File size: 6,090 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
import Mathlib

namespace OAI

noncomputable section

open MeasureTheory Filter Set
open scoped Topology NNReal ENNReal

namespace Problem367.ContinuousCoefficientModulus

def pairModulus (x y : ℕ → ℝ) (n : ℕ) : ℝ :=
  ↑((Finset.range n).sup (fun i => ‖x i - y i‖₊))

theorem pairModulus_nonneg (x y : ℕ → ℝ) (n : ℕ) :
    0 ≤ pairModulus x y n := NNReal.coe_nonneg _

theorem abs_sub_le_pairModulus (x y : ℕ → ℝ) {i n : ℕ} (hi : i < n) :
    |x i - y i| ≤ pairModulus x y n := by
  have h := Finset.le_sup (f := fun j => ‖x j - y j‖₊) (Finset.mem_range.mpr hi)
  exact_mod_cast h

theorem pairModulus_le (x y : ℕ → ℝ) (n : ℕ) {C : ℝ} (hC : 0 ≤ C)
    (hb : ∀ i < n, |x i - y i| ≤ C) : pairModulus x y n ≤ C := by
  have h : (Finset.range n).sup (fun i => ‖x i - y i‖₊) ≤ (⟨C, hC⟩ : ℝ≥0) := by
    apply Finset.sup_le
    intro i hi
    exact_mod_cast hb i (Finset.mem_range.mp hi)
  exact_mod_cast h

variable {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω}

theorem stronglyMeasurable_pairModulus (x y : ℕ → Ω → ℝ)
    (hx : ∀ i, StronglyMeasurable (x i)) (hy : ∀ i, StronglyMeasurable (y i)) (n : ℕ) :
    StronglyMeasurable (fun ω => pairModulus (fun i => x i ω) (fun i => y i ω) n) := by
  induction n with
  | zero => simpa [pairModulus] using (stronglyMeasurable_const :
      StronglyMeasurable (fun _ : Ω => (0 : ℝ)))
  | succ n ih =>
    have h := ((((hx n).measurable.sub (hy n).measurable).norm).max
      ih.measurable).stronglyMeasurable
    simpa only [pairModulus, Finset.range_add_one, Finset.sup_insert,
      NNReal.coe_max, coe_nnnorm, Real.norm_eq_abs, Pi.sub_apply] using h

theorem memLp_pairModulus [IsFiniteMeasure μ] (x y : ℕ → Ω → ℝ)
    (hx : ∀ i, StronglyMeasurable (x i)) (hy : ∀ i, StronglyMeasurable (y i))
    (n : ℕ) {C : ℝ} (hC : 0 ≤ C)
    (hb : ∀ i, i < n → ∀ᵐ ω ∂μ, |x i ω - y i ω| ≤ C) (p : ℝ≥0∞) :
    MemLp (fun ω => pairModulus (fun i => x i ω) (fun i => y i ω) n) p μ := by
  apply MemLp.of_bound (stronglyMeasurable_pairModulus x y hx hy n).aestronglyMeasurable C
  have hb' : ∀ i, ∀ᵐ ω ∂μ, i < n → |x i ω - y i ω| ≤ C := by
    intro i
    by_cases hi : i < n
    · exact (hb i hi).mono (fun _ h _ => h)
    · exact Filter.Eventually.of_forall (fun _ h => (hi h).elim)
  filter_upwards [ae_all_iff.2 hb'] with ω hω
  rw [Real.norm_eq_abs, abs_of_nonneg (pairModulus_nonneg _ _ _)]
  exact pairModulus_le _ _ _ hC hω

theorem tendsto_pairModulus_of_uniformContinuousOn
    {I : Type*} [PseudoMetricSpace I] {S : Set I} {H : I → ℝ}
    (hH : UniformContinuousOn H S) (s t : ℕ → ℕ → I) (N : ℕ → ℕ)
    (hs : ∀ n i, i < N n → s n i ∈ S) (ht : ∀ n i, i < N n → t n i ∈ S)
    (δ : ℕ → ℝ) (hδ : Tendsto δ atTop (𝓝 0))
    (hdist : ∀ n i, i < N n → dist (s n i) (t n i) ≤ δ n) :
    Tendsto (fun n => pairModulus (fun i => H (s n i)) (fun i => H (t n i)) (N n))
      atTop (𝓝 0) := by
  apply Metric.tendsto_atTop.mpr
  intro ε hε
  obtain ⟨η, hη, hlocal⟩ := Metric.uniformContinuousOn_iff.mp hH (ε / 2) (by positivity)
  obtain ⟨n₀, hn₀⟩ := (hδ.eventually (gt_mem_nhds hη)).exists_forall_of_atTop
  refine ⟨n₀, fun n hn => ?_⟩
  have hb : pairModulus (fun i => H (s n i)) (fun i => H (t n i)) (N n) ≤ ε / 2 := by
    apply pairModulus_le _ _ _ (by positivity)
    intro i hi
    have hh := hlocal (s n i) (hs n i hi) (t n i) (ht n i hi)
      ((hdist n i hi).trans_lt (hn₀ n hn))
    simpa only [Real.dist_eq] using hh.le
  rw [Real.dist_eq, sub_zero, abs_of_nonneg (pairModulus_nonneg _ _ _)]
  linarith

theorem tendsto_integral_pairModulus_pow [IsFiniteMeasure μ]
    {I : Type*} [PseudoMetricSpace I] {S : Set I} (hS : IsCompact S)
    {H : I → Ω → ℝ} (hm : ∀ t, StronglyMeasurable (H t))
    (hc : ∀ᵐ ω ∂μ, ContinuousOn (fun t => H t ω) S)
    {C : ℝ} (hC : 0 ≤ C) (hb : ∀ t ∈ S, ∀ᵐ ω ∂μ, |H t ω| ≤ C)
    (s t : ℕ → ℕ → I) (N : ℕ → ℕ)
    (hs : ∀ n i, i < N n → s n i ∈ S) (ht : ∀ n i, i < N n → t n i ∈ S)
    (δ : ℕ → ℝ) (hδ : Tendsto δ atTop (𝓝 0))
    (hdist : ∀ n i, i < N n → dist (s n i) (t n i) ≤ δ n)
    (p : ℕ) (hp : 0 < p) :
    Tendsto (fun n => ∫ ω,
      (pairModulus (fun i => H (s n i) ω) (fun i => H (t n i) ω) (N n)) ^ p ∂μ)
      atTop (𝓝 0) := by
  let R : ℕ → Ω → ℝ := fun n ω =>
    pairModulus (fun i => H (s n i) ω) (fun i => H (t n i) ω) (N n)
  have hRm (n : ℕ) : StronglyMeasurable (R n) :=
    stronglyMeasurable_pairModulus _ _ (fun i => hm (s n i)) (fun i => hm (t n i)) (N n)
  have hRb (n : ℕ) : ∀ᵐ ω ∂μ, |R n ω| ≤ 2 * C := by
    have hb' : ∀ i, ∀ᵐ ω ∂μ, i < N n → |H (s n i) ω - H (t n i) ω| ≤ 2 * C := by
      intro i
      by_cases hi : i < N n
      · filter_upwards [hb _ (hs n i hi), hb _ (ht n i hi)] with ω hsω htω
        intro _
        exact (abs_sub _ _).trans (by linarith)
      · exact Filter.Eventually.of_forall (fun _ h => (hi h).elim)
    filter_upwards [ae_all_iff.2 hb'] with ω hω
    rw [abs_of_nonneg (pairModulus_nonneg _ _ _)]
    exact pairModulus_le _ _ _ (by positivity) hω
  have hlim : ∀ᵐ ω ∂μ, Tendsto (fun n => R n ω) atTop (𝓝 0) := by
    filter_upwards [hc] with ω hω
    exact tendsto_pairModulus_of_uniformContinuousOn
      (hS.uniformContinuousOn_of_continuous hω) s t N hs ht δ hδ hdist
  have hh := tendsto_integral_of_dominated_convergence (μ := μ)
    (F := fun n ω => R n ω ^ p) (f := fun _ => (0 : ℝ))
    (fun _ => (2 * C) ^ p) (fun n => (hRm n).aestronglyMeasurable.pow p)
    (integrable_const _) ?_ ?_
  · simpa only [integral_zero] using hh
  · intro n
    filter_upwards [hRb n] with ω hω
    rw [norm_pow, Real.norm_eq_abs]
    exact pow_le_pow_left₀ (abs_nonneg _) hω p
  · filter_upwards [hlim] with ω hω
    simpa only [zero_pow (Nat.ne_of_gt hp)] using hω.pow p

end Problem367.ContinuousCoefficientModulus

end

end OAI