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Add lean source and binary files (part 43)
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import OAI.Combinatorics.EditApproximation.Probability.ExactSampling
import Mathlib.Probability.Distributions.Geometric
import OAI.Combinatorics.EditApproximation.Definitions
namespace OAI
/-! A probability law for terminating fair-word rejection executions.
It records the failed trial count and accepted integer, identifies their
joint masses with literal finite fair-word traces, and charges all trials. -/
namespace EditApproximation
open MeasureTheory ProbabilityTheory
theorem rejectionSuccessParameter_ne_zero (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) :
rejectionSuccessParameter N R hN hNR ≠ 0 := by
intro h
have heq := congrArg (fun p : unitInterval => (p : ℝ)) h
have hpos : (0 : ℝ) < (N : ℝ) / R :=
div_pos (by exact_mod_cast hN) (by exact_mod_cast hN.trans_le hNR)
change (N : ℝ) / R = 0 at heq
linarith
theorem rejectionSuccessParameter_complement (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) :
1 - (rejectionSuccessParameter N R hN hNR : ℝ) = ((R - N : ℕ) : ℝ) / R := by
change 1 - (N : ℝ) / R = _
rw [Nat.cast_sub hNR]
have hR : (R : ℝ) ≠ 0 := by exact_mod_cast (hN.trans_le hNR).ne'
field_simp [hR]
noncomputable def rejectionExecutionLaw (N R : ℕ) [NeZero N]
(hN : 0 < N) (hNR : N ≤ R) : Measure (ℕ × Fin N) :=
(geometricMeasure (rejectionSuccessParameter N R hN hNR)).prod
(PMF.uniformOfFintype (Fin N)).toMeasure
instance rejectionExecutionLaw_probability (N R : ℕ) [NeZero N]
(hN : 0 < N) (hNR : N ≤ R) :
IsProbabilityMeasure (rejectionExecutionLaw N R hN hNR) := by
unfold rejectionExecutionLaw
infer_instance
/-- The accepted value has exactly the uniform law, independently of the
number of failed trials. -/
theorem rejectionExecutionLaw_output (N R : ℕ) [NeZero N]
(hN : 0 < N) (hNR : N ≤ R) :
(rejectionExecutionLaw N R hN hNR).map Prod.snd =
(PMF.uniformOfFintype (Fin N)).toMeasure := by
simp [rejectionExecutionLaw]
/-- Each execution atom has the probability of the corresponding literal
finite first-success trace event. -/
theorem rejectionExecutionLaw_atom (N R : ℕ) [NeZero N]
(hN : 0 < N) (hNR : N ≤ R) (failures : ℕ) (accepted : Fin N) :
(rejectionExecutionLaw N R hN hNR).real {(failures, accepted)} =
((R - N : ℕ) : ℝ) ^ failures / ((R : ℝ) ^ failures * R) := by
have hu : ((PMF.uniformOfFintype (Fin N)).toMeasure).real {accepted} = (1 : ℝ) / N := by
rw [measureReal_def, PMF.toMeasure_apply_singleton _ _ (measurableSet_singleton _)]
simp [PMF.uniformOfFintype_apply]
rw [rejectionExecutionLaw, ← Set.singleton_prod_singleton, measureReal_prod_prod,
geometricMeasure_real_singleton (rejectionSuccessParameter_ne_zero N R hN hNR), hu,
rejectionSuccessParameter_complement]
change ((((R - N : ℕ) : ℝ) / R) ^ failures * ((N : ℝ) / R)) * (1 / N) = _
rw [div_pow]
have hn : (N : ℝ) ≠ 0 := by exact_mod_cast hN.ne'
field_simp
theorem rejectionExecutionLaw_literal_trace (N R : ℕ) [NeZero N]
(hN : 0 < N) (hNR : N ≤ R) (failures : ℕ) (accepted : Fin N) :
let : NeZero R := ⟨by omega⟩
(rejectionExecutionLaw N R hN hNR).real {(failures, accepted)} =
((PMF.uniformOfFintype ((Fin failures → Fin R) × Fin R)).toMeasure).real
(firstSuccessEvent N R failures accepted) := by
let : NeZero R := ⟨by omega⟩
dsimp only
rw [rejectionExecutionLaw_atom, firstSuccessEvent_probability N R failures hN hNR accepted]
theorem rejection_trial_moment (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) :
(∫ failures : ℕ, ((failures : ℝ) + 1)
∂geometricMeasure (rejectionSuccessParameter N R hN hNR)) = (R : ℝ) / N := by
rw [integral_geometricMeasure (rejectionSuccessParameter_ne_zero N R hN hNR)]
have hterm (k : ℕ) :
((1 - (rejectionSuccessParameter N R hN hNR : ℝ)) ^ k *
(rejectionSuccessParameter N R hN hNR : ℝ)) * ((k : ℝ) + 1) =
((k : ℝ) + 1) * N * (((R - N : ℕ) : ℝ) ^ k / ((R : ℝ) ^ k * R)) := by
rw [rejectionSuccessParameter_complement]
change (((R - N : ℕ) : ℝ) / R) ^ k * ((N : ℝ) / R) * ((k : ℝ) + 1) = _
rw [div_pow]
ring
simp_rw [smul_eq_mul, hterm]
exact (rejection_first_success_expected_trials N R hN hNR).tsum_eq
theorem rejection_trials_integrable (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) :
Integrable (fun failures : ℕ => (failures : ℝ) + 1)
(geometricMeasure (rejectionSuccessParameter N R hN hNR)) := by
apply (integrable_geometricMeasure_iff (rejectionSuccessParameter_ne_zero N R hN hNR)).mpr
have hterm (k : ℕ) :
(1 - (rejectionSuccessParameter N R hN hNR : ℝ)) ^ k *
(rejectionSuccessParameter N R hN hNR : ℝ) * ‖(k : ℝ) + 1‖ =
((k : ℝ) + 1) * N * (((R - N : ℕ) : ℝ) ^ k / ((R : ℝ) ^ k * R)) := by
rw [Real.norm_of_nonneg (by positivity), rejectionSuccessParameter_complement]
change (((R - N : ℕ) : ℝ) / R) ^ k * ((N : ℝ) / R) * ((k : ℝ) + 1) = _
rw [div_pow]
ring
simpa only [hterm] using (rejection_first_success_expected_trials N R hN hNR).summable
/-- All failed trials are included in this strict factor-two bound. -/
theorem rejection_fair_word_trial_moment (N : ℕ) (hN : 0 < N) :
(∫ failures : ℕ, ((failures : ℝ) + 1)
∂geometricMeasure (rejectionSuccessParameter N (2 ^ rejectionBitCount N)
hN (rejectionWord_range N hN).1)) < 2 := by
rw [rejection_trial_moment]
apply (div_lt_iff₀ (by exact_mod_cast hN : (0 : ℝ) < N)).mpr
exact_mod_cast (rejectionWord_range N hN).2
/-- Exact expected number of consumed fair bits, including failed words. -/
theorem rejection_consumed_bits_moment (N : ℕ) (hN : 0 < N) :
(∫ failures : ℕ, (((failures : ℝ) + 1) * rejectionBitCount N)
∂geometricMeasure (rejectionSuccessParameter N (2 ^ rejectionBitCount N)
hN (rejectionWord_range N hN).1)) ≤ 2 * rejectionBitCount N := by
rw [integral_mul_const]
exact mul_le_mul_of_nonneg_right
(rejection_fair_word_trial_moment N hN).le (Nat.cast_nonneg _)
end EditApproximation
end OAI