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| import OAI.Analysis.Brenier.Basic | |
| namespace OAI | |
| noncomputable section | |
| open MeasureTheory | |
| open scoped ENNReal | |
| namespace Problem358 | |
| section General | |
| variable {X F : Type*} [TopologicalSpace X] [T2Space X] | |
| [MeasurableSpace X] [OpensMeasurableSpace X] [NormedAddCommGroup F] | |
| {μ : Measure X} [IsFiniteMeasure μ] {K : Set X} {f : X → F} | |
| /-- Continuity only on a compact set of full measure suffices for integrability. -/ | |
| theorem integrable_of_continuousOn_of_ae_mem_compact | |
| (hK : IsCompact K) (hμ : ∀ᵐ x ∂μ, x ∈ K) (hf : ContinuousOn f K) : | |
| Integrable f μ := by | |
| have h := hf.integrableOn_compact hK (μ := μ) | |
| rw [IntegrableOn, Measure.restrict_eq_self_of_ae_mem hμ] at h | |
| exact h | |
| /-- The preceding result through a measurable pushforward. -/ | |
| theorem integrable_comp_of_continuousOn_of_map_ae_mem_compact | |
| {A : Type*} [MeasurableSpace A] {ρ : Measure A} [IsFiniteMeasure ρ] | |
| {T : A → X} (hT : Measurable T) (hK : IsCompact K) | |
| (hρ : ∀ᵐ x ∂Measure.map T ρ, x ∈ K) (hf : ContinuousOn f K) : | |
| Integrable (fun x => f (T x)) ρ := by | |
| exact (integrable_of_continuousOn_of_ae_mem_compact hK hρ hf).comp_measurable hT | |
| end General | |
| /-- Continuous-on-support functions are integrable for compactly supported finite measures. -/ | |
| theorem IsSupported.integrable_continuousOn | |
| {d : ℕ} {μ : Measure (E d)} [IsFiniteMeasure μ] {K : Set (E d)} | |
| (hμ : IsSupported μ K) (hK : IsCompact K) | |
| {F : Type*} [NormedAddCommGroup F] {f : E d → F} (hf : ContinuousOn f K) : | |
| Integrable f μ := by | |
| exact integrable_of_continuousOn_of_ae_mem_compact hK (ae_iff.mpr hμ) hf | |
| /-- A continuous potential on a compact target is integrable after a measurable transport. -/ | |
| theorem integrable_comp_of_supported_map | |
| {d : ℕ} {A : Type*} [MeasurableSpace A] {ρ : Measure A} [IsFiniteMeasure ρ] | |
| {T : A → E d} (hT : Measurable T) {K : Set (E d)} | |
| (hK : IsCompact K) (hρ : IsSupported (Measure.map T ρ) K) | |
| {F : Type*} [NormedAddCommGroup F] {f : E d → F} (hf : ContinuousOn f K) : | |
| Integrable (fun x => f (T x)) ρ := by | |
| exact (hρ.integrable_continuousOn hK hf).comp_measurable hT | |
| /-- Every continuous function on the compact product support of a coupling is integrable. -/ | |
| theorem IsCoupling.integrable_continuousOn_prod | |
| {d : ℕ} {μ ν : Measure (E d)} {π : Measure (E d × E d)} | |
| (hπ : IsCoupling μ ν π) {K Y : Set (E d)} | |
| (hK : IsCompact K) (hY : IsCompact Y) | |
| (hμ : IsSupported μ K) (hν : IsSupported ν Y) | |
| {F : Type*} [NormedAddCommGroup F] {f : E d × E d → F} | |
| (hf : ContinuousOn f (K ×ˢ Y)) : Integrable f π := by | |
| let : IsProbabilityMeasure π := hπ.1 | |
| have hfst : ∀ᵐ p ∂π, p.1 ∈ K := by | |
| apply ae_of_ae_map measurable_fst.aemeasurable | |
| rw [hπ.2.1] | |
| exact ae_iff.mpr hμ | |
| have hsnd : ∀ᵐ p ∂π, p.2 ∈ Y := by | |
| apply ae_of_ae_map measurable_snd.aemeasurable | |
| rw [hπ.2.2] | |
| exact ae_iff.mpr hν | |
| apply integrable_of_continuousOn_of_ae_mem_compact (hK.prod hY) _ hf | |
| filter_upwards [hfst, hsnd] with p hpK hpY | |
| exact ⟨hpK, hpY⟩ | |
| end Problem358 | |
| end | |
| noncomputable section | |
| open MeasureTheory Filter | |
| open scoped Topology | |
| namespace Problem358 | |
| namespace CompactIntegrability | |
| variable {d : ℕ} {ρ : Measure (E d)} {T S : E d → E d} | |
| {Y Z : Set (E d)} | |
| /-- A compact-supported pushforward puts the map in that compact set almost everywhere. -/ | |
| theorem ae_mem_of_supported_map (hT : Measurable T) (hY : IsCompact Y) | |
| (hTY : IsSupported (Measure.map T ρ) Y) : ∀ᵐ x ∂ρ, T x ∈ Y := by | |
| apply (ae_map_iff hT.aemeasurable hY.measurableSet).mp | |
| exact ae_iff.mpr hTY | |
| /-- Every natural moment of the norm of a compact-valued measurable map is integrable. -/ | |
| theorem integrable_norm_pow_of_ae_mem [IsFiniteMeasure ρ] | |
| (hT : Measurable T) (hY : IsCompact Y) (hTY : ∀ᵐ x ∂ρ, T x ∈ Y) | |
| (n : ℕ) : Integrable (fun x => ‖T x‖ ^ n) ρ := by | |
| obtain ⟨R, hRpos, hR⟩ := hY.isBounded.exists_pos_norm_le | |
| apply (integrable_const (R ^ n)).mono' (hT.norm.pow_const n).aestronglyMeasurable | |
| filter_upwards [hTY] with x hx | |
| rw [Real.norm_eq_abs, abs_of_nonneg (pow_nonneg (norm_nonneg _) _)] | |
| exact pow_le_pow_left₀ (norm_nonneg _) (hR _ hx) n | |
| /-- Squared norm integrability from compact support of the pushforward. -/ | |
| theorem integrable_norm_sq_of_supported_map [IsFiniteMeasure ρ] | |
| (hT : Measurable T) (hY : IsCompact Y) | |
| (hTY : IsSupported (Measure.map T ρ) Y) : | |
| Integrable (fun x => ‖T x‖ ^ 2) ρ := | |
| integrable_norm_pow_of_ae_mem hT hY (ae_mem_of_supported_map hT hY hTY) 2 | |
| /-- An almost-everywhere limit of maps into a fixed compact set stays in that set. -/ | |
| theorem ae_mem_of_ae_tendsto {F : ℕ → E d → E d} | |
| (hY : IsCompact Y) (hFY : ∀ n, ∀ᵐ x ∂ρ, F n x ∈ Y) | |
| (hlim : ∀ᵐ x ∂ρ, Filter.Tendsto (fun n => F n x) Filter.atTop (𝓝 (T x))) : | |
| ∀ᵐ x ∂ρ, T x ∈ Y := by | |
| have hmem : ∀ᵐ x ∂ρ, ∀ n, F n x ∈ Y := ae_all_iff.mpr hFY | |
| filter_upwards [hmem, hlim] with x hx hlimx | |
| exact hY.isClosed.mem_of_tendsto hlimx (Filter.Eventually.of_forall hx) | |
| /-- Compact range supplies the domination needed to pass to continuous test integrals. -/ | |
| theorem tendsto_integral_comp_of_ae_tendsto [IsFiniteMeasure ρ] | |
| {F : ℕ → E d → E d} (hF : ∀ n, Measurable (F n)) | |
| (hY : IsCompact Y) (hFY : ∀ n, ∀ᵐ x ∂ρ, F n x ∈ Y) | |
| (hlim : ∀ᵐ x ∂ρ, Filter.Tendsto (fun n => F n x) Filter.atTop (𝓝 (T x))) | |
| {φ : E d → ℝ} (hφ : Continuous φ) : | |
| Filter.Tendsto (fun n => ∫ x, φ (F n x) ∂ρ) Filter.atTop | |
| (𝓝 (∫ x, φ (T x) ∂ρ)) := by | |
| obtain ⟨R, _, hR⟩ := (hY.image hφ).isBounded.exists_pos_norm_le | |
| apply tendsto_integral_of_dominated_convergence (fun _ => R) | |
| · intro n | |
| exact (hφ.measurable.comp (hF n)).aestronglyMeasurable | |
| · exact integrable_const R | |
| · intro n | |
| filter_upwards [hFY n] with x hx | |
| exact hR _ ⟨F n x, hx, rfl⟩ | |
| · filter_upwards [hlim] with x hx | |
| exact hφ.continuousAt.tendsto.comp hx | |
| /-- Almost-everywhere convergence within a common compact range implies convergence of | |
| squared map distances. This is the bounded-convergence step in finite-target approximation. -/ | |
| theorem tendsto_integral_sub_norm_sq_of_ae_tendsto [IsFiniteMeasure ρ] | |
| {F : ℕ → E d → E d} (hF : ∀ n, Measurable (F n)) (hT : Measurable T) | |
| (hY : IsCompact Y) (hFY : ∀ n, ∀ᵐ x ∂ρ, F n x ∈ Y) | |
| (hlim : ∀ᵐ x ∂ρ, Filter.Tendsto (fun n => F n x) Filter.atTop (𝓝 (T x))) : | |
| Filter.Tendsto (fun n => ∫ x, ‖F n x - T x‖ ^ 2 ∂ρ) Filter.atTop (𝓝 0) := by | |
| have hTY := ae_mem_of_ae_tendsto hY hFY hlim | |
| obtain ⟨R, hRpos, hR⟩ := hY.isBounded.exists_pos_norm_le | |
| have hdom := tendsto_integral_of_dominated_convergence (μ := ρ) | |
| (F := fun n x => ‖F n x - T x‖ ^ 2) (f := fun _ => (0 : ℝ)) | |
| (fun _ => (2 * R) ^ 2) | |
| apply (by simpa using hdom : _) | |
| · intro n | |
| exact ((hF n).sub hT).norm.pow_const 2 |>.aestronglyMeasurable | |
| · exact integrable_const _ | |
| · intro n | |
| filter_upwards [hFY n, hTY] with x hx hxT | |
| apply (sq_le_sq₀ (norm_nonneg _) (by positivity)).mpr | |
| calc | |
| ‖F n x - T x‖ ≤ ‖F n x‖ + ‖T x‖ := norm_sub_le _ _ | |
| _ ≤ R + R := add_le_add (hR _ hx) (hR _ hxT) | |
| _ = 2 * R := by ring | |
| · filter_upwards [hlim] with x hx | |
| have hc : Tendsto (fun _ : ℕ => T x) atTop (𝓝 (T x)) := tendsto_const_nhds | |
| simpa using (hx.sub hc).norm.pow 2 | |
| /-- Compact-range bounded convergence stated using the problem's exact map distance. -/ | |
| theorem tendsto_mapL2Dist_of_ae_tendsto [IsFiniteMeasure ρ] | |
| {F : ℕ → E d → E d} (hF : ∀ n, Measurable (F n)) (hT : Measurable T) | |
| (hY : IsCompact Y) (hFY : ∀ n, ∀ᵐ x ∂ρ, F n x ∈ Y) | |
| (hlim : ∀ᵐ x ∂ρ, Filter.Tendsto (fun n => F n x) Filter.atTop (𝓝 (T x))) : | |
| Filter.Tendsto (fun n => mapL2Dist ρ (F n) T) Filter.atTop (𝓝 0) := by | |
| have h := tendsto_integral_sub_norm_sq_of_ae_tendsto hF hT hY hFY hlim | |
| simpa [mapL2Dist, Function.comp_def] using (Real.continuous_sqrt.tendsto 0).comp h | |
| end CompactIntegrability | |
| namespace CompactIntegrability | |
| variable {d : ℕ} {ρ μ : Measure (E d)} {Y : Set (E d)} | |
| {F Q : ℕ → E d → E d} {T : E d → E d} | |
| /-- Identify a compact-range pointwise limit's law by continuous test integrals. -/ | |
| theorem map_eq_of_ae_tendsto_of_test_tendsto [IsFiniteMeasure ρ] [IsFiniteMeasure μ] | |
| (hF : ∀ n, Measurable (F n)) (hT : Measurable T) | |
| (hY : IsCompact Y) (hFY : ∀ n, ∀ᵐ x ∂ρ, F n x ∈ Y) | |
| (hlim : ∀ᵐ x ∂ρ, Tendsto (fun n => F n x) atTop (𝓝 (T x))) | |
| (htest : ∀ φ : E d → ℝ, Continuous φ → | |
| Tendsto (fun n => ∫ x, φ (F n x) ∂ρ) atTop (𝓝 (∫ y, φ y ∂μ))) : | |
| Measure.map T ρ = μ := by | |
| apply Measure.ext_of_integral_eq_on_compactlySupported | |
| intro φ | |
| have hφ : Continuous (φ : E d → ℝ) := map_continuous φ | |
| rw [integral_map hT.aemeasurable hφ.measurable.aestronglyMeasurable] | |
| exact tendsto_nhds_unique | |
| (tendsto_integral_comp_of_ae_tendsto hF hY hFY hlim hφ) (htest φ hφ) | |
| /-- If the approximating maps have the laws of quantizers converging to the identity, | |
| the almost-everywhere limit has the original target law. -/ | |
| theorem map_eq_of_ae_tendsto_of_map_eq_quantizers [IsFiniteMeasure ρ] [IsFiniteMeasure μ] | |
| (hF : ∀ n, Measurable (F n)) (hT : Measurable T) | |
| (hQ : ∀ n, Measurable (Q n)) (hY : IsCompact Y) | |
| (hFY : ∀ n, ∀ᵐ x ∂ρ, F n x ∈ Y) | |
| (hQY : ∀ n, ∀ᵐ y ∂μ, Q n y ∈ Y) | |
| (hlim : ∀ᵐ x ∂ρ, Tendsto (fun n => F n x) atTop (𝓝 (T x))) | |
| (hQlim : ∀ᵐ y ∂μ, Tendsto (fun n => Q n y) atTop (𝓝 y)) | |
| (hpush : ∀ n, Measure.map (F n) ρ = Measure.map (Q n) μ) : | |
| Measure.map T ρ = μ := by | |
| apply map_eq_of_ae_tendsto_of_test_tendsto hF hT hY hFY hlim | |
| intro φ hφ | |
| have htest := tendsto_integral_comp_of_ae_tendsto hQ hY hQY hQlim hφ | |
| have heq : (fun n => ∫ x, φ (F n x) ∂ρ) = (fun n => ∫ y, φ (Q n y) ∂μ) := by | |
| funext n | |
| rw [← integral_map (hF n).aemeasurable hφ.measurable.aestronglyMeasurable, | |
| hpush n, integral_map (hQ n).aemeasurable hφ.measurable.aestronglyMeasurable] | |
| rw [heq] | |
| exact htest | |
| end CompactIntegrability | |
| end Problem358 | |
| end | |
| end OAI | |