File size: 7,679 Bytes
8e4d533
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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
import OAI.Geometry.Convex.GeneralMahler.ProfileGrowth
import OAI.Geometry.Convex.GeneralMahler.ScatterField
import OAI.Geometry.Convex.GeneralMahler.LayerMeasure

namespace OAI
/-! μ functionals and integrable density algebra for Section §03-04. -/
noncomputable section
open Set Filter MeasureTheory MeasureTheory.Measure Matrix Metric Real
open scoped ENNReal NNReal Topology MatrixOrder Matrix.Norms.L2Operator RealInnerProductSpace
namespace GeneralMahler
open Layers Profile

namespace rapid
variable {f g:ℝ→ℝ}
lemma rfadd (hf:rapid f) (hg:rapid g) : rapid fun x=> f x+g x := by
  intro n
  obtain ⟨C,hc,h⟩ := hf n
  obtain ⟨D,hd,h'⟩ := hg n
  refine ⟨C+D, by positivity, fun x=>?_⟩
  apply le_trans (mul_le_mul_of_nonneg_right (norm_add_le ..) (by positivity))
  rw [add_mul]; exact add_le_add (h x) (h' x)
lemma rfneg (hf:rapid f) : rapid fun x=> -f x := hf.mono (by simp)
lemma rfsub (hf:rapid f) (hg:rapid g) : rapid fun x=> f x-g x := by
  simpa only [sub_eq_add_neg] using hf.rfadd hg.rfneg
end rapid
lemma poly_st : PolyBound st := PolyBound.of_bound 1 fun x=> by unfold st; split <;> simp
lemma poly_p : PolyBound p := PolyBound.of_bound 1 fun x=>by
  rw [Real.norm_of_nonneg (p_pos x).le]; exact (p_lt_one x).le
lemma rapid_half_a : rapid fun x=> a x*(1-st x) := by
  apply rapid_phi.mono
  intro x
  unfold st; split_ifs with h
  · simp
  rw [sub_zero,mul_one,Real.norm_of_nonneg (a_pos _).le,
    Real.norm_of_nonneg (phi_pos _).le]
  simpa only [neg_neg,neg_phi] using a_high (-x) (by linarith)
lemma rapid_ar : rapid fun x=> a (-x)*st x := by
  apply rapid_phi.mono
  intro x
  unfold st; split_ifs with h
  · rw [mul_one,Real.norm_of_nonneg (a_pos _).le,
      Real.norm_of_nonneg (phi_pos _).le]; exact a_high x h
  simp

-- integrable densities with polynomial weights
def MomentF (f:ℝ→ℝ) :=
  ∀ g : ℝ→ℝ, Measurable g→PolyBound g→Integrable fun x=>f x*g x
namespace MomentF
variable {f g:ℝ→ℝ}
lemma of_rapid (hf:rapid f) (hm:Measurable f) : MomentF f :=
  fun _g hg h=> (hf.product h).integrable_real (hm.mul hg)
lemma inte (hf:MomentF f) : Integrable f := by simpa using hf (fun _ => 1) measurable_const (PolyBound.const _)
lemma add (hf:MomentF f) (hg:MomentF g) : MomentF fun x=>f x+g x := by
  intro u hu h; simp_rw [add_mul]
  exact (hf u hu h).add (hg u hu h)
lemma neg (hf:MomentF f) : MomentF fun x=> -f x := by
  intro u hu h
  simp_rw [neg_mul]; exact (hf u hu h).neg
lemma sub (hf:MomentF f) (hg:MomentF g) : MomentF fun x=> f x-g x := by simpa only [sub_eq_add_neg] using hf.add hg.neg
lemma mul (hf:MomentF f) (hg:PolyBound g) (hm:Measurable g) : MomentF fun x=>f x*g x := by
  intro u hu h
  simp_rw [mul_assoc]; exact hf _ (hm.mul hu) (hg.mul h)
lemma mono (hf:MomentF f) (hm:Measurable g) (h:∀ x,‖g x‖ ≤ ‖f x‖) :
    MomentF g := by
  intro u hu h'
  apply (hf u hu h').mono (hm.mul hu).aestronglyMeasurable
  exact ae_of_all _ fun x=>by rw [Pi.mul_apply,norm_mul,norm_mul]; exact mul_le_mul_of_nonneg_right (h x) (norm_nonneg _)
end MomentF
variable {m:ℕ} [NeZero m]
namespace ProjField
variable (q:ProjField m)

-- deltas
def dB (x:ℝ) := q.Bt x-q.s0*a (-x)
def dr (x:ℝ) := q.r1 x-q.s0*(1-p x)
def hDel (x:ℝ) := q.avH x-q.s0*p x
def dm (x:ℝ) := q.layerW x-q.s0*phi x
def delt (j:ℝ→ℝ) :=
  -(∫ x, (2*p x*q.dB x*j x + (p x*q.dr x+q.hDel x)*(2*x*j x-deriv j x)))

lemma Bt_poly : PolyBound q.Bt := by
  have he : q.Bt = fun z=> ((m:ℝ)⁻¹)*⟪q.U,a z • q.U-q.shift z⟫ := by
    ext x; rw [Bt,q.Y_mean]; ring
  rw [he]
  let l := innerSL ℝ q.U
  exact (PolyBound.const _).mul ((PolyBound.clm (show Rn m→L[ℝ]ℝ from l)).comp
    ((poly_a.smul (PolyBound.const _)).sub q.s_poly))

lemma B_tail : rapid fun z=> q.Bt z* st z := by
  let f := fun z x=> st z • q.YT z x
  let v := q.dualMap
  have hy : PolyBound q.YT.uncurry := by
    change PolyBound (fun u:ℝ×Rn m=>coneProj q.D (-(q.Z u.2+q.shift u.1)))
    have hp : PolyBound (fun u:ℝ×Rn m=> -(q.Z u.2+q.shift u.1)) :=
      (((PolyBound.clm q.root.toContinuousLinearMap).comp PolyBound.snd).add
        (q.s_poly.comp PolyBound.fst)).neg
    exact (PolyBound.lipschitz (coneProj_lip q.D)).comp hp
  have hh : mixed f := by
    apply mixed.of_cutoff (show PolyBound f.uncurry from
      (poly_st.comp PolyBound.fst).smul hy)
      (show PolyBound (fun x:Rn m=>v.M*(1+‖x‖)) from
        (PolyBound.const _).mul ((PolyBound.const _).add PolyBound.id.norm))
    intro z x hz
    unfold f st; split_ifs with h
    · rw [Real.norm_of_nonneg h] at hz
      have hi := v.zero_y (-z) x (by simpa using hz)
      rw [show v.y (-z)= _ from q.Y_sc (-z),neg_neg] at hi
      simp only [hi,smul_zero]
    simp
  let l := ((m:ℝ)⁻¹) • (innerSL ℝ q.U)
  have hl (x:Rn m) : l x=⟪q.U,x⟫/(m:ℝ) := by unfold l; simp [div_eq_inv_mul]
  have hi (z:ℝ) : Integrable (f z) (normal m) := (q.Y_int z).smul (st z)
  have he : (fun z=> q.Bt z*st z) = fun z=> ∫ x,l (f z x) ∂normal m := by
    ext z
    rw [l.integral_comp_comm (hi _)]
    unfold f; rw [integral_smul,_root_.map_smul,hl,Bt]
    rw [smul_eq_mul,mul_comm]
  rw [he]
  apply mixed_integral_right _ fun z=>(l.integrable_comp (hi z)).aestronglyMeasurable
  let c := fun (_:ℝ) (_:Rn m)=> ‖l‖
  apply hh.product (show PolyBound c.uncurry from PolyBound.const _)
  intro x y
  apply (l.le_opNorm _).trans
  change ‖l‖*_ ≤ _*‖‖l‖‖
  rw [Real.norm_of_nonneg (norm_nonneg l),mul_comm]

lemma dB_poly : PolyBound q.dB := q.Bt_poly.sub
  ((PolyBound.const _).mul (poly_a.comp PolyBound.id.neg))

lemma dB_tail : rapid fun z=> q.dB z*st z := by
  convert q.B_tail.rfsub (rapid_ar.product (PolyBound.const q.s0)) using 1
  ext x; unfold dB; ring
lemma pB_tail : rapid fun z=> p z*q.dB z := by
  convert ((rapid_p.product q.dB_poly).rfadd q.dB_tail) using 1
  ext x; ring
lemma aB_tail : rapid fun z=> a z*q.dB z := by
  convert (rapid_half_a.product q.dB_poly).rfadd (q.dB_tail.product poly_a) using 1
  ext x; ring
lemma hd_tail : rapid q.hDel := by
  convert q.tail_H.rfsub (rapid_p.product (PolyBound.const q.s0)) using 1
  ext x; unfold hDel; ring

lemma moment_w : MomentF q.layerW := by
  intro f hm h
  obtain ⟨C,n,hc,h⟩ := h
  apply ((q.w_moment n).mul_const C).mono' (q.w_cont.measurable.mul hm).aestronglyMeasurable
  apply ae_of_all
  intro x
  rw [Pi.mul_apply,norm_mul,Real.norm_of_nonneg (q.w_positive x).le]
  apply le_trans (mul_le_mul_of_nonneg_left (h x) (q.w_positive x).le)
  exact le_of_eq (by ring)
lemma ar_moment : MomentF fun x=>a x*q.r1 x :=
  q.moment_w.mono (ca.measurable.mul q.Bt_cd.continuous_deriv_one.measurable.neg) (fun x=>by
    rw [Real.norm_of_nonneg (mul_nonneg (a_pos x).le (q.r1_pos x).le),
      Real.norm_of_nonneg (q.w_positive x).le]
    exact le_add_of_nonneg_left (mul_nonneg (p_pos x).le (q.Bt_nonneg x)))
lemma a0_id (x:ℝ) : p x*a (-x)+a x*(1-p x)=phi x := by
  simp only [a,neg_phi,neg_p]; ring
lemma arDelta_moment : MomentF fun x=> a x*q.dr x := by
  have hf : MomentF (fun x=>a x*(1-p x)) :=
    (MomentF.of_rapid rapid_phi c_phi.measurable).mono
      (ca.measurable.mul (measurable_const.sub cp.measurable)) (fun x=> by
        rw [Real.norm_of_nonneg (mul_pos (a_pos _) (q_pos _)).le,
          Real.norm_of_nonneg (phi_pos _).le]
        exact (le_add_of_nonneg_left (mul_nonneg (p_pos x).le (a_pos (-x)).le)).trans_eq (a0_id _))
  convert q.ar_moment.sub (hf.mul (PolyBound.const q.s0) measurable_const) using 1
  ext x; unfold dr; ring
lemma prDelta_moment : MomentF fun x=>p x*q.dr x := by
  convert q.arDelta_moment.mul ratio_bound (cp.measurable.div ca.measurable) using 1
  ext x; field_simp [ne_of_gt (a_pos x)]
end ProjField
end GeneralMahler

end

end OAI