openAI-math-dataset / lean /OAI /Analysis /Brenier /CompactMeasure.lean
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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