File size: 22,201 Bytes
720fa25 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 | import OAI.Dynamics.StandardMap.EntropyEndpoint
import OAI.Dynamics.StandardMap.Coupling.AtomlessFinitePartition
namespace OAI
section
section
namespace HyperbolicCoding
open MeasureTheory Set StandardMapEntropy.Entropy
open scoped ENNReal BigOperators
variable {X A : Type*} [MeasurableSpace X] [StandardBorelSpace X]
[MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A]
variable (μ : Measure X) [IsProbabilityMeasure μ] [NullSingletonClass μ]
def finiteName (q : ℕ → X → A) (i n : ℕ) (x : X) : Fin n → A := fun j => q (i+j) x
omit [StandardBorelSpace X] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] in
lemma finiteName_measurable (q : ℕ → X → A) (hq : ∀ i,Measurable (q i)) (i n : ℕ) :
Measurable (finiteName q i n) := Measurable.of_eval (fun index => hq (i+index))
omit [MeasurableSpace X] [StandardBorelSpace X] [MeasurableSpace A] [Fintype A]
[MeasurableSingletonClass A] [Nonempty A] in
lemma finiteName_cons (q : ℕ → X → A) (i n : ℕ) (x : X) :
finiteName q i (n+1) x=Fin.cons (q i x) (finiteName q (i+1) n x) := by
funext j
refine Fin.cases ?_ (fun j => ?_) j
· simp [finiteName]
· simp [finiteName,Nat.add_comm,Nat.add_left_comm]
noncomputable def independentNameWeights (q : ℕ → X → A) (i n : ℕ) (w : Fin n → A) : ℝ :=
∏ j : Fin n,mass μ (q (i+j.val)) (w j)
omit [StandardBorelSpace X] [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A]
[Nonempty A] [IsProbabilityMeasure μ] [NullSingletonClass μ] in
lemma independentNameWeights_cons (q : ℕ → X → A) (i n : ℕ) (w : Fin (n+1) → A) :
independentNameWeights μ q i (n+1) w=
mass μ (q i) (w 0)*independentNameWeights μ q (i+1) n (Fin.tail w) := by
rw [independentNameWeights,Fin.prod_univ_succ]
simp only [Fin.val_zero,Nat.add_zero,Fin.val_succ,Fin.tail,independentNameWeights]
congr 2
funext j
congr 2
omega
omit [StandardBorelSpace X] [IsProbabilityMeasure μ] [NullSingletonClass μ] in
lemma mass_equiv_inverse {B C : Type*} [MeasurableSpace B] [Fintype B] [MeasurableSingletonClass B]
[MeasurableSpace C] [Fintype C] [MeasurableSingletonClass C]
(p : X → B) (e : B ≃ C) (c : C) : mass μ (e ∘ p) c=mass μ p (e.symm c) := by
unfold mass
congr 2
ext x
simp only [mem_preimage,mem_singleton_iff,Function.comp_apply,←Equiv.eq_symm_apply]
omit [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] in
lemma nameCost_split {n : ℕ} (v w : Fin (n+1) → A) :
nameCost v w=symbolCost (v 0) (w 0)+nameCost (Fin.tail v) (Fin.tail w) := by
rw [nameCost,Fin.sum_univ_succ]
rfl
theorem sequential_chunk_coupling (q : ℕ → X → A) (hq : ∀ i,Measurable (q i))
{ε : ℝ}
(hremote : ∀ i n : ℕ,LawClose
(μ.map (fun x => (finiteName q (i+1) n x,q i x)))
((μ.map (finiteName q (i+1) n)).prod (μ.map (q i))) ε) :
∀ i n : ℕ,∃ r : MatrixCoupling (mass μ (finiteName q i n)) (independentNameWeights μ q i n),
r.cost nameCost≤(n : ℝ)*ε := by
intro i n
induction n generalizing i with
| zero =>
have hm (w : Fin 0 → A) : mass μ (finiteName q i 0) w=1 := by
have he : (finiteName q i 0) ⁻¹' {w}=univ := by
ext x
simp only [mem_preimage,mem_singleton_iff,mem_univ,iff_true]
funext j
exact j.elim0
simp [mass,he]
let r : MatrixCoupling (mass μ (finiteName q i 0)) (independentNameWeights μ q i 0) := {
weight := fun _ _ => 1
nonneg := fun _ _ => zero_le_one
row := fun w => by simp [hm]
col := fun w => by simp [independentNameWeights] }
refine ⟨r,?_⟩
simp [MatrixCoupling.cost,nameCost]
| succ n ih =>
obtain ⟨r,hr⟩ := ih (i+1)
obtain ⟨s,hs⟩ := coupling_step μ (finiteName q (i+1) n) (q i)
(finiteName_measurable q hq (i+1) n) (hq i)
(independentNameWeights μ q (i+1) n) r nameCost nameCost_self nameCost_triangle (hremote i n)
let e : (A×(Fin n → A)) ≃ (Fin (n+1) → A) := Fin.consEquiv (fun _ => A)
let t := s.reindex e.symm e.symm
have hm (w : Fin (n+1) → A) :
mass μ (fun x => (q i x,finiteName q (i+1) n x)) (e.symm w)=mass μ (finiteName q i (n+1)) w := by
rw [←mass_equiv_inverse μ _ e w]
congr 1
funext x
exact (finiteName_cons q i n x).symm
have hw (w : Fin (n+1) → A) :
mass μ (q i) (e.symm w).1*independentNameWeights μ q (i+1) n (e.symm w).2=
independentNameWeights μ q i (n+1) w := (independentNameWeights_cons μ q i n w).symm
let R : MatrixCoupling (mass μ (finiteName q i (n+1))) (independentNameWeights μ q i (n+1)) := {
weight := t.weight
nonneg := t.nonneg
row := fun w => (t.row w).trans (hm w)
col := fun w => (t.col w).trans (hw w) }
have hcost : R.cost nameCost=s.cost (fun a b => symbolCost a.1 b.1+nameCost a.2 b.2) := by
change t.cost nameCost=_
have he : (nameCost : (Fin (n+1) → A) → (Fin (n+1) → A) → ℝ)=
(fun v w => symbolCost (e.symm v).1 (e.symm w).1+nameCost (e.symm v).2 (e.symm w).2) := by
funext v w
exact nameCost_split v w
rw [he]
exact MatrixCoupling.reindex_cost s e.symm e.symm
(fun a b : A×(Fin n → A) => symbolCost a.1 b.1+nameCost a.2 b.2)
refine ⟨R,?_⟩
rw [hcost]
calc
_≤ε+r.cost nameCost := hs
_≤ε+(n : ℝ)*ε := by linarith
_=((n+1 : ℕ) : ℝ)*ε := by push_cast; ring
end HyperbolicCoding
end
section
namespace HyperbolicCoding
open MeasureTheory Set
open scoped ENNReal
variable {X A B C : Type*} [MeasurableSpace X] [MeasurableSpace A]
[MeasurableSpace B] [MeasurableSpace C]
variable (μ : Measure X) [IsProbabilityMeasure μ]
lemma LawClose.nonneg {ν η : Measure X} {ε : ℝ} (h : LawClose ν η ε) : 0≤ε := by
simpa using h ∅ MeasurableSet.empty
lemma lawClose_pair_factor_left (p : X → A) (q : X → B) (c : A → C)
(hp : Measurable p) (hq : Measurable q) (hc : Measurable c) {ε : ℝ}
(h : LawClose (μ.map (fun x => (p x,q x))) ((μ.map p).prod (μ.map q)) ε) :
LawClose (μ.map (fun x => (c (p x),q x))) ((μ.map (c ∘ p)).prod (μ.map q)) ε := by
have : IsProbabilityMeasure (μ.map p) := inferInstance
have : IsProbabilityMeasure (μ.map q) := inferInstance
have hh := h.map (hc.prodMap measurable_id)
rw [Measure.map_map (hc.prodMap measurable_id) (hp.prodMk hq)] at hh
rw [←Measure.map_prod_map _ _ hc measurable_id,Measure.map_map hc hp,Measure.map_id] at hh
exact hh
lemma lawClose_pair_swap (p : X → A) (q : X → B)
(hp : Measurable p) (hq : Measurable q) {ε : ℝ}
(h : LawClose (μ.map (fun x => (p x,q x))) ((μ.map p).prod (μ.map q)) ε) :
LawClose (μ.map (fun x => (q x,p x))) ((μ.map q).prod (μ.map p)) ε := by
have hh := h.map measurable_swap
rw [Measure.map_map measurable_swap (hp.prodMk hq),Measure.prod_swap] at hh
exact hh
omit [IsProbabilityMeasure μ] in
lemma map_observation_comp (T : X → X) (hT : MeasurePreserving T μ μ)
(p : X → A) (hp : Measurable p) : μ.map (p ∘ T)=μ.map p := by
rw [←Measure.map_map hp hT.measurable,hT.map_eq]
omit [IsProbabilityMeasure μ] in
lemma lawClose_pair_comp (T : X → X) (hT : MeasurePreserving T μ μ)
(p : X → A) (q : X → B) (hp : Measurable p) (hq : Measurable q) {ε : ℝ}
(h : LawClose (μ.map (fun x => (p x,q x))) ((μ.map p).prod (μ.map q)) ε) :
LawClose (μ.map (fun x => (p (T x),q (T x))))
((μ.map (p ∘ T)).prod (μ.map (q ∘ T))) ε := by
rw [map_observation_comp μ T hT p hp,map_observation_comp μ T hT q hq]
have he : (fun x => (p (T x),q (T x)))=(fun x => (p x,q x)) ∘ T := rfl
rw [he,map_observation_comp μ T hT _ (hp.prodMk hq)]
exact h
end HyperbolicCoding
end
section
namespace HyperbolicCoding
open MeasureTheory Set StandardMapEntropy.Entropy
open scoped ENNReal BigOperators
variable {X A : Type*} [MeasurableSpace X] [StandardBorelSpace X]
[MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A]
variable (μ : Measure X) [IsProbabilityMeasure μ] [NullSingletonClass μ]
def chunkObservation (f : X → X) (p : X → A) (k g i : ℕ) (x : X) : Fin k → A :=
word f p k (f^[i*(k+g)] x)
omit [StandardBorelSpace X] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] in
lemma chunkObservation_measurable (f : X → X) (p : X → A)
(hf : Measurable f) (hp : Measurable p) (k g i : ℕ) :
Measurable (chunkObservation f p k g i) :=
(word_measurable f hf p hp k).comp (hf.iterate _)
def selectChunks (k g n : ℕ) (w : Fin (n*(k+g)) → A) : Fin n → Fin k → A :=
fun j r => w ⟨j.val*(k+g)+r.val,by
have h1 : (j.val+1)*(k+g)≤n*(k+g) := Nat.mul_le_mul_right _ j.isLt
have h2 : r.val<k+g := lt_of_lt_of_le r.isLt (Nat.le_add_right _ _)
nlinarith⟩
omit [MeasurableSpace X] [StandardBorelSpace X] [MeasurableSpace A] [Fintype A]
[MeasurableSingletonClass A] [Nonempty A] in
lemma selectChunks_word (f : X → X) (p : X → A) (k g n : ℕ) (x : X) :
selectChunks k g n (word f p (n*(k+g)) x)=
finiteName (chunkObservation f p k g) 0 n x := by
funext j r
change p (f^[j.val*(k+g)+r.val] x)=p (f^[r.val] (f^[(0+j.val)*(k+g)] x))
rw [←Function.iterate_add_apply]
congr 2
simp only [Nat.zero_add]
omega
omit [MeasurableSpace X] [StandardBorelSpace X] [MeasurableSpace A] [Fintype A]
[MeasurableSingletonClass A] [Nonempty A] in
lemma chunkName_translate (f : X → X) (p : X → A) (k g i n : ℕ) (x : X) :
finiteName (chunkObservation f p k g) 0 n (f^[i*(k+g)] x)=
finiteName (chunkObservation f p k g) i n x := by
funext j r
change p (f^[r.val] (f^[(0+j.val)*(k+g)] (f^[i*(k+g)] x)))=
p (f^[r.val] (f^[(i+j.val)*(k+g)] x))
simp only [←Function.iterate_add_apply]
congr 2
ring
theorem stationary_chunk_coupling (f : X → X) (hf : MeasurePreserving f μ μ)
(p : X → A) (hp : Measurable p) (k g : ℕ) {ε : ℝ}
(hremote : ∀ M : ℕ,LawClose
(μ.map (fun x => (word f p M (f^[k+g] x),word f p k x)))
((μ.map (fun x => word f p M (f^[k+g] x))).prod (μ.map (word f p k))) ε) :
∀ n : ℕ,∃ r : MatrixCoupling (mass μ (finiteName (chunkObservation f p k g) 0 n))
(fun w : Fin n → Fin k → A => ∏ j,mass μ (word f p k) (w j)),
r.cost nameCost≤(n : ℝ)*ε := by
have hq := chunkObservation_measurable f p hf.measurable hp k g
have hc : ∀ i n : ℕ,LawClose
(μ.map (fun x => (finiteName (chunkObservation f p k g) (i+1) n x,
chunkObservation f p k g i x)))
((μ.map (finiteName (chunkObservation f p k g) (i+1) n)).prod
(μ.map (chunkObservation f p k g i))) ε := by
intro i n
have hs : Measurable (selectChunks (A:=A) k g n) :=
Measurable.of_eval (fun _ => Measurable.of_eval (fun _ => measurable_pi_apply _))
have h := lawClose_pair_factor_left μ _ _ (selectChunks k g n)
((word_measurable f hf.measurable p hp _).comp (hf.measurable.iterate _))
(word_measurable f hf.measurable p hp k) hs (hremote (n*(k+g)))
have hh := lawClose_pair_comp μ (f^[i*(k+g)]) (hf.iterate _) _ _
(hs.comp ((word_measurable f hf.measurable p hp _).comp (hf.measurable.iterate _)))
(word_measurable f hf.measurable p hp k) h
have he (x : X) : selectChunks k g n
(word f p (n*(k+g)) (f^[k+g] (f^[i*(k+g)] x)))=
finiteName (chunkObservation f p k g) (i+1) n x := by
rw [selectChunks_word,←Function.iterate_add_apply]
rw [show k+g+i*(k+g)=(i+1)*(k+g) by ring]
exact chunkName_translate f p k g (i+1) n x
simp only [Function.comp_def,he] at hh
exact hh
intro n
obtain ⟨r,hr⟩ := sequential_chunk_coupling μ _ hq hc 0 n
have hw (w : Fin n → Fin k → A) :
independentNameWeights μ (chunkObservation f p k g) 0 n w=
∏ j,mass μ (word f p k) (w j) := by
apply Finset.prod_congr rfl
intro j _
have hh := congrArg (fun ν : Measure (Fin k → A) => ν.real {w j})
(map_observation_comp μ _ (hf.iterate ((0+j.val)*(k+g)))
(word f p k) (word_measurable f hf.measurable p hp k))
rw [map_measureReal_apply ((word_measurable f hf.measurable p hp k).comp
(hf.measurable.iterate _)) (measurableSet_singleton _),
map_measureReal_apply (word_measurable f hf.measurable p hp k) (measurableSet_singleton _)] at hh
exact hh
let R : MatrixCoupling (mass μ (finiteName (chunkObservation f p k g) 0 n))
(fun w : Fin n → Fin k → A => ∏ j,mass μ (word f p k) (w j)) := {
weight := r.weight
nonneg := r.nonneg
row := r.row
col := fun w => (r.col w).trans (hw w) }
exact ⟨R,hr⟩
end HyperbolicCoding
end
section
namespace HyperbolicCoding
open scoped BigOperators
variable {A B : Type*} [Fintype A] [Fintype B] [DecidableEq B]
noncomputable def productWeights (w : B → A → ℝ) (D : B → A) : ℝ := ∏ b,w b (D b)
noncomputable def finiteExpectation {E : Type*} [Fintype E] (v : E → ℝ) (F : E → ℝ) : ℝ :=
∑ x,v x*F x
lemma productWeights_sum (w : B → A → ℝ) (hw : ∀ b,∑ a,w b a=1) :
∑ D,productWeights w D=1 := by
unfold productWeights
rw [←Fintype.prod_sum]
simp only [hw,Finset.prod_const_one]
omit [Fintype A] [DecidableEq B] in
lemma productWeights_nonneg (w : B → A → ℝ) (hw : ∀ b a,0≤w b a) (D : B → A) :
0≤productWeights w D := Finset.prod_nonneg (fun b _ => hw b (D b))
lemma expectation_product (w f : B → A → ℝ) :
finiteExpectation (productWeights w) (fun D => ∏ b,f b (D b))=
∏ b,∑ a,w b a*f b a := by
simp only [finiteExpectation,productWeights,←Finset.prod_mul_distrib]
exact (Fintype.prod_sum (fun b a => w b a*f b a)).symm
omit [Fintype A] in
lemma product_one_coordinate (b : B) (f : A → ℝ) (D : B → A) :
(∏ i,if i=b then f (D i) else 1)=f (D b) := by
simp
lemma expectation_coordinate (w : B → A → ℝ) (hw : ∀ b,∑ a,w b a=1)
(b : B) (f : A → ℝ) :
finiteExpectation (productWeights w) (fun D => f (D b))=∑ a,w b a*f a := by
have h := expectation_product w (fun i a => if i=b then f a else 1)
simp only [product_one_coordinate] at h
rw [h]
have hh (i : B) : (∑ a,w i a*(if i=b then f a else 1))=
if i=b then ∑ a,w b a*f a else 1 := by
by_cases hi : i=b
· subst i; simp
· simp [hi,hw]
simp_rw [hh]
simp
lemma expectation_distinct_coordinates (w : B → A → ℝ) (hw : ∀ b,∑ a,w b a=1)
(b c : B) (hbc : b≠c) (f g : A → ℝ) :
finiteExpectation (productWeights w) (fun D => f (D b)*g (D c))=
(∑ a,w b a*f a)*(∑ a,w c a*g a) := by
have h := expectation_product w
(fun i a => (if i=b then f a else 1)*(if i=c then g a else 1))
simp only [Finset.prod_mul_distrib,product_one_coordinate] at h
rw [h]
have hh (i : B) : (∑ a,w i a*((if i=b then f a else 1)*(if i=c then g a else 1)))=
(if i=b then ∑ a,w b a*f a else 1)*(if i=c then ∑ a,w c a*g a else 1) := by
by_cases hb : i=b
· subst i; simp [hbc]
· by_cases hc : i=c
· subst i; simp [Ne.symm hbc]
· simp [hb,hc,hw]
simp_rw [hh]
rw [Finset.prod_mul_distrib]
simp
section Linear
variable {E I : Type*} [Fintype E] [Fintype I] (v : E → ℝ)
lemma finiteExpectation_add (F G : E → ℝ) :
finiteExpectation v (fun x => F x+G x)=finiteExpectation v F+finiteExpectation v G := by
simp [finiteExpectation,mul_add,Finset.sum_add_distrib]
lemma finiteExpectation_sub (F G : E → ℝ) :
finiteExpectation v (fun x => F x-G x)=finiteExpectation v F-finiteExpectation v G := by
simp [finiteExpectation,mul_sub,Finset.sum_sub_distrib]
lemma finiteExpectation_const (c : ℝ) : finiteExpectation v (fun _ => c)=(∑ x,v x)*c := by
simp [finiteExpectation,Finset.sum_mul]
lemma finiteExpectation_smul (c : ℝ) (F : E → ℝ) :
finiteExpectation v (fun x => c*F x)=c*finiteExpectation v F := by
simp only [finiteExpectation,Finset.mul_sum]
apply Finset.sum_congr rfl
intro x _
ring
lemma finiteExpectation_sum (F : I → E → ℝ) :
finiteExpectation v (fun x => ∑ i,F i x)=∑ i,finiteExpectation v (F i) := by
simp only [finiteExpectation,Finset.mul_sum]
exact Finset.sum_comm
lemma finiteExpectation_mono (hv : ∀ x,0≤v x) (F G : E → ℝ) (h : ∀ x,F x≤G x) :
finiteExpectation v F≤finiteExpectation v G :=
Finset.sum_le_sum (fun x _ => mul_le_mul_of_nonneg_left (h x) (hv x))
end Linear
end HyperbolicCoding
end
section
namespace HyperbolicCoding
open scoped BigOperators
variable {A : Type*} [Fintype A]
namespace MatrixCoupling
variable {p q : A → ℝ}
lemma symm_cost (r : MatrixCoupling p q) (d : A → A → ℝ) (hd : ∀ a b,d a b=d b a) :
r.symm.cost d=r.cost d := by
unfold cost symm
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro a _
apply Finset.sum_congr rfl
intro b _
rw [hd]
theorem exists_power (r : MatrixCoupling p q) (hp : ∑ a,p a=1) :
∀ n : ℕ,∃ R : MatrixCoupling (fun w : Fin n → A => ∏ j,p (w j))
(fun w : Fin n → A => ∏ j,q (w j)),R.cost nameCost=(n : ℝ)*r.cost symbolCost := by
classical
intro n
induction n with
| zero =>
let R : MatrixCoupling (fun w : Fin 0 → A => ∏ j,p (w j)) (fun w : Fin 0 → A => ∏ j,q (w j)) := {
weight := fun _ _ => 1
nonneg := fun _ _ => zero_le_one
row := fun _ => by simp
col := fun _ => by simp }
refine ⟨R,?_⟩
simp [cost,nameCost]
| succ n ih =>
obtain ⟨R,hR⟩ := ih
let S := r.product R
let e : (A×(Fin n → A)) ≃ (Fin (n+1) → A) := Fin.consEquiv (fun _ => A)
let t := S.reindex e.symm e.symm
let T : MatrixCoupling (fun w : Fin (n+1) → A => ∏ j,p (w j))
(fun w : Fin (n+1) → A => ∏ j,q (w j)) := {
weight := t.weight
nonneg := t.nonneg
row := fun w => (t.row w).trans (by exact (Fin.prod_univ_succ (fun j => p (w j))).symm)
col := fun w => (t.col w).trans (by exact (Fin.prod_univ_succ (fun j => q (w j))).symm) }
have he : (nameCost : (Fin (n+1) → A) → (Fin (n+1) → A) → ℝ)=
(fun v w => symbolCost (e.symm v).1 (e.symm w).1+nameCost (e.symm v).2 (e.symm w).2) := by
funext v w
rw [nameCost,Fin.sum_univ_succ]
rfl
have hmass : (∑ w : Fin n → A,∏ j,p (w j))=1 :=
productWeights_sum (fun _ : Fin n => p) (fun _ => hp)
refine ⟨T,?_⟩
change t.cost nameCost=_
rw [he,MatrixCoupling.reindex_cost S e.symm e.symm
(fun a b : A×(Fin n → A) => symbolCost a.1 b.1+nameCost a.2 b.2)]
rw [MatrixCoupling.product_cost r R hp hmass symbolCost nameCost,hR]
push_cast
ring
end MatrixCoupling
end HyperbolicCoding
end
section
namespace HyperbolicCoding
open MeasureTheory Set StandardMapEntropy.Entropy
open scoped ENNReal BigOperators
lemma symbolCost_comm {A : Type*} (a b : A) : symbolCost a b=symbolCost b a := by
classical
simp only [symbolCost,eq_comm]
lemma nameCost_comm {A : Type*} {n : ℕ} (a b : Fin n → A) : nameCost a b=nameCost b a := by
simp only [nameCost,symbolCost_comm]
lemma coupling_of_observation_lawClose {X Y A : Type*} [MeasurableSpace X] [MeasurableSpace Y]
[MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A]
(μ : Measure X) (ν : Measure Y) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν]
(p : X → A) (q : Y → A) (hp : Measurable p) (hq : Measurable q) {ε : ℝ}
(h : LawClose (μ.map p) (ν.map q) ε) :
∃ R : MatrixCoupling (mass μ p) (mass ν q),R.cost symbolCost≤ε := by
classical
have : IsProbabilityMeasure (μ.map p) := inferInstance
have : IsProbabilityMeasure (ν.map q) := inferInstance
obtain ⟨r,hr,hrow,hcol,hcost⟩ := finite_coupling_of_lawClose (μ.map p) (ν.map q) h
let R : MatrixCoupling (mass μ p) (mass ν q) := {
weight := r
nonneg := hr
row := fun a => (hrow a).trans (map_measureReal_apply hp (measurableSet_singleton a))
col := fun a => (hcol a).trans (map_measureReal_apply hq (measurableSet_singleton a)) }
exact ⟨R,hcost⟩
theorem chunk_process_transport {X Y A : Type*}
[MeasurableSpace X] [StandardBorelSpace X] [MeasurableSpace Y] [StandardBorelSpace Y]
[MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A]
(μ : Measure X) (ν : Measure Y) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν]
[NullSingletonClass μ] [NullSingletonClass ν]
(f : X → X) (hf : MeasurePreserving f μ μ) (p : X → A) (hp : Measurable p)
(T : Y → Y) (hT : MeasurePreserving T ν ν) (q : Y → A) (hq : Measurable q)
(k g : ℕ) {εP εQ δ : ℝ}
(hP : ∀ M : ℕ,LawClose
(μ.map (fun x => (word f p M (f^[k+g] x),word f p k x)))
((μ.map (fun x => word f p M (f^[k+g] x))).prod (μ.map (word f p k))) εP)
(hQ : ∀ M : ℕ,LawClose
(ν.map (fun x => (word T q M (T^[k+g] x),word T q k x)))
((ν.map (fun x => word T q M (T^[k+g] x))).prod (ν.map (word T q k))) εQ)
(hlaw : LawClose (μ.map (word f p k)) (ν.map (word T q k)) δ) :
∀ n : ℕ,∃ R : MatrixCoupling (mass μ (finiteName (chunkObservation f p k g) 0 n))
(mass ν (finiteName (chunkObservation T q k g) 0 n)),
R.cost nameCost≤(n : ℝ)*(εP+δ+εQ) := by
intro n
obtain ⟨RP,hRP⟩ := stationary_chunk_coupling μ f hf p hp k g hP n
obtain ⟨RQ,hRQ⟩ := stationary_chunk_coupling ν T hT q hq k g hQ n
obtain ⟨r,hr⟩ := coupling_of_observation_lawClose μ ν (word f p k) (word T q k)
(word_measurable f hf.measurable p hp k) (word_measurable T hT.measurable q hq k) hlaw
obtain ⟨S,hS⟩ := r.exists_power (by
simp only [mass_sum μ (word f p k) (word_measurable f hf.measurable p hp k),
measure_univ,ENNReal.toReal_one]) n
refine ⟨(RP.comp S).comp RQ.symm,?_⟩
have h1 := MatrixCoupling.comp_cost_le RP S nameCost nameCost nameCost nameCost_triangle
have h2 := MatrixCoupling.comp_cost_le (RP.comp S) RQ.symm nameCost nameCost nameCost nameCost_triangle
rw [MatrixCoupling.symm_cost RQ nameCost nameCost_comm] at h2
rw [hS] at h1
have h3 := mul_le_mul_of_nonneg_left hr (Nat.cast_nonneg n)
nlinarith
end HyperbolicCoding
end
end
end OAI
|