ae_iff.mp hfalse)
· exact ht
constructor
· rw [←(measurePreserving_fst (μ := μ) (ν := ν)).map_eq]
exact (ae_map_iff measurable_fst.aemeasurable (measurableSet_eq_fun hf measurable_const)).mpr htrue
· rw [←(measurePreserving_snd (μ := μ) (ν := ν)).map_eq]
apply (ae_map_iff measurable_snd.aemeasurable (measurableSet_eq_fun hg measurable_const)).mpr
filter_upwards [htrue,he] with p hp he
exact he ▸ hp
variable {Ω S : Type*} [MeasurableSpace Ω] [MeasurableSpace S]
[StandardBorelSpace Ω] [StandardBorelSpace S] [StandardBorelSpace X] [StandardBorelSpace Y]
{ρ : Measure Ω} [IsProbabilityMeasure ρ] {s : Ω → S} {x : Ω → X} {y : Ω → Y}
{κ : Kernel S X} {l : Kernel S Y} [IsMarkovKernel κ] [IsMarkovKernel l]
omit [StandardBorelSpace Ω] [StandardBorelSpace S] [StandardBorelSpace X] in
lemma conditional_joint_ae_lift (hs : Measurable s) (hx : Measurable x)
(hκ : HasCondDistrib x s κ ρ) {P : S → X → Prop}
(hPm : MeasurableSet {p : S × X | P p.1 p.2})
(hP : ∀ᵐ a ∂ρ.map s, ∀ᵐ b ∂κ a, P a b) : ∀ᵐ ω ∂ρ, P (s ω) (x ω) := by
have h : ∀ᵐ p ∂(ρ.map s) ⊗ₘ κ, P p.1 p.2 := (Measure.ae_compProd_iff hPm).mpr hP
rw [←hκ.map_eq] at h
exact ae_of_ae_map (hs.prodMk hx).aemeasurable h
lemma conditional_equal_positive_indicators
(hs : Measurable s) (hx : Measurable x) (hy : Measurable y)
(hκ : HasCondDistrib (fun ω => (x ω,y ω)) s (κ ×ₖ l) ρ)
(f : S → X → Bool) (g : S → Y → Bool)
(hf : Measurable (Function.uncurry f)) (hg : Measurable (Function.uncurry g))
(he : ∀ᵐ ω ∂ρ, f (s ω) (x ω) = g (s ω) (y ω))
(hp : ∀ᵐ a ∂ρ.map s, κ a {z | f a z = true} ≠ 0) :
∀ᵐ ω ∂ρ, f (s ω) (x ω) = true ∧ g (s ω) (y ω) = true := by
have hd := conditional_ae_descent (κ := κ ×ₖ l)
(P := fun a p => f a p.1 = g a p.2) hs (hx.prodMk hy) hκ he
have ht : ∀ᵐ a ∂ρ.map s, ∀ᵐ p ∂(κ ×ₖ l) a, f a p.1 = true ∧ g a p.2 = true := by
filter_upwards [hd,hp] with a ha hp
rw [Kernel.prod_apply] at ha ⊢
have h := product_equal_positive_indicators (f a) (g a)
(hf.comp (measurable_const.prodMk measurable_id))
(hg.comp (measurable_const.prodMk measurable_id)) ha hp
exact (measurePreserving_fst.quasiMeasurePreserving.ae h.1).and
(measurePreserving_snd.quasiMeasurePreserving.ae h.2)
apply conditional_joint_ae_lift hs (hx.prodMk hy) hκ _ ht
exact ((measurableSet_eq_fun (hf.comp (measurable_fst.prodMk (measurable_fst.comp measurable_snd)))
measurable_const).inter (measurableSet_eq_fun
(hg.comp (measurable_fst.prodMk (measurable_snd.comp measurable_snd))) measurable_const))
end
section
open MeasureTheory ProbabilityTheory
variable {Ω S Z : Type*} [MeasurableSpace Ω] [MeasurableSpace S] [MeasurableSpace Z]
{μ : Measure Ω} [IsProbabilityMeasure μ] {s : Ω → S} {z : Ω → Z}
{κ : Kernel S Z} [IsSFiniteKernel κ]
lemma conditional_ae_lift (hs : Measurable s) (hz : Measurable z)
(hκ : HasCondDistrib z s κ μ) {P : Z → Prop} (hPm : MeasurableSet {z | P z})
(hP : ∀ᵐ a ∂μ.map s, ∀ᵐ b ∂κ a, P b) : ∀ᵐ ω ∂μ, P (z ω) := by
have h : ∀ᵐ sb ∂(μ.map s) ⊗ₘ κ, P sb.2 :=
(Measure.ae_compProd_iff (hPm.preimage measurable_snd)).mpr hP
rw [←hκ.map_eq] at h
exact ae_of_ae_map (hs.prodMk hz).aemeasurable h
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory
open scoped BigOperators ENNReal
local instance : Fact ((2 : ℝ≥0∞) ≠ ∞) := ⟨by norm_num⟩
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
omit [DecidableEq I] in
lemma parameterCoordinate_conditional (i : I) :
HasCondDistrib (id : Arr I M.U 1 → Arr I M.U 1) (plane 0 0 i)
(M.parameterCoordinateKernel i) (M.parameterLaw 1) :=
⟨((measurable_plane _ _ _).prodMk measurable_id).aemeasurable,
(compProd_map_condDistrib (by fun_prop) measurable_id.aemeasurable).symm⟩
omit [DecidableEq I] in
lemma coordinate_conditional_descent (i : I) {P : Arr I M.U 0 → Arr I M.U 1 → Prop}
(hP : ∀ᵐ p ∂M.parameterLaw 1, P (plane 0 0 i p) p) :
∀ᵐ u ∂M.parameterLaw 0, ∀ᵐ p ∂M.parameterCoordinateKernel i u, P u p := by
have h := conditional_ae_descent (κ := M.parameterCoordinateKernel i) (measurable_plane _ _ _) measurable_id
(parameterCoordinate_conditional M i) hP
rwa [M.parameterLaw_consistent 0 0 i] at h
lemma raw_diagonal_binary (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I) (i : I) :
∀ᵐ u ∂M.parameterLaw 0,
∀ᵐ pq ∂(M.parameterCoordinateKernel i u).prod (M.parameterCoordinateKernel i u),
∀ (f : I → Arr I M.Y 0 → Circle) (hf : ∀ j, Measurable (f j)) (c : Circle),
(∀ᵐ y ∂M.ownKernel 1 pq.1, ∏ j, f j (plane 0 0 j y) = c) →
let v := circleLp (M.ownKernel 0 u) (f i) (hf i)
(rawSlotActive M i (M.ownKernel 0 u) pq.2).starProjection v = 0 ∨
(rawSlotActive M i (M.ownKernel 0 u) pq.2).starProjection v = v := by
let P : Arr I M.U 0 → (Arr I M.U 1 × Arr I M.U 1) → Prop := fun u pq =>
∀ (f : I → Arr I M.Y 0 → Circle) (hf : ∀ j, Measurable (f j)) (c : Circle),
(∀ᵐ y ∂M.ownKernel 1 pq.1, ∏ j, f j (plane 0 0 j y) = c) →
let v := circleLp (M.ownKernel 0 u) (f i) (hf i)
(rawSlotActive M i (M.ownKernel 0 u) pq.2).starProjection v = 0 ∨
(rawSlotActive M i (M.ownKernel 0 u) pq.2).starProjection v = v
have h := conditional_ae_descent (P := P)
((measurable_plane 0 0 i).comp (measurable_plane 1 0 i))
((measurable_plane _ _ _).prodMk (measurable_plane _ _ _))
(M.diagonal_parameter_product hM (by omega) i) (raw_row_line_projection M hM hk i i)
rw [←Measure.map_map (measurable_plane 0 0 i) (measurable_plane 1 0 i),
M.parameterLaw_consistent 1 0 i,M.parameterLaw_consistent 0 0 i] at h
simpa only [Kernel.prod_apply] using h
omit [DecidableEq I] in
lemma raw_coordinate_marginal (hI : 2 ≤ Fintype.card I) (i : I) :
∀ᵐ u ∂M.parameterLaw 0, ∀ᵐ p ∂M.parameterCoordinateKernel i u,
MeasurePreserving (plane 0 0 i) (M.ownKernel 1 p) (M.ownKernel 0 u) := by
exact coordinate_conditional_descent M i
(ConditionalFibres.marginal (measurable_plane 0 0 i)
(M.ownKernel_conditional 1) (M.plane_conditional hI 0 i))
lemma raw_slot_mem_parameter_congr (i : I) (u v : Arr I M.U 0) (h : u = v)
(p : Arr I M.U 1) (f : Arr I M.Y 0 → Circle) (hf : Measurable f) :
(circleLp (M.ownKernel 0 u) f hf ∈ rawSlotActive M i (M.ownKernel 0 u) p) ↔
(circleLp (M.ownKernel 0 v) f hf ∈ rawSlotActive M i (M.ownKernel 0 v) p) := by
subst v
rfl
lemma raw_diagonal_positive (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I) (i : I)
(f : Arr I M.U 1 → I → Arr I M.Y 0 → Circle)
(hf : ∀ j, Measurable (fun py : Arr I M.U 1 × Arr I M.Y 0 => f py.1 j py.2))
(he : ∀ᵐ p ∂M.parameterLaw 1, ∃ c : Circle,
∀ᵐ y ∂M.ownKernel 1 p, ∏ j, f p j (plane 0 0 j y) = c) :
∀ᵐ p ∂M.parameterLaw 1,
M.parameterCoordinateKernel i (plane 0 0 i p)
{q | rawSlotIndicator M i (fun p => f p i) (hf i) p q = true} ≠ 0 := by
have hI : 2 ≤ Fintype.card I := by omega
have hq := coordinate_conditional_descent M i
(P := fun u p => plane 0 0 i p = u) (Filter.Eventually.of_forall fun _ => rfl)
have ht := coordinate_conditional_descent M i
(P := fun _ p => rawSlotActive M i (M.ownKernel 0 (plane 0 0 i p)) p = rawSlotTestSpan M i p)
(rawSlotActive_eq_testSpan M hI i)
have hex := coordinate_conditional_descent M i (P := fun _ p => ∃ c : Circle,
∀ᵐ y ∂M.ownKernel 1 p, ∏ j, f p j (plane 0 0 j y) = c) he
have hp : ∀ᵐ u ∂M.parameterLaw 0, ∀ᵐ p ∂M.parameterCoordinateKernel i u,
M.parameterCoordinateKernel i (plane 0 0 i p)
{q | rawSlotIndicator M i (fun p => f p i) (hf i) p q = true} ≠ 0 := by
filter_upwards [raw_diagonal_binary M hM hk i,raw_coordinate_marginal M hI i,hq,ht,hex]
with u hbin hm hq ht hex
have hnon := active_projection_not_ae_zero (M.parameterCoordinateKernel i u)
(fun p => rawSlotActive M i (M.ownKernel 0 u) p)
filter_upwards [Measure.ae_ae_of_ae_prod hbin,hm,hq,hex,hnon] with p hbin hm hpu hex hnon
obtain ⟨c, hc⟩ := hex
let hf' : ∀ j, Measurable (f p j) := fun j => (hf j).comp (measurable_const.prodMk measurable_id)
let v := circleLp (M.ownKernel 0 u) (f p i) (hf' i)
have hva : v ∈ rawSlotActive M i (M.ownKernel 0 u) p := raw_tuple_active M i p _ hm (f p) hf' c hc
have hne : v ≠ 0 := circleLp_ne_zero _ _ _
intro hz
rw [hpu] at hz
have hnmem : ∀ᵐ q ∂M.parameterCoordinateKernel i u,
rawSlotIndicator M i (fun p => f p i) (hf i) p q ≠ true := by
apply ae_iff.mpr
simpa only [not_not] using hz
apply hnon v hva hne
filter_upwards [hbin,hq,ht,hnmem] with q hbin hqu ht hnmem
rcases hbin (f p) hf' c hc with hzero | hself
· exact hzero
· apply False.elim
apply hnmem
apply (rawSlotIndicator_eq_true_iff M i (fun p => f p i) (hf i) p q).mpr
rw [←ht]
have hmem := (rawSlotActive M i (M.ownKernel 0 u) q).starProjection_eq_self_iff.mp hself
exact (raw_slot_mem_parameter_congr M i u _ hqu.symm q (f p i) (hf' i)).mp hmem
have hmeas : MeasurableSet {p : Arr I M.U 1 |
M.parameterCoordinateKernel i (plane 0 0 i p)
{q | rawSlotIndicator M i (fun p => f p i) (hf i) p q = true} ≠ 0} := by
have h := Kernel.measurable_kernel_prodMk_left
(κ := (M.parameterCoordinateKernel i).comap (plane 0 0 i) (measurable_plane _ _ _))
(measurableSet_eq_fun (measurable_rawSlotIndicator M i (fun p => f p i) (hf i)) (measurable_const (a := true)))
exact (measurableSet_eq_fun h (measurable_const (a := (0 : ℝ≥0∞)))).compl
apply conditional_ae_lift (κ := M.parameterCoordinateKernel i) (measurable_plane _ _ _) measurable_id
(parameterCoordinate_conditional M i) hmeas
rwa [M.parameterLaw_consistent 0 0 i]
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory
namespace FiniteKernel
variable {ι S Y : Type*} [Fintype ι] [MeasurableSpace S] [MeasurableSpace Y]
lemma map_pair (κ : ι → Kernel S Y) [∀ i, IsMarkovKernel (κ i)]
(i j : ι) (hij : i ≠ j) :
(pi κ).map (fun y => (y i,y j)) = κ i ×ₖ κ j := by
ext s : 1
rw [Kernel.map_apply _ ((measurable_pi_apply i).prodMk (measurable_pi_apply j)),pi_apply,Kernel.prod_apply]
have hi : iIndepFun (fun i : ι => Function.eval i) (Measure.pi (fun i => κ i s)) :=
iIndepFun_pi (fun _ => measurable_id.aemeasurable)
rw [(hi.indepFun hij).map_prod_eq_prod_map_map (measurable_pi_apply i).aemeasurable (measurable_pi_apply j).aemeasurable, (measurePreserving_eval (fun i => κ i s) i).map_eq, (measurePreserving_eval (fun i => κ i s) j).map_eq]
end FiniteKernel
namespace ArrayObjects.Object.Rolled
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma parameter_pair_geometry (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I)
(a j t : I) (hjt : j ≠ t) :
HasCondDistrib (fun e => (plane 1 (Fin.last 1) j e,plane 1 (Fin.last 1) t e))
(plane 1 0 a)
((M.parameterCoordinateKernel a).comap (plane 0 0 j) (measurable_plane _ _ _) ×ₖ
(M.parameterCoordinateKernel a).comap (plane 0 0 t) (measurable_plane _ _ _))
(M.parameterLaw 2) := by
have hpair : ({j,t} : Finset I) ≠ Finset.univ := by
intro h
have := pair_complement_nonempty hk j t
simp only [h,Finset.compl_univ,Finset.not_nonempty_empty] at this
let j' : ({j,t} : Finset I) := ⟨j,by simp⟩
let t' : ({j,t} : Finset I) := ⟨t,by simp⟩
have hne : j' ≠ t' := fun h => hjt (congrArg Subtype.val h)
have h := (parameter_geometry M hM (by omega) a {j,t} hpair).comp_left
((measurable_pi_apply j').prodMk (measurable_pi_apply t'))
rw [FiniteKernel.map_pair _ j' t' hne] at h
exact h
end ArrayObjects.Object.Rolled
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
section CircleSlotIndicators
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma rawSlotIndicator_on_square (hI : 2 ≤ Fintype.card I) (a j : I)
(f : Arr I M.U 1 → Arr I M.Y 0 → Circle)
(hf : Measurable (Function.uncurry f)) :
∀ᵐ e ∂M.parameterLaw 2,
rawSlotIndicator M a f hf (plane 1 0 a e) (plane 1 (Fin.last 1) j e) = true ↔
circleLp (M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))) (f (plane 1 0 a e))
(hf.comp (measurable_const.prodMk measurable_id)) ∈
rawSlotActive M a (M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))) (plane 1 (Fin.last 1) j e) := by
have hmp : MeasurePreserving (plane 1 (Fin.last 1) j) (M.parameterLaw 2) (M.parameterLaw 1) :=
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩
filter_upwards [hmp.quasiMeasurePreserving.ae (rawSlotActive_eq_testSpan M hI a)] with e he
rw [rawSlotIndicator_eq_true_iff,←he]
have hloc : plane 0 0 j (plane 1 0 a e) = plane 0 0 a (plane 1 (Fin.last 1) j e) := by
funext x
simp only [plane]
congr 1
funext t
fin_cases t <;> rfl
rw [hloc]
lemma raw_row_indicators_equal (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I)
(a j t : I) (hjt : j ≠ t)
(f : Arr I M.U 1 → I → Arr I M.Y 0 → Circle)
(hf : ∀ i, Measurable (fun py : Arr I M.U 1 × Arr I M.Y 0 => f py.1 i py.2))
(he : ∀ᵐ p ∂M.parameterLaw 1, ∃ c : Circle,
∀ᵐ y ∂M.ownKernel 1 p, ∏ i, f p i (plane 0 0 i y) = c) :
∀ᵐ e ∂M.parameterLaw 2,
rawSlotIndicator M a (fun p => f p j) (hf j) (plane 1 0 a e) (plane 1 (Fin.last 1) j e) =
rawSlotIndicator M a (fun p => f p t) (hf t) (plane 1 0 a e) (plane 1 (Fin.last 1) t e) := by
have hr : MeasurePreserving (plane 1 0 a) (M.parameterLaw 2) (M.parameterLaw 1) :=
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩
filter_upwards [raw_row_membership_transfer M hM hk a j t hjt, rawSlotIndicator_on_square M (by omega) a j (fun p => f p j) (hf j), rawSlotIndicator_on_square M (by omega) a t (fun p => f p t) (hf t),hr.quasiMeasurePreserving.ae he]
with e htrans hj ht hex
obtain ⟨c,hc⟩ := hex
apply Bool.eq_iff_iff.mpr
rw [hj,ht]
exact htrans (f (plane 1 0 a e))
(fun i => (hf i).comp (measurable_const.prodMk measurable_id)) c hc
lemma raw_row_membership_forced (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I) (a j : I)
(f : Arr I M.U 1 → I → Arr I M.Y 0 → Circle)
(hf : ∀ i, Measurable (fun py : Arr I M.U 1 × Arr I M.Y 0 => f py.1 i py.2))
(he : ∀ᵐ p ∂M.parameterLaw 1, ∃ c : Circle,
∀ᵐ y ∂M.ownKernel 1 p, ∏ i, f p i (plane 0 0 i y) = c) :
∀ᵐ e ∂M.parameterLaw 2,
circleLp (M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))) (f (plane 1 0 a e) j)
((hf j).comp (measurable_const.prodMk measurable_id)) ∈
rawSlotActive M a (M.ownKernel 0 (plane 0 0 j (plane 1 0 a e))) (plane 1 (Fin.last 1) j e) := by
have hforce (t : I) (hat : a ≠ t) :
∀ᵐ e ∂M.parameterLaw 2,
rawSlotIndicator M a (fun p => f p a) (hf a) (plane 1 0 a e) (plane 1 (Fin.last 1) a e) = true ∧
rawSlotIndicator M a (fun p => f p t) (hf t) (plane 1 0 a e) (plane 1 (Fin.last 1) t e) = true := by
apply conditional_equal_positive_indicators (measurable_plane _ _ _) (measurable_plane _ _ _)
(measurable_plane _ _ _) (parameter_pair_geometry M hM hk a a t hat)
(rawSlotIndicator M a (fun p => f p a) (hf a)) (rawSlotIndicator M a (fun p => f p t) (hf t))
(measurable_rawSlotIndicator M a _ _) (measurable_rawSlotIndicator M a _ _)
(raw_row_indicators_equal M hM hk a a t hat f hf he)
rw [M.parameterLaw_consistent 1 0 a]
exact raw_diagonal_positive M hM hk a f hf he
have hind : ∀ᵐ e ∂M.parameterLaw 2,
rawSlotIndicator M a (fun p => f p j) (hf j) (plane 1 0 a e) (plane 1 (Fin.last 1) j e) = true := by
by_cases haj : a = j
· subst j
have hex : ∃ t : I, a ≠ t := by
by_contra! h
have hc : Fintype.card I ≤ 1 := Fintype.card_le_one_iff.mpr (fun x y => (h x).symm.trans (h y))
omega
obtain ⟨t,hat⟩ := hex
exact (hforce t hat).mono fun _ h => h.1
· exact (hforce j haj).mono fun _ h => h.2
filter_upwards [hind,rawSlotIndicator_on_square M (by omega) a j (fun p => f p j) (hf j)] with e he hh
exact hh.mp he
omit [DecidableEq I] in
lemma parameter_cell_commute (a j : I) (e : Arr I M.U 2) :
tupleParameter M (plane 1 0 a e) j = tupleParameter M (plane 1 (Fin.last 1) j e) a := by
funext x
simp only [tupleParameter,plane]
congr 1
funext t
fin_cases t <;> rfl
omit [DecidableEq I] in
lemma rawExactCone_parameter_congr (i : I) (u v : Arr I M.U 0) (h : u = v)
(p : Arr I M.U 1) (f : Arr I M.Y 0 → Circle) (hf : Measurable f) :
(circleLp (M.ownKernel 0 u) f hf ∈ rawExactCone M i (M.ownKernel 0 u) p) ↔
(circleLp (M.ownKernel 0 v) f hf ∈ rawExactCone M i (M.ownKernel 0 v) p) := by
subst v
rfl
lemma rawLineGraph_row_inclusion (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I)
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hL : Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M)
(hm : ∀ p j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j)))
(hind : ∀ p j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun y : I → Arr I M.Y 0 => y t) (Λ p)) (a j : I) :
∀ᵐ e ∂M.parameterLaw 2, ∀ q : HilbertCode (M.ownKernel 0),
(plane 1 0 a e,q) ∈ rawLineGraph M Λ j →
(plane 1 (Fin.last 1) j e,q) ∈ rawLineGraph M Λ a := by
classical
obtain ⟨D,s,hD,hs,hbase,hmem,_,hcover⟩ := exactCode_sections (M.ownKernel 0) Λ
(tupleParameter M) (measurable_tupleParameter M) hk hm hind
let f : ℕ → Arr I M.U 1 → I → Arr I M.Y 0 → Circle :=
fun n p i y => if p ∈ D n then HilbertCode.circleRep (s n p i) y else 1
have hf (n i) : Measurable (fun py : Arr I M.U 1 × Arr I M.Y 0 => f n py.1 i py.2) := by
exact (HilbertCode.measurable_circleRep.comp
((((measurable_pi_apply i).comp (hs n)).comp measurable_fst).prodMk measurable_snd)).ite
((hD n).preimage measurable_fst) measurable_const
have hex (n) : ∀ᵐ p ∂M.parameterLaw 1, ∃ c : Circle,
∀ᵐ y ∂M.ownKernel 1 p, ∏ i, f n p i (plane 0 0 i y) = c := by
filter_upwards [hL] with p hp
by_cases hpd : p ∈ D n
· obtain ⟨c,hc⟩ := exactCode_circle_tuple (M.ownKernel 0) Λ (tupleParameter M) (hm p) (hmem n p hpd)
rw [hp,rawTupleKernel,Kernel.map_apply _ (measurable_rawTuple M)] at hc
refine ⟨c,?_⟩
have he := ae_of_ae_map (measurable_rawTuple M).aemeasurable hc
simpa only [f,ite_eq_left hpd,rawTuple] using he
· exact ⟨1,Filter.Eventually.of_forall (fun _ => by simp only [f,ite_eq_right hpd,Finset.prod_const_one])⟩
have hrow : MeasurePreserving (plane 1 0 a) (M.parameterLaw 2) (M.parameterLaw 1) :=
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩
have hcol : MeasurePreserving (plane 1 (Fin.last 1) j) (M.parameterLaw 2) (M.parameterLaw 1) :=
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩
filter_upwards [ae_all_iff.mpr (fun n => raw_row_membership_forced M hM hk a j (f n) (hf n) (hex n)), raw_row_active_to_column_exact M hM hk a j, hrow.quasiMeasurePreserving.ae (ae_all_iff.mpr hex),hcol.quasiMeasurePreserving.ae hL]
with e hforce hcone hexes hLe
intro q hq
obtain ⟨b,hb,hbi⟩ := hq
dsimp only [Prod.fst,Prod.snd] at hb hbi
obtain ⟨n,hnd,hns⟩ := hcover (_,b) hb
dsimp only [Prod.fst,Prod.snd] at hnd hns
have hfq : f n (plane 1 0 a e) j = HilbertCode.circleRep q := by
funext y
dsimp only [f]
rw [ite_eq_left hnd,hns,hbi]
obtain ⟨c,hc⟩ := hexes n
have hce := hcone (f n (plane 1 0 a e))
(fun i => (hf n i).comp (measurable_const.prodMk measurable_id)) c hc (hforce n)
have hcc : q.IsCanonical ∧ q.IsUnimodular := by
rw [←hbi]
exact hb.2.1 j
have hqb : q.base = tupleParameter M (plane 1 (Fin.last 1) j e) a := by
rw [←hbi]
exact (hb.1 j).trans (parameter_cell_commute M a j e)
apply rawCode_of_cone M Λ _ a hLe (hm _) q hqb hcc.1 hcc.2
change circleLp (M.ownKernel 0 (tupleParameter M (plane 1 0 a e) j)) _ _ ∈
rawExactCone M a (M.ownKernel 0 (tupleParameter M (plane 1 0 a e) j)) _ at hce
apply (rawExactCone_parameter_congr M a _ _ (parameter_cell_commute M a j e)
_ q.circleRep (HilbertCode.measurable_circleRep_fixed q)).mp
simpa only [hfq] using hce
end CircleSlotIndicators
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
omit [DecidableEq I] in
lemma rawLineGraph_base {Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)}
{p : Arr I M.U 1} {i : I} {q : HilbertCode (M.ownKernel 0)}
(h : (p,q) ∈ rawLineGraph M Λ i) : q.base = tupleParameter M p i := by
obtain ⟨a,ha,hq⟩ := h
dsimp only [Prod.fst,Prod.snd] at ha hq
rw [←hq]
exact ha.1 i
omit [DecidableEq I] in
lemma rawLineGraph_canonical {Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)}
{p : Arr I M.U 1} {i : I} {q : HilbertCode (M.ownKernel 0)}
(h : (p,q) ∈ rawLineGraph M Λ i) : q.IsCanonical ∧ q.IsUnimodular := by
obtain ⟨a,ha,hq⟩ := h
dsimp only [Prod.fst,Prod.snd] at ha hq
rw [←hq]
exact ha.2.1 i
lemma rawLineGraph_separated (hk : 3 ≤ Fintype.card I)
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hm : ∀ p j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j)))
(hind : ∀ p j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun y : I → Arr I M.Y 0 => y t) (Λ p))
(p : Arr I M.U 1) (i : I) (q r : HilbertCode (M.ownKernel 0))
(hq : (p,q) ∈ rawLineGraph M Λ i) (hr : (p,r) ∈ rawLineGraph M Λ i)
(hne : q ≠ r) : 1 ≤ HilbertCode.distance q r := by
obtain ⟨a,ha,hai⟩ := hq
obtain ⟨b,hb,hbi⟩ := hr
dsimp only [Prod.fst,Prod.snd] at ha hb hai hbi
have h := HilbertCode.exact_codes_dichotomy (κ := M.ownKernel 0) hk (Λ p) a b
(fun j => (ha.1 j).trans (hb.1 j).symm) ha.2.1 hb.2.1
(fun j => by simpa only [ha.1 j] using hm p j) (hind p) ha.2.2 hb.2.2
rcases h with h | h
· exact (hne (hai.symm.trans ((congrFun h i).trans hbi))).elim
· simpa only [hai,hbi] using h i
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory Set
variable {P Z U : Type*} [MeasurableSpace P] [MeasurableSpace Z] [MeasurableSpace U]
omit [MeasurableSpace Z] in
lemma iid_random_set_descent (μ : Measure P) [IsProbabilityMeasure μ]
(S : P → Set Z) (he : ∀ᵐ pq ∂μ.prod μ, S pq.1 = S pq.2) :
∀ᵐ p ∂μ, S p = {z | ∀ᵐ q ∂μ, z ∈ S q} := by
filter_upwards [Measure.ae_ae_of_ae_prod he] with p hp
ext z
constructor
· intro hz
filter_upwards [hp] with q hq
rwa [←hq]
· intro hz
obtain ⟨q,hq,hzq⟩ := (hp.and hz).exists
rwa [hq]
def essentialMembership (κ : Kernel U P) (S : Set (P × Z)) : Set (U × Z) :=
{uz | κ uz.1 {p | (p,uz.2) ∈ S} = 1}
lemma measurableSet_essentialMembership (κ : Kernel U P) [IsSFiniteKernel κ]
{S : Set (P × Z)} (hS : MeasurableSet S) :
MeasurableSet (essentialMembership κ S) := by
have h := Kernel.measurable_kernel_prodMk_left (κ := κ.comap Prod.fst measurable_fst)
(hS.preimage (measurable_snd.prodMk measurable_fst.snd))
exact measurableSet_eq_fun h measurable_const
lemma mem_essentialMembership_iff (κ : Kernel U P) [IsMarkovKernel κ]
{S : Set (P × Z)} (hS : MeasurableSet S) (u : U) (z : Z) :
(u,z) ∈ essentialMembership κ S ↔ ∀ᵐ p ∂κ u, (p,z) ∈ S := by
exact (mem_ae_iff_prob_eq_one (hS.preimage (measurable_id.prodMk measurable_const))).symm
lemma conditional_random_set_descent (κ : Kernel U P) [IsMarkovKernel κ]
{S : Set (P × Z)} (hS : MeasurableSet S) (u : U)
(he : ∀ᵐ pq ∂(κ u).prod (κ u), {z | (pq.1,z) ∈ S} = {z | (pq.2,z) ∈ S}) :
∀ᵐ p ∂κ u, {z | (p,z) ∈ S} = {z | (u,z) ∈ essentialMembership κ S} := by
filter_upwards [iid_random_set_descent (κ u) (fun p => {z | (p,z) ∈ S}) he] with p hp
rw [hp]
ext z
exact (mem_essentialMembership_iff κ hS u z).symm
end
section
open MeasureTheory ProbabilityTheory Set
variable {P Z : Type*} [MeasurableSpace P]
lemma iid_random_set_equality (μ : Measure P) [IsProbabilityMeasure μ]
(S : P → Set Z) (he : ∀ᵐ pq ∂μ.prod μ, S pq.1 ⊆ S pq.2) :
∀ᵐ pq ∂μ.prod μ, S pq.1 = S pq.2 := by
have hs : MeasurePreserving (Prod.swap : P × P → P × P) (μ.prod μ) (μ.prod μ) :=
⟨measurable_swap,Measure.prod_swap⟩
filter_upwards [he,hs.quasiMeasurePreserving.ae he] with pq hp hq
exact Set.Subset.antisymm hp hq
end
section
open MeasureTheory ProbabilityTheory Set
variable {U Y : Type*} [MeasurableSpace U] [StandardBorelSpace U]
[MeasurableSpace Y] [MeasurableSpace.CountablyGenerated Y]
(κ : Kernel U Y) [IsMarkovKernel κ]
lemma separated_family_sections (S : Set (U × HilbertCode κ)) (hS : MeasurableSet S)
(hb : ∀ u q, (u,q) ∈ S → q.base = u)
(hsep : ∀ u q r, (u,q) ∈ S → (u,r) ∈ S → q ≠ r → 1 ≤ HilbertCode.distance q r) :
∃ (D : ℕ → Set U) (s : ℕ → U → HilbertCode κ),
(∀ n, MeasurableSet (D n)) ∧ (∀ n, Measurable (s n)) ∧
(∀ n u, (s n u).base = u) ∧
(∀ n u, u ∈ D n → (u,s n u) ∈ S) ∧
(∀ u q, (u,q) ∈ S → ∃ n, u ∈ D n ∧ s n u = q) := by
let : StandardBorelSpace S := hS.standardBorel
obtain ⟨C,_,hcover,_,hemb⟩ := HilbertCode.separated_branches
(fun x : S => x.1.1) measurable_subtype_coe.fst
(fun x : S => x.1.2) measurable_subtype_coe.snd
(fun x y he => (hb _ _ x.property).trans (he.trans (hb _ _ y.property).symm))
1 (by norm_num) (by
intro x y he hne
apply hsep x.1.1 x.1.2 y.1.2 x.property
· rw [he]
exact y.property
· intro h
exact hne (Subtype.ext (Prod.ext he h)))
obtain ⟨D,s,hD,hs,hzero,hmem,hcov⟩ := measurable_branch_sections
(fun x : S => x.1.1) (fun x : S => x.1.2) measurable_subtype_coe.snd
(fun u => HilbertCode.encode u 0) (MeasurableSection.zero measurable_id) C hcover hemb
refine ⟨D,s,hD,hs,?_,?_,?_⟩
· intro n u
by_cases hu : u ∈ D n
· obtain ⟨x,hx,he⟩ := hmem n u hu
rw [he]
exact (hb _ _ x.property).trans hx
· rw [hzero n u hu]
rfl
· intro n u hu
obtain ⟨x,hx,he⟩ := hmem n u hu
rw [he,←hx]
exact x.property
· intro u q hq
exact hcov ⟨(u,q),hq⟩
end
section
open MeasureTheory ProbabilityTheory Set
variable {P U Z : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Z]
lemma measurableSet_enumerated_fibre_eq
(S : Set (P × Z)) (T : Set (U × Z)) (hS : MeasurableSet S) (hT : MeasurableSet T)
(f : P → U) (hf : Measurable f)
(D : ℕ → Set P) (s : ℕ → P → Z) (hD : ∀ n, MeasurableSet (D n))
(hs : ∀ n, Measurable (s n))
(hsm : ∀ n p, p ∈ D n → (p,s n p) ∈ S)
(hsc : ∀ p z, (p,z) ∈ S → ∃ n, p ∈ D n ∧ s n p = z)
(E : ℕ → Set U) (t : ℕ → U → Z) (hE : ∀ n, MeasurableSet (E n))
(ht : ∀ n, Measurable (t n))
(htm : ∀ n u, u ∈ E n → (u,t n u) ∈ T)
(htc : ∀ u z, (u,z) ∈ T → ∃ n, u ∈ E n ∧ t n u = z) :
MeasurableSet {p | {z | (p,z) ∈ S} = {z | (f p,z) ∈ T}} := by
have he : {p | {z | (p,z) ∈ S} = {z | (f p,z) ∈ T}} =
{p | (∀ n, p ∈ D n → (f p,s n p) ∈ T) ∧
(∀ n, f p ∈ E n → (p,t n (f p)) ∈ S)} := by
ext p
constructor
· intro hp
constructor
· intro n hn
exact Set.ext_iff.mp hp (s n p) |>.mp (hsm n p hn)
· intro n hn
exact Set.ext_iff.mp hp (t n (f p)) |>.mpr (htm n (f p) hn)
· rintro ⟨ha,hb⟩
ext z
constructor
· intro hz
obtain ⟨n,hn,rfl⟩ := hsc p z hz
exact ha n hn
· intro hz
obtain ⟨n,hn,rfl⟩ := htc (f p) z hz
exact hb n hn
rw [he]
change MeasurableSet ({p | ∀ n, p ∈ D n → (f p,s n p) ∈ T} ∩
{p | ∀ n, f p ∈ E n → (p,t n (f p)) ∈ S})
simp only [Set.ofPred_forall]
refine (MeasurableSet.iInter fun n => ?_).inter (MeasurableSet.iInter fun n => ?_)
· convert (hD n).compl.union (hT.preimage (hf.prodMk (hs n))) using 1
ext p
simp only [mem_ofPred_eq,mem_union,mem_compl_iff,mem_preimage]
tauto
· convert ((hE n).preimage hf).compl.union (hS.preimage (measurable_id.prodMk ((ht n).comp hf))) using 1
ext p
simp only [mem_ofPred_eq,mem_union,mem_compl_iff,mem_preimage,Function.comp_apply,id_eq]
tauto
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory Set
section
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
(hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I)
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hL : Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M)
(hm : ∀ p j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j)))
(hind : ∀ p j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun y : I → Arr I M.Y 0 => y t) (Λ p))
include hk hm hind in
lemma measurableSet_rawLineGraph (i : I) : MeasurableSet (rawLineGraph M Λ i) :=
measurableSet_exactCodeSlot (M.ownKernel 0) Λ (tupleParameter M) (measurable_tupleParameter M) hk hm hind i
include hM hk hL hm hind in
lemma rawLineGraph_conditional_descent (i : I) :
∀ᵐ u ∂M.parameterLaw 0, ∀ᵐ p ∂M.parameterCoordinateKernel i u,
{q | (p,q) ∈ rawLineGraph M Λ i} =
{q | (u,q) ∈ essentialMembership (M.parameterCoordinateKernel i) (rawLineGraph M Λ i)} := by
have h := conditional_ae_descent
(P := fun _ pq => {q | (pq.1,q) ∈ rawLineGraph M Λ i} ⊆ {q | (pq.2,q) ∈ rawLineGraph M Λ i})
((measurable_plane 0 0 i).comp (measurable_plane 1 0 i))
((measurable_plane _ _ _).prodMk (measurable_plane _ _ _))
(M.diagonal_parameter_product hM (by omega) i)
(rawLineGraph_row_inclusion M hM hk Λ hL hm hind i i)
rw [←Measure.map_map (measurable_plane 0 0 i) (measurable_plane 1 0 i), M.parameterLaw_consistent 1 0 i,M.parameterLaw_consistent 0 0 i] at h
simp only [Kernel.prod_apply] at h
filter_upwards [h] with u hu
exact conditional_random_set_descent (M.parameterCoordinateKernel i)
(measurableSet_rawLineGraph M hk Λ hm hind i) u
(iid_random_set_equality _ (fun p => {q | (p,q) ∈ rawLineGraph M Λ i}) hu)
include hM hk hL hm hind in
lemma exists_localLineGraph (i : I) :
∃ S : Set (Arr I M.U 0 × HilbertCode (M.ownKernel 0)),
MeasurableSet S ∧
(∀ u q, (u,q) ∈ S → q.base = u ∧ q.IsCanonical ∧ q.IsUnimodular) ∧
(∀ u q r, (u,q) ∈ S → (u,r) ∈ S → q ≠ r → 1 ≤ HilbertCode.distance q r) ∧
(∀ᵐ p ∂M.parameterLaw 1, {q | (p,q) ∈ rawLineGraph M Λ i} =
{q | (tupleParameter M p i,q) ∈ S}) := by
let S₀ := essentialMembership (M.parameterCoordinateKernel i) (rawLineGraph M Λ i)
have hS₀ : MeasurableSet S₀ := measurableSet_essentialMembership _
(measurableSet_rawLineGraph M hk Λ hm hind i)
have ha := rawLineGraph_conditional_descent M hM hk Λ hL hm hind i
have hb := coordinate_conditional_descent M i
(P := fun u p => tupleParameter M p i = u) (Filter.Eventually.of_forall fun _ => rfl)
let Q : Arr I M.U 0 → Prop := fun u =>
(∀ q, (u,q) ∈ S₀ → q.base = u ∧ q.IsCanonical ∧ q.IsUnimodular) ∧
(∀ q r, (u,q) ∈ S₀ → (u,r) ∈ S₀ → q ≠ r → 1 ≤ HilbertCode.distance q r)
have hQ : ∀ᵐ u ∂M.parameterLaw 0, Q u := by
filter_upwards [ha,hb] with u ha hb
obtain ⟨p,hp,hpu⟩ := (ha.and hb).exists
have heq (q) : (p,q) ∈ rawLineGraph M Λ i ↔ (u,q) ∈ S₀ := Set.ext_iff.mp hp q
constructor
· intro q hq
have hq' := (heq q).mpr hq
exact ⟨(rawLineGraph_base M hq').trans hpu,rawLineGraph_canonical M hq'⟩
· intro q r hq hr hne
exact rawLineGraph_separated M hk Λ hm hind p i q r ((heq q).mpr hq) ((heq r).mpr hr) hne
have hn : NullMeasurableSet {u | Q u} (M.parameterLaw 0) :=
NullMeasurableSet.congr (nullMeasurableSet_univ (μ := M.parameterLaw 0))
(by filter_upwards [hQ] with u h; exact propext (iff_of_true trivial h))
obtain ⟨A,hA,hAm,hAe⟩ := hn.exists_measurable_subset_ae_eq
let S : Set (Arr I M.U 0 × HilbertCode (M.ownKernel 0)) := (Prod.fst ⁻¹' A) ∩ S₀
have hS : MeasurableSet S := (hAm.preimage measurable_fst).inter hS₀
have hSb (u q) (hq : (u,q) ∈ S) : q.base = u ∧ q.IsCanonical ∧ q.IsUnimodular :=
(hA hq.1).1 q hq.2
have hSs (u q r) (hq : (u,q) ∈ S) (hr : (u,r) ∈ S) (hne : q ≠ r) :
1 ≤ HilbertCode.distance q r := (hA hq.1).2 q r hq.2 hr.2 hne
obtain ⟨E,t,hE,ht,_,htm,htc⟩ := separated_family_sections (M.ownKernel 0) S hS
(fun u q hq => (hSb u q hq).1) hSs
obtain ⟨D,s,hD,hs,_,hsm,_,hsc⟩ := exactCode_sections (M.ownKernel 0) Λ
(tupleParameter M) (measurable_tupleParameter M) hk hm hind
have hemeas : MeasurableSet {p | {q | (p,q) ∈ rawLineGraph M Λ i} =
{q | (tupleParameter M p i,q) ∈ S}} :=
measurableSet_enumerated_fibre_eq (rawLineGraph M Λ i) S
(measurableSet_rawLineGraph M hk Λ hm hind i) hS (fun p => tupleParameter M p i)
((measurable_pi_apply i).comp (measurable_tupleParameter M))
D (fun n p => s n p i) hD (fun n => (measurable_pi_apply i).comp (hs n))
(fun n p hp => ⟨s n p,hsm n p hp,rfl⟩) (by
intro p q hq
obtain ⟨b,hb,hbi⟩ := hq
obtain ⟨n,hn,he⟩ := hsc (p,b) hb
exact ⟨n,hn,(congrFun he i).trans hbi⟩)
E t hE ht htm htc
refine ⟨S,hS,hSb,hSs,?_⟩
apply conditional_ae_lift (κ := M.parameterCoordinateKernel i) (measurable_plane _ _ _) measurable_id
(parameterCoordinate_conditional M i) hemeas
rw [M.parameterLaw_consistent 0 0 i]
filter_upwards [ha,hb,hQ,hAe] with u ha hb hQ hAe
filter_upwards [ha,hb] with p hp hpu
rw [hpu,hp]
ext q
exact (and_iff_right (hAe.mpr hQ)).symm
end
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma localLineGraph_inclusion (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I)
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hL : Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M)
(hm : ∀ p j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j)))
(hind : ∀ p j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun y : I → Arr I M.Y 0 => y t) (Λ p))
(S : I → Set (Arr I M.U 0 × HilbertCode (M.ownKernel 0)))
(hS : ∀ i, ∀ᵐ p ∂M.parameterLaw 1, {q | (p,q) ∈ rawLineGraph M Λ i} =
{q | (tupleParameter M p i,q) ∈ S i}) (a j : I) :
∀ᵐ u ∂M.parameterLaw 0, {q | (u,q) ∈ S j} ⊆ {q | (u,q) ∈ S a} := by
have hrow : MeasurePreserving (plane 1 0 a) (M.parameterLaw 2) (M.parameterLaw 1) :=
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩
have hcol : MeasurePreserving (plane 1 (Fin.last 1) j) (M.parameterLaw 2) (M.parameterLaw 1) :=
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩
have h : ∀ᵐ e ∂M.parameterLaw 2,
{q | (tupleParameter M (plane 1 0 a e) j,q) ∈ S j} ⊆
{q | (tupleParameter M (plane 1 0 a e) j,q) ∈ S a} := by
filter_upwards [rawLineGraph_row_inclusion M hM hk Λ hL hm hind a j, hrow.quasiMeasurePreserving.ae (hS j),hcol.quasiMeasurePreserving.ae (hS a)] with e he hr hc
rw [parameter_cell_commute M a j e] at hr ⊢
rw [←hr,←hc]
exact he
have hd := ae_map_descent (P := fun u => {q | (u,q) ∈ S j} ⊆ {q | (u,q) ∈ S a}) (M.parameterLaw 2)
((measurable_plane 0 0 j).comp (measurable_plane 1 0 a)) h
rwa [←Measure.map_map (measurable_plane 0 0 j) (measurable_plane 1 0 a), M.parameterLaw_consistent 1 0 a,M.parameterLaw_consistent 0 0 j] at hd
lemma exists_commonLocalLineGraph (hM : M.IsSaturated) (hk : 3 ≤ Fintype.card I)
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hL : Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M)
(hm : ∀ p j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j)))
(hind : ∀ p j, iIndepFun (fun t : (Finset.univ.erase j : Finset I) =>
fun y : I → Arr I M.Y 0 => y t) (Λ p)) :
∃ S : Set (Arr I M.U 0 × HilbertCode (M.ownKernel 0)),
MeasurableSet S ∧
(∀ u q, (u,q) ∈ S → q.base = u ∧ q.IsCanonical ∧ q.IsUnimodular) ∧
(∀ u q r, (u,q) ∈ S → (u,r) ∈ S → q ≠ r → 1 ≤ HilbertCode.distance q r) ∧
(∀ᵐ p ∂M.parameterLaw 1, ∀ i, {q | (p,q) ∈ rawLineGraph M Λ i} =
{q | (tupleParameter M p i,q) ∈ S}) := by
classical
have hI : Nonempty I := Fintype.card_pos_iff.mp (by omega)
let i₀ : I := Classical.choice hI
choose S hSm hSb hSs hSe using exists_localLineGraph M hM hk Λ hL hm hind
have he (i : I) : ∀ᵐ u ∂M.parameterLaw 0, {q | (u,q) ∈ S i} = {q | (u,q) ∈ S i₀} := by
filter_upwards [localLineGraph_inclusion M hM hk Λ hL hm hind S hSe i₀ i, localLineGraph_inclusion M hM hk Λ hL hm hind S hSe i i₀] with u ha hb
exact Subset.antisymm ha hb
have hep (i : I) : ∀ᵐ p ∂M.parameterLaw 1,
{q | (tupleParameter M p i,q) ∈ S i} = {q | (tupleParameter M p i,q) ∈ S i₀} :=
(show MeasurePreserving (plane 0 0 i) (M.parameterLaw 1) (M.parameterLaw 0) from
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩).quasiMeasurePreserving.ae (he i)
refine ⟨S i₀,hSm i₀,hSb i₀,hSs i₀,?_⟩
filter_upwards [ae_all_iff.mpr hSe,ae_all_iff.mpr hep] with p h₁ h₂ i
exact (h₁ i).trans (h₂ i)
end ArrayObjects.Object.Rolled
section
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
attribute [local instance] instMeasurableSpaceCircle_circleLp instBorelSpaceCircle_circleLp
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
lemma exactCode_of_circle_tuple {p : P} {a : I → HilbertCode κ}
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hb : ∀ i, (a i).base = u p i)
(hcan : ∀ i, (a i).IsCanonical ∧ (a i).IsUnimodular)
(c : Circle)
(he : ∀ᵐ y ∂Λ p, ∏ i, HilbertCode.circleRep (a i) (y i) = c) :
(p,a) ∈ exactCodeSet κ Λ u := by
refine ⟨hb,hcan,?_⟩
have hrep (i) : ∀ᵐ y ∂Λ p,
(HilbertCode.circleRep (a i) (y i) : ℂ) = HilbertCode.representative (a i,y i) := by
have h := HilbertCode.circleRep_ae (a i) (hcan i).2
rw [hb i] at h
exact (hm i).quasiMeasurePreserving.ae h
have hmean : (fun y => ∏ i, HilbertCode.representative (a i,y i)) =ᵐ[Λ p]
fun _ => (c : ℂ) := by
filter_upwards [he,ae_all_iff.mpr hrep] with y hy hr
calc
_ = ∏ i, (HilbertCode.circleRep (a i) (y i) : ℂ) :=
Finset.prod_congr rfl (fun i _ => (hr i).symm)
_ = ((∏ i, HilbertCode.circleRep (a i) (y i) : Circle) : ℂ) :=
(map_prod Circle.coeHom (fun i => HilbertCode.circleRep (a i) (y i)) Finset.univ).symm
_ = _ := congrArg (fun z : Circle => (z : ℂ)) hy
change ‖∫ y, ∏ i, HilbertCode.representative (a i,y i) ∂Λ p‖ = 1
rw [integral_congr_ae hmean,integral_const,probReal_univ,one_smul,Circle.norm_coe]
end
section
open MeasureTheory ProbabilityTheory
open scoped BigOperators
local instance : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
variable {Ω I : Type*} [MeasurableSpace Ω] [Fintype I]
(μ : Measure Ω) [IsProbabilityMeasure μ]
lemma independent_circle_product_constant
(f : I → Ω → Circle) (hf : ∀ i, Measurable (f i))
(hind : iIndepFun f μ) (c : Circle)
(he : ∀ᵐ x ∂μ, ∏ i, f i x = c) :
∀ i, ∃ d : Circle, f i =ᵐ[μ] fun _ => d := by
classical
let g : I → Ω → ℂ := fun i x => (f i x : ℂ)
have hg (i) : Measurable (g i) := measurable_subtype_coe.comp (hf i)
have hgi : iIndepFun g μ := by
exact hind.comp (fun (_ : I) (z : Circle) => (z : ℂ)) (fun _ => measurable_subtype_coe)
have hprod : (∏ i, ∫ x, g i x ∂μ) = (c : ℂ) := by
rw [←hgi.integral_fun_prod_eq_prod_integral (fun i => (hg i).aestronglyMeasurable)]
have he' : (fun x => ∏ i, g i x) =ᵐ[μ] fun _ => (c : ℂ) := by
filter_upwards [he] with x hx
exact (map_prod Circle.coeHom _ _).symm.trans (congrArg (fun z : Circle => (z : ℂ)) hx)
rw [integral_congr_ae he',integral_const,probReal_univ,one_smul]
have hle (i) : ‖∫ x, g i x ∂μ‖ ≤ 1 := by
calc
_ ≤ ∫ x, ‖g i x‖ ∂μ := norm_integral_le_integral_norm _
_ = 1 := by simp only [g,Circle.norm_coe,integral_const,probReal_univ,smul_eq_mul,one_mul]
have hnorm : (∏ i, ‖∫ x, g i x ∂μ‖) = 1 := by
rw [←norm_prod,hprod,Circle.norm_coe]
intro i
have hone : ‖∫ x, g i x ∂μ‖ = 1 := by
apply le_antisymm (hle i)
calc
1 = ‖∫ x, g i x ∂μ‖ * ∏ j ∈ Finset.univ.erase i, ‖∫ x, g j x ∂μ‖ := by
rw [mul_comm,Finset.prod_erase_mul _ _ (Finset.mem_univ i),hnorm]
_ ≤ ‖∫ x, g i x ∂μ‖ * 1 := mul_le_mul_of_nonneg_left
(Finset.prod_le_one₀ (fun _ _ => norm_nonneg _) (fun j _ => hle j)) (norm_nonneg _)
_ = _ := mul_one _
have heq : g i =ᵐ[μ] fun _ => ∫ x, g i x ∂μ := by
rcases ae_eq_const_or_norm_integral_lt_of_norm_le_const
(μ := μ) (f := g i) (C := (1 : ℝ))
(Filter.Eventually.of_forall fun x => (Circle.norm_coe (f i x)).le) with h | h
· simpa only [average_eq_integral,Function.const_def] using h
· simp only [hone,probReal_univ,one_mul,lt_self_iff_false] at h
refine ⟨⟨∫ x, g i x ∂μ,mem_sphere_zero_iff_norm.mpr hone⟩,?_⟩
exact heq.mono fun _ h => Circle.coe_injective h
end
section
open MeasureTheory ProbabilityTheory
open scoped BigOperators
local instance : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
variable {Ω I J : Type*} [MeasurableSpace Ω] [Fintype I] [Fintype J]
(μ : Measure Ω) [IsProbabilityMeasure μ]
lemma circle_square_consistency [DecidableEq I]
(f : I → J → Ω → Circle) (hf : ∀ i j, Measurable (f i j))
(a : I)
(hind : iIndepFun (fun i : (Finset.univ.erase a : Finset I) =>
fun x => ∏ j, f i j x) μ)
(c : J → Circle) (hc : ∀ j, ∀ᵐ x ∂μ, ∏ i, f i j x = c j)
(d : Circle) (hd : ∀ᵐ x ∂μ, ∏ j, f a j x = d) :
∀ i, ∃ e : Circle, ∀ᵐ x ∂μ, ∏ j, f i j x = e := by
have ht : ∀ᵐ x ∂μ, ∏ i, ∏ j, f i j x = ∏ j, c j := by
filter_upwards [ae_all_iff.mpr hc] with x hx
rw [Finset.prod_comm]
exact Finset.prod_congr rfl (fun j _ => hx j)
have hp : ∀ᵐ x ∂μ,
∏ i : (Finset.univ.erase a : Finset I), ∏ j, f i j x = (∏ j, c j) / d := by
filter_upwards [ht,hd] with x htx hdx
rw [Finset.prod_coe_sort (Finset.univ.erase a) (fun i => ∏ j, f i j x)]
apply (eq_div_iff_mul_eq').mpr
rw [←hdx,Finset.prod_erase_mul _ _ (Finset.mem_univ a)]
exact htx
have hfm (i : (Finset.univ.erase a : Finset I)) : Measurable (fun x => ∏ j, f i j x) :=
Finset.measurable_prod _ (fun j _ => hf i j)
have he := independent_circle_product_constant μ
(fun i : (Finset.univ.erase a : Finset I) => fun x => ∏ j, f i j x)
hfm hind ((∏ j, c j) / d) hp
intro i
by_cases hi : i = a
· subst i; exact ⟨d,hd⟩
· exact he ⟨i,Finset.mem_erase.mpr ⟨hi,Finset.mem_univ i⟩⟩
end
namespace ArrayObjects.Object.Rolled
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
attribute [local instance] instMeasurableSpaceCircle_circleLp instBorelSpaceCircle_circleLp
universe u
variable {I : Type u} [Fintype I] [DecidableEq I] {X : StandardSpace.{u}} {T : X ≃ᵐ X}
{base : InitialLaws I X T} (M : Object I base)
lemma whole_rows_independent_fibre (hM : M.IsSaturated) (a : I) :
∀ᵐ e ∂M.parameterLaw 2, iIndepFun
(fun i : (Finset.univ.erase a : Finset I) => plane 1 0 (i : I)) (M.ownKernel 2 e) := by
have hp := ConditionalFibres.marginal (measurable_parents M (Finset.univ.erase a) 1)
(M.ownKernel_conditional 2)
(rows_conditional M hM (Finset.univ.erase a) (by
intro he; have := Finset.mem_univ a; rw [←he] at this; exact Finset.notMem_erase a _ this) 0)
filter_upwards [hp] with e he
change MeasurePreserving _ _ (Measure.pi (fun i : (Finset.univ.erase a : Finset I) =>
M.ownKernel 1 (plane 1 0 (i : I) e))) at he
have h := iIndepFun_pi (μ := fun i : (Finset.univ.erase a : Finset I) =>
M.ownKernel 1 (plane 1 0 (i : I) e)) (fun _ => measurable_id.aemeasurable)
rw [←he.map_eq] at h
exact (iIndepFun_map_iff_measurable (M.ownKernel 2 e)
(fun (z : ∀ _ : (Finset.univ.erase a : Finset I), Arr I M.Y 1) i => z i)
(fun y i => plane 1 0 (i : I) y) (fun i => measurable_pi_apply i)
(measurable_parents M _ _)).mp h
lemma rawSquare_marginals (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I)
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hL : Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M) :
∀ᵐ e ∂M.parameterLaw 2, (∀ i, MeasurePreserving
(rawTuple M ∘ plane 1 0 i) (M.ownKernel 2 e) (Λ (plane 1 0 i e))) ∧
(∀ j, MeasurePreserving (rawTuple M ∘ plane 1 (Fin.last 1) j)
(M.ownKernel 2 e) (Λ (plane 1 (Fin.last 1) j e))) := by
have hrow (i : I) : ∀ᵐ e ∂M.parameterLaw 2,
Λ (plane 1 0 i e) = rawTupleKernel M (plane 1 0 i e) :=
(show MeasurePreserving (plane 1 0 i) (M.parameterLaw 2) (M.parameterLaw 1) from
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩).quasiMeasurePreserving.ae hL
have hcol (j : I) : ∀ᵐ e ∂M.parameterLaw 2,
Λ (plane 1 (Fin.last 1) j e) = rawTupleKernel M (plane 1 (Fin.last 1) j e) :=
(show MeasurePreserving (plane 1 (Fin.last 1) j) (M.parameterLaw 2) (M.parameterLaw 1) from
⟨measurable_plane _ _ _,M.parameterLaw_consistent _ _ _⟩).quasiMeasurePreserving.ae hL
filter_upwards [ae_all_iff.mpr hrow,ae_all_iff.mpr hcol,
ae_all_iff.mpr (row_marginal_fibre M hM hI),ae_all_iff.mpr (column_marginal_fibre M hI)]
with e hr hc hmr hmc
constructor
· intro i
rw [hr i]
exact (MeasurePreserving.mk (measurable_rawTuple M)
(Kernel.map_apply _ (measurable_rawTuple M) _).symm).comp (hmr i)
· intro j
rw [hc j]
exact (MeasurePreserving.mk (measurable_rawTuple M)
(Kernel.map_apply _ (measurable_rawTuple M) _).symm).comp (hmc j)
lemma rawSquare_exact_consistency (hM : M.IsSaturated) (hI : 2 ≤ Fintype.card I)
(Λ : Kernel (Arr I M.U 1) (I → Arr I M.Y 0)) [IsMarkovKernel Λ]
(hL : Λ =ᵐ[M.parameterLaw 1] rawTupleKernel M)
(hm : ∀ p j, MeasurePreserving (fun y : I → Arr I M.Y 0 => y j) (Λ p)
(M.ownKernel 0 (tupleParameter M p j))) :
∀ᵐ e ∂M.parameterLaw 2, ∀ (q : I → I → HilbertCode (M.ownKernel 0)) (a : I),
(∀ j, (plane 1 (Fin.last 1) j e,fun i => q i j) ∈
exactCodeSet (M.ownKernel 0) Λ (tupleParameter M)) →
(plane 1 0 a e,q a) ∈ exactCodeSet (M.ownKernel 0) Λ (tupleParameter M) →
∀ i, (plane 1 0 i e,q i) ∈ exactCodeSet (M.ownKernel 0) Λ (tupleParameter M) := by
filter_upwards [rawSquare_marginals M hM hI Λ hL,
ae_all_iff.mpr (whole_rows_independent_fibre M hM)] with e hmar hind q a hcodes hr
let f : I → I → Arr I M.Y 2 → Circle := fun i j y =>
HilbertCode.circleRep (q i j) (missingRow M 0 j i y)
have hf (i j : I) : Measurable (f i j) :=
(HilbertCode.measurable_circleRep_fixed _).comp (measurable_missingRow M _ _ _)
choose c hconst using fun j => exactCode_circle_tuple (M.ownKernel 0) Λ (tupleParameter M)
(hm _) (hcodes j)
have hcol (j : I) : ∀ᵐ y ∂M.ownKernel 2 e, ∏ i, f i j y = c j := by
have h := (hmar.2 j).quasiMeasurePreserving.ae (hconst j)
convert h using 1
congr! 3 with y i
exact congrArg (HilbertCode.circleRep (q i j)) (congrFun (plane_first_last M 0 i j) y).symm
obtain ⟨d,hd⟩ := exactCode_circle_tuple (M.ownKernel 0) Λ (tupleParameter M) (hm _) hr
have hrow : ∀ᵐ y ∂M.ownKernel 2 e, ∏ j, f a j y = d :=
(hmar.1 a).quasiMeasurePreserving.ae hd
have hi : iIndepFun (fun i : (Finset.univ.erase a : Finset I) => fun y => ∏ j, f i j y)
(M.ownKernel 2 e) := by
exact (hind a).comp (fun (i : (Finset.univ.erase a : Finset I)) (y : Arr I M.Y 1) =>
∏ j, HilbertCode.circleRep (q i j) (plane 0 0 j y)) (fun i =>
Finset.measurable_prod _ (fun j _ =>
(HilbertCode.measurable_circleRep_fixed _).comp (measurable_plane _ _ _)))
have hex := circle_square_consistency (M.ownKernel 2 e) f hf a hi c hcol d hrow
intro i
obtain ⟨b,hb⟩ := hex i
have hbe : ∀ᵐ z ∂Λ (plane 1 0 i e), ∏ j, HilbertCode.circleRep (q i j) (z j) = b := by
have hh := ae_map_descent (P := fun z : I → Arr I M.Y 0 =>
∏ j, HilbertCode.circleRep (q i j) (z j) = b)
(M.ownKernel 2 e) (hmar.1 i).measurable hb
rwa [(hmar.1 i).map_eq] at hh
apply exactCode_of_circle_tuple (M.ownKernel 0) Λ (tupleParameter M) (hm _) _ _ b hbe
· intro j
exact ((hcodes j).1 i).trans (parameter_cell_commute M i j e).symm
· intro j
exact (hcodes j).2.1 i
end ArrayObjects.Object.Rolled
open MeasureTheory Set
variable {U Z : Type*} [MeasurableSpace U] [MeasurableSpace Z] [MeasurableEq Z]
lemma enumerate_without_repetition (S : Set (U × Z))
(D : ℕ → Set U) (s : ℕ → U → Z)
(hD : ∀ n, MeasurableSet (D n)) (hs : ∀ n, Measurable (s n))
(hm : ∀ n u, u ∈ D n → (u,s n u) ∈ S)
(hc : ∀ u z, (u,z) ∈ S → ∃ n, u ∈ D n ∧ s n u = z) :
∃ E : ℕ → Set U, (∀ n, MeasurableSet (E n)) ∧
(∀ n, E n ⊆ D n) ∧
(∀ n u, u ∈ E n → (u,s n u) ∈ S) ∧
(∀ u z, (u,z) ∈ S → ∃ n, u ∈ E n ∧ s n u = z) ∧
(∀ u n m, u ∈ E n → u ∈ E m → s n u = s m u → n = m) := by
classical
let E : ℕ → Set U := fun n => D n \ ⋃ m < n, {u | u ∈ D m ∧ s m u = s n u}
have hED (n) : E n ⊆ D n := fun _ h => h.1
refine ⟨E,?_,hED,(fun n u h => hm n u (hED n h)),?_,?_⟩
· intro n
exact (hD n).diff (MeasurableSet.iUnion fun m => MeasurableSet.iUnion fun _ =>
(hD m).inter (measurableSet_eq_fun (hs m) (hs n)))
· intro u z hz
have hex := hc u z hz
let n := Nat.find hex
have hn : u ∈ D n ∧ s n u = z := Nat.find_spec hex
refine ⟨n,⟨hn.1,?_⟩,hn.2⟩
intro hu
obtain ⟨m,hem⟩ := Set.mem_iUnion.mp hu
obtain ⟨hmn,he⟩ := Set.mem_iUnion.mp hem
exact Nat.find_min hex hmn ⟨he.1,he.2.trans hn.2⟩
· intro u n m hn hm he
have hnot (n m : ℕ) (hn : u ∈ E n) (hm : u ∈ E m) (he : s n u = s m u) : ¬n < m := by
intro hnm
exact hm.2 (Set.mem_iUnion.mpr ⟨n,Set.mem_iUnion.mpr ⟨hnm,hn.1,he⟩⟩)
exact Nat.le_antisymm (not_lt.mp (hnot m n hm hn he.symm)) (not_lt.mp (hnot n m hn hm he))
end Rokhlin
end
end OAI
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