File size: 18,867 Bytes
f61e547 | 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 | import OAI.Probability.DirectionalWalk.Slabs
namespace OAI
open MeasureTheory ProbabilityTheory Filter Preorder
open scoped ENNReal BigOperators Topology
namespace DirectionalZeroOne
open scoped Classical
lemma height_sub {d : ℕ} (v : Fin d → ℝ) (x y : Site d) :
height v (x-y) = height v x - height v y := by
rw [sub_eq_add_neg,height_add,height_neg,sub_eq_add_neg]
noncomputable def recordCount {d : ℕ} (v : Fin d → ℝ) (X : Path d) (n : ℕ) : ℕ :=
(Finset.range (n+1)).filter (strictRecord v X) |>.card
lemma recordCount_zero {d : ℕ} (v : Fin d → ℝ) (X : Path d) : recordCount v X 0 = 0 := by
classical
simp [recordCount,strictRecord]
lemma recordCount_succ {d : ℕ} (v : Fin d → ℝ) (X : Path d) (n : ℕ) :
recordCount v X (n+1) = recordCount v X n + if strictRecord v X (n+1) then 1 else 0 := by
classical
rw [recordCount,Finset.range_add_one,Finset.filter_insert]
split_ifs with h
· rw [Finset.card_insert_of_notMem]
· rfl
· simp
· rfl
lemma recordCount_mono {d : ℕ} (v : Fin d → ℝ) (X : Path d) : Monotone (recordCount v X) := by
apply monotone_nat_of_le_succ
intro n
rw [recordCount_succ]
exact Nat.le_add_right _ _
lemma recordCount_prefix {d : ℕ} (v : Fin d → ℝ) {X Y : Path d} {n : ℕ}
(h : Y ∈ pathCylinder n X) : recordCount v Y n = recordCount v X n := by
classical
apply congrArg Finset.card
apply Finset.filter_congr
intro i hi
have hin : i ≤ n := by simpa only [Finset.mem_range,Nat.lt_succ_iff] using hi
constructor <;> intro hr
· exact strictRecord_prefix v hr (fun j hj => (h j (hj.trans hin)).symm)
· exact strictRecord_prefix v hr (fun j hj => h j (hj.trans hin))
lemma measurable_recordCount {d : ℕ} (v : Fin d → ℝ) (n : ℕ) :
Measurable (fun X : Path d => recordCount v X n) := by
classical
induction n with
| zero => simpa only [recordCount_zero] using (measurable_const : Measurable (fun _ : Path d => (0 : ℕ)))
| succ n ih =>
simp_rw [recordCount_succ]
exact ih.add (Measurable.ite (measurableSet_strictRecord v (n+1)) measurable_const measurable_const)
lemma recordCount_strict {d : ℕ} (v : Fin d → ℝ) (X : Path d) {m n : ℕ}
(hmn : m < n) (hn : strictRecord v X n) : recordCount v X m < recordCount v X n := by
obtain ⟨k,rfl⟩ := Nat.exists_eq_succ_of_ne_zero (Nat.ne_of_gt hn.1)
rw [recordCount_succ,ite_eq_left hn]
exact Nat.lt_succ_of_le (recordCount_mono v X (by omega))
lemma recordCount_boundary_unique {d : ℕ} (v : Fin d → ℝ) (X : Path d) {m n : ℕ}
(hm : m = 0 ∨ strictRecord v X m) (hn : n = 0 ∨ strictRecord v X n)
(he : recordCount v X m = recordCount v X n) : m = n := by
rcases lt_trichotomy m n with h|h|h
· have hnr : strictRecord v X n := hn.resolve_left (by omega)
exact False.elim ((ne_of_lt (recordCount_strict v X h hnr)) he)
· exact h
· have hmr : strictRecord v X m := hm.resolve_left (by omega)
exact False.elim ((ne_of_lt (recordCount_strict v X h hmr)) he.symm)
lemma unbounded_recordCount {d : ℕ} (v : Fin d → ℝ) (X : Path d)
(hu : ¬∃ b : ℝ, ∀ n, height v (X n) ≤ b) : ∀ j, ∃ n, j ≤ recordCount v X n := by
intro j
induction j with
| zero => exact ⟨0,Nat.zero_le _⟩
| succ j ih =>
obtain ⟨m,hm⟩ := ih
obtain ⟨n,hmn,hn⟩ := unbounded_has_later_strictRecord v X hu m
exact ⟨n,Nat.succ_le_of_lt (hm.trans_lt (recordCount_strict v X hmn hn))⟩
lemma exists_record_index {d : ℕ} (v : Fin d → ℝ) (X : Path d)
(hu : ¬∃ b : ℝ, ∀ n, height v (X n) ≤ b) (j : ℕ) :
∃ n, (n = 0 ∨ strictRecord v X n) ∧ recordCount v X n = j := by
classical
by_cases hj : j = 0
· exact ⟨0,Or.inl rfl,by rw [recordCount_zero,hj]⟩
have hex := unbounded_recordCount v X hu j
let n := Nat.find hex
have hn : j ≤ recordCount v X n := Nat.find_spec hex
have hn0 : 0 < n := by
by_contra h
have he : n = 0 := by omega
rw [he,recordCount_zero] at hn
omega
obtain ⟨k,hk⟩ := Nat.exists_eq_succ_of_ne_zero (Nat.ne_of_gt hn0)
have hprev : recordCount v X k < j := Nat.lt_of_not_ge (Nat.find_min hex (by omega : k < n))
rw [hk,recordCount_succ] at hn
split_ifs at hn with hr
· exact ⟨n,Or.inr (by simpa only [hk] using hr),by rw [hk,recordCount_succ,ite_eq_left hr]; omega⟩
· omega
def relativeTail {d : ℕ} (n : ℕ) (X : Path d) : Path d :=
shiftPath (-(X n)) (tailPath n X)
lemma relativeTail_apply {d : ℕ} (n : ℕ) (X : Path d) (k : ℕ) :
relativeTail n X k = X (n+k) - X n := rfl
lemma relativeTail_zero {d : ℕ} (n : ℕ) (X : Path d) : relativeTail n X 0 = 0 := by
simp [relativeTail_apply]
lemma measurable_relativeTail {d : ℕ} (n : ℕ) : Measurable (relativeTail (d := d) n) := by
apply Measurable.of_eval
intro k
change Measurable (fun X : Path d => X (n+k) - X n)
exact (measurable_pi_apply (n+k)).sub (measurable_pi_apply n)
lemma strictRecord_relativeTail {d : ℕ} (v : Fin d → ℝ) (X : Path d) {n : ℕ}
(hn : n = 0 ∨ strictRecord v X n) {k : ℕ} (hk : 0 < k) :
strictRecord v (relativeTail n X) k ↔ strictRecord v X (n+k) := by
change (0 < k ∧ ∀ i < k, height v (X (n+i) - X n) < height v (X (n+k) - X n)) ↔ _
simp_rw [height_sub]
constructor
· rintro ⟨_,hr⟩
refine ⟨by omega,fun i hi => ?_⟩
by_cases hin : n ≤ i
· have hh := hr (i-n) (by omega)
rw [Nat.add_sub_of_le hin] at hh
linarith
· have hh := hr 0 hk
rw [Nat.add_zero] at hh
have hi' : i < n := by omega
have hnr := hn.resolve_left (by omega)
exact (hnr.2 i hi').trans (by linarith)
· intro hr
refine ⟨hk,fun i hi => ?_⟩
have hh := hr.2 (n+i) (by omega)
linarith
lemma trueCut_relativeTail {d : ℕ} (v : Fin d → ℝ) (X : Path d) {n : ℕ}
(hn : n = 0 ∨ strictRecord v X n) {k : ℕ} (hk : 0 < k) :
trueCut v (relativeTail n X) k ↔ trueCut v X (n+k) := by
rw [trueCut,trueCut,strictRecord_relativeTail v X hn hk]
simp only [relativeTail_apply,height_sub,Nat.add_assoc,sub_le_sub_iff_right]
lemma recordCount_relativeTail {d : ℕ} (v : Fin d → ℝ) (X : Path d) {n : ℕ}
(hn : n = 0 ∨ strictRecord v X n) (k : ℕ) :
recordCount v X (n+k) = recordCount v X n + recordCount v (relativeTail n X) k := by
classical
induction k with
| zero => simp [recordCount_zero]
| succ k ih =>
rw [Nat.add_succ,recordCount_succ,recordCount_succ,ih,
strictRecord_relativeTail v X hn (Nat.succ_pos k),Nat.add_assoc]
simp only [Nat.succ_eq_add_one,Nat.add_assoc]
def noCutBeforeRecord {d : ℕ} (v : Fin d → ℝ) (r : ℕ) : Set (Path d) :=
{X | ∀ n, trueCut v X n → r < recordCount v X n}
lemma measurableSet_noCutBeforeRecord {d : ℕ} (v : Fin d → ℝ) (r : ℕ) :
MeasurableSet (noCutBeforeRecord v r) := by
simp only [noCutBeforeRecord,Set.ofPred_forall,imp_iff_not_or,Set.ofPred_or]
exact MeasurableSet.iInter (fun n => (measurableSet_trueCut v n).compl.union
(measurableSet_lt measurable_const (measurable_recordCount v n)))
lemma noCutBeforeRecord_iff {d : ℕ} (v : Fin d → ℝ) (X : Path d)
(hc : ∃ n, trueCut v X n) (r : ℕ) : X ∈ noCutBeforeRecord v r ↔
r < recordCount v X (firstCutTime v X) := by
obtain ⟨hcut,hmin⟩ := firstCutTime_spec v X hc
constructor
· intro h; exact h _ hcut
· intro h n hn
have ht : firstCutTime v X ≤ n := by
by_contra hx
exact hmin n (by omega) hn
exact h.trans_le (recordCount_mono v X ht)
def recordPrefix {d : ℕ} (v : Fin d → ℝ) (j : ℕ) (X : Path d) (n : ℕ) : Prop :=
(n = 0 ∨ strictRecord v X n) ∧ recordCount v X n = j ∧
∀ i ≤ n, 0 ≤ height v (X i)
lemma recordPrefix_prefix {d : ℕ} (v : Fin d → ℝ) (j : ℕ) {X Y : Path d} {n : ℕ}
(hX : recordPrefix v j X n) (hY : Y ∈ pathCylinder n X) : recordPrefix v j Y n := by
refine ⟨hX.1.imp id (fun hr => strictRecord_prefix v hr hY),?_,fun i hi => ?_⟩
· rw [recordCount_prefix v hY];exact hX.2.1
· rw [hY i hi];exact hX.2.2 i hi
lemma recordPrefix_unique {d : ℕ} (v : Fin d → ℝ) (j : ℕ) (X : Path d) {m n : ℕ}
(hm : recordPrefix v j X m) (hn : recordPrefix v j X n) : m = n :=
recordCount_boundary_unique v X hm.1 hn.1 (hm.2.1.trans hn.2.1.symm)
lemma measurableSet_recordPrefix {d : ℕ} (v : Fin d → ℝ) (j n : ℕ) :
MeasurableSet {X : Path d | recordPrefix v j X n} := by
simp only [recordPrefix,Set.ofPred_and,Set.ofPred_or,Set.ofPred_forall]
refine ((MeasurableSet.const _).union (measurableSet_strictRecord v n)).inter
(((measurableSet_singleton j).preimage (measurable_recordCount v n)).inter ?_)
exact MeasurableSet.iInter (fun i => MeasurableSet.iInter (fun _ =>
measurableSet_le measurable_const ((measurable_of_countable (height v)).comp (measurable_pi_apply i))))
lemma relativeTail_nonBacktracking_iff {d : ℕ} (v : Fin d → ℝ) (X : Path d) (n : ℕ) :
relativeTail n X ∈ nonBacktracking v ↔ ∀ k, height v (X n) ≤ height v (X (n+k)) := by
simp only [nonBacktracking,neverBelow,Set.mem_ofPred_eq,relativeTail_apply,height_sub,sub_nonneg]
lemma recordPrefix_tail_subset_nonBacktracking {d : ℕ} (v : Fin d → ℝ) (j n : ℕ)
(X : Path d) (hpre : recordPrefix v j X n) (hD : relativeTail n X ∈ nonBacktracking v) :
X ∈ nonBacktracking v := by
intro k
by_cases hk : k ≤ n
· exact hpre.2.2 k hk
· have hh := (relativeTail_nonBacktracking_iff v X n).mp hD (k-n)
rw [Nat.add_sub_of_le (by omega : n ≤ k)] at hh
exact (hpre.2.2 n le_rfl).trans hh
lemma relativeTail_cylinder {d : ℕ} (n : ℕ) (X γ : Path d)
(h : X ∈ pathCylinder n γ) : relativeTail n X = shiftPath (-(γ n)) (tailPath n X) := by
rw [relativeTail,h n le_rfl]
lemma conditioned_recordCylinder {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ]
(v : Fin d → ℝ) (j n : ℕ) (γ : Path d) (hγ : recordPrefix v j γ n)
{E : Set (Path d)} (hE : MeasurableSet E) :
conditioned μ v (pathCylinder n γ ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v)) =
annealed μ 0 (pathCylinder n γ) * conditioned μ v E := by
have hsub : pathCylinder n γ ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v) ⊆ nonBacktracking v := by
rintro X ⟨hX,hY⟩
exact recordPrefix_tail_subset_nonBacktracking v j n X (recordPrefix_prefix v j hγ hX) hY.2
have heq : pathCylinder n γ ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v) =
pathCylinder n γ ∩ tailPath n ⁻¹' (shiftPath (-(γ n)) ⁻¹' (E ∩ nonBacktracking v)) := by
ext X
constructor <;> rintro ⟨hX,hY⟩ <;> refine ⟨hX,?_⟩
· simpa only [Set.mem_preimage,relativeTail_cylinder n X γ hX] using hY
· simpa only [Set.mem_preimage,relativeTail_cylinder n X γ hX] using hY
change (annealed μ 0)[_|nonBacktracking v] = _
rw [cond_apply (measurableSet_nonBacktracking v),Set.inter_eq_right.mpr hsub,heq,
annealed_record_relative_tail μ v 0 n γ (fun i hi => ?_) hE]
· unfold conditioned
rw [cond_apply (measurableSet_nonBacktracking v),Set.inter_comm (nonBacktracking v) E]
ac_rfl
· exact (hγ.1.resolve_left (by omega)).2 i hi
lemma conditioned_recordPrefix {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ]
(v : Fin d → ℝ) (j n : ℕ) {E : Set (Path d)} (hE : MeasurableSet E) :
conditioned μ v ({X | recordPrefix v j X n} ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v)) =
annealed μ 0 {X | recordPrefix v j X n} * conditioned μ v E := by
let B : Set (Path d) := {X | recordPrefix v j X n}
have hB := measurableSet_recordPrefix v j n
have hF := (measurable_relativeTail n) (hE.inter (measurableSet_nonBacktracking v))
rw [measure_eq_tsum_fibres (conditioned μ v) (frestrictLe n) (measurable_frestrictLe n) (hB.inter hF),
measure_eq_tsum_fibres (annealed μ 0) (frestrictLe n) (measurable_frestrictLe n) hB,
← ENNReal.tsum_mul_right]
apply tsum_congr
intro a
let γ := extendPrefix n a
have hcyl : {X : Path d | frestrictLe n X = a} = pathCylinder n γ := by
rw [pathCylinder_eq_fiber,restrict_extendPrefix]
rfl
rw [hcyl]
by_cases hγ : recordPrefix v j γ n
· have hsub : pathCylinder n γ ⊆ B := fun _ h => recordPrefix_prefix v j hγ h
have heq : pathCylinder n γ ∩ ({X | recordPrefix v j X n} ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v)) =
pathCylinder n γ ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v) := by
rw [← Set.inter_assoc,Set.inter_eq_left.mpr hsub]
rw [heq,Set.inter_eq_left.mpr hsub]
exact conditioned_recordCylinder μ v j n γ hγ hE
· have hdis : pathCylinder n γ ∩ B = ∅ := by
apply Set.eq_empty_iff_forall_notMem.mpr
rintro X ⟨hX,hB'⟩
exact hγ (recordPrefix_prefix v j hB' (fun i hi => (hX i hi).symm))
rw [← Set.inter_assoc,hdis,Set.empty_inter,measure_empty,measure_empty,zero_mul]
def reachRecord {d : ℕ} (v : Fin d → ℝ) (j : ℕ) : Set (Path d) :=
⋃ n, {X | recordPrefix v j X n}
def recordTailEvent {d : ℕ} (v : Fin d → ℝ) (j : ℕ) (E : Set (Path d)) : Set (Path d) :=
⋃ n, {X | recordPrefix v j X n} ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v)
lemma measurableSet_reachRecord {d : ℕ} (v : Fin d → ℝ) (j : ℕ) :
MeasurableSet (reachRecord v j) := MeasurableSet.iUnion (fun n => measurableSet_recordPrefix v j n)
lemma measurableSet_recordTailEvent {d : ℕ} (v : Fin d → ℝ) (j : ℕ)
{E : Set (Path d)} (hE : MeasurableSet E) : MeasurableSet (recordTailEvent v j E) :=
MeasurableSet.iUnion (fun n => (measurableSet_recordPrefix v j n).inter
((measurable_relativeTail n) (hE.inter (measurableSet_nonBacktracking v))))
lemma recordPrefix_disjoint {d : ℕ} (v : Fin d → ℝ) (j : ℕ) :
Pairwise (fun m n => Disjoint {X : Path d | recordPrefix v j X m}
{X : Path d | recordPrefix v j X n}) := by
intro m n hmn
apply Set.disjoint_left.mpr
intro X hm hn
exact hmn (recordPrefix_unique v j X hm hn)
lemma recordTail_factorization {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ]
(v : Fin d → ℝ) (j : ℕ) {E : Set (Path d)} (hE : MeasurableSet E) :
conditioned μ v (recordTailEvent v j E) = annealed μ 0 (reachRecord v j) * conditioned μ v E := by
rw [recordTailEvent,measure_iUnion (fun m n hmn =>
(recordPrefix_disjoint v j hmn).mono Set.inter_subset_left Set.inter_subset_left)
(fun n => (measurableSet_recordPrefix v j n).inter
((measurable_relativeTail n) (hE.inter (measurableSet_nonBacktracking v))))]
simp_rw [conditioned_recordPrefix μ v j _ hE,ENNReal.tsum_mul_right]
rw [reachRecord,measure_iUnion (recordPrefix_disjoint v j) (measurableSet_recordPrefix v j)]
lemma reachRecord_mass_ge {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ]
(hell : StrictEllipticity μ) (v : Fin d → ℝ) (hv : v ≠ 0) (j : ℕ) :
annealed μ 0 (nonBacktracking v) ≤ annealed μ 0 (reachRecord v j) := by
apply measure_mono_ae
filter_upwards [finite_supremum μ hell 0 v hv] with X hfin hD
have hu : ¬∃ b : ℝ, ∀ n, height v (X n) ≤ b := by
intro hb
obtain ⟨n,hn⟩ := eventually_atTop.mp ((hfin hb).eventually (eventually_lt_atBot (-1)))
have hh := hD n
have := hn n le_rfl
linarith
obtain ⟨n,hn,hj⟩ := exists_record_index v X hu j
exact Set.mem_iUnion.mpr ⟨n,hn,hj,fun i _ => hD i⟩
lemma recordTailEvent_disjoint {d : ℕ} (v : Fin d → ℝ) (N : ℕ) :
(Finset.range (N+1) : Set ℕ).Pairwise (fun j k =>
Disjoint (recordTailEvent v j (noCutBeforeRecord v (N-j)))
(recordTailEvent v k (noCutBeforeRecord v (N-k)))) := by
intro j hj k hk hjk
simp only [Finset.mem_coe,Finset.mem_range] at hj hk
wlog hlt : j < k generalizing j k
· exact (this hjk.symm hk hj (by omega)).symm
apply Set.disjoint_left.mpr
intro X hX hY
obtain ⟨m,hm,hM⟩ := Set.mem_iUnion.mp hX
obtain ⟨n,hn,hN⟩ := Set.mem_iUnion.mp hY
have hmn : m < n := by
by_contra h
have hcount := recordCount_mono v X (show n ≤ m by omega)
rw [hm.2.1,hn.2.1] at hcount
omega
have hnpos : 0 < n := by omega
have hncut : trueCut v X n := ⟨hn.1.resolve_left (Nat.ne_of_gt hnpos),
(relativeTail_nonBacktracking_iff v X n).mp hN.2⟩
have hsuf : trueCut v (relativeTail m X) (n-m) := by
apply (trueCut_relativeTail v X hm.1 (by omega)).mpr
simpa only [Nat.add_sub_of_le hmn.le] using hncut
have hcontra := hM.1 (n-m) hsuf
have hcount := recordCount_relativeTail v X hm.1 (n-m)
rw [Nat.add_sub_of_le hmn.le,hm.2.1,hn.2.1] at hcount
omega
lemma record_tail_sum_bound {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ]
(hell : StrictEllipticity μ) (v : Fin d → ℝ) (hv : v ≠ 0)
(hp : 0 < annealed μ 0 (nonBacktracking v)) (N : ℕ) :
annealed μ 0 (nonBacktracking v) *
∑ j ∈ Finset.range (N+1), conditioned μ v (noCutBeforeRecord v (N-j)) ≤ 1 := by
let := conditioned_probability μ v hp
calc
_ = ∑ j ∈ Finset.range (N+1), annealed μ 0 (nonBacktracking v) *
conditioned μ v (noCutBeforeRecord v (N-j)) := Finset.mul_sum ..
_ ≤ ∑ j ∈ Finset.range (N+1), conditioned μ v
(recordTailEvent v j (noCutBeforeRecord v (N-j))) := by
apply Finset.sum_le_sum
intro j _
rw [recordTail_factorization μ v j (measurableSet_noCutBeforeRecord v (N-j))]
exact mul_le_mul' (reachRecord_mass_ge μ hell v hv j) le_rfl
_ = conditioned μ v (⋃ j ∈ Finset.range (N+1),
recordTailEvent v j (noCutBeforeRecord v (N-j))) := by
symm
exact measure_biUnion_finset (recordTailEvent_disjoint v N)
(fun j _ => measurableSet_recordTailEvent v j (measurableSet_noCutBeforeRecord v (N-j)))
_ ≤ 1 := prob_le_one
lemma lintegral_nat_tail {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω)
(f : Ω → ℕ) (hf : Measurable f) :
(∫⁻ x, (f x : ℝ≥0∞) ∂P) = ∑' j : ℕ, P {x | j < f x} := by
classical
have hA (j : ℕ) : MeasurableSet {x | j < f x} := measurableSet_lt measurable_const hf
have hexp (x : Ω) : (f x : ℝ≥0∞) = ∑' j : ℕ, ({x | j < f x}.indicator (fun _ => (1 : ℝ≥0∞))) x := by
rw [tsum_eq_sum (s := Finset.range (f x))]
· symm
calc
_ = ∑ _j ∈ Finset.range (f x), (1 : ℝ≥0∞) := by
apply Finset.sum_congr rfl
intro j hj
simp only [Set.indicator_apply, Set.mem_ofPred_eq, ite_eq_left (Finset.mem_range.mp hj)]
_ = _ := by simp
· intro j hj
simp only [Finset.mem_range, not_lt] at hj
simp [Set.indicator_of_notMem, not_lt.mpr hj]
simp_rw [hexp,lintegral_tsum (fun j => (measurable_const.indicator (hA j)).aemeasurable)]
apply tsum_congr
intro j
simp [lintegral_indicator (hA j)]
end DirectionalZeroOne
end OAI
|