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| import Mathlib | |
| import OAI.Analysis.HardSphere.Kernels.TrialKernel | |
| namespace OAI | |
| section | |
| section | |
| noncomputable section | |
| open MeasureTheory ProbabilityTheory Set | |
| open scoped ENNReal NNReal | |
| namespace HardSphere.Comparison | |
| variable {U X : Type*} [MeasurableSpace U] [MeasurableSpace X] | |
| lemma successKernel_restrict_le (κ : Kernel U X) [IsFiniteKernel κ] (S : Set X) (hS : MeasurableSet S) | |
| {u : U} {c : ℝ≥0∞} (hc : c≤κ u S) : | |
| successKernel κ S hS u≤c⁻¹ • (κ u).restrict S := by | |
| rw [successKernel_apply] | |
| intro B | |
| simp only [Measure.smul_apply,smul_eq_mul] | |
| exact mul_le_mul_left (ENNReal.inv_le_inv.mpr hc) _ | |
| lemma successful_marginal_le (μ ν : Measure U) [SFinite μ] [SFinite ν] | |
| (κ : Kernel U X) [IsFiniteKernel κ] (S : Set X) (hS : MeasurableSet S) | |
| {c A : ℝ≥0∞} (hμ : μ≤A • ν) (hc : ∀ᵐu ∂μ,c≤κ u S) : | |
| (μ.compProd (successKernel κ S hS)).map Prod.snd ≤ | |
| (c⁻¹*A) • (((ν.compProd κ).map Prod.snd).restrict S) := by | |
| apply Measure.le_iff.mpr | |
| intro B hB | |
| rw [Measure.map_apply measurable_snd hB,Measure.compProd_apply (hB.preimage measurable_snd), | |
| Measure.smul_apply,smul_eq_mul,Measure.restrict_apply hB, | |
| Measure.map_apply measurable_snd (hB.inter hS),Measure.compProd_apply ((hB.inter hS).preimage measurable_snd)] | |
| calc | |
| _ ≤ ∫⁻u,c⁻¹*(κ u (B∩S)) ∂μ := by | |
| apply lintegral_mono_ae | |
| filter_upwards [hc] with u hu | |
| change successKernel κ S hS u B≤_ | |
| simpa only [preimage_preimage,preimage_id,Measure.smul_apply,smul_eq_mul,Measure.restrict_apply hB] using | |
| successKernel_restrict_le κ S hS hu B | |
| _ = c⁻¹*(∫⁻u,κ u (B∩S) ∂μ) := lintegral_const_mul _ (κ.measurable_coe (hB.inter hS)) | |
| _ ≤ c⁻¹*(∫⁻u,κ u (B∩S) ∂A • ν) := mul_le_mul_right (lintegral_mono' hμ le_rfl) _ | |
| _ = _ := by rw [lintegral_smul_measure]; simp only [smul_eq_mul]; rw [mul_assoc]; rfl | |
| lemma normalizer_positive_of_uniform_success (μ ν : Measure U) [IsProbabilityMeasure μ] [SFinite ν] | |
| (κ : Kernel U X) [IsFiniteKernel κ] (S : Set X) (hS : MeasurableSet S) | |
| {c A : ℝ≥0∞} (hc0 : 0<c) (hA : A≠⊤) (hμ : μ≤A • ν) | |
| (hc : ∀ᵐu ∂μ,c≤κ u S) : 0<((ν.compProd κ).map Prod.snd) S := by | |
| rw [Measure.map_apply measurable_snd hS,Measure.compProd_apply (hS.preimage measurable_snd)] | |
| have h₁ : c≤∫⁻u,κ u S ∂μ := by | |
| calc | |
| _ = ∫⁻_u,c ∂μ := by simp | |
| _ ≤ _ := lintegral_mono_ae hc | |
| have h₂ : (∫⁻u,κ u S ∂μ)≤A*(∫⁻u,κ u S ∂ν) := by | |
| convert lintegral_mono' hμ (f:=fun u ↦ κ u S) le_rfl using 1 | |
| rw [lintegral_smul_measure,smul_eq_mul] | |
| change 0<(∫⁻u,κ u S ∂ν) | |
| exact (ENNReal.div_pos hc0.ne' hA).trans_le (ENNReal.div_le_of_le_mul' (h₁.trans h₂)) | |
| lemma restricted_le_normalized (P : Measure X) [IsProbabilityMeasure P] (S : Set X) : | |
| P.restrict S≤(P S)⁻¹ • P.restrict S := by | |
| intro B | |
| rw [Measure.smul_apply,smul_eq_mul] | |
| have hi : (1:ℝ≥0∞)≤(P S)⁻¹ := by | |
| simpa using ENNReal.inv_le_inv.mpr (prob_le_one (μ:=P) (s:=S)) | |
| simpa using mul_le_mul_left hi (P.restrict S B) | |
| lemma successful_marginal_le_reference (μ ν : Measure U) [SFinite μ] [IsProbabilityMeasure ν] | |
| (κ : Kernel U X) [IsMarkovKernel κ] (S : Set X) (hS : MeasurableSet S) | |
| {c A : ℝ≥0∞} (hμ : μ≤A • ν) (hc : ∀ᵐu ∂μ,c≤κ u S) : | |
| (μ.compProd (successKernel κ S hS)).map Prod.snd ≤ | |
| (c⁻¹*A) • ((((ν.compProd κ).map Prod.snd) S)⁻¹ • (((ν.compProd κ).map Prod.snd).restrict S)) := by | |
| have := successful_marginal_le μ ν κ S hS hμ hc | |
| refine this.trans ?_ | |
| intro B | |
| simpa only [Measure.smul_apply,smul_eq_mul] using mul_le_mul_right (restricted_le_normalized ((ν.compProd κ).map Prod.snd) S B) (c⁻¹*A) | |
| end HardSphere.Comparison | |
| end | |
| end | |
| end | |
| end OAI | |