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import OAI.Analysis.IrrationalRotation.Sampling.CircleDigitDensity
import OAI.Analysis.IrrationalRotation.Sampling.CircleDigitDisintegration
import OAI.Analysis.IrrationalRotation.Analysis.QuantizedDensity
namespace OAI
noncomputable section
open MeasureTheory ProbabilityTheory Set
open scoped ENNReal BigOperators
namespace Invariant233.CircleDigitCoupling
open CouplingMarginalBounds CouplingMixture OneCoordinateCoupling
lemma endpointDensity_memLp (side : Bool) (m a b : ℝ) (l : Label) :
MemLp (endpointDensity side m a b l) 2 baseLaw := by
cases l with
| none => exact memLp_const 1
| some i => cases side <;> fin_cases i <;> exact intervalDensity_memLp _ _ 2
lemma marginalDensity_memLp (side : Bool) (κ m a b t : ℝ) :
MemLp (marginalDensity side κ m a b t) 2 baseLaw := by
apply (memLp_const (diagonalMass κ m a b t)).add
exact memLp_finsetSum Finset.univ (fun i _ =>
(endpointDensity_memLp side m a b (some i)).const_mul _)
lemma endpointDensity_integral {m a b : ℝ} (hm : 100 ≤ m)
(ha : 1 / m ≤ a) (ha' : a ≤ 1 / 4)
(hb : 1 / m ≤ b) (hb' : b ≤ 1 / 4) (side : Bool) (l : Label) :
(∫ x, endpointDensity side m a b l x ∂baseLaw) = 1 := by
have := endpointLaw_isProbabilityMeasure hm ha ha' hb hb' side l
have h := congrArg (fun ν : Measure ℝ => ν univ)
(endpointLaw_eq_density hm ha ha' hb hb' side l)
rw [measure_univ, withDensity_apply _ MeasurableSet.univ,
Measure.restrict_univ, ← ofReal_integral_eq_lintegral_ofReal
((endpointDensity_memLp side m a b l).integrable (by norm_num))
(Filter.Eventually.of_forall (endpointDensity_nonneg side m a b l))] at h
have hn : 0 ≤ ∫ x, endpointDensity side m a b l x ∂baseLaw :=
integral_nonneg (endpointDensity_nonneg side m a b l)
exact (ENNReal.ofReal_eq_ofReal_iff hn (by norm_num)).mp (by simpa using h.symm)
lemma marginalDensity_integral {κ m a b t : ℝ} (hm : 100 ≤ m)
(ha : 1 / m ≤ a) (ha' : a ≤ 1 / 4)
(hb : 1 / m ≤ b) (hb' : b ≤ 1 / 4) (side : Bool) :
(∫ x, marginalDensity side κ m a b t x ∂baseLaw) = 1 := by
have hi (i : Fin 5) : Integrable
(fun x => componentProbabilities κ m a b t i * endpointDensity side m a b (some i) x)
baseLaw :=
((endpointDensity_memLp side m a b (some i)).integrable (by norm_num)).const_mul _
unfold marginalDensity
rw [integral_add (integrable_const _) (integrable_finsetSum Finset.univ (fun i _ => hi i)),
integral_finsetSum Finset.univ (fun i _ => hi i)]
simp only [integral_const, probReal_univ, one_smul, integral_const_mul,
endpointDensity_integral hm ha ha' hb hb' side, mul_one]
simp only [componentProbabilities, Fin.sum_univ_succ, Matrix.cons_val_zero,
Matrix.cons_val_succ, Fin.sum_univ_zero, add_zero, diagonalMass]
ring
lemma marginalDensity_energy {κ m a b t : ℝ} (hm : 100 ≤ m)
(ha : 1 / m ≤ a) (ha' : a ≤ 1 / 4)
(hb : 1 / m ≤ b) (hb' : b ≤ 1 / 4)
(ht0 : 0 ≤ t) (ht : t ≤ 1) (side : Bool) :
(∫ x, (marginalDensity side κ m a b t x - 1) ^ 2 ∂baseLaw) ≤
50 * (κ ^ 2 / m + t / m) := by
have hm0 : 0 < m := by linarith
have ha0 := width_pos hm0 ha
have hb0 := width_pos hm0 hb
have hf (i : Fin 5) : MemLp
(fun x => endpointDensity side m a b (some i) x - 1) 2 baseLaw :=
(endpointDensity_memLp side m a b (some i)).sub (memLp_const 1)
have hv (i : Fin 5) :
(∫ x, (endpointDensity side m a b (some i) x - 1) ^ 2 ∂baseLaw) ≤
componentVarianceBounds (2 * m) a b i := by
cases side
· exact leftDensity_variance_bound (by linarith) ha0 ha' hb0 hb' i
· exact rightDensity_variance_bound (by linarith) ha0 ha' hb0 hb' i
have hcs := integral_sq_weighted_sum_le hf (componentProbabilities κ m a b t)
have hs : (∑ i, componentProbabilities κ m a b t i ^ 2 *
∫ x, (endpointDensity side m a b (some i) x - 1) ^ 2 ∂baseLaw) ≤
∑ i, componentProbabilities κ m a b t i ^ 2 *
componentVarianceBounds (2 * m) a b i :=
Finset.sum_le_sum (fun i _ => mul_le_mul_of_nonneg_left (hv i) (sq_nonneg _))
have he : (∑ i, componentProbabilities κ m a b t i ^ 2 *
componentVarianceBounds (2 * m) a b i) = 8 * κ ^ 2 / m + 2 * t ^ 2 / m := by
simp only [componentProbabilities, componentVarianceBounds, Fin.sum_univ_succ,
Matrix.cons_val_zero, Matrix.cons_val_succ, Fin.sum_univ_zero, add_zero]
have hra := rho_sq_div_width (κ := κ) hm0 ha0
have hrb := rho_sq_div_width (κ := κ) hm0 hb0
have htag : (t / m) ^ 2 * (2 * m) = 2 * t ^ 2 / m := by field_simp
rw [htag]
simp only [div_eq_mul_inv] at hra hrb ⊢
nlinarith
have ht2 : t ^ 2 / m ≤ t / m :=
div_le_div_of_nonneg_right (by nlinarith) hm0.le
have hκ2 : 0 ≤ κ ^ 2 / m := div_nonneg (sq_nonneg _) hm0.le
have htdiv : 0 ≤ t / m := div_nonneg ht0 hm0.le
simp only [Fintype.card_fin] at hcs
calc
_ = ∫ x, (∑ i, componentProbabilities κ m a b t i *
(endpointDensity side m a b (some i) x - 1)) ^ 2 ∂baseLaw := by
congr 1
funext x
rw [marginalDensity, OneCoordinateCoupling.marginalDensity_sub_one]
_ ≤ 5 * (∑ i, componentProbabilities κ m a b t i ^ 2 *
componentVarianceBounds (2 * m) a b i) :=
hcs.trans (mul_le_mul_of_nonneg_left hs (by norm_num))
_ ≤ _ := by
rw [he]
simp only [div_eq_mul_inv] at ht2 hκ2 htdiv ⊢
nlinarith
lemma rawLaw_map_endpoint {κ m a b t : ℝ}
(hκ0 : 0 ≤ κ) (hκ : κ ≤ 1 / 100) (hm : 100 ≤ m)
(ha : 1 / m ≤ a) (ha' : a ≤ 1 / 4)
(hb : 1 / m ≤ b) (hb' : b ≤ 1 / 4)
(ht0 : 0 ≤ t) (ht : t ≤ 1) (side : Bool) :
(rawLaw κ m a b t).map (endpoint side) =
baseLaw.withDensity (fun x => ENNReal.ofReal (marginalDensity side κ m a b t x)) := by
have hm0 : 0 < m := by linarith
have ha0 := width_pos hm0 ha
have hb0 := width_pos hm0 hb
have hq0 : 0 ≤ diagonalMass κ m a b t :=
(by norm_num : (0 : ℝ) ≤ 49 / 50).trans
(diagonalMass_bounds hκ0 hκ hm ha ha' hb hb' ht0 ht).1
have : ∀ i, IsProbabilityMeasure (leftLaw (2 * m) a b i) :=
leftLaw_isProbabilityMeasure (by linarith) ha0 ha' hb0 hb'
have : ∀ i, IsProbabilityMeasure (rightLaw (2 * m) a b i) :=
rightLaw_isProbabilityMeasure (by linarith) ha0 ha' hb0 hb'
cases side
· change (rawLaw κ m a b t).map (Prod.fst ∘ Prod.snd) = _
rw [← Measure.map_map measurable_fst measurable_snd]
unfold rawLaw
rw [labelledMixture_map_snd]
exact mixture_fst_real_density baseLaw _ _ _ _
(leftDensity (2 * m) a b) hq0 (componentProbabilities_nonneg hκ0 hm0 ht0)
(fun i x => (leftDensity_bound (by linarith) ha0 ha' hb0 hb' i x).1)
(fun i => by fin_cases i <;> exact intervalDensity_measurable _ _)
(leftLaw_eq_withDensity (by linarith) ha0 ha' hb0 hb')
· change (rawLaw κ m a b t).map (Prod.snd ∘ Prod.snd) = _
rw [← Measure.map_map measurable_snd measurable_snd]
unfold rawLaw
rw [labelledMixture_map_snd]
exact mixture_snd_real_density baseLaw _ _ _ _
(rightDensity (2 * m) a b) hq0 (componentProbabilities_nonneg hκ0 hm0 ht0)
(fun i x => (rightDensity_bound (by linarith) ha0 ha' hb0 hb' i x).1)
(fun i => by fin_cases i <;> exact intervalDensity_measurable _ _)
(rightLaw_eq_withDensity (by linarith) ha0 ha' hb0 hb')
end Invariant233.CircleDigitCoupling
end
end OAI