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| import Mathlib | |
| import OAI.Analysis.HardSphere.Comparison.Affinity | |
| namespace OAI | |
| noncomputable section | |
| open MeasureTheory Filter Set | |
| open scoped ENNReal BigOperators | |
| namespace HardSphere.Comparison | |
| variable {α : Type*} [MeasurableSpace α] | |
| lemma measureAffinity_eq_dominated (P Q ξ : Measure α) | |
| [IsFiniteMeasure P] [IsFiniteMeasure Q] [IsFiniteMeasure ξ] | |
| (hP : P≪ξ) (hQ : Q≪ξ) : | |
| measureAffinity P Q=affinity ξ (fun x ↦ (P.rnDeriv ξ x).toReal) | |
| (fun x ↦ (Q.rnDeriv ξ x).toReal) := by | |
| have hsum : P+Q≪ξ := by | |
| intro s hs | |
| simp only [Measure.add_apply,hP hs,hQ hs,add_zero] | |
| have hp : P≪P+Q := Measure.AbsolutelyContinuous.rfl.add_right Q | |
| have hq : Q≪P+Q := Measure.AbsolutelyContinuous.rfl.add_right' P | |
| unfold measureAffinity affinity | |
| rw [←integral_toReal_rnDeriv_mul hsum] | |
| apply integral_congr_ae | |
| filter_upwards [real_rnDeriv_chain (ξ:=ξ) hp,real_rnDeriv_chain (ξ:=ξ) hq] with x hx hy | |
| rw [←hx,←hy,Real.sqrt_mul ENNReal.toReal_nonneg,Real.sqrt_mul ENNReal.toReal_nonneg] | |
| have hsq := Real.sq_sqrt (show 0≤((P+Q).rnDeriv ξ x).toReal from ENNReal.toReal_nonneg) | |
| nth_rw 1 [←hsq] | |
| ring | |
| lemma affinity_finset_sum {ι : Type*} (s : Finset ι) (μ : Measure α) | |
| (p q : ι→α→ℝ) (hp : ∀i∈s,Integrable (p i) μ) (hq : ∀i∈s,Integrable (q i) μ) | |
| (hp0 : ∀i x,0≤p i x) (hq0 : ∀i x,0≤q i x) : | |
| (∑i∈s,affinity μ (p i) (q i))≤ | |
| affinity μ (fun x ↦ ∑i∈s,p i x) (fun x ↦ ∑i∈s,q i x) := by | |
| unfold affinity | |
| rw [←integral_finsetSum s (fun i hi ↦ affinity_integrable (hp i hi) (hq i hi) | |
| (Eventually.of_forall (hp0 i)) (Eventually.of_forall (hq0 i)))] | |
| apply integral_mono | |
| · exact integrable_finsetSum _ (fun i hi ↦ affinity_integrable (hp i hi) (hq i hi) | |
| (Eventually.of_forall (hp0 i)) (Eventually.of_forall (hq0 i))) | |
| · exact affinity_integrable (integrable_finsetSum _ hp) (integrable_finsetSum _ hq) | |
| (Eventually.of_forall (fun x ↦ Finset.sum_nonneg (fun i _ ↦ hp0 i x))) | |
| (Eventually.of_forall (fun x ↦ Finset.sum_nonneg (fun i _ ↦ hq0 i x))) | |
| · intro x | |
| exact Real.sum_sqrt_mul_sqrt_le s (fun i ↦ hp0 i x) (fun i ↦ hq0 i x) | |
| lemma rnDeriv_real_mono (P Q ξ : Measure α) [IsFiniteMeasure P] [IsFiniteMeasure Q] | |
| [IsFiniteMeasure ξ] (h : P≤Q) : | |
| (fun x ↦ (P.rnDeriv ξ x).toReal)≤ᵐ[ξ](fun x ↦ (Q.rnDeriv ξ x).toReal) := by | |
| have he := Measure.sub_add_cancel_of_le h | |
| have hh := Measure.rnDeriv_add (Q-P) P ξ | |
| rw [he] at hh | |
| filter_upwards [hh,Measure.rnDeriv_lt_top P ξ,Measure.rnDeriv_lt_top (Q-P) ξ] with x hx hp hq | |
| rw [hx,Pi.add_apply,ENNReal.toReal_add hq.ne hp.ne] | |
| exact le_add_of_nonneg_left ENNReal.toReal_nonneg | |
| lemma measureAffinity_mono (P Q P' Q' : Measure α) | |
| [IsFiniteMeasure P] [IsFiniteMeasure Q] [IsFiniteMeasure P'] [IsFiniteMeasure Q'] | |
| (hP : P≤P') (hQ : Q≤Q') : measureAffinity P Q ≤ measureAffinity P' Q' := by | |
| have hP' : P'≪P'+Q' := Measure.AbsolutelyContinuous.rfl.add_right Q' | |
| have hQ' : Q'≪P'+Q' := Measure.AbsolutelyContinuous.rfl.add_right' P' | |
| have hp := (Measure.absolutelyContinuous_of_le hP).trans hP' | |
| have hq := (Measure.absolutelyContinuous_of_le hQ).trans hQ' | |
| rw [measureAffinity_eq_dominated P Q (P'+Q') hp hq] | |
| unfold measureAffinity affinity | |
| apply integral_mono_ae | |
| · exact affinity_integrable Measure.integrable_toReal_rnDeriv Measure.integrable_toReal_rnDeriv | |
| (Eventually.of_forall (fun _ ↦ ENNReal.toReal_nonneg)) | |
| (Eventually.of_forall (fun _ ↦ ENNReal.toReal_nonneg)) | |
| · exact affinity_integrable Measure.integrable_toReal_rnDeriv Measure.integrable_toReal_rnDeriv | |
| (Eventually.of_forall (fun _ ↦ ENNReal.toReal_nonneg)) | |
| (Eventually.of_forall (fun _ ↦ ENNReal.toReal_nonneg)) | |
| · filter_upwards [rnDeriv_real_mono P P' (P'+Q') hP,rnDeriv_real_mono Q Q' (P'+Q') hQ] with x hx hy | |
| exact mul_le_mul (Real.sqrt_le_sqrt hx) (Real.sqrt_le_sqrt hy) | |
| (Real.sqrt_nonneg _) (Real.sqrt_nonneg _) | |
| lemma rnDeriv_real_finset_sum {ι : Type*} (s : Finset ι) (P : ι→Measure α) | |
| (ξ : Measure α) [∀i,IsFiniteMeasure (P i)] [IsFiniteMeasure ξ] : | |
| (fun x ↦ ((∑i∈s,P i).rnDeriv ξ x).toReal)=ᵐ[ξ] | |
| (fun x ↦ ∑i∈s,((P i).rnDeriv ξ x).toReal) := by | |
| classical | |
| induction s using Finset.induction_on with | |
| | empty => | |
| simp only [Finset.sum_empty] | |
| filter_upwards [Measure.rnDeriv_zero ξ] with x hx | |
| simp [hx] | |
| | @insert i s hi hs => | |
| simp only [Finset.sum_insert hi] | |
| filter_upwards [Measure.rnDeriv_add (P i) (∑j∈s,P j) ξ,hs, | |
| Measure.rnDeriv_lt_top (P i) ξ,Measure.rnDeriv_lt_top (∑j∈s,P j) ξ] with x hx hy ha hb | |
| rw [hx,Pi.add_apply,ENNReal.toReal_add ha.ne hb.ne,hy] | |
| lemma measureAffinity_finset_sum {ι : Type*} (s : Finset ι) (P Q : ι→Measure α) | |
| [∀i,IsFiniteMeasure (P i)] [∀i,IsFiniteMeasure (Q i)] : | |
| (∑i∈s,measureAffinity (P i) (Q i)) ≤ measureAffinity (∑i∈s,P i) (∑i∈s,Q i) := by | |
| let ξ := (∑i∈s,P i)+(∑i∈s,Q i) | |
| have hsP : (∑i∈s,P i)≪ξ := Measure.AbsolutelyContinuous.rfl.add_right _ | |
| have hsQ : (∑i∈s,Q i)≪ξ := Measure.AbsolutelyContinuous.rfl.add_right' _ | |
| have hp : ∀i∈s,P i≪ξ := fun i hi ↦ | |
| (Measure.absolutelyContinuous_of_le (Finset.single_le_sum (fun _ _ ↦ bot_le) hi)).trans hsP | |
| have hq : ∀i∈s,Q i≪ξ := fun i hi ↦ | |
| (Measure.absolutelyContinuous_of_le (Finset.single_le_sum (fun _ _ ↦ bot_le) hi)).trans hsQ | |
| calc | |
| _ = ∑i∈s,affinity ξ (fun x ↦ ((P i).rnDeriv ξ x).toReal) | |
| (fun x ↦ ((Q i).rnDeriv ξ x).toReal) := Finset.sum_congr rfl | |
| (fun i hi ↦ measureAffinity_eq_dominated _ _ _ (hp i hi) (hq i hi)) | |
| _ ≤ affinity ξ (fun x ↦ ∑i∈s,((P i).rnDeriv ξ x).toReal) | |
| (fun x ↦ ∑i∈s,((Q i).rnDeriv ξ x).toReal) := | |
| affinity_finset_sum s ξ _ _ (fun _ _ ↦ Measure.integrable_toReal_rnDeriv) | |
| (fun _ _ ↦ Measure.integrable_toReal_rnDeriv) | |
| (fun _ _ ↦ ENNReal.toReal_nonneg) (fun _ _ ↦ ENNReal.toReal_nonneg) | |
| _ = _ := by | |
| rw [measureAffinity_eq_dominated _ _ ξ hsP hsQ] | |
| unfold affinity | |
| apply integral_congr_ae | |
| filter_upwards [rnDeriv_real_finset_sum s P ξ,rnDeriv_real_finset_sum s Q ξ] with x hx hy | |
| rw [hx,hy] | |
| lemma measureAffinity_smul (P Q : Measure α) [IsFiniteMeasure P] [IsFiniteMeasure Q] | |
| (c : ℝ) (hc : 0≤c) : | |
| measureAffinity (ENNReal.ofReal c • P) (ENNReal.ofReal c • Q)=c*measureAffinity P Q := by | |
| let := P.smul_finite (c:=ENNReal.ofReal c) ENNReal.ofReal_ne_top | |
| let := Q.smul_finite (c:=ENNReal.ofReal c) ENNReal.ofReal_ne_top | |
| have hp : P≪P+Q := Measure.AbsolutelyContinuous.rfl.add_right Q | |
| have hq : Q≪P+Q := Measure.AbsolutelyContinuous.rfl.add_right' P | |
| rw [measureAffinity_eq_dominated _ _ (P+Q) (hp.smul_left _) (hq.smul_left _)] | |
| unfold measureAffinity affinity | |
| rw [← integral_const_mul] | |
| apply integral_congr_ae | |
| filter_upwards [Measure.rnDeriv_smul_left_of_ne_top P (P+Q) ENNReal.ofReal_ne_top, | |
| Measure.rnDeriv_smul_left_of_ne_top Q (P+Q) ENNReal.ofReal_ne_top] with x hx hy | |
| rw [hx,hy,Pi.smul_apply,Pi.smul_apply,smul_eq_mul,smul_eq_mul, | |
| ENNReal.toReal_mul,ENNReal.toReal_mul,ENNReal.toReal_ofReal hc, | |
| Real.sqrt_mul hc,Real.sqrt_mul hc] | |
| have hs := Real.sq_sqrt hc | |
| calc | |
| _ = (Real.sqrt c)^2*(Real.sqrt ((P.rnDeriv (P+Q) x).toReal)* | |
| Real.sqrt ((Q.rnDeriv (P+Q) x).toReal)) := by ring | |
| _ = _ := by rw [hs] | |
| lemma affinity_tag_normalization {ι : Type*} (s : Finset ι) | |
| (P Q : Measure α) (Pg Qg : ι→Measure α) | |
| [IsFiniteMeasure P] [IsFiniteMeasure Q] [∀i,IsFiniteMeasure (Pg i)] | |
| [∀i,IsFiniteMeasure (Qg i)] (D : ℝ) (hD : 0<D) | |
| (hp : ∑i∈s,Pg i ≤ ENNReal.ofReal D • P) | |
| (hq : ∑i∈s,Qg i ≤ ENNReal.ofReal D • Q) : | |
| D⁻¹*(∑i∈s,measureAffinity (Pg i) (Qg i)) ≤ measureAffinity P Q := by | |
| let := P.smul_finite (c:=ENNReal.ofReal D) ENNReal.ofReal_ne_top | |
| let := Q.smul_finite (c:=ENNReal.ofReal D) ENNReal.ofReal_ne_top | |
| have h := (measureAffinity_finset_sum s Pg Qg).trans (measureAffinity_mono _ _ _ _ hp hq) | |
| rw [measureAffinity_smul P Q D hD.le] at h | |
| exact (inv_mul_le_iff₀ hD).2 h | |
| end HardSphere.Comparison | |
| end | |
| end OAI | |