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import OAI.Dynamics.MultipleMixing.Entropy
namespace OAI
noncomputable section
namespace Rokhlin
section
open scoped InnerProductSpace CStarAlgebra
open ContinuousLinearMap
open MeasureTheory Filter
open scoped BigOperators Topology
variable {Ω : Type*} [MeasurableSpace Ω]
def timeMap (T : Ω ≃ᵐ Ω) (n : ℤ) : Ω → Ω :=
⇑((T.toEquiv : Equiv.Perm Ω) ^ n)
def IsMixing (μ : Measure Ω) (T : Ω ≃ᵐ Ω) : Prop :=
∀ A B : Set Ω, MeasurableSet A → MeasurableSet B →
Tendsto (fun n : ℤ => μ (A ∩ timeMap T n ⁻¹' B))
(comap Int.natAbs atTop) (𝓝 (μ A * μ B))
def layoutTime {k : ℕ} (gaps : Fin (k - 1) → ℕ+) (i : Fin k) : ℕ :=
∑ j : Fin (k - 1), if j.val < i.val then (gaps j : ℕ) else 0
def MixingOfOrder (μ : Measure Ω) (T : Ω ≃ᵐ Ω) (k : ℕ) : Prop :=
∀ A : Fin k → Set Ω, (∀ i, MeasurableSet (A i)) →
Tendsto
(fun gaps : Fin (k - 1) → ℕ+ =>
μ (⋂ i : Fin k, timeMap T (layoutTime gaps i : ℤ) ⁻¹' A i))
atTop (𝓝 (∏ i : Fin k, μ (A i)))
section Rectangle
variable {H₁ H₂ H₃ H₄ : Type*}
[NormedAddCommGroup H₁] [InnerProductSpace ℂ H₁] [CompleteSpace H₁]
[NormedAddCommGroup H₂] [InnerProductSpace ℂ H₂] [CompleteSpace H₂]
[NormedAddCommGroup H₃] [InnerProductSpace ℂ H₃] [CompleteSpace H₃]
[NormedAddCommGroup H₄] [InnerProductSpace ℂ H₄] [CompleteSpace H₄]
open ContinuousLinearMap
theorem rectangle_square_identities
(F : H₂ →L[ℂ] H₁) (G : H₄ →L[ℂ] H₃)
(K : H₃ →L[ℂ] H₁) (N : H₄ →L[ℂ] H₂)
(h₁ : F ∘L N = K ∘L G) (h₂ : F.adjoint ∘L K = N ∘L G.adjoint) :
(K ∘L K.adjoint) ∘L F = F ∘L (N ∘L N.adjoint) ∧
(K.adjoint ∘L K) ∘L G = G ∘L (N.adjoint ∘L N) ∧
(F.adjoint ∘L F) ∘L N = N ∘L (G.adjoint ∘L G) ∧
(F ∘L F.adjoint) ∘L K = K ∘L (G ∘L G.adjoint) := by
have h₂' : K.adjoint ∘L F = G ∘L N.adjoint := by
simpa only [adjoint_comp, adjoint_adjoint] using congrArg adjoint h₂
refine ⟨?_, ?_, ?_, ?_⟩
· calc
(K ∘L K.adjoint) ∘L F = K ∘L (K.adjoint ∘L F) := comp_assoc _ _ _
_ = K ∘L (G ∘L N.adjoint) := congrArg (K ∘L ·) h₂'
_ = (K ∘L G) ∘L N.adjoint := (comp_assoc _ _ _).symm
_ = (F ∘L N) ∘L N.adjoint := congrArg (· ∘L N.adjoint) h₁.symm
_ = F ∘L (N ∘L N.adjoint) := comp_assoc _ _ _
· calc
(K.adjoint ∘L K) ∘L G = K.adjoint ∘L (K ∘L G) := comp_assoc _ _ _
_ = K.adjoint ∘L (F ∘L N) := congrArg (K.adjoint ∘L ·) h₁.symm
_ = (K.adjoint ∘L F) ∘L N := (comp_assoc _ _ _).symm
_ = (G ∘L N.adjoint) ∘L N := congrArg (· ∘L N) h₂'
_ = G ∘L (N.adjoint ∘L N) := comp_assoc _ _ _
· calc
(F.adjoint ∘L F) ∘L N = F.adjoint ∘L (F ∘L N) := comp_assoc _ _ _
_ = F.adjoint ∘L (K ∘L G) := congrArg (F.adjoint ∘L ·) h₁
_ = (F.adjoint ∘L K) ∘L G := (comp_assoc _ _ _).symm
_ = (N ∘L G.adjoint) ∘L G := congrArg (· ∘L G) h₂
_ = N ∘L (G.adjoint ∘L G) := comp_assoc _ _ _
· calc
(F ∘L F.adjoint) ∘L K = F ∘L (F.adjoint ∘L K) := comp_assoc _ _ _
_ = F ∘L (N ∘L G.adjoint) := congrArg (F ∘L ·) h₂
_ = (F ∘L N) ∘L G.adjoint := (comp_assoc _ _ _).symm
_ = (K ∘L G) ∘L G.adjoint := congrArg (· ∘L G.adjoint) h₁
_ = K ∘L (G ∘L G.adjoint) := comp_assoc _ _ _
end Rectangle
section EssentialRanges
variable {X E H J : Type*} [MeasurableSpace X]
[NormedAddCommGroup E] [NormedSpace ℂ E]
[NormedAddCommGroup H] [NormedSpace ℂ H]
[NormedAddCommGroup J] [NormedSpace ℂ J]
def HasEssentialTotalRange (μ : Measure X) (F : X → E →L[ℂ] H) : Prop :=
∀ p : Submodule ℂ H, IsClosed (p : Set H) →
(∀ᵐ x ∂μ, LinearMap.range (F x).toLinearMap ≤ p) → p = ⊤
theorem HasEssentialTotalRange.cancel_left {μ : Measure X}
{F : X → E →L[ℂ] H} (hF : HasEssentialTotalRange μ F)
{A B : H →L[ℂ] J} (h : ∀ᵐ x ∂μ, A ∘L F x = B ∘L F x) : A = B := by
have hker : (A - B).ker = ⊤ := by
apply hF (A - B).ker (A - B).isClosed_ker
filter_upwards [h] with x hx
rintro y ⟨v, rfl⟩
change A (F x v) - B (F x v) = 0
exact sub_eq_zero.mpr (DFunLike.congr_fun hx v)
apply sub_eq_zero.mp
ext v
have hv : v ∈ (A - B).ker := by rw [hker]; trivial
exact hv
theorem essentially_constant_of_intertwining
{C D : Type*} [MeasurableSpace C] [MeasurableSpace D]
(μC : Measure C) (μX : Measure X) (μD : Measure D)
[IsProbabilityMeasure μC] [IsProbabilityMeasure μX] [IsProbabilityMeasure μD]
(F : X → E →L[ℂ] H) (A : C → H →L[ℂ] H) (B : D → E →L[ℂ] E)
(hF : HasEssentialTotalRange μX F)
(h : ∀ᵐ p ∂μC.prod (μX.prod μD),
A p.1 ∘L F p.2.1 = F p.2.1 ∘L B p.2.2) :
∃ Q : H →L[ℂ] H, ∀ᵐ c ∂μC, A c = Q := by
have h' : ∀ᵐ c ∂μC, ∀ᵐ x ∂μX, ∀ᵐ d ∂μD,
A c ∘L F x = F x ∘L B d :=
(Measure.ae_ae_of_ae_prod h).mono fun _ hc => Measure.ae_ae_of_ae_prod hc
obtain ⟨c₀, hc₀⟩ := h'.exists
refine ⟨A c₀, h'.mono fun c hc => ?_⟩
apply hF.cancel_left
filter_upwards [hc, hc₀] with x hx hx₀
obtain ⟨d, hd, hd₀⟩ := (hx.and hx₀).exists
exact hd.trans hd₀.symm
end EssentialRanges
section HilbertEssentialRanges
variable {X E H : Type*} [MeasurableSpace X]
[NormedAddCommGroup E] [InnerProductSpace ℂ E] [CompleteSpace E]
[NormedAddCommGroup H] [InnerProductSpace ℂ H] [CompleteSpace H]
theorem HasEssentialTotalRange.eq_zero_of_adjoint_ae_eq_zero
{μ : Measure X} {F : X → E →L[ℂ] H} (hF : HasEssentialTotalRange μ F)
{v : H} (hv : ∀ᵐ x ∂μ, (F x).adjoint v = 0) : v = 0 := by
have hh : innerSL ℂ v = (0 : H →L[ℂ] ℂ) := by
apply hF.cancel_left
filter_upwards [hv] with x hx
ext w
change inner ℂ v (F x w) = 0
rw [← ContinuousLinearMap.adjoint_inner_left, hx, inner_zero_left]
exact inner_self_eq_zero.mp (DFunLike.congr_fun hh v)
theorem fixed_source_square_injective {μ : Measure X} (F : X → E →L[ℂ] H)
(hF : HasEssentialTotalRange μ (fun x => (F x).adjoint))
(Q : E →L[ℂ] E) (hQ : ∀ᵐ x ∂μ, (F x).adjoint ∘L F x = Q) :
Function.Injective Q := by
apply LinearMap.ker_eq_bot.mp
apply LinearMap.ker_eq_bot'.mpr
intro v hv
apply hF.eq_zero_of_adjoint_ae_eq_zero
filter_upwards [hQ] with x hx
rw [ContinuousLinearMap.adjoint_adjoint]
apply (inner_self_eq_zero (𝕜 := ℂ)).mp
rw [← ContinuousLinearMap.adjoint_inner_right]
have hz : (F x).adjoint (F x v) = 0 := by
change ((F x).adjoint ∘L F x) v = 0
rw [hx]
exact hv
rw [hz, inner_zero_right]
theorem essentially_constant_right_of_intertwining
{C D : Type*} [MeasurableSpace C] [MeasurableSpace D]
(μC : Measure C) (μX : Measure X) (μD : Measure D)
[IsProbabilityMeasure μC] [IsProbabilityMeasure μX] [IsProbabilityMeasure μD]
(F : X → E →L[ℂ] H) (A : C → H →L[ℂ] H) (B : D → E →L[ℂ] E)
(hF : HasEssentialTotalRange μX (fun x => (F x).adjoint))
(h : ∀ᵐ p ∂μC.prod (μX.prod μD),
A p.1 ∘L F p.2.1 = F p.2.1 ∘L B p.2.2) :
∃ Q : E →L[ℂ] E, ∀ᵐ d ∂μD, B d = Q := by
obtain ⟨c₀, hc₀⟩ := (Measure.ae_ae_of_ae_prod h).exists
have hh : ∀ᵐ p ∂μD.prod μX, A c₀ ∘L F p.2 = F p.2 ∘L B p.1 := by
have hh' : ∀ᵐ p ∂(μD.prod μX).map Prod.swap,
A c₀ ∘L F p.1 = F p.1 ∘L B p.2 := by
rw [Measure.prod_swap]
exact hc₀
exact ae_of_ae_map measurable_swap.aemeasurable hh'
have h' := Measure.ae_ae_of_ae_prod hh
obtain ⟨d₀, hd₀⟩ := h'.exists
refine ⟨B d₀, h'.mono fun d hd => ?_⟩
have heq : (B d).adjoint = (B d₀).adjoint := by
apply hF.cancel_left
filter_upwards [hd, hd₀] with x hx hx₀
have hh := congrArg adjoint (hx.symm.trans hx₀)
simpa only [adjoint_comp] using hh
simpa only [adjoint_adjoint] using congrArg adjoint heq
theorem fixed_ends_of_product_intertwining
{C D : Type*} [MeasurableSpace C] [MeasurableSpace D]
(μC : Measure C) (μX : Measure X) (μD : Measure D)
[IsProbabilityMeasure μC] [IsProbabilityMeasure μX] [IsProbabilityMeasure μD]
(F : X → E →L[ℂ] H) (A : C → H →L[ℂ] H) (B : D → E →L[ℂ] E)
(hF : HasEssentialTotalRange μX F)
(hF' : HasEssentialTotalRange μX (fun x => (F x).adjoint))
(h : ∀ᵐ p ∂μC.prod (μX.prod μD),
A p.1 ∘L F p.2.1 = F p.2.1 ∘L B p.2.2) :
(∃ Q : H →L[ℂ] H, ∀ᵐ c ∂μC, A c = Q) ∧
(∃ Q : E →L[ℂ] E, ∀ᵐ d ∂μD, B d = Q) :=
⟨essentially_constant_of_intertwining μC μX μD F A B hF h,
essentially_constant_right_of_intertwining μC μX μD F A B hF' h⟩
end HilbertEssentialRanges
section Polar
variable {E H : Type*}
[NormedAddCommGroup E] [InnerProductSpace ℂ E] [CompleteSpace E]
[NormedAddCommGroup H] [InnerProductSpace ℂ H] [CompleteSpace H]
theorem denseRange_iff_adjoint_injective (T : E →L[ℂ] H) :
DenseRange T ↔ Function.Injective T.adjoint := by
change Dense (LinearMap.range T.toLinearMap : Set H) ↔ _
rw [Submodule.dense_iff_topologicalClosure_eq_top,
Submodule.topologicalClosure_eq_top_iff, T.orthogonal_range, LinearMap.ker_eq_bot]
rfl
theorem exists_unitary_of_selfAdjoint_square
(T : E →L[ℂ] H) (A : E →L[ℂ] E)
(hA : IsSelfAdjoint A) (hAi : Function.Injective A)
(hT : DenseRange T) (hAT : A ∘L A = T.adjoint ∘L T) :
∃ U : E ≃ₗᵢ[ℂ] H, ∀ x, U (A x) = T x := by
have hAd : DenseRange A := (denseRange_iff_adjoint_injective A).mpr (by
rw [hA.adjoint_eq]; exact hAi)
have hn : ∀ x, ‖T x‖ = ‖A x‖ := by
intro x
have hsq : ‖T x‖ ^ 2 = ‖A x‖ ^ 2 := by
rw [T.apply_norm_sq_eq_inner_adjoint_right, A.apply_norm_sq_eq_inner_adjoint_right,
hA.adjoint_eq, hAT]
nlinarith [norm_nonneg (T x), norm_nonneg (A x)]
refine ⟨(LinearEquiv.refl ℂ E).extendOfIsometry A.toLinearMap T.toLinearMap hAd hT hn, ?_⟩
intro x
exact LinearEquiv.extendOfIsometry_eq _ _ _ hAd hT hn x
noncomputable def operatorAbs (T : E →L[ℂ] H) : E →L[ℂ] E :=
CFC.sqrt (T.adjoint ∘L T)
theorem operatorAbs_nonneg (T : E →L[ℂ] H) : 0 ≤ operatorAbs T :=
CFC.sqrt_nonneg _
theorem operatorAbs_sq (T : E →L[ℂ] H) :
operatorAbs T ∘L operatorAbs T = T.adjoint ∘L T := by
exact CFC.sqrt_mul_sqrt_self _ ((nonneg_iff_isPositive).mpr
(isPositive_adjoint_comp_self T))
theorem operatorAbs_injective (T : E →L[ℂ] H) (hT : Function.Injective T) :
Function.Injective (operatorAbs T) := by
have hTT : Function.Injective (T.adjoint ∘L T) :=
T.adjoint_comp_self_injective_iff.mpr hT
rw [← operatorAbs_sq] at hTT
intro x y hxy
exact hTT (congrArg (operatorAbs T) hxy)
theorem exists_unitary_polar (T : E →L[ℂ] H)
(hTi : Function.Injective T) (hTd : DenseRange T) :
∃ U : E ≃ₗᵢ[ℂ] H, ∀ x, U (operatorAbs T x) = T x := by
exact exists_unitary_of_selfAdjoint_square T (operatorAbs T)
(IsSelfAdjoint.of_nonneg (operatorAbs_nonneg T))
(operatorAbs_injective T hTi) hTd (operatorAbs_sq T)
end Polar
section
variable {E H : Type*}
[NormedAddCommGroup E] [InnerProductSpace ℂ E] [CompleteSpace E]
[NormedAddCommGroup H] [InnerProductSpace ℂ H] [CompleteSpace H]
def intertwinerAlgebra (N : E →L[ℂ] H) :
StarSubalgebra ℝ ((H →L[ℂ] H) × (E →L[ℂ] E)) where
carrier := {p | p.1 ∘L N = N ∘L p.2 ∧ star p.1 ∘L N = N ∘L star p.2}
add_mem' := by
rintro ⟨A,B⟩ ⟨C,D⟩ ⟨h₁,h₂⟩ ⟨h₃,h₄⟩
change (A+C) ∘L N = N ∘L (B+D) ∧ star (A+C) ∘L N = N ∘L star (B+D)
simp only [add_comp, comp_add, star_add, h₁, h₂, h₃, h₄, and_self]
mul_mem' := by
rintro ⟨A,B⟩ ⟨C,D⟩ ⟨h₁,h₂⟩ ⟨h₃,h₄⟩
change (A ∘L C) ∘L N = N ∘L (B ∘L D) ∧
star (A*C) ∘L N = N ∘L star (B*D)
constructor
· rw [comp_assoc, h₃, ← comp_assoc, h₁, comp_assoc]
· simp only [star_mul]
change (star C ∘L star A) ∘L N = N ∘L (star D ∘L star B)
rw [comp_assoc, h₂, ← comp_assoc, h₄, comp_assoc]
algebraMap_mem' := by
intro r
constructor <;> ext x <;> simp [← algebraMap_star_comm]
star_mem' := by
rintro ⟨A,B⟩ ⟨h₁,h₂⟩
exact ⟨h₂, by simpa using h₁⟩
instance intertwinerAlgebra_isClosed (N : E →L[ℂ] H) :
IsClosed (intertwinerAlgebra N : Set ((H →L[ℂ] H) × (E →L[ℂ] E))) := by
change IsClosed {p : (H →L[ℂ] H) × (E →L[ℂ] E) |
p.1 ∘L N = N ∘L p.2 ∧ star p.1 ∘L N = N ∘L star p.2}
apply IsClosed.inter
· exact isClosed_eq (by fun_prop) (by fun_prop)
· exact isClosed_eq (by fun_prop) (by fun_prop)
theorem sqrt_intertwines (A : H →L[ℂ] H) (B : E →L[ℂ] E) (N : E →L[ℂ] H)
(hA : 0 ≤ A) (hB : 0 ≤ B) (h : A ∘L N = N ∘L B) :
CFC.sqrt A ∘L N = N ∘L CFC.sqrt B := by
have hm : (A,B) ∈ intertwinerAlgebra N := by
refine ⟨h, ?_⟩
rw [(IsSelfAdjoint.of_nonneg hA).star_eq, (IsSelfAdjoint.of_nonneg hB).star_eq]
exact h
have hh := cfcₙ_mem (p := IsSelfAdjoint) (𝕜 := ℝ) (𝕜' := ℝ) (s := intertwinerAlgebra N)
(fun x : ℝ => Real.sqrt x) hm
rw [← CFC.sqrt_eq_real_sqrt (A,B) (show 0 ≤ (A,B) from ⟨hA,hB⟩),
CFC.sqrt_map_prod hA hB] at hh
exact hh.1
end
section PolarRectangle
variable {H₁ H₂ H₃ H₄ : Type*}
[NormedAddCommGroup H₁] [InnerProductSpace ℂ H₁] [CompleteSpace H₁]
[NormedAddCommGroup H₂] [InnerProductSpace ℂ H₂] [CompleteSpace H₂]
[NormedAddCommGroup H₃] [InnerProductSpace ℂ H₃] [CompleteSpace H₃]
[NormedAddCommGroup H₄] [InnerProductSpace ℂ H₄] [CompleteSpace H₄]
omit [CompleteSpace H₁] [CompleteSpace H₂] [CompleteSpace H₃] in
theorem eq_of_comp_eq_of_denseRange (A B : H₂ →L[ℂ] H₁) (C : H₃ →L[ℂ] H₂)
(hC : DenseRange C) (h : A ∘L C = B ∘L C) : A = B := by
apply DFunLike.coe_injective
exact hC.equalizer A.continuous B.continuous (by
funext x
exact congrArg (fun S : H₃ →L[ℂ] H₁ => S x) h)
theorem operatorAbs_denseRange (T : H₂ →L[ℂ] H₁) (hT : Function.Injective T) :
DenseRange (operatorAbs T) := by
apply (denseRange_iff_adjoint_injective _).mpr
rw [(IsSelfAdjoint.of_nonneg (operatorAbs_nonneg T)).adjoint_eq]
exact operatorAbs_injective T hT
theorem polar_rectangle
(F : H₂ →L[ℂ] H₁) (G : H₄ →L[ℂ] H₃)
(K : H₃ →L[ℂ] H₁) (N : H₄ →L[ℂ] H₂)
(h₁ : F ∘L N = K ∘L G) (h₂ : F.adjoint ∘L K = N ∘L G.adjoint)
(hGi : Function.Injective G) (hNi : Function.Injective N)
(UF : H₂ ≃ₗᵢ[ℂ] H₁) (UG : H₄ ≃ₗᵢ[ℂ] H₃)
(UK : H₃ ≃ₗᵢ[ℂ] H₁) (UN : H₄ ≃ₗᵢ[ℂ] H₂)
(hF : (UF : H₂ →L[ℂ] H₁) ∘L operatorAbs F = F)
(hG : (UG : H₄ →L[ℂ] H₃) ∘L operatorAbs G = G)
(hK : (UK : H₃ →L[ℂ] H₁) ∘L operatorAbs K = K)
(hN : (UN : H₄ →L[ℂ] H₂) ∘L operatorAbs N = N) :
(UF : H₂ →L[ℂ] H₁) ∘L (UN : H₄ →L[ℂ] H₂) =
(UK : H₃ →L[ℂ] H₁) ∘L (UG : H₄ →L[ℂ] H₃) := by
have hsq := (rectangle_square_identities F G K N h₁ h₂).2.2.1
have hroot : operatorAbs F ∘L N = N ∘L operatorAbs G :=
sqrt_intertwines _ _ N
((nonneg_iff_isPositive).mpr (isPositive_adjoint_comp_self F))
((nonneg_iff_isPositive).mpr (isPositive_adjoint_comp_self G)) hsq
have hmid : (UF : H₂ →L[ℂ] H₁) ∘L N = K ∘L (UG : H₄ →L[ℂ] H₃) := by
apply eq_of_comp_eq_of_denseRange _ _ (operatorAbs G) (operatorAbs_denseRange G hGi)
calc
((UF : H₂ →L[ℂ] H₁) ∘L N) ∘L operatorAbs G =
(UF : H₂ →L[ℂ] H₁) ∘L (operatorAbs F ∘L N) := by
rw [comp_assoc, hroot]
_ = F ∘L N := by rw [← comp_assoc, hF]
_ = K ∘L G := h₁
_ = (K ∘L (UG : H₄ →L[ℂ] H₃)) ∘L operatorAbs G := by rw [comp_assoc, hG]
have hss : N.adjoint ∘L N =
(UG.symm : H₃ →L[ℂ] H₄) ∘L (K.adjoint ∘L K) ∘L (UG : H₄ →L[ℂ] H₃) := by
have hh := congrArg (fun S : H₄ →L[ℂ] H₁ => S.adjoint ∘L S) hmid
ext x
simpa [adjoint_comp] using congrArg (fun S : H₄ →L[ℂ] H₄ => S x) hh
have hsq' : (K.adjoint ∘L K) ∘L (UG : H₄ →L[ℂ] H₃) =
(UG : H₄ →L[ℂ] H₃) ∘L (N.adjoint ∘L N) := by
rw [hss]
ext x
simp
have hroot' : operatorAbs K ∘L (UG : H₄ →L[ℂ] H₃) =
(UG : H₄ →L[ℂ] H₃) ∘L operatorAbs N :=
sqrt_intertwines _ _ (UG : H₄ →L[ℂ] H₃)
((nonneg_iff_isPositive).mpr (isPositive_adjoint_comp_self K))
((nonneg_iff_isPositive).mpr (isPositive_adjoint_comp_self N)) hsq'
apply eq_of_comp_eq_of_denseRange _ _ (operatorAbs N) (operatorAbs_denseRange N hNi)
calc
((UF : H₂ →L[ℂ] H₁) ∘L (UN : H₄ →L[ℂ] H₂)) ∘L operatorAbs N =
(UF : H₂ →L[ℂ] H₁) ∘L N := by rw [comp_assoc, hN]
_ = K ∘L (UG : H₄ →L[ℂ] H₃) := hmid
_ = (UK : H₃ →L[ℂ] H₁) ∘L (operatorAbs K ∘L (UG : H₄ →L[ℂ] H₃)) := by
rw [← comp_assoc, hK]
_ = ((UK : H₃ →L[ℂ] H₁) ∘L (UG : H₄ →L[ℂ] H₃)) ∘L operatorAbs N := by
rw [hroot', comp_assoc]
end PolarRectangle
variable {X Y C D H₁ H₂ H₃ H₄ : Type*}
[MeasurableSpace X] [MeasurableSpace Y] [MeasurableSpace C] [MeasurableSpace D]
[NormedAddCommGroup H₁] [InnerProductSpace ℂ H₁] [CompleteSpace H₁]
[NormedAddCommGroup H₂] [InnerProductSpace ℂ H₂] [CompleteSpace H₂]
[NormedAddCommGroup H₃] [InnerProductSpace ℂ H₃] [CompleteSpace H₃]
[NormedAddCommGroup H₄] [InnerProductSpace ℂ H₄] [CompleteSpace H₄]
def HasFixedInjectiveSquares (μ : Measure X) (F : X → H₂ →L[ℂ] H₁) : Prop :=
∃ P : H₂ →L[ℂ] H₂, ∃ Q : H₁ →L[ℂ] H₁,
Function.Injective P ∧ Function.Injective Q ∧
(∀ᵐ x ∂μ, (F x).adjoint ∘L F x = P) ∧
(∀ᵐ x ∂μ, F x ∘L (F x).adjoint = Q)
theorem hasFixedInjectiveSquares_of_fixed
(μ : Measure X) (F : X → H₂ →L[ℂ] H₁)
(hF : HasEssentialTotalRange μ F)
(hFa : HasEssentialTotalRange μ (fun x => (F x).adjoint))
(hP : ∃ P, ∀ᵐ x ∂μ, (F x).adjoint ∘L F x = P)
(hQ : ∃ Q, ∀ᵐ x ∂μ, F x ∘L (F x).adjoint = Q) :
HasFixedInjectiveSquares μ F := by
obtain ⟨P, hP⟩ := hP
obtain ⟨Q, hQ⟩ := hQ
refine ⟨P, Q, fixed_source_square_injective F hFa P hP, ?_, hP, hQ⟩
apply fixed_source_square_injective (fun x => (F x).adjoint) (by simpa using hF) Q
simpa using hQ
theorem fixed_squares_of_product_identities
(μX : Measure X) (μY : Measure Y) (μC : Measure C) (μD : Measure D)
[IsProbabilityMeasure μX] [IsProbabilityMeasure μY]
[IsProbabilityMeasure μC] [IsProbabilityMeasure μD]
(F : X → H₂ →L[ℂ] H₁) (G : Y → H₄ →L[ℂ] H₃)
(K : C → H₃ →L[ℂ] H₁) (N : D → H₄ →L[ℂ] H₂)
(hF : HasEssentialTotalRange μX F)
(hFa : HasEssentialTotalRange μX (fun x => (F x).adjoint))
(hG : HasEssentialTotalRange μY G)
(hGa : HasEssentialTotalRange μY (fun y => (G y).adjoint))
(hK : HasEssentialTotalRange μC K)
(hKa : HasEssentialTotalRange μC (fun c => (K c).adjoint))
(hN : HasEssentialTotalRange μD N)
(hNa : HasEssentialTotalRange μD (fun d => (N d).adjoint))
(h₁ : ∀ᵐ p ∂μC.prod (μX.prod μD),
(K p.1 ∘L (K p.1).adjoint) ∘L F p.2.1 =
F p.2.1 ∘L (N p.2.2 ∘L (N p.2.2).adjoint))
(h₂ : ∀ᵐ p ∂μC.prod (μY.prod μD),
((K p.1).adjoint ∘L K p.1) ∘L G p.2.1 =
G p.2.1 ∘L ((N p.2.2).adjoint ∘L N p.2.2))
(h₃ : ∀ᵐ p ∂μX.prod (μD.prod μY),
((F p.1).adjoint ∘L F p.1) ∘L N p.2.1 =
N p.2.1 ∘L ((G p.2.2).adjoint ∘L G p.2.2))
(h₄ : ∀ᵐ p ∂μX.prod (μC.prod μY),
(F p.1 ∘L (F p.1).adjoint) ∘L K p.2.1 =
K p.2.1 ∘L (G p.2.2 ∘L (G p.2.2).adjoint)) :
HasFixedInjectiveSquares μX F ∧ HasFixedInjectiveSquares μY G ∧
HasFixedInjectiveSquares μC K ∧ HasFixedInjectiveSquares μD N := by
have hKK := essentially_constant_of_intertwining μC μX μD F
(fun c => K c ∘L (K c).adjoint) (fun d => N d ∘L (N d).adjoint) hF h₁
have hNN := essentially_constant_right_of_intertwining μC μX μD F
(fun c => K c ∘L (K c).adjoint) (fun d => N d ∘L (N d).adjoint) hFa h₁
have hKK' := essentially_constant_of_intertwining μC μY μD G
(fun c => (K c).adjoint ∘L K c) (fun d => (N d).adjoint ∘L N d) hG h₂
have hNN' := essentially_constant_right_of_intertwining μC μY μD G
(fun c => (K c).adjoint ∘L K c) (fun d => (N d).adjoint ∘L N d) hGa h₂
have hFF' := essentially_constant_of_intertwining μX μD μY N
(fun x => (F x).adjoint ∘L F x) (fun y => (G y).adjoint ∘L G y) hN h₃
have hGG' := essentially_constant_right_of_intertwining μX μD μY N
(fun x => (F x).adjoint ∘L F x) (fun y => (G y).adjoint ∘L G y) hNa h₃
have hFF := essentially_constant_of_intertwining μX μC μY K
(fun x => F x ∘L (F x).adjoint) (fun y => G y ∘L (G y).adjoint) hK h₄
have hGG := essentially_constant_right_of_intertwining μX μC μY K
(fun x => F x ∘L (F x).adjoint) (fun y => G y ∘L (G y).adjoint) hKa h₄
exact ⟨hasFixedInjectiveSquares_of_fixed μX F hF hFa hFF' hFF,
hasFixedInjectiveSquares_of_fixed μY G hG hGa hGG' hGG,
hasFixedInjectiveSquares_of_fixed μC K hK hKa hKK' hKK,
hasFixedInjectiveSquares_of_fixed μD N hN hNa hNN' hNN⟩
end
section
open MeasureTheory Filter
variable {Ω : Type*} [MeasurableSpace Ω]
lemma timeMap_zero (T : Ω ≃ᵐ Ω) : timeMap T 0 = id := by
simp [timeMap]
lemma timeMap_add (T : Ω ≃ᵐ Ω) (m n : ℤ) : timeMap T (m+n) = timeMap T m ∘ timeMap T n := by
simp only [timeMap,zpow_add,Equiv.Perm.coe_mul]
lemma timeMap_nat (T : Ω ≃ᵐ Ω) (n : ℕ) : timeMap T n = (T : Ω → Ω)^[n] := by
simp only [timeMap,zpow_natCast,Equiv.Perm.coe_pow,MeasurableEquiv.coe_toEquiv]
lemma timeMap_neg_nat (T : Ω ≃ᵐ Ω) (n : ℕ) : timeMap T (-(n:ℤ)) = (T.symm : Ω → Ω)^[n] := by
simp only [timeMap,zpow_neg,zpow_natCast,←inv_pow,Equiv.Perm.coe_pow]
rfl
lemma timeMap_preserving (μ : Measure Ω) (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (n : ℤ) :
MeasurePreserving (timeMap T n) μ μ := by
induction n using Int.negInduction with
| nat n => rw [timeMap_nat]; exact hT.iterate n
| neg _ n => rw [timeMap_neg_nat]; exact (hT.symm T).iterate n
lemma timeMap_measurable (T : Ω ≃ᵐ Ω) (n : ℤ) : Measurable (timeMap T n) := by
induction n using Int.negInduction with
| nat n => rw [timeMap_nat]; exact T.measurable.iterate n
| neg _ n => rw [timeMap_neg_nat]; exact T.symm.measurable.iterate n
lemma timeMap_comm (T : Ω ≃ᵐ Ω) (m n : ℤ) (x : Ω) :
timeMap T m (timeMap T n x) = timeMap T n (timeMap T m x) := by
change (timeMap T m ∘ timeMap T n) x = (timeMap T n ∘ timeMap T m) x
rw [←timeMap_add,←timeMap_add,add_comm]
lemma timeMap_inv_apply (T : Ω ≃ᵐ Ω) (n : ℤ) (x : Ω) : timeMap T (-n) (timeMap T n x) = x := by
change (timeMap T (-n) ∘ timeMap T n) x = x
rw [←timeMap_add,neg_add_cancel,timeMap_zero]
rfl
end
section
open MeasureTheory Filter
open scoped Topology RealInnerProductSpace
variable {Ω : Type*} [m₀ : MeasurableSpace Ω] (μ : Measure Ω) [retained6 : IsProbabilityMeasure μ]
include retained6 in
lemma reverse_tail_pairing_along (m : ℕ → MeasurableSpace Ω) (hm : ∀ n, m n ≤ m₀)
(hanti : Antitone m) (c : ℕ → ℕ) (hc : Tendsto c atTop atTop)
(f : Lp ℝ 2 μ) (g : ℕ → Lp ℝ 2 μ)
(hg : ∀ n, AEStronglyMeasurable[m (c n)] (g n) μ) (hb : ∀ n, ‖g n‖ ≤ 1) :
Tendsto (fun n => ⟪f - (condExpL2 ℝ ℝ
(show (⨅ n, completedFactor (m₀ := m₀) μ (m n)) ≤ m₀ from
(iInf_le _ 0).trans (completedFactor_le μ (m 0))) f : Lp ℝ 2 μ), g n⟫)
atTop (𝓝 0) := by
let _ := retained6
let ft : Lp ℝ 2 μ := condExpL2 ℝ ℝ
(show (⨅ n, completedFactor (m₀ := m₀) μ (m n)) ≤ m₀ from
(iInf_le _ 0).trans (completedFactor_le μ (m 0))) f
have he n : ⟪f-ft,g n⟫ = ⟪(condExpL2 ℝ ℝ (hm (c n)) f : Lp ℝ 2 μ)-ft,g n⟫ := by
simp only [inner_sub_left,inner_condExpL2_eq_inner_fun (hm (c n)) f (g n) (hg n)]
have hbound n : |⟪f-ft,g n⟫| ≤ ‖(condExpL2 ℝ ℝ (hm (c n)) f : Lp ℝ 2 μ)-ft‖ := by
rw [he]
exact (abs_real_inner_le_norm _ _).trans (by nlinarith [norm_nonneg ((condExpL2 ℝ ℝ (hm (c n)) f : Lp ℝ 2 μ)-ft),hb n])
have ht := (reverse_conditional_L2 μ m hm hanti f).comp hc
have ht' : Tendsto (fun n => ‖(condExpL2 ℝ ℝ (hm (c n)) f : Lp ℝ 2 μ)-ft‖) atTop (𝓝 0) := by
simpa only [ft,sub_self,norm_zero,Function.comp_apply] using (ht.sub (tendsto_const_nhds (x := ft))).norm
exact squeeze_zero_norm (fun n => by simpa only [Real.norm_eq_abs] using hbound n) ht'
lemma integral_tail_replacement (m : ℕ → MeasurableSpace Ω) (hm : ∀ n, m n ≤ m₀)
(hanti : Antitone m) (c : ℕ → ℕ) (hc : Tendsto c atTop atTop)
(f : Ω → ℝ) (hf : MemLp f 2 μ) (g : ℕ → Ω → ℝ)
(hg : ∀ n, Measurable[m (c n)] (g n)) (hb : ∀ n x, |g n x| ≤ 1) :
Tendsto (fun n => ∫ x, (f x-μ[f | ⨅ n, completedFactor (m₀ := m₀) μ (m n)] x)*g n x ∂μ)
atTop (𝓝 0) := by
have hgm n : MemLp (g n) 2 μ := MemLp.of_bound
((hg n).mono (hm (c n)) le_rfl).aestronglyMeasurable 1
(Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using hb n x)
let G n : Lp ℝ 2 μ := (hgm n).toLp (g n)
let ht : (⨅ n, completedFactor (m₀ := m₀) μ (m n)) ≤ m₀ :=
(iInf_le _ 0).trans (completedFactor_le μ (m 0))
let F : Lp ℝ 2 μ := hf.toLp f
let FT : Lp ℝ 2 μ := condExpL2 ℝ ℝ ht F
have hG n : AEStronglyMeasurable[m (c n)] (G n) μ :=
(hg n).stronglyMeasurable.aestronglyMeasurable.congr (hgm n).coeFn_toLp.symm
have hGb n : ‖G n‖ ≤ 1 := by
have hb' : ∀ᵐ x ∂μ, ‖G n x‖ ≤ (1:ℝ) := by
filter_upwards [(hgm n).coeFn_toLp] with x hx
simpa only [G,hx,Real.norm_eq_abs] using hb n x
simpa only [measureUnivNNReal,measure_univ,ENNReal.toNNReal_one,NNReal.coe_one,Real.one_rpow,one_mul]
using Lp.norm_le_of_ae_bound (f := G n) (by norm_num : (0:ℝ) ≤ 1) hb'
have hh := reverse_tail_pairing_along μ m hm hanti c hc F G hG hGb
change Tendsto (fun n => ⟪F-FT,G n⟫) atTop (𝓝 0) at hh
convert hh using 1
funext n
rw [L2.inner_def]
apply integral_congr_ae
filter_upwards [hf.coeFn_toLp,(hgm n).coeFn_toLp,
hf.condExpL2_ae_eq_condExp (𝕜 := ℝ) ht,Lp.coeFn_sub F FT] with x hx hy hz hw
change F x = f x at hx
change G n x = g n x at hy
change FT x = μ[f | ⨅ n, completedFactor (m₀ := m₀) μ (m n)] x at hz
rw [hw,Pi.sub_apply,hx,hy,hz]
simp [mul_comm]
end
section
open MeasureTheory MeasurableSpace
open scoped ENNReal
variable {Y : Type*} [m : MeasurableSpace Y] [CountablyGenerated Y]
local instance : Fact ((2 : ℝ≥0∞) ≠ ∞) := ⟨by norm_num⟩
def hilbertTestAlgebra : Set (Set Y) := generateSetAlgebra (Set.range (natGeneratingSequence Y))
lemma hilbertTestAlgebra_algebra : IsSetAlgebra (hilbertTestAlgebra (Y := Y)) :=
isSetAlgebra_generateSetAlgebra
lemma hilbertTestAlgebra_countable : (hilbertTestAlgebra (Y := Y)).Countable :=
countable_generateSetAlgebra (Set.countable_range _)
lemma hilbertTestAlgebra_generates : m = generateFrom (hilbertTestAlgebra (Y := Y)) := by
rw [hilbertTestAlgebra,generateFrom_generateSetAlgebra_eq,generateFrom_natGeneratingSequence]
lemma hilbertTestAlgebra_measurable {s : Set Y} (hs : s ∈ hilbertTestAlgebra) : MeasurableSet s := by
rw [hilbertTestAlgebra_generates (Y := Y)]
exact measurableSet_generateFrom hs
lemma hilbertTestAlgebra_dense (μ : Measure Y) [IsFiniteMeasure μ] :
(Submodule.span ℂ (Set.range (fun s : hilbertTestAlgebra (Y := Y) =>
indicatorConstLp 2 (hilbertTestAlgebra_measurable s.property) (measure_ne_top μ s) (1 : ℂ)))).topologicalClosure = ⊤ := by
let D := (Submodule.span ℂ (Set.range (fun s : hilbertTestAlgebra (Y := Y) =>
indicatorConstLp 2 (hilbertTestAlgebra_measurable s.property) (measure_ne_top μ s) (1 : ℂ)))).topologicalClosure
have hd := Measure.MeasureDense.of_generateFrom_isSetAlgebra_finite μ hilbertTestAlgebra_algebra hilbertTestAlgebra_generates
have hunit (s : Set Y) (hs : s ∈ hilbertTestAlgebra) (hμs : μ s ≠ ∞) (c : ℂ) :
indicatorConstLp 2 (hd.measurable s hs) hμs c ∈ D := by
have he : indicatorConstLp 2 (hd.measurable s hs) hμs c =
c • indicatorConstLp 2 (hilbertTestAlgebra_measurable hs) (measure_ne_top μ s) (1 : ℂ) := by
apply Lp.ext
filter_upwards [indicatorConstLp_coeFn (p := 2) (hs := hd.measurable s hs) (hμs := hμs) (c := c),
Lp.coeFn_smul c (indicatorConstLp 2 (hilbertTestAlgebra_measurable hs) (measure_ne_top μ s) (1 : ℂ)),
indicatorConstLp_coeFn (p := 2) (hs := hilbertTestAlgebra_measurable hs) (hμs := measure_ne_top μ s) (c := (1 : ℂ))] with y hy hsm h1
rw [hy,hsm]
change s.indicator (fun _ => c) y = c • indicatorConstLp 2 (hilbertTestAlgebra_measurable hs) (measure_ne_top μ s) (1 : ℂ) y
rw [h1]
by_cases hys : y ∈ s <;> simp [hys]
rw [he]
exact D.smul_mem c (Submodule.le_topologicalClosure _ (Submodule.subset_span ⟨⟨s,hs⟩,rfl⟩))
apply top_unique
intro v _
change v ∈ D
apply Lp.induction (by norm_num : (2 : ℝ≥0∞) ≠ ∞) (fun v => v ∈ D)
· intro c s hs hμs
have hm := hd.indicatorConstLp_subset_closure (p := 2) c ⟨s,hs,hμs.ne,rfl⟩
exact (closure_minimal (by rintro _ ⟨s,hs,hμs,rfl⟩; exact hunit s hs hμs c) (Submodule.isClosed_topologicalClosure _)) hm
· intro f g hf hg hfg hF hG
exact D.add_mem hF hG
· exact (Submodule.isClosed_topologicalClosure _)
end
section
open MeasureTheory MeasurableSpace Topology
open scoped ENNReal
variable {Y : Type*} [MeasurableSpace Y] [CountablyGenerated Y]
local instance : Fact ((2 : ℝ≥0∞) ≠ ∞) := ⟨by norm_num⟩
abbrev HilbertTestKey (Y : Type*) [MeasurableSpace Y] [CountablyGenerated Y] :=
List ((ℚ × ℚ) × hilbertTestAlgebra (Y := Y))
instance : Countable (HilbertTestKey Y) := by
have : Countable (hilbertTestAlgebra (Y := Y)) := hilbertTestAlgebra_countable.to_subtype
infer_instance
def hilbertTestFunction (t : HilbertTestKey Y) : Y → ℂ :=
fun y => (t.map (fun p => ((p.1.1 : ℂ) + p.1.2 * Complex.I) *
(p.2.val.indicator (fun _ => (1 : ℂ))) y)).sum
lemma hilbertTestFunction_measurable (t : HilbertTestKey Y) : Measurable (hilbertTestFunction t) := by
induction t with
| nil =>
change Measurable (fun _ : Y => (0 : ℂ))
exact measurable_const
| cons p t ih =>
change Measurable (fun y => ((p.1.1 : ℂ) + p.1.2 * Complex.I) *
(p.2.val.indicator (fun _ => (1 : ℂ))) y + hilbertTestFunction t y)
exact (measurable_const.mul (measurable_const.indicator (hilbertTestAlgebra_measurable p.2.property))).add ih
def hilbertTestVector (μ : Measure Y) [IsFiniteMeasure μ] (t : HilbertTestKey Y) : Lp ℂ 2 μ :=
(t.map (fun p => ((p.1.1 : ℂ) + p.1.2 * Complex.I) •
indicatorConstLp 2 (hilbertTestAlgebra_measurable p.2.property) (measure_ne_top μ p.2.val) (1 : ℂ))).sum
lemma hilbertTestVector_append (μ : Measure Y) [IsFiniteMeasure μ] (s t : HilbertTestKey Y) :
hilbertTestVector μ (s ++ t) = hilbertTestVector μ s + hilbertTestVector μ t := by
simp [hilbertTestVector]
lemma rationalComplex_dense : DenseRange (fun p : ℚ × ℚ => (p.1 : ℂ) + p.2 * Complex.I) := by
have h := Rat.denseRange_cast (𝕜 := ℝ)
have hh := h.prodMap h
have hsurj : Function.Surjective (fun p : ℝ × ℝ => (p.1 : ℂ) + p.2 * Complex.I) := by
intro z
exact ⟨(z.re,z.im),Complex.re_add_im z⟩
convert hsurj.denseRange.comp hh (by fun_prop) using 1
ext p
simp
lemma hilbertTestVector_dense (μ : Measure Y) [IsFiniteMeasure μ] :
DenseRange (hilbertTestVector μ) := by
let S : AddSubmonoid (Lp ℂ 2 μ) := {
carrier := Set.range (hilbertTestVector μ)
zero_mem' := ⟨[],by simp [hilbertTestVector]⟩
add_mem' := by
rintro _ _ ⟨s,rfl⟩ ⟨t,rfl⟩
exact ⟨s ++ t,hilbertTestVector_append μ s t⟩ }
let D := S.topologicalClosure
have hd : IsClosed (D : Set (Lp ℂ 2 μ)) := AddSubmonoid.isClosed_topologicalClosure S
have hsingle (t : hilbertTestAlgebra (Y := Y)) (c : ℂ) :
c • indicatorConstLp 2 (hilbertTestAlgebra_measurable t.property)
(measure_ne_top μ t.val) (1 : ℂ) ∈ D := by
refine rationalComplex_dense.induction_on c
(hd.preimage (continuous_id.smul continuous_const)) ?_
intro q
apply (show (S : Set (Lp ℂ 2 μ)) ⊆ D from subset_closure)
exact ⟨[(q,t)],by simp [hilbertTestVector]⟩
have hspan : (Submodule.span ℂ (Set.range (fun t : hilbertTestAlgebra (Y := Y) =>
indicatorConstLp 2 (hilbertTestAlgebra_measurable t.property)
(measure_ne_top μ t.val) (1 : ℂ))) : Set (Lp ℂ 2 μ)) ⊆ D := by
intro v hv
have h : ∀ c : ℂ, c • v ∈ D := by
induction hv using Submodule.span_induction with
| mem x hx =>
obtain ⟨t,rfl⟩ := hx
exact hsingle t
| zero => intro c; simp only [smul_zero]; exact D.zero_mem
| add x y hx hy ihx ihy =>
intro c
simpa only [smul_add] using D.add_mem (ihx c) (ihy c)
| smul a x hx ih => intro c; simpa only [smul_smul] using ih (c*a)
simpa using h 1
intro v
have hall : (Submodule.span ℂ (Set.range (fun t : hilbertTestAlgebra (Y := Y) =>
indicatorConstLp 2 (hilbertTestAlgebra_measurable t.property)
(measure_ne_top μ t.val) (1 : ℂ)))).topologicalClosure = ⊤ := hilbertTestAlgebra_dense μ
have hv : v ∈ (Submodule.span ℂ (Set.range (fun t : hilbertTestAlgebra (Y := Y) =>
indicatorConstLp 2 (hilbertTestAlgebra_measurable t.property)
(measure_ne_top μ t.val) (1 : ℂ)))).topologicalClosure := by rw [hall]; trivial
exact closure_minimal hspan hd hv
end
section
open Filter Topology MeasureTheory
def IsDistanceCode (d : ℕ → ℕ → ℝ) (z : ℕ → ℝ) : Prop :=
(∀ n, 0 ≤ z n) ∧ (∀ n m, z n ≤ d n m + z m) ∧
(∀ n m, d n m ≤ z n + z m) ∧ ∀ m : ℕ, ∃ n, z n < (1/2 : ℝ)^m
variable {H : Type*} [MetricSpace H] [CompleteSpace H]
omit [CompleteSpace H] in
lemma distance_isCode {a : ℕ → H} (ha : DenseRange a) (v : H) :
IsDistanceCode (fun n m => dist (a n) (a m)) (fun n => dist v (a n)) := by
refine ⟨fun n => dist_nonneg, ?_, ?_, ?_⟩
· intro n m
simpa [dist_comm,add_comm] using dist_triangle v (a m) (a n)
· intro n m
simpa [dist_comm] using dist_triangle (a n) v (a m)
· intro m
exact ha.exists_dist_lt v (by positivity : 0 < (1/2 : ℝ)^m)
lemma IsDistanceCode.exists_eq {a : ℕ → H} {z : ℕ → ℝ}
(hz : IsDistanceCode (fun n m => dist (a n) (a m)) z) :
∃ v : H, ∀ n, dist v (a n) = z n := by
choose b hb using hz.2.2.2
have ht : Tendsto (fun m => z (b m)) atTop (𝓝 0) :=
squeeze_zero' (Eventually.of_forall fun _ => hz.1 _)
(Eventually.of_forall fun m => (hb m).le)
(tendsto_pow_atTop_nhds_zero_of_lt_one (by norm_num) (by norm_num))
have hc : CauchySeq (fun m => a (b m)) := by
rw [Metric.cauchySeq_iff]
intro ε hε
obtain ⟨N,hN⟩ := eventually_atTop.mp (ht.eventually (gt_mem_nhds (half_pos hε)))
refine ⟨N, fun m hm n hn => ?_⟩
have h := hz.2.2.1 (b m) (b n)
have := hN m hm
have := hN n hn
linarith
obtain ⟨v,hv⟩ := cauchySeq_tendsto_of_complete hc
refine ⟨v,fun n => le_antisymm ?_ ?_⟩
· have h := le_of_tendsto_of_tendsto (hv.dist tendsto_const_nhds)
(ht.add_const (z n)) (Eventually.of_forall fun m => hz.2.2.1 (b m) n)
simpa using h
· have h := le_of_tendsto_of_tendsto tendsto_const_nhds
((tendsto_const_nhds.dist hv).add ht)
(Eventually.of_forall fun m => hz.2.1 n (b m))
simpa [dist_comm] using h
omit [CompleteSpace H] in
lemma distance_code_injective {a : ℕ → H} (ha : DenseRange a) :
Function.Injective (fun v : H => fun n => dist v (a n)) := by
intro v w he
have hh : ∀ b : H, dist v b = dist w b := fun b => ha.induction_on b
(isClosed_eq (continuous_const.dist continuous_id) (continuous_const.dist continuous_id))
(fun n => congrFun he n)
simpa [dist_comm] using (hh v).symm
lemma isDistanceCode_iff {a : ℕ → H} (ha : DenseRange a) {z : ℕ → ℝ} :
IsDistanceCode (fun n m => dist (a n) (a m)) z ↔
∃! v : H, ∀ n, dist v (a n) = z n := by
constructor
· intro hz
obtain ⟨v,hv⟩ := hz.exists_eq
exact ⟨v,hv,fun w hw => distance_code_injective ha (funext fun n => (hw n).trans (hv n).symm)⟩
· rintro ⟨v,hv,_⟩
have he : (fun n => dist v (a n)) = z := funext hv
rw [←he]
exact distance_isCode ha v
variable {U : Type*} [MeasurableSpace U]
lemma measurableSet_distanceCode (d : U → ℕ → ℕ → ℝ)
(hd : ∀ n m, Measurable (fun u => d u n m)) :
MeasurableSet {p : U × (ℕ → ℝ) | IsDistanceCode (d p.1) p.2} := by
have hz (n : ℕ) : Measurable (fun p : U × (ℕ → ℝ) => p.2 n) :=
(measurable_pi_apply n).comp measurable_snd
have hd' (n m : ℕ) : Measurable (fun p : U × (ℕ → ℝ) => d p.1 n m) :=
(hd n m).comp measurable_fst
simp only [IsDistanceCode, Set.ofPred_and, Set.ofPred_forall, Set.ofPred_exists]
exact (MeasurableSet.iInter fun n => measurableSet_le measurable_const (hz n)).inter
((MeasurableSet.iInter fun n => MeasurableSet.iInter fun m =>
measurableSet_le (hz n) ((hd' n m).add (hz m))).inter
((MeasurableSet.iInter fun n => MeasurableSet.iInter fun m =>
measurableSet_le (hd' n m) ((hz n).add (hz m))).inter
(MeasurableSet.iInter fun m : ℕ => MeasurableSet.iUnion fun n : ℕ =>
measurableSet_lt (hz n) measurable_const)))
end
section
open MeasureTheory MeasurableSpace ProbabilityTheory
open scoped ENNReal InnerProductSpace
variable {Y : Type*} [MeasurableSpace Y] [CountablyGenerated Y]
local instance : Fact ((2 : ℝ≥0∞) ≠ ∞) := ⟨by norm_num⟩
lemma hilbertTestVector_coe (μ : Measure Y) [IsFiniteMeasure μ] (t : HilbertTestKey Y) :
↑(hilbertTestVector μ t) =ᵐ[μ] hilbertTestFunction t := by
induction t with
| nil => exact Lp.coeFn_zero _ _ _
| cons p t ih =>
let c : ℂ := (p.1.1 : ℂ) + p.1.2 * Complex.I
let f := indicatorConstLp 2 (hilbertTestAlgebra_measurable p.2.property)
(measure_ne_top μ p.2.val) (1 : ℂ)
change ↑(c • f + hilbertTestVector μ t) =ᵐ[μ] _
filter_upwards [Lp.coeFn_add (c • f) (hilbertTestVector μ t),Lp.coeFn_smul c f,
indicatorConstLp_coeFn (p := 2) (hs := hilbertTestAlgebra_measurable p.2.property)
(hμs := measure_ne_top μ p.2.val) (c := (1 : ℂ)),ih] with y hadd hsm hf ht
change (c • f + hilbertTestVector μ t) y = c * _ + hilbertTestFunction t y
rw [hadd]
change (c • f) y + hilbertTestVector μ t y = _
rw [hsm]
change c * f y + hilbertTestVector μ t y = _
rw [hf,ht]
def hilbertTestKeys : ℕ → HilbertTestKey Y := Classical.choose (exists_surjective_nat (HilbertTestKey Y))
lemma hilbertTestKeys_surjective : Function.Surjective (hilbertTestKeys (Y := Y)) :=
Classical.choose_spec (exists_surjective_nat (HilbertTestKey Y))
def hilbertTests (μ : Measure Y) [IsFiniteMeasure μ] (n : ℕ) : Lp ℂ 2 μ :=
hilbertTestVector μ (hilbertTestKeys n)
lemma hilbertTests_dense (μ : Measure Y) [IsFiniteMeasure μ] : DenseRange (hilbertTests μ) :=
by
have hr : Set.range (hilbertTests μ) = Set.range (hilbertTestVector μ) := by
ext v
constructor
· rintro ⟨n,rfl⟩
exact ⟨hilbertTestKeys n,rfl⟩
· rintro ⟨t,rfl⟩
obtain ⟨n,rfl⟩ := hilbertTestKeys_surjective t
exact ⟨n,rfl⟩
intro v
simpa only [hr] using hilbertTestVector_dense μ v
lemma hilbertTestVector_dist (μ : Measure Y) [IsFiniteMeasure μ] (s t : HilbertTestKey Y) :
dist (hilbertTestVector μ s) (hilbertTestVector μ t) =
Real.sqrt (Complex.re (∫ y, inner ℂ (hilbertTestFunction s y - hilbertTestFunction t y)
(hilbertTestFunction s y - hilbertTestFunction t y) ∂μ)) := by
rw [dist_eq_norm]
have he : (∫ y, inner ℂ ((hilbertTestVector μ s - hilbertTestVector μ t) y)
((hilbertTestVector μ s - hilbertTestVector μ t) y) ∂μ) =
∫ y, inner ℂ (hilbertTestFunction s y - hilbertTestFunction t y)
(hilbertTestFunction s y - hilbertTestFunction t y) ∂μ := by
apply integral_congr_ae
filter_upwards [Lp.coeFn_sub (hilbertTestVector μ s) (hilbertTestVector μ t),
hilbertTestVector_coe μ s,hilbertTestVector_coe μ t] with y hd hs ht
rw [hd]
change inner ℂ (hilbertTestVector μ s y - hilbertTestVector μ t y)
(hilbertTestVector μ s y - hilbertTestVector μ t y) = _
rw [hs,ht]
rw [←he,←L2.inner_def]
exact norm_eq_sqrt_re_inner (𝕜 := ℂ) _
variable {U : Type*} [MeasurableSpace U]
lemma hilbertTests_dist_measurable (κ : Kernel U Y) [IsMarkovKernel κ] (n m : ℕ) :
Measurable (fun u => dist (hilbertTests (κ u) n) (hilbertTests (κ u) m)) := by
simp only [hilbertTests,hilbertTestVector_dist]
apply Real.continuous_sqrt.measurable.comp
apply Complex.continuous_re.measurable.comp
apply StronglyMeasurable.measurable
apply StronglyMeasurable.integral_kernel
exact ((hilbertTestFunction_measurable _).sub (hilbertTestFunction_measurable _)).stronglyMeasurable.inner
((hilbertTestFunction_measurable _).sub (hilbertTestFunction_measurable _)).stronglyMeasurable
end
section
open MeasureTheory ProbabilityTheory Filter Topology
open scoped ENNReal
variable {U Y : Type*} [MeasurableSpace U] [MeasurableSpace Y] [MeasurableSpace.CountablyGenerated Y]
(κ : Kernel U Y) [IsMarkovKernel κ]
local instance : Fact ((2 : ℝ≥0∞) ≠ ∞) := ⟨by norm_num⟩
def HilbertCode := {p : U × (ℕ → ℝ) //
IsDistanceCode (fun n m => dist (hilbertTests (κ p.1) n) (hilbertTests (κ p.1) m)) p.2}
instance : MeasurableSpace (HilbertCode κ) := inferInstanceAs (MeasurableSpace (Subtype _))
instance [StandardBorelSpace U] : StandardBorelSpace (HilbertCode κ) := by
apply MeasurableSet.standardBorel
exact measurableSet_distanceCode _ (hilbertTests_dist_measurable κ)
namespace HilbertCode
variable {κ}
def base (p : HilbertCode κ) : U := p.val.1
def code (p : HilbertCode κ) : ℕ → ℝ := p.val.2
lemma measurable_base : Measurable (base (κ := κ)) := measurable_fst.comp measurable_subtype_coe
lemma measurable_code (n : ℕ) : Measurable (fun p : HilbertCode κ => p.code n) :=
((measurable_pi_apply n).comp measurable_snd).comp measurable_subtype_coe
def decode (p : HilbertCode κ) : Lp ℂ 2 (κ p.base) := p.property.exists_eq.choose
lemma decode_dist (p : HilbertCode κ) (n : ℕ) :
dist p.decode (hilbertTests (κ p.base) n) = p.code n := p.property.exists_eq.choose_spec n
def encode (u : U) (v : Lp ℂ 2 (κ u)) : HilbertCode κ :=
⟨(u,fun n => dist v (hilbertTests (κ u) n)),distance_isCode (hilbertTests_dense (κ u)) v⟩
lemma decode_encode (u : U) (v : Lp ℂ 2 (κ u)) : (encode u v).decode = v := by
apply distance_code_injective (hilbertTests_dense (κ u))
funext n
exact (encode u v).decode_dist n
lemma encode_decode (p : HilbertCode κ) : encode p.base p.decode = p := by
apply Subtype.ext
refine Prod.ext rfl ?_
funext n
exact p.decode_dist n
def approxIndex (p : HilbertCode κ) (m : ℕ) : ℕ := Nat.find (p.property.2.2.2 m)
lemma approxIndex_spec (p : HilbertCode κ) (m : ℕ) :
dist (hilbertTests (κ p.base) (approxIndex p m)) p.decode < (1/2 : ℝ)^m := by
rw [dist_comm,decode_dist]
exact Nat.find_spec (p.property.2.2.2 m)
lemma measurable_approxIndex (m : ℕ) : Measurable (fun p : HilbertCode κ => approxIndex p m) := by
exact Measurable.find (f := fun n (_ : HilbertCode κ) => n) (fun _ => measurable_const)
(fun n => measurableSet_lt (measurable_code (κ := κ) n) measurable_const)
(fun p => p.property.2.2.2 m)
def approximant (m : ℕ) (p : HilbertCode κ × Y) : ℂ :=
hilbertTestFunction (hilbertTestKeys (approxIndex p.1 m)) p.2
lemma measurable_approximant (m : ℕ) : Measurable (approximant (κ := κ) m) := by
have hm : Measurable (fun p : ℕ × Y => hilbertTestFunction (hilbertTestKeys p.1) p.2) :=
measurable_from_prod_countable_right fun n => hilbertTestFunction_measurable (hilbertTestKeys n)
exact hm.comp (((measurable_approxIndex m).comp measurable_fst).prodMk measurable_snd)
def representative (p : HilbertCode κ × Y) : ℂ :=
limUnder atTop (fun m => approximant m p)
lemma measurable_representative : Measurable (representative (κ := κ)) := by
exact (StronglyMeasurable.limUnder fun m => (measurable_approximant m).stronglyMeasurable).measurable
lemma representative_eq_decode (p : HilbertCode κ) :
(fun y => representative (p,y)) =ᵐ[κ p.base] (p.decode : Y → ℂ) := by
let v (m : ℕ) : Lp ℂ 2 (κ p.base) :=
hilbertTests (κ p.base) (approxIndex p m) - p.decode
have hvnorm (m) : ‖v m‖ ≤ (1/2 : ℝ)^m := by
simpa only [v,←dist_eq_norm] using (approxIndex_spec p m).le
have hsum : Summable (fun m => ‖v m‖) :=
Summable.of_nonneg_of_le (fun m => norm_nonneg _) hvnorm summable_geometric_two
have hfinite : ∑' m, eLpNorm (v m : Y → ℂ) 2 (κ p.base) ≠ ⊤ := by
have he (m) : eLpNorm (v m : Y → ℂ) 2 (κ p.base) = (‖v m‖₊ : ℝ≥0∞) := by
rw [Lp.nnnorm_def,ENNReal.coe_toNNReal (Lp.eLpNorm_ne_top _)]
simp only [he]
exact ENNReal.tsum_coe_ne_top_iff_summable.mpr (NNReal.summable_coe.mp hsum)
have hae := summable_norm_of_tsum_eLpNorm_ne_top (by norm_num : (1 : ℝ≥0∞) ≤ 2)
hfinite
have heq : ∀ᵐ y ∂κ p.base, ∀ m, v m y = approximant m (p,y) - p.decode y := by
rw [ae_all_iff]
intro m
filter_upwards [Lp.coeFn_sub (hilbertTests (κ p.base) (approxIndex p m)) p.decode,
hilbertTestVector_coe (κ p.base) (hilbertTestKeys (approxIndex p m))] with y hd hf
change (hilbertTests (κ p.base) (approxIndex p m) - p.decode) y = _
rw [hd]
change hilbertTestVector (κ p.base) (hilbertTestKeys (approxIndex p m)) y - p.decode y = _
rw [hf]
rfl
filter_upwards [hae,heq] with y hy he
apply Tendsto.limUnder_eq
apply tendsto_iff_norm_sub_tendsto_zero.mpr
have ht := hy.tendsto_atTop_zero
simpa only [he] using ht
end HilbertCode
end
section
open MeasureTheory ProbabilityTheory
open scoped ENNReal InnerProductSpace
variable {U Y : Type*} [MeasurableSpace U] [MeasurableSpace Y] [MeasurableSpace.CountablyGenerated Y]
{κ : Kernel U Y} [IsMarkovKernel κ]
local instance : Fact ((2 : ℝ≥0∞) ≠ ∞) := ⟨by norm_num⟩
omit [MeasurableSpace.CountablyGenerated Y] in
lemma lp_dist_of_representatives {μ : Measure Y} (v w : Lp ℂ 2 μ)
(f g : Y → ℂ) (hf : (v : Y → ℂ) =ᵐ[μ] f) (hg : (w : Y → ℂ) =ᵐ[μ] g) :
dist v w = Real.sqrt (Complex.re (∫ y, inner ℂ (f y - g y) (f y - g y) ∂μ)) := by
rw [dist_eq_norm]
have he : (∫ y, inner ℂ ((v-w) y) ((v-w) y) ∂μ) =
∫ y, inner ℂ (f y-g y) (f y-g y) ∂μ := by
apply integral_congr_ae
filter_upwards [Lp.coeFn_sub v w,hf,hg] with y hd hv hw
rw [hd]
change inner ℂ (v y-w y) (v y-w y) = _
rw [hv,hw]
rw [←he,←L2.inner_def]
exact norm_eq_sqrt_re_inner (𝕜 := ℂ) _
namespace HilbertCode
def distance (p q : HilbertCode κ) : ℝ := Real.sqrt (Complex.re (∫ y,
inner ℂ (representative (p,y) - representative (q,y))
(representative (p,y) - representative (q,y)) ∂κ p.base))
lemma distance_encode (u : U) (v w : Lp ℂ 2 (κ u)) :
distance (encode u v) (encode u w) = dist v w := by
have hv := representative_eq_decode (encode u v)
have hw := representative_eq_decode (encode u w)
simp only [decode_encode] at hv hw
exact (lp_dist_of_representatives v w _ _ hv.symm hw.symm).symm
lemma measurable_distance : Measurable (fun p : HilbertCode κ × HilbertCode κ => distance p.1 p.2) := by
let ξ : Kernel (HilbertCode κ × HilbertCode κ) Y := κ.comap (fun p : HilbertCode κ × HilbertCode κ => p.1.base)
(measurable_base.comp measurable_fst)
have hf : StronglyMeasurable (fun p : (HilbertCode κ × HilbertCode κ) × Y =>
inner ℂ (representative (p.1.1,p.2)-representative (p.1.2,p.2))
(representative (p.1.1,p.2)-representative (p.1.2,p.2))) := by
have h₁ : Measurable (fun p : (HilbertCode κ × HilbertCode κ) × Y => representative (p.1.1,p.2)) := (measurable_representative (κ := κ)).comp ((measurable_fst.comp measurable_fst).prodMk measurable_snd)
have h₂ : Measurable (fun p : (HilbertCode κ × HilbertCode κ) × Y => representative (p.1.2,p.2)) := (measurable_representative (κ := κ)).comp ((measurable_snd.comp measurable_fst).prodMk measurable_snd)
exact (h₁.sub h₂).stronglyMeasurable.inner (h₁.sub h₂).stronglyMeasurable
exact Real.continuous_sqrt.measurable.comp
(Complex.continuous_re.measurable.comp (hf.integral_kernel_prod_right (κ := ξ) (f := fun p y =>
inner ℂ (representative (p.1,y)-representative (p.2,y))
(representative (p.1,y)-representative (p.2,y)))).measurable)
end HilbertCode
lemma measurable_hilbert_encode {V : Type*} [MeasurableSpace V]
(u : V → U) (hu : Measurable u) (s : ∀ v, Lp ℂ 2 (κ (u v)))
(f : V × Y → ℂ) (hf : Measurable f)
(he : ∀ v, (s v : Y → ℂ) =ᵐ[κ (u v)] (fun y => f (v,y))) :
Measurable (fun v => HilbertCode.encode (u v) (s v)) := by
apply Measurable.subtype_mk
apply hu.prodMk
apply Measurable.of_eval
intro n
have hdist : (fun v => dist (s v) (hilbertTests (κ (u v)) n)) =
fun v => Real.sqrt (Complex.re (∫ y,
inner ℂ (f (v,y)-hilbertTestFunction (hilbertTestKeys n) y)
(f (v,y)-hilbertTestFunction (hilbertTestKeys n) y) ∂κ (u v))) := by
funext v
exact lp_dist_of_representatives _ _ _ _ (he v) (hilbertTestVector_coe _ _)
change Measurable (fun v => dist (s v) (hilbertTests (κ (u v)) n))
rw [hdist]
have hh := hf.sub ((hilbertTestFunction_measurable (hilbertTestKeys n)).comp measurable_snd)
exact Real.continuous_sqrt.measurable.comp
(Complex.continuous_re.measurable.comp
((hh.stronglyMeasurable.inner hh.stronglyMeasurable).integral_kernel_prod_right
(κ := κ.comap u hu)).measurable)
end
section
open scoped InnerProductSpace
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℂ H]
def RayCanonical (t : ℕ → H) (v : H) : Prop :=
∃ n, (∀ m < n, inner ℂ (t m) v = 0) ∧
0 < (inner ℂ (t n) v).re ∧ (inner ℂ (t n) v).im = 0
lemma exists_inner_ne_zero_of_dense (t : ℕ → H) (ht : DenseRange t) {v : H} (hv : v ≠ 0) :
∃ n, inner ℂ (t n) v ≠ 0 := by
by_contra! h
have he : ∀ w, inner ℂ w v = 0 := by
intro w
exact ht.induction_on w (isClosed_eq (continuous_id.inner continuous_const) continuous_const) h
exact hv ((inner_self_eq_zero (𝕜 := ℂ)).mp (he v))
lemma exists_rayCanonical (t : ℕ → H) (ht : DenseRange t) {v : H} (hv : v ≠ 0) :
∃ a : ℂ, ‖a‖ = 1 ∧ RayCanonical t (a • v) := by
have hex := exists_inner_ne_zero_of_dense t ht hv
let n := Nat.find hex
let z := inner ℂ (t n) v
have hz : z ≠ 0 := Nat.find_spec hex
have hnz : 0 < ‖z‖ := norm_pos_iff.mpr hz
let a : ℂ := (‖z‖ : ℂ) / z
have han : ‖a‖ = 1 := by
dsimp [a]
rw [norm_div,Complex.norm_real,Real.norm_eq_abs,abs_of_pos hnz,div_self hnz.ne']
refine ⟨a,han,n,?_,?_,?_⟩
· intro m hm
rw [inner_smul_right,not_ne_iff.mp (Nat.find_min hex hm),mul_zero]
· have he : inner ℂ (t n) (a • v) = (‖z‖ : ℂ) := by
rw [inner_smul_right]
exact div_mul_cancel₀ _ hz
rw [he,Complex.ofReal_re]
exact hnz
· have he : inner ℂ (t n) (a • v) = (‖z‖ : ℂ) := by
rw [inner_smul_right]
exact div_mul_cancel₀ _ hz
rw [he,Complex.ofReal_im]
lemma rayCanonical_unique {t : ℕ → H} {v w : H}
(hv : RayCanonical t v) (hw : RayCanonical t w)
{a : ℂ} (ha : ‖a‖ = 1) (he : v = a • w) : v = w := by
obtain ⟨n,hn,hpn,hin⟩ := hv
obtain ⟨m,hm,hpm,him⟩ := hw
have hne : inner ℂ (t n) v ≠ 0 := by
intro h; rw [h] at hpn; simp at hpn
have hme : inner ℂ (t m) w ≠ 0 := by
intro h; rw [h] at hpm; simp at hpm
have han : a ≠ 0 := norm_ne_zero_iff.mp (by rw [ha]; norm_num)
have hnm : n = m := by
rcases lt_trichotomy n m with h | h | h
· have hh := hm n h
rw [he,inner_smul_right,hh,mul_zero] at hne
exact (hne rfl).elim
· exact h
· have hh := hn m h
rw [he,inner_smul_right] at hh
exact (mul_ne_zero han hme hh).elim
subst m
have hev : inner ℂ (t n) v = ((inner ℂ (t n) v).re : ℂ) := by
apply Complex.ext <;> simp [hin]
have hew : inner ℂ (t n) w = ((inner ℂ (t n) w).re : ℂ) := by
apply Complex.ext <;> simp [him]
have hnorm : ‖inner ℂ (t n) v‖ = ‖inner ℂ (t n) w‖ := by
rw [he,inner_smul_right,norm_mul,ha,one_mul]
have hcoeff : inner ℂ (t n) v = inner ℂ (t n) w := by
rw [hev,hew] at hnorm ⊢
have hh : (inner ℂ (t n) v).re = (inner ℂ (t n) w).re := by
simpa only [Complex.norm_real,Real.norm_eq_abs,abs_of_pos hpn,abs_of_pos hpm] using hnorm
rw [hh]
have ha1 : a = 1 := by
apply (mul_right_cancel₀ hme)
simpa only [one_mul,←inner_smul_right,←he,one_smul] using hcoeff
simpa [ha1] using he
end
section
open MeasureTheory MeasurableSpace Set
variable {P T : Type*} [MeasurableSpace P] [CountablySeparated P]
[MeasurableSpace T] [StandardBorelSpace T]
lemma borel_injective_cover_branches (p : T → P) (hp : Measurable p)
(U : ℕ → Set T) (hU : ∀ n, MeasurableSet (U n))
(hcover : (⋃ n, U n) = Set.univ)
(hinj : ∀ n, Set.InjOn p (U n)) :
∃ C : ℕ → Set T, (∀ n, MeasurableSet (C n)) ∧
(⋃ n, C n) = Set.univ ∧ Pairwise (fun i j => Disjoint (C i) (C j)) ∧
(∀ n, MeasurableEmbedding (fun x : C n => p x)) := by
refine ⟨disjointed U, fun n => MeasurableSet.disjointed hU n, ?_, disjoint_disjointed U, ?_⟩
· rwa [iUnion_disjointed]
· intro n
let : StandardBorelSpace ↥(disjointed U n) := MeasurableSet.standardBorel (MeasurableSet.disjointed hU n)
apply (hp.comp measurable_subtype_coe).measurableEmbedding
intro x y hxy
apply Subtype.ext
exact hinj n (disjointed_subset U n x.property) (disjointed_subset U n y.property) hxy
end
namespace HilbertCode
open MeasureTheory ProbabilityTheory
open scoped ENNReal InnerProductSpace
variable {U Y : Type*} [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] {κ : Kernel U Y} [IsMarkovKernel κ]
def coefficient (p : HilbertCode κ) (n : ℕ) : ℂ :=
∫ y, inner ℂ (hilbertTestFunction (hilbertTestKeys n) y) (representative (p,y)) ∂κ p.base
lemma coefficient_eq (p : HilbertCode κ) (n : ℕ) :
coefficient p n = inner ℂ (hilbertTests (κ p.base) n) p.decode := by
rw [L2.inner_def]
apply integral_congr_ae
filter_upwards [hilbertTestVector_coe (κ p.base) (hilbertTestKeys n),representative_eq_decode p]
with y ht hv
rw [hv]
change inner ℂ _ _ = inner ℂ (hilbertTestVector _ _ y) _
rw [ht]
lemma measurable_coefficient (n : ℕ) : Measurable (fun p : HilbertCode κ => coefficient p n) := by
have hh : StronglyMeasurable (fun p : HilbertCode κ × Y =>
inner ℂ (hilbertTestFunction (hilbertTestKeys n) p.2) (representative p)) :=
((hilbertTestFunction_measurable _).comp measurable_snd).stronglyMeasurable.inner
measurable_representative.stronglyMeasurable
exact (hh.integral_kernel_prod_right (κ := κ.comap base measurable_base)
(f := fun p y => inner ℂ (hilbertTestFunction (hilbertTestKeys n) y) (representative (p,y)))).measurable
def IsCanonical (p : HilbertCode κ) : Prop := RayCanonical (hilbertTests (κ p.base)) p.decode
lemma measurableSet_isCanonical : MeasurableSet {p : HilbertCode κ | IsCanonical p} := by
simp only [IsCanonical,RayCanonical,←coefficient_eq,Set.ofPred_exists,Set.ofPred_and,Set.ofPred_forall]
apply MeasurableSet.iUnion
intro n
apply MeasurableSet.inter
· exact MeasurableSet.iInter fun m => MeasurableSet.iInter fun _ =>
measurableSet_eq_fun (measurable_coefficient m) measurable_const
· exact (measurableSet_lt measurable_const (Complex.continuous_re.measurable.comp (measurable_coefficient n))).inter
(measurableSet_eq_fun (Complex.continuous_im.measurable.comp (measurable_coefficient n)) measurable_const)
def IsUnimodular (p : HilbertCode κ) : Prop :=
∀ᵐ y ∂κ p.base, ‖representative (p,y)‖ = 1
lemma measurableSet_isUnimodular : MeasurableSet {p : HilbertCode κ | IsUnimodular p} := by
have ht : MeasurableSet {p : HilbertCode κ × Y | ‖representative p‖ ≠ 1} :=
(measurableSet_eq_fun measurable_representative.norm measurable_const).compl
have hm := Kernel.measurable_kernel_prodMk_left (κ := κ.comap base measurable_base) ht
exact measurableSet_eq_fun hm measurable_const
lemma norm_decode_eq_one {p : HilbertCode κ} (hp : IsUnimodular p) : ‖p.decode‖ = 1 := by
have hn : ∀ᵐ y ∂κ p.base, ‖p.decode y‖ = ‖(1 : ℂ)‖ := by
filter_upwards [hp,representative_eq_decode p] with y hy he
simpa only [norm_one,he] using hy
rw [Lp.norm_def,eLpNorm_congr_norm_ae (Lp.aestronglyMeasurable p.decode) aestronglyMeasurable_const hn,eLpNorm_const (1 : ℂ) (by norm_num) (IsProbabilityMeasure.ne_zero (κ p.base))]
simp
lemma distance_le_codes (p q : HilbertCode κ) (he : p.base = q.base) (n : ℕ) :
distance p q ≤ p.code n + q.code n := by
rcases p with ⟨⟨u,a⟩,ha⟩
rcases q with ⟨⟨v,b⟩,hb⟩
change u = v at he
subst v
let p : HilbertCode κ := ⟨(u,a),ha⟩
let q : HilbertCode κ := ⟨(u,b),hb⟩
change distance p q ≤ p.code n + q.code n
have hp : encode u p.decode = p := encode_decode p
have hq : encode u q.decode = q := encode_decode q
have hd : distance p q = dist p.decode q.decode := by
exact (congrArg₂ distance hp hq).symm.trans (distance_encode u
(show Lp ℂ 2 (κ u) from p.decode) (show Lp ℂ 2 (κ u) from q.decode))
rw [hd]
rw [←decode_dist p n,←decode_dist q n]
exact (dist_triangle _ (hilbertTests (κ u) n) _).trans_eq (by rw [dist_comm (hilbertTests (κ u) n) q.decode]; rfl)
end HilbertCode
section
open MeasureTheory ProbabilityTheory Filter
open scoped BigOperators ComplexConjugate
theorem exact_mean_dichotomy {ι : Type*} [Fintype ι] [DecidableEq ι]
(hk : 3 ≤ Fintype.card ι) (a : ι → ℝ) (ha : ∀ i, 0 ≤ a i)
(heq : ∀ i, a i = ∏ j ∈ Finset.univ.erase i, a j) :
(∀ i, a i = 0) ∨ (∀ i, a i = 1) := by
classical
by_cases hz : ∃ i, a i = 0
· obtain ⟨i, hi⟩ := hz
left
intro j
by_cases hij : i = j
· simpa [← hij] using hi
· rw [heq j]
exact Finset.prod_eq_zero (by simp [hij]) hi
· have hn (i) : a i ≠ 0 := fun hi => hz ⟨i, hi⟩
have hp (i) : 0 < a i := lt_of_le_of_ne (ha i) (hn i).symm
have hl (i) : 2 * Real.log (a i) = ∑ j, Real.log (a j) := by
have hh := congrArg Real.log (heq i)
rw [Real.log_prod (fun j _ => hn j)] at hh
have hs := Finset.sum_erase_add (s := Finset.univ)
(fun j => Real.log (a j)) (Finset.mem_univ i)
linarith
have hs := Finset.sum_congr (s₁ := Finset.univ) (s₂ := Finset.univ)
rfl (fun i _ => hl i)
simp only [← Finset.mul_sum, Finset.sum_const, Finset.card_univ, nsmul_eq_mul] at hs
have hc : (3 : ℝ) ≤ Fintype.card ι := by exact_mod_cast hk
have hsum : ∑ j, Real.log (a j) = 0 := by nlinarith
right
intro i
have hi : Real.log (a i) = 0 := by simpa [hsum] using hl i
rw [← Real.exp_log (hp i), hi, Real.exp_zero]
variable {Ω ι : Type*} [MeasurableSpace Ω] [Fintype ι] [DecidableEq ι]
{μ : Measure Ω} [IsProbabilityMeasure μ]
omit [IsProbabilityMeasure μ] in
theorem exact_tuple_mean_equations
(f : ι → Ω → ℂ) (hm : ∀ i, AEStronglyMeasurable (f i) μ)
(hn : ∀ i, ∀ᵐ ω ∂μ, ‖f i ω‖ = 1)
(hind : ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset ι) => f j) μ)
(c : ℂ) (hc : ‖c‖ = 1) (hprod : ∀ᵐ ω ∂μ, ∏ i, f i ω = c) :
∀ i, ‖∫ ω, f i ω ∂μ‖ = ∏ j ∈ Finset.univ.erase i, ‖∫ ω, f j ω ∂μ‖ := by
intro i
have hi : (fun ω => ∏ j ∈ Finset.univ.erase i, f j ω) =ᵐ[μ]
(fun ω => c * conj (f i ω)) := by
filter_upwards [hprod, hn i] with ω hω hnω
rw [← Complex.inv_eq_conj hnω, ← hω]
rw [← Finset.prod_erase_mul Finset.univ (fun j => f j ω) (Finset.mem_univ i)]
have hne : f i ω ≠ 0 := by intro hh; simp [hh] at hnω
rw [mul_assoc, mul_inv_cancel₀ hne, mul_one]
have hp : ∫ ω, ∏ j ∈ Finset.univ.erase i, f j ω ∂μ =
∏ j ∈ Finset.univ.erase i, ∫ ω, f j ω ∂μ := by
have h := (hind i).integral_fun_prod_eq_prod_integral (fun j => hm j)
have hh (g : ι → ℂ) : ∏ j : (Finset.univ.erase i : Finset ι), g j =
∏ j ∈ Finset.univ.erase i, g j := Finset.prod_coe_sort _ _
refine (integral_congr_ae (Filter.Eventually.of_forall fun ω => (hh (fun j => f j ω)).symm)).trans ?_
exact h.trans (hh (fun j => ∫ ω, f j ω ∂μ))
have hh : ∏ j ∈ Finset.univ.erase i, ∫ ω, f j ω ∂μ =
c * conj (∫ ω, f i ω ∂μ) := by
rw [← hp, integral_congr_ae hi, integral_const_mul, integral_conj]
have hw := congrArg norm hh
simpa only [norm_prod, norm_mul, hc, Complex.norm_conj, one_mul] using hw.symm
theorem ae_eq_mean_of_norm_mean_eq_one (f : Ω → ℂ)
(hn : ∀ᵐ ω ∂μ, ‖f ω‖ = 1) (hi : ‖∫ ω, f ω ∂μ‖ = 1) :
f =ᵐ[μ] (fun _ => ∫ ω, f ω ∂μ) := by
rcases ae_eq_const_or_norm_integral_lt_of_norm_le_const (hn.mono fun _ h => h.le)
with h | h
· simpa only [average_eq_integral, Function.const_def] using h
· simp [hi] at h
theorem exact_tuple_dichotomy
(hk : 3 ≤ Fintype.card ι)
(f : ι → Ω → ℂ) (hm : ∀ i, AEStronglyMeasurable (f i) μ)
(hn : ∀ i, ∀ᵐ ω ∂μ, ‖f i ω‖ = 1)
(hind : ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset ι) => f j) μ)
(c : ℂ) (hc : ‖c‖ = 1) (hprod : ∀ᵐ ω ∂μ, ∏ i, f i ω = c) :
(∀ i, ∫ ω, f i ω ∂μ = 0) ∨
(∀ i, f i =ᵐ[μ] (fun _ => ∫ ω, f i ω ∂μ) ∧ ‖∫ ω, f i ω ∂μ‖ = 1) := by
rcases exact_mean_dichotomy hk (fun i => ‖∫ ω, f i ω ∂μ‖)
(fun _ => norm_nonneg _) (exact_tuple_mean_equations f hm hn hind c hc hprod)
with h | h
· exact Or.inl fun i => norm_eq_zero.mp (h i)
· exact Or.inr fun i => ⟨ae_eq_mean_of_norm_mean_eq_one (f i) (hn i) (h i), h i⟩
theorem exact_quotient_dichotomy
{S : ι → Type*} [∀ i, MeasurableSpace (S i)]
(hk : 3 ≤ Fintype.card ι) (X : ∀ i, Ω → S i)
(hX : ∀ i, AEMeasurable (X i) μ)
(hind : ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset ι) => X j) μ)
(f g : ∀ i, S i → ℂ) (hf : ∀ i, Measurable (f i)) (hg : ∀ i, Measurable (g i))
(hnf : ∀ i, ∀ᵐ ω ∂μ, ‖f i (X i ω)‖ = 1)
(hng : ∀ i, ∀ᵐ ω ∂μ, ‖g i (X i ω)‖ = 1)
(c d : ℂ) (hc : ‖c‖ = 1) (hd : ‖d‖ = 1)
(hpf : ∀ᵐ ω ∂μ, ∏ i, f i (X i ω) = c)
(hpg : ∀ᵐ ω ∂μ, ∏ i, g i (X i ω) = d) :
(∀ i, ∫ ω, f i (X i ω) * conj (g i (X i ω)) ∂μ = 0) ∨
(∀ i, ∃ a : ℂ, ‖a‖ = 1 ∧
(fun ω => f i (X i ω)) =ᵐ[μ] (fun ω => a * g i (X i ω))) := by
let q (i : ι) (ω : Ω) := f i (X i ω) * conj (g i (X i ω))
have hqm (i) : AEStronglyMeasurable (q i) μ :=
((hf i).comp_aemeasurable (hX i)).aestronglyMeasurable.mul
(((hg i).comp_aemeasurable (hX i)).aestronglyMeasurable.star)
have hqn (i) : ∀ᵐ ω ∂μ, ‖q i ω‖ = 1 := by
filter_upwards [hnf i, hng i] with ω hfω hgω
simp [q, hfω, hgω]
have hqi (i) : iIndepFun (fun j : (Finset.univ.erase i : Finset ι) => q j) μ := by
exact (hind i).comp (fun j y => f j y * conj (g j y))
(fun j => (hf j).mul (Complex.continuous_conj.measurable.comp (hg j)))
have hqp : ∀ᵐ ω ∂μ, ∏ i, q i ω = c * conj d := by
filter_upwards [hpf, hpg] with ω hfω hgω
simp only [q, Finset.prod_mul_distrib, ← map_prod, hfω, hgω]
have hcd : ‖c * conj d‖ = 1 := by simp [hc, hd]
rcases exact_tuple_dichotomy hk q hqm hqn hqi (c * conj d) hcd hqp with h | h
· exact Or.inl h
· right
intro i
refine ⟨∫ ω, q i ω ∂μ, (h i).2, ?_⟩
filter_upwards [(h i).1, hng i] with ω hh hn
rw [← hh]
change f i (X i ω) = (f i (X i ω) * conj (g i (X i ω))) * g i (X i ω)
rw [← Complex.inv_eq_conj hn, mul_assoc, inv_mul_cancel₀, mul_one]
intro hz
simp [hz] at hn
end
namespace HilbertCode
open MeasureTheory ProbabilityTheory Set
open scoped InnerProductSpace ComplexConjugate
section DecodingInnerProducts
variable {U Y I : Type*} [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] {κ : Kernel U Y} [IsMarkovKernel κ]
[Fintype I] [DecidableEq I]
lemma inner_decode (p q : HilbertCode κ) (he : p.base = q.base) :
∫ y, representative (p,y) * conj (representative (q,y)) ∂κ p.base =
inner ℂ (he ▸ q.decode) p.decode := by
cases p with | mk p hp =>
cases q with | mk q hq =>
rcases p with ⟨u,a⟩
rcases q with ⟨v,b⟩
change u = v at he
subst v
rw [L2.inner_def]
apply integral_congr_ae
filter_upwards [representative_eq_decode (⟨(u,a),hp⟩ : HilbertCode κ),
representative_eq_decode (⟨(u,b),hq⟩ : HilbertCode κ)] with y hy hz
rw [hy,hz]
exact (RCLike.inner_apply _ _).symm
lemma eq_of_decode_smul {p q : HilbertCode κ} (he : p.base = q.base)
(hp : IsCanonical p) (hq : IsCanonical q) {a : ℂ} (ha : ‖a‖ = 1)
(hv : (fun y => representative (p,y)) =ᵐ[κ p.base]
(fun y => a * representative (q,y))) : p = q := by
rcases p with ⟨⟨u,f⟩,hf⟩
rcases q with ⟨⟨v,g⟩,hg⟩
change u = v at he
subst v
let p : HilbertCode κ := ⟨(u,f),hf⟩
let q : HilbertCode κ := ⟨(u,g),hg⟩
have hs : (p.decode : Lp ℂ 2 (κ u)) = a • (q.decode : Lp ℂ 2 (κ u)) := by
apply Lp.ext
change (fun y => (p.decode : Lp ℂ 2 (κ u)) y) =ᵐ[κ u]
(fun y => (a • (q.decode : Lp ℂ 2 (κ u)) : Lp ℂ 2 (κ u)) y)
filter_upwards [hv,representative_eq_decode p,representative_eq_decode q,
Lp.coeFn_smul a (q.decode : Lp ℂ 2 (κ u))] with y hy hpy hqy hs
exact hpy.symm.trans ((hy.trans (congrArg (a*·) hqy)).trans hs.symm)
have hvv : (p.decode : Lp ℂ 2 (κ u)) = (q.decode : Lp ℂ 2 (κ u)) :=
rayCanonical_unique hp hq ha hs
exact (encode_decode p).symm.trans ((congrArg (encode u) hvv).trans (encode_decode q))
lemma distance_ge_one_of_orthogonal {p q : HilbertCode κ} (he : p.base = q.base)
(hp : IsUnimodular p) (hq : IsUnimodular q)
(hz : ∫ y, representative (p,y) * conj (representative (q,y)) ∂κ p.base = 0) :
1 ≤ distance p q := by
rcases p with ⟨⟨u,a⟩,ha⟩
rcases q with ⟨⟨t,b⟩,hb⟩
change u = t at he
subst t
let p : HilbertCode κ := ⟨(u,a),ha⟩
let q : HilbertCode κ := ⟨(u,b),hb⟩
let v : Lp ℂ 2 (κ u) := p.decode
let w : Lp ℂ 2 (κ u) := q.decode
have hid : inner ℂ w v = 0 := (inner_decode p q rfl).symm.trans hz
have hn1 : ‖v‖ = 1 := norm_decode_eq_one hp
have hn2 : ‖w‖ = 1 := norm_decode_eq_one hq
have hn := norm_sub_sq (𝕜 := ℂ) w v
rw [hid,hn1,hn2] at hn
have hd : distance p q = dist v w :=
(congrArg₂ distance (encode_decode p) (encode_decode q)).symm.trans
(distance_encode u v w)
change 1 ≤ distance p q
rw [hd,dist_comm,dist_eq_norm]
norm_num at hn
have hh := norm_nonneg (w-v)
nlinarith
omit [Fintype I] [DecidableEq I] in
lemma ae_norm_representative_comp (μ : Measure (I → Y)) (p q : HilbertCode κ)
(he : p.base = q.base) (hq : IsUnimodular q) (i : I)
(hm : MeasurePreserving (fun y : I → Y => y i) μ (κ p.base)) :
∀ᵐ y ∂μ, ‖representative (q,y i)‖ = 1 := by
have h : ∀ᵐ y ∂κ p.base, ‖representative (q,y)‖ = 1 := by rw [he]; exact hq
exact hm.quasiMeasurePreserving.ae h
omit [DecidableEq I] in
lemma ae_norm_prod_representative (μ : Measure (I → Y)) (p : I → HilbertCode κ)
(hn : ∀ i, ∀ᵐ y ∂μ, ‖representative (p i,y i)‖ = 1) :
∀ᵐ y ∂μ, ‖∏ i, representative (p i,y i)‖ = 1 := by
filter_upwards [ae_all_iff.mpr hn] with y hy
simp only [norm_prod,hy,Finset.prod_const_one]
lemma code_tuple_quotient (hk : 3 ≤ Fintype.card I)
(μ : Measure (I → Y)) [IsProbabilityMeasure μ]
(p q : I → HilbertCode κ) (he : ∀ i, (p i).base = (q i).base)
(hp : ∀ i, IsUnimodular (p i))
(hq : ∀ i, IsUnimodular (q i))
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) μ (κ (p i).base))
(hind : ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) μ)
(hpe : ‖∫ y, ∏ i, representative (p i,y i) ∂μ‖ = 1)
(hqe : ‖∫ y, ∏ i, representative (q i,y i) ∂μ‖ = 1) :
(∀ i, ∫ y, representative (p i,y i) * conj (representative (q i,y i)) ∂μ = 0) ∨
(∀ i, ∃ a : ℂ, ‖a‖ = 1 ∧ (fun y : I → Y => representative (p i,y i)) =ᵐ[μ]
(fun y => a * representative (q i,y i))) := by
have hpm (i) : Measurable (fun y => representative (p i,y)) :=
measurable_representative.comp measurable_prodMk_left
have hqm (i) : Measurable (fun y => representative (q i,y)) :=
measurable_representative.comp measurable_prodMk_left
have hpn (i) := (hm i).quasiMeasurePreserving.ae (hp i)
have hqn (i) := ae_norm_representative_comp μ (p i) (q i) (he i) (hq i) i (hm i)
have hpProd := ae_norm_prod_representative μ p hpn
have hqProd := ae_norm_prod_representative μ q hqn
exact exact_quotient_dichotomy (μ := μ) (S := fun _ : I => Y) hk (fun i y => y i) (fun i => (hm i).measurable.aemeasurable)
hind (fun i y => representative (p i,y)) (fun i y => representative (q i,y))
hpm hqm hpn hqn _ _ hpe hqe
(ae_eq_mean_of_norm_mean_eq_one _ hpProd hpe)
(ae_eq_mean_of_norm_mean_eq_one _ hqProd hqe)
lemma exact_codes_dichotomy (hk : 3 ≤ Fintype.card I)
(μ : Measure (I → Y)) [IsProbabilityMeasure μ]
(p q : I → HilbertCode κ) (he : ∀ i, (p i).base = (q i).base)
(hp : ∀ i, IsCanonical (p i) ∧ IsUnimodular (p i))
(hq : ∀ i, IsCanonical (q i) ∧ IsUnimodular (q i))
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) μ (κ (p i).base))
(hind : ∀ i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) μ)
(hpe : ‖∫ y, ∏ i, representative (p i,y i) ∂μ‖ = 1)
(hqe : ‖∫ y, ∏ i, representative (q i,y i) ∂μ‖ = 1) :
p = q ∨ ∀ i, 1 ≤ distance (p i) (q i) := by
have hpm (i) : Measurable (fun y => representative (p i,y)) :=
measurable_representative.comp measurable_prodMk_left
have hqm (i) : Measurable (fun y => representative (q i,y)) :=
measurable_representative.comp measurable_prodMk_left
rcases code_tuple_quotient hk μ p q he (fun i => (hp i).2) (fun i => (hq i).2)
hm hind hpe hqe with hz | hs
· right
intro i
have hz' : ∫ y, representative (p i,y) * conj (representative (q i,y)) ∂κ (p i).base = 0 := by
rw [←(hm i).map_eq]
have hf : Measurable (fun y => representative (p i,y) * conj (representative (q i,y))) :=
(hpm i).mul (Complex.continuous_conj.measurable.comp (hqm i))
exact (integral_map (hm i).measurable.aemeasurable hf.aestronglyMeasurable).trans (hz i)
exact distance_ge_one_of_orthogonal (he i) (hp i).2 (hq i).2 hz'
· left
funext i
obtain ⟨a,ha,hv⟩ := hs i
apply eq_of_decode_smul (he i) (hp i).1 (hq i).1 ha
rw [←(hm i).map_eq]
apply (ae_map_iff (hm i).measurable.aemeasurable
(measurableSet_eq_fun (hpm i) (measurable_const.mul (hqm i)))).mpr
exact hv
end DecodingInnerProducts
variable {U Y P T : Type*} [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] {κ : Kernel U Y} [IsMarkovKernel κ]
[MeasurableSpace P] [MeasurableSpace.CountablySeparated P]
[MeasurableSpace T] [StandardBorelSpace T]
lemma separated_branches (p : T → P) (hp : Measurable p)
(v : T → HilbertCode κ) (hv : Measurable v)
(hb : ∀ x y, p x = p y → (v x).base = (v y).base)
(δ : ℝ) (hδ : 0 < δ)
(hsep : ∀ x y, p x = p y → x ≠ y → δ ≤ distance (v x) (v y)) :
∃ C : ℕ → Set T, (∀ n, MeasurableSet (C n)) ∧
(⋃ n, C n) = Set.univ ∧ Pairwise (fun i j => Disjoint (C i) (C j)) ∧
(∀ n, MeasurableEmbedding (fun x : C n => p x)) := by
let B : ℕ → Set T := fun n => {x | (v x).code n < δ / 3}
apply borel_injective_cover_branches p hp B
· intro n
exact measurableSet_lt ((measurable_code n).comp hv) measurable_const
· apply Set.eq_univ_of_forall
intro x
obtain ⟨n,hn⟩ := (hilbertTests_dense (κ (v x).base)).exists_dist_lt (v x).decode
(by positivity : 0 < δ/3)
apply Set.mem_iUnion.mpr
refine ⟨n,?_⟩
change (v x).code n < δ/3
rw [←decode_dist]
exact hn
· intro n x hx y hy hxy
by_contra hne
have h := hsep x y hxy hne
have ht := distance_le_codes (v x) (v y) (hb x y hxy) n
change (v x).code n < δ/3 at hx
change (v y).code n < δ/3 at hy
linarith
end HilbertCode
section
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
variable {P U Y I : Type*} [MeasurableSpace P] [StandardBorelSpace P]
[MeasurableSpace U] [StandardBorelSpace U]
[MeasurableSpace Y] [MeasurableSpace.CountablyGenerated Y]
[Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
def exactCodeMean (t : P × (I → HilbertCode κ)) : ℂ :=
∫ y, ∏ i, HilbertCode.representative (t.2 i,y i) ∂Λ t.1
omit [StandardBorelSpace P] [StandardBorelSpace U] [DecidableEq I] in
lemma measurable_exactCodeMean : Measurable (exactCodeMean κ Λ) := by
have hh : StronglyMeasurable (fun t : (P × (I → HilbertCode κ)) × (I → Y) =>
∏ i, HilbertCode.representative (t.1.2 i,t.2 i)) := by
apply Measurable.stronglyMeasurable
apply Finset.measurable_prod
intro i _
exact HilbertCode.measurable_representative.comp
(((measurable_pi_apply i).comp measurable_fst.snd).prodMk
((measurable_pi_apply i).comp measurable_snd))
exact (hh.integral_kernel_prod_right (κ := Λ.comap Prod.fst measurable_fst)
(f := fun (t : P × (I → HilbertCode κ)) (y : I → Y) =>
∏ i, HilbertCode.representative (t.2 i,y i))).measurable
def exactCodeSet : Set (P × (I → HilbertCode κ)) :=
{t | (∀ i, (t.2 i).base = u t.1 i) ∧
(∀ i, HilbertCode.IsCanonical (t.2 i) ∧ HilbertCode.IsUnimodular (t.2 i)) ∧
‖exactCodeMean κ Λ t‖ = 1}
omit [DecidableEq I] in
omit [StandardBorelSpace P] in
lemma measurableSet_exactCodeSet (hu : Measurable u) : MeasurableSet (exactCodeSet κ Λ u) := by
have hbase (i : I) : MeasurableSet {t : P × (I → HilbertCode κ) | (t.2 i).base = u t.1 i} :=
measurableSet_eq_fun
((HilbertCode.measurable_base (κ := κ)).comp ((measurable_pi_apply i).comp measurable_snd))
(((measurable_pi_apply i).comp hu).comp measurable_fst)
have hcan (i : I) : MeasurableSet {t : P × (I → HilbertCode κ) |
HilbertCode.IsCanonical (t.2 i) ∧ HilbertCode.IsUnimodular (t.2 i)} :=
(HilbertCode.measurableSet_isCanonical.inter HilbertCode.measurableSet_isUnimodular).preimage
((measurable_pi_apply i).comp measurable_snd)
have hb : MeasurableSet {t : P × (I → HilbertCode κ) | ∀ i, (t.2 i).base = u t.1 i} := by
convert MeasurableSet.iInter hbase using 1
ext t
simp
have hc : MeasurableSet {t : P × (I → HilbertCode κ) |
∀ i, HilbertCode.IsCanonical (t.2 i) ∧ HilbertCode.IsUnimodular (t.2 i)} := by
convert MeasurableSet.iInter hcan using 1
ext t
simp
exact hb.inter (hc.inter (measurableSet_eq_fun (measurable_exactCodeMean κ Λ).norm measurable_const))
abbrev ExactCodeTuple := exactCodeSet κ Λ u
lemma exactCodeTuple_branches (hu : Measurable u) (hk : 3 ≤ Fintype.card I)
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p)) :
∃ C : ℕ → Set (ExactCodeTuple κ Λ u), (∀ n, MeasurableSet (C n)) ∧
(⋃ n, C n) = Set.univ ∧ Pairwise (fun i j => Disjoint (C i) (C j)) ∧
(∀ n, MeasurableEmbedding (fun x : C n => x.1.1.1)) := by
let : StandardBorelSpace (ExactCodeTuple κ Λ u) :=
(measurableSet_exactCodeSet κ Λ u hu).standardBorel
obtain ⟨i₀⟩ : Nonempty I := Fintype.card_pos_iff.mp (by omega)
refine HilbertCode.separated_branches (fun t : ExactCodeTuple κ Λ u => t.1.1)
measurable_subtype_coe.fst (fun t => t.1.2 i₀)
((measurable_pi_apply i₀).comp measurable_subtype_coe.snd) ?_ 1 zero_lt_one ?_
· intro x y hxy
exact (x.property.1 i₀).trans ((congrArg (fun p => u p i₀) hxy).trans (y.property.1 i₀).symm)
· intro x y hxy hne
have hb i : (x.1.2 i).base = (y.1.2 i).base :=
(x.property.1 i).trans ((congrArg (fun p => u p i) hxy).trans (y.property.1 i).symm)
have hmp i : MeasurePreserving (fun z : I → Y => z i) (Λ x.1.1) (κ (x.1.2 i).base) := by
rw [x.property.1 i]
exact hm x.1.1 i
have hymean : ‖exactCodeMean κ Λ (x.1.1,y.1.2)‖ = 1 := by
rw [show (x.1.1,y.1.2) = y.1 from Prod.ext hxy rfl]
exact y.property.2.2
rcases HilbertCode.exact_codes_dichotomy hk (Λ x.1.1) x.1.2 y.1.2 hb
x.property.2.1 y.property.2.1 hmp (hind x.1.1) x.property.2.2 hymean with he | hd
· exact (hne (Subtype.ext (Prod.ext hxy he))).elim
· exact hd i₀
end
section
open MeasureTheory Set Function
variable {P T Z : Type*} [MeasurableSpace P] [MeasurableSpace T] [MeasurableSpace Z]
lemma measurable_branch_sections (f : T → P) (g : T → Z) (hg : Measurable g)
(d : P → Z) (hd : Measurable d) (C : ℕ → Set T)
(hcover : (⋃ n, C n) = Set.univ)
(hemb : ∀ n, MeasurableEmbedding (fun x : C n => f x)) :
∃ (D : ℕ → Set P) (s : ℕ → P → Z),
(∀ n, MeasurableSet (D n)) ∧ (∀ n, Measurable (s n)) ∧
(∀ n p, p ∉ D n → s n p = d p) ∧
(∀ n p, p ∈ D n → ∃ t, f t = p ∧ s n p = g t) ∧
(∀ t, ∃ n, f t ∈ D n ∧ s n (f t) = g t) := by
let F (n : ℕ) : C n → P := fun x => f x
let D (n : ℕ) : Set P := Set.range (F n)
let s (n : ℕ) := Function.extend (F n) (fun t => g t) d
refine ⟨D,s,fun n => (hemb n).measurableSet_range,?_,?_,?_,?_⟩
· intro n
exact (hemb n).measurable_extend (hg.comp measurable_subtype_coe) hd
· intro n p hp
exact Function.extend_apply' _ _ p hp
· intro n p hp
obtain ⟨t,rfl⟩ := hp
exact ⟨t,rfl,(hemb n).injective.extend_apply _ _ t⟩
· intro t
have ht : t ∈ ⋃ n, C n := by rw [hcover]; trivial
obtain ⟨n,hn⟩ := Set.mem_iUnion.mp ht
exact ⟨n,⟨⟨t,hn⟩,rfl⟩,(hemb n).injective.extend_apply _ _ ⟨t,hn⟩⟩
lemma measurableSet_branched_relation [MeasurableEq Z]
(f : T → P) (g : T → Z) (hg : Measurable g)
(d : P → Z) (hd : Measurable d) (C : ℕ → Set T)
(hcover : (⋃ n, C n) = Set.univ)
(hemb : ∀ n, MeasurableEmbedding (fun x : C n => f x)) :
MeasurableSet {pz : P × Z | ∃ t, f t = pz.1 ∧ g t = pz.2} := by
obtain ⟨D,s,hD,hs,_,hhas,hevery⟩ := measurable_branch_sections f g hg d hd C hcover hemb
have he : {pz : P × Z | ∃ t, f t = pz.1 ∧ g t = pz.2} =
⋃ n, {pz : P × Z | pz.1 ∈ D n ∧ s n pz.1 = pz.2} := by
ext pz
simp only [Set.mem_ofPred_eq,Set.mem_iUnion]
constructor
· rintro ⟨t,hf,hg⟩
obtain ⟨n,hn,he⟩ := hevery t
exact ⟨n,hf ▸ hn,by rw [←hf,he,hg]⟩
· rintro ⟨n,hn,he⟩
obtain ⟨t,hf,hg⟩ := hhas n pz.1 hn
exact ⟨t,hf,hg.symm.trans he⟩
rw [he]
exact MeasurableSet.iUnion fun n => (hD n).preimage measurable_fst |>.inter
(measurableSet_eq_fun ((hs n).comp measurable_fst) measurable_snd)
end
section
open MeasureTheory ProbabilityTheory Set Topology
variable {H : Type*} [NormedAddCommGroup H] [NormedSpace ℂ H]
abbrev RationalSpanKey := List ((ℚ × ℚ) × ℕ)
def rationalSpanTest (v : ℕ → H) (t : RationalSpanKey) : H :=
(t.map (fun p => ((p.1.1 : ℂ) + p.1.2 * Complex.I) • v p.2)).sum
lemma rationalSpanTest_append (v : ℕ → H) (s t : RationalSpanKey) :
rationalSpanTest v (s ++ t) = rationalSpanTest v s + rationalSpanTest v t := by
simp [rationalSpanTest]
lemma closure_rationalSpanTest (v : ℕ → H) :
closure (Set.range (rationalSpanTest v)) =
((Submodule.span ℂ (Set.range v)).topologicalClosure : Set H) := by
let S : AddSubmonoid H := {
carrier := Set.range (rationalSpanTest v)
zero_mem' := ⟨[],by simp [rationalSpanTest]⟩
add_mem' := by
rintro _ _ ⟨s,rfl⟩ ⟨t,rfl⟩
exact ⟨s ++ t,rationalSpanTest_append v s t⟩ }
let D := S.topologicalClosure
have hd : IsClosed (D : Set H) := AddSubmonoid.isClosed_topologicalClosure S
apply Set.Subset.antisymm
· apply closure_minimal _ (Submodule.isClosed_topologicalClosure _)
rintro _ ⟨t,rfl⟩
apply Submodule.le_topologicalClosure
induction t with
| nil => exact Submodule.zero_mem _
| cons p t ih =>
exact Submodule.add_mem _ (Submodule.smul_mem _ _ (Submodule.subset_span ⟨p.2,rfl⟩)) ih
· have hsingle (n : ℕ) (c : ℂ) : c • v n ∈ D := by
refine rationalComplex_dense.induction_on c
(hd.preimage (continuous_id.smul continuous_const)) ?_
intro q
apply (show (S : Set H) ⊆ D from subset_closure)
exact ⟨[(q,n)],by simp [rationalSpanTest]⟩
apply closure_minimal _ hd
intro w hw
have h : ∀ c : ℂ, c • w ∈ D := by
induction hw using Submodule.span_induction with
| mem x hx => obtain ⟨n,rfl⟩ := hx; exact hsingle n
| zero => intro c; simp only [smul_zero]; exact D.zero_mem
| add x y hx hy ihx ihy =>
intro c
simpa only [smul_add] using D.add_mem (ihx c) (ihy c)
| smul a x hx ih => intro c; simpa only [smul_smul] using ih (c*a)
simpa using h 1
variable {P U Y : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] {κ : Kernel U Y} [IsMarkovKernel κ]
{u : P → U}
namespace HilbertCode
def atBase (q : HilbertCode κ) (a : U) (h : q.base = a) : Lp ℂ 2 (κ a) := h ▸ q.decode
lemma encode_atBase (q : HilbertCode κ) (a : U) (h : q.base = a) :
encode a (atBase q a h) = q := by
subst a
exact encode_decode q
end HilbertCode
def MeasurableSection (v : ∀ p, Lp ℂ 2 (κ (u p))) : Prop :=
Measurable (fun p => HilbertCode.encode (u p) (v p))
lemma MeasurableSection.zero (hu : Measurable u) :
MeasurableSection (κ := κ) (u := u) (fun _ => 0) := by
exact measurable_hilbert_encode u hu _ (fun _ => 0) measurable_const
(fun _ => Lp.coeFn_zero _ _ _)
lemma MeasurableSection.add {v w : ∀ p, Lp ℂ 2 (κ (u p))}
(hv : MeasurableSection v) (hw : MeasurableSection w) :
MeasurableSection (fun p => v p + w p) := by
have hu : Measurable u := HilbertCode.measurable_base.comp hv
let f : P × Y → ℂ := fun py => HilbertCode.representative (HilbertCode.encode (u py.1) (v py.1),py.2)
let g : P × Y → ℂ := fun py => HilbertCode.representative (HilbertCode.encode (u py.1) (w py.1),py.2)
have hf : Measurable f := HilbertCode.measurable_representative.comp ((hv.comp measurable_fst).prodMk measurable_snd)
have hg : Measurable g := HilbertCode.measurable_representative.comp ((hw.comp measurable_fst).prodMk measurable_snd)
refine measurable_hilbert_encode u hu _ (f+g) (hf.add hg) ?_
intro p
filter_upwards [Lp.coeFn_add (v p) (w p),
HilbertCode.representative_eq_decode (HilbertCode.encode (u p) (v p)),
HilbertCode.representative_eq_decode (HilbertCode.encode (u p) (w p))] with y ha hv hw
simp only [HilbertCode.decode_encode] at hv hw
rw [ha]
change (v p) y + (w p) y = _
exact congrArg₂ (fun a b : ℂ => a+b) hv.symm hw.symm
lemma MeasurableSection.smul {v : ∀ p, Lp ℂ 2 (κ (u p))}
(hv : MeasurableSection v) (c : ℂ) : MeasurableSection (fun p => c • v p) := by
have hu : Measurable u := HilbertCode.measurable_base.comp hv
let f : P × Y → ℂ := fun py => c * HilbertCode.representative (HilbertCode.encode (u py.1) (v py.1),py.2)
have hf : Measurable f := measurable_const.mul (HilbertCode.measurable_representative.comp
((hv.comp measurable_fst).prodMk measurable_snd))
refine measurable_hilbert_encode u hu _ f hf ?_
intro p
filter_upwards [Lp.coeFn_smul c (v p),
HilbertCode.representative_eq_decode (HilbertCode.encode (u p) (v p))] with y ha hv
simp only [HilbertCode.decode_encode] at hv
rw [ha]
change c * (v p) y = _
exact congrArg (c * ·) hv.symm
lemma MeasurableSection.rationalSpanTest (hu : Measurable u)
{s : ℕ → ∀ p, Lp ℂ 2 (κ (u p))} (hs : ∀ n, MeasurableSection (s n))
(t : RationalSpanKey) : MeasurableSection (fun p => rationalSpanTest (fun n => s n p) t) := by
induction t with
| nil => exact MeasurableSection.zero hu
| cons p t ih => exact ((hs p.2).smul _).add ih
lemma measurableSet_section_mem_span (hu : Measurable u)
{s : ℕ → ∀ p, Lp ℂ 2 (κ (u p))} (hs : ∀ n, MeasurableSection (s n))
{v : ∀ p, Lp ℂ 2 (κ (u p))} (hv : MeasurableSection v) :
MeasurableSet {p | v p ∈ (Submodule.span ℂ (Set.range (fun n => s n p))).topologicalClosure} := by
have he (p) : v p ∈ (Submodule.span ℂ (Set.range (fun n => s n p))).topologicalClosure ↔
∀ m : ℕ, ∃ t : RationalSpanKey,
dist (v p) (rationalSpanTest (fun n => s n p) t) < (1 : ℝ) / (m+1) := by
change v p ∈ ((Submodule.span ℂ (Set.range (fun n => s n p))).topologicalClosure : Set _) ↔ _
rw [←closure_rationalSpanTest (fun n => s n p)]
exact Metric.mem_closure_range_iff_nat
simp_rw [he,Set.ofPred_forall,Set.ofPred_exists]
apply MeasurableSet.iInter
intro m
apply MeasurableSet.iUnion
intro t
have hd := HilbertCode.measurable_distance.comp (hv.prodMk (MeasurableSection.rationalSpanTest hu hs t))
have hd' : Measurable (fun p => dist (v p) (rationalSpanTest (fun n => s n p) t)) := by
convert hd using 1
funext p
exact (HilbertCode.distance_encode (u p) (v p) (rationalSpanTest (fun n => s n p) t)).symm
exact measurableSet_lt hd' measurable_const
end
section
open MeasureTheory ProbabilityTheory Set
variable {P U Y I : Type*} [MeasurableSpace P] [StandardBorelSpace P]
[MeasurableSpace U] [StandardBorelSpace U]
[MeasurableSpace Y] [MeasurableSpace.CountablyGenerated Y]
[Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
lemma exactCode_sections (hu : Measurable u) (hk : 3 ≤ Fintype.card I)
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p)) :
∃ (D : ℕ → Set P) (s : ℕ → P → I → HilbertCode κ),
(∀ n, MeasurableSet (D n)) ∧ (∀ n, Measurable (s n)) ∧
(∀ n p i, (s n p i).base = u p i) ∧
(∀ n p, p ∈ D n → (p,s n p) ∈ exactCodeSet κ Λ u) ∧
(∀ n p, p ∉ D n → s n p = fun i => HilbertCode.encode (u p i) 0) ∧
(∀ t ∈ exactCodeSet κ Λ u, ∃ n, t.1 ∈ D n ∧ s n t.1 = t.2) := by
let T := ExactCodeTuple κ Λ u
obtain ⟨C,_,hcover,_,hemb⟩ := exactCodeTuple_branches κ Λ u hu hk hm hind
let d : P → I → HilbertCode κ := fun p i => HilbertCode.encode (u p i) 0
have hd : Measurable d := by
apply Measurable.of_eval
intro i
exact MeasurableSection.zero ((measurable_pi_apply i).comp hu)
obtain ⟨D,s,hD,hs,hzero,hhas,hevery⟩ := measurable_branch_sections
(fun t : T => t.1.1) (fun t : T => t.1.2) measurable_subtype_coe.snd d hd C hcover hemb
have hmem (n) (p) (hp : p ∈ D n) : (p,s n p) ∈ exactCodeSet κ Λ u := by
obtain ⟨t,ht,hs⟩ := hhas n p hp
rw [hs,←ht]
exact t.property
refine ⟨D,s,hD,hs,?_,hmem,hzero,?_⟩
· intro n p i
by_cases hp : p ∈ D n
· exact (hmem n p hp).1 i
· rw [hzero n p hp]
rfl
· intro t ht
exact hevery ⟨t,ht⟩
lemma measurableSet_exactCodeSlot (hu : Measurable u) (hk : 3 ≤ Fintype.card I)
(hm : ∀ p i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(hind : ∀ p i, iIndepFun (fun j : (Finset.univ.erase i : Finset I) =>
fun y : I → Y => y j) (Λ p)) (i : I) :
MeasurableSet {pz : P × HilbertCode κ | ∃ a : I → HilbertCode κ,
(pz.1,a) ∈ exactCodeSet κ Λ u ∧ a i = pz.2} := by
obtain ⟨C,_,hcover,_,hemb⟩ := exactCodeTuple_branches κ Λ u hu hk hm hind
have hd : Measurable (fun p : P => HilbertCode.encode (u p i) (0 : Lp ℂ 2 (κ (u p i)))) :=
MeasurableSection.zero ((measurable_pi_apply i).comp hu)
have h := measurableSet_branched_relation
(fun t : ExactCodeTuple κ Λ u => t.1.1) (fun t : ExactCodeTuple κ Λ u => t.1.2 i)
((measurable_pi_apply i).comp measurable_subtype_coe.snd) _ hd C hcover hemb
convert h using 1
ext pz
constructor
· rintro ⟨a,ha,he⟩
exact ⟨⟨(pz.1,a),ha⟩,rfl,he⟩
· rintro ⟨t,ht,he⟩
exact ⟨t.1.2,by rw [←ht]; exact t.property,he⟩
end
section
open MeasureTheory
open scoped ENNReal InnerProductSpace ComplexConjugate
local instance instMeasurableSpaceCircle_circleLp : MeasurableSpace Circle := inferInstanceAs (MeasurableSpace (Submonoid.unitSphere ℂ))
local instance instBorelSpaceCircle_circleLp : BorelSpace Circle := inferInstanceAs (BorelSpace (Submonoid.unitSphere ℂ))
variable {X : Type*} [MeasurableSpace X] (μ : Measure X) [IsFiniteMeasure μ]
lemma circle_memLp (f : X → Circle) (hf : Measurable f) :
MemLp (fun x => (f x : ℂ)) 2 μ :=
MemLp.of_bound (measurable_subtype_coe.comp hf).aestronglyMeasurable 1
(Filter.Eventually.of_forall fun x => (Circle.norm_coe (f x)).le)
def circleLp (f : X → Circle) (hf : Measurable f) : Lp ℂ 2 μ :=
(circle_memLp μ f hf).toLp (fun x => (f x : ℂ))
lemma circleLp_coe (f : X → Circle) (hf : Measurable f) :
circleLp μ f hf =ᵐ[μ] (fun x => (f x : ℂ)) := MemLp.coeFn_toLp _
lemma circleLp_congr {f g : X → Circle} (hf : Measurable f) (hg : Measurable g)
(he : f =ᵐ[μ] g) : circleLp μ f hf = circleLp μ g hg := by
apply Lp.ext
filter_upwards [circleLp_coe μ f hf, circleLp_coe μ g hg,he] with x h1 h2 h3
rw [h1,h2,h3]
lemma circleLp_norm [IsProbabilityMeasure μ] (f : X → Circle) (hf : Measurable f) :
‖circleLp μ f hf‖ = 1 := by
have hn : ∀ᵐ x ∂μ, ‖circleLp μ f hf x‖ = ‖(1 : ℂ)‖ := by
filter_upwards [circleLp_coe μ f hf] with x hx
rw [hx,Circle.norm_coe,norm_one]
rw [Lp.norm_def,eLpNorm_congr_norm_ae (Lp.aestronglyMeasurable (circleLp μ f hf)) aestronglyMeasurable_const hn,eLpNorm_const (1 : ℂ) (by norm_num) (IsProbabilityMeasure.ne_zero μ)]
simp
lemma circleLp_ne_zero [IsProbabilityMeasure μ] (f : X → Circle) (hf : Measurable f) :
circleLp μ f hf ≠ 0 := by
intro h
have hn := circleLp_norm μ f hf
simp only [h,norm_zero,zero_ne_one] at hn
lemma circleLp_inner (f g : X → Circle) (hf : Measurable f) (hg : Measurable g) :
inner ℂ (circleLp μ f hf) (circleLp μ g hg) =
∫ x, conj (f x : ℂ) * (g x : ℂ) ∂μ := by
rw [L2.inner_def]
apply integral_congr_ae
filter_upwards [circleLp_coe μ f hf,circleLp_coe μ g hg] with x h1 h2
rw [h1,h2]
simp only [RCLike.inner_apply,starRingEnd_apply]
ring
lemma circleLp_phase (c : Circle) (f : X → Circle) (hf : Measurable f) :
circleLp μ (fun x => c*f x) (measurable_const.mul hf) = (c : ℂ) • circleLp μ f hf := by
apply Lp.ext
filter_upwards [circleLp_coe μ (fun x => c*f x) (measurable_const.mul hf),
circleLp_coe μ f hf,Lp.coeFn_smul (c : ℂ) (circleLp μ f hf)] with x h1 h2 h3
rw [h1,h3]
change (c : ℂ) * (f x : ℂ) = (c : ℂ) * (circleLp μ f hf x)
rw [h2]
end
section
open MeasureTheory ProbabilityTheory
open scoped ENNReal BigOperators
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
omit [DecidableEq I] in
lemma normalized_exact_codes (p : P)
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(f : I → Y → Circle) (hf : ∀ i, Measurable (f i)) (c : Circle)
(he : ∀ᵐ y ∂Λ p, ∏ i, f i (y i) = c) :
∃ (a : I → HilbertCode κ) (d : I → ℂ), (p,a) ∈ exactCodeSet κ Λ u ∧
∀ i, ‖d i‖ = 1 ∧ a i = HilbertCode.encode (u p i)
(d i • circleLp (κ (u p i)) (f i) (hf i)) := by
have hc (i) := exists_rayCanonical (hilbertTests (κ (u p i)))
(hilbertTests_dense (κ (u p i))) (circleLp_ne_zero (κ (u p i)) (f i) (hf i))
choose d hd hdcan using hc
let a : I → HilbertCode κ := fun i => HilbertCode.encode (u p i)
(d i • circleLp (κ (u p i)) (f i) (hf i))
have hrepr (i) : (fun y => HilbertCode.representative (a i,y)) =ᵐ[κ (u p i)]
(fun y => d i * (f i y : ℂ)) := by
filter_upwards [HilbertCode.representative_eq_decode (a i),
Lp.coeFn_smul (d i) (circleLp (κ (u p i)) (f i) (hf i)),
circleLp_coe (κ (u p i)) (f i) (hf i)] with y h1 h2 h3
change HilbertCode.representative (a i,y) =
(HilbertCode.decode (HilbertCode.encode (u p i) (d i • circleLp (κ (u p i)) (f i) (hf i))) : Lp ℂ 2 (κ (u p i))) y at h1
rw [HilbertCode.decode_encode] at h1
exact h1.trans (h2.trans (congrArg (d i * ·) h3))
have heprod : (fun y => ∏ i, HilbertCode.representative (a i,y i)) =ᵐ[Λ p]
(fun _ => (∏ i, d i) * (c : ℂ)) := by
filter_upwards [ae_all_iff.mpr (fun i => (hm i).quasiMeasurePreserving.ae_eq_comp (hrepr i)),he]
with y hy he
have hcoe : (∏ i, (f i (y i) : ℂ)) = (c : ℂ) :=
(map_prod Circle.coeHom (fun i => f i (y i)) Finset.univ).symm.trans
(congrArg (fun z : Circle => (z : ℂ)) he)
calc
(∏ i, HilbertCode.representative (a i,y i)) = ∏ i, d i * (f i (y i) : ℂ) :=
Finset.prod_congr rfl (fun i _ => hy i)
_ = (∏ i, d i) * (∏ i, (f i (y i) : ℂ)) := Finset.prod_mul_distrib
_ = (∏ i, d i) * (c : ℂ) := congrArg ((∏ i, d i) * ·) hcoe
refine ⟨a,d,⟨fun _ => rfl,?_,?_⟩,fun i => ⟨hd i,rfl⟩⟩
· intro i
constructor
· change RayCanonical (hilbertTests (κ (u p i)))
(HilbertCode.decode (HilbertCode.encode (u p i) (d i • circleLp (κ (u p i)) (f i) (hf i))))
rw [HilbertCode.decode_encode]
exact hdcan i
· change ∀ᵐ y ∂κ (u p i), ‖HilbertCode.representative (a i,y)‖ = 1
filter_upwards [hrepr i] with y hy
rw [hy,norm_mul,hd i,Circle.norm_coe,one_mul]
· change ‖∫ y, ∏ i, HilbertCode.representative (a i,y i) ∂Λ p‖ = 1
rw [integral_congr_ae heprod,integral_const]
simp only [probReal_univ,one_smul,norm_mul,norm_prod,hd,Finset.prod_const_one,
Circle.norm_coe,one_mul]
end
section
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
attribute [local instance] Rokhlin.instMeasurableSpaceCircle_circleLp Rokhlin.instBorelSpaceCircle_circleLp
def circleOfValue (z : ℂ) : Circle := by
classical
exact ⟨if ‖z‖ = 1 then z else 1, by
split_ifs with h
· exact mem_sphere_zero_iff_norm.mpr h
· exact mem_sphere_zero_iff_norm.mpr (norm_one : ‖(1 : ℂ)‖ = 1)⟩
lemma circleOfValue_coe {z : ℂ} (h : ‖z‖ = 1) : (circleOfValue z : ℂ) = z := by
classical
change (if ‖z‖ = 1 then z else (1 : ℂ)) = z
exact ite_eq_left h
lemma measurable_circleOfValue : Measurable circleOfValue := by
classical
apply Measurable.subtype_mk
exact measurable_id.ite (measurableSet_eq_fun measurable_norm measurable_const) measurable_const
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I] [DecidableEq I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
namespace HilbertCode
variable {κ}
def circleRep (q : HilbertCode κ) (y : Y) : Circle := circleOfValue (representative (κ := κ) (q,y))
lemma circleRep_coe (q : HilbertCode κ) (y : Y)
(h : ‖representative (κ := κ) (q,y)‖ = 1) :
(circleRep (κ := κ) q y : ℂ) = representative (κ := κ) (q,y) :=
circleOfValue_coe (z := representative (κ := κ) (q,y)) h
lemma measurable_circleRep : Measurable (fun qy : HilbertCode κ × Y => circleRep qy.1 qy.2) :=
measurable_circleOfValue.comp measurable_representative
lemma measurable_circleRep_fixed (q : HilbertCode κ) : Measurable (circleRep (κ := κ) q) := by
have h : Measurable (fun y : Y => (q,y)) := measurable_const.prodMk measurable_id
have hh : Measurable (fun y : Y => representative (κ := κ) (q,y)) :=
(measurable_representative (κ := κ)).comp h
exact measurable_circleOfValue.comp hh
lemma circleRep_ae (q : HilbertCode κ) (hq : IsUnimodular q) :
(fun y => (circleRep (κ := κ) q y : ℂ)) =ᵐ[κ q.base] (fun y => representative (κ := κ) (q,y)) :=
hq.mono fun _ h => circleOfValue_coe h
lemma circleLp_circleRep (q : HilbertCode κ) (hq : IsUnimodular q) :
circleLp (κ q.base) (circleRep (κ := κ) q) (measurable_circleRep_fixed (κ := κ) q) = q.decode := by
apply Lp.ext
exact (circleLp_coe (κ q.base) (circleRep (κ := κ) q) (measurable_circleRep_fixed (κ := κ) q)).trans
((circleRep_ae (κ := κ) q hq).trans (representative_eq_decode q))
end HilbertCode
omit [DecidableEq I] in
lemma exactCode_circle_tuple {p : P} {a : I → HilbertCode κ}
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(ha : (p,a) ∈ exactCodeSet κ Λ u) :
∃ c : Circle, ∀ᵐ y ∂Λ p, ∏ i, HilbertCode.circleRep (κ := κ) (a i) (y i) = c := by
let c : Circle := ⟨exactCodeMean κ Λ (p,a),mem_sphere_zero_iff_norm.mpr ha.2.2⟩
have hn (i) : ∀ᵐ y ∂Λ p, ‖HilbertCode.representative (κ := κ) (a i,y i)‖ = 1 := by
have h : ∀ᵐ y ∂κ (u p i), ‖HilbertCode.representative (κ := κ) (a i,y)‖ = 1 := by
rw [←ha.1 i]
exact (ha.2.1 i).2
exact (hm i).quasiMeasurePreserving.ae h
have hnp : ∀ᵐ y ∂Λ p, ‖∏ i, HilbertCode.representative (κ := κ) (a i,y i)‖ = 1 :=
HilbertCode.ae_norm_prod_representative (κ := κ) (Λ p) a hn
have hmean : ‖∫ y, ∏ i, HilbertCode.representative (κ := κ) (a i,y i) ∂Λ p‖ = 1 := ha.2.2
have he : (fun y => ∏ i, HilbertCode.representative (κ := κ) (a i,y i)) =ᵐ[Λ p]
(fun _ => exactCodeMean κ Λ (p,a)) :=
ae_eq_mean_of_norm_mean_eq_one (μ := Λ p) _ hnp hmean
refine ⟨c,?_⟩
filter_upwards [he,ae_all_iff.mpr hn] with y hy hn
apply Circle.coe_injective
change ((∏ i, HilbertCode.circleRep (κ := κ) (a i) (y i) : Circle) : ℂ) = exactCodeMean κ Λ (p,a)
change Circle.coeHom (∏ i, HilbertCode.circleRep (κ := κ) (a i) (y i)) = _
rw [map_prod]
exact (Finset.prod_congr rfl (fun i _ => HilbertCode.circleRep_coe (κ := κ) (a i) (y i) (hn i))).trans hy
end
namespace HilbertCode
open MeasureTheory ProbabilityTheory
open scoped ENNReal InnerProductSpace
attribute [local instance] instMeasurableSpaceCircle_circleLp instBorelSpaceCircle_circleLp
variable {U Y : Type*} [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] {κ : Kernel U Y} [IsMarkovKernel κ]
abbrev UnitCode (κ : Kernel U Y) [IsMarkovKernel κ] := {q : HilbertCode κ // q.IsUnimodular}
lemma unitCode_exists_coefficient (q : UnitCode κ) : ∃ n, coefficient q.val n ≠ 0 := by
have hne : q.val.decode ≠ 0 := norm_ne_zero_iff.mp (by rw [norm_decode_eq_one q.property]; norm_num)
simpa only [coefficient_eq] using exists_inner_ne_zero_of_dense
(hilbertTests (κ q.val.base)) (hilbertTests_dense _) hne
def firstCoefficient (q : UnitCode κ) : ℕ := Nat.find (unitCode_exists_coefficient q)
lemma measurable_firstCoefficient : Measurable (firstCoefficient (κ := κ)) :=
measurable_find unitCode_exists_coefficient (fun n =>
(measurableSet_eq_fun ((measurable_coefficient n).comp measurable_subtype_coe) measurable_const).compl)
def unitPhase (q : UnitCode κ) : ℂ :=
(‖coefficient q.val (firstCoefficient q)‖ : ℂ) / coefficient q.val (firstCoefficient q)
lemma measurable_unitPhase : Measurable (unitPhase (κ := κ)) := by
have hm : Measurable (fun q : UnitCode κ => coefficient q.val (firstCoefficient q)) :=
Measurable.find (fun n => (measurable_coefficient n).comp measurable_subtype_coe)
(fun n => (measurableSet_eq_fun ((measurable_coefficient n).comp measurable_subtype_coe)
measurable_const).compl) unitCode_exists_coefficient
exact (Complex.continuous_ofReal.measurable.comp hm.norm).div hm
lemma unitPhase_norm (q : UnitCode κ) : ‖unitPhase q‖ = 1 := by
have hz : coefficient q.val (firstCoefficient q) ≠ 0 := Nat.find_spec (unitCode_exists_coefficient q)
simp only [unitPhase,norm_div,Complex.norm_real,Real.norm_eq_abs,abs_norm]
exact div_self (norm_ne_zero_iff.mpr hz)
lemma unitPhase_canonical (q : UnitCode κ) :
RayCanonical (hilbertTests (κ q.val.base)) (unitPhase q • q.val.decode) := by
have hz : coefficient q.val (firstCoefficient q) ≠ 0 := Nat.find_spec (unitCode_exists_coefficient q)
refine ⟨firstCoefficient q,?_,?_,?_⟩
· intro n hn
rw [inner_smul_right,←coefficient_eq]
rw [not_ne_iff.mp (Nat.find_min (unitCode_exists_coefficient q) hn),mul_zero]
· rw [inner_smul_right,←coefficient_eq]
unfold unitPhase
rw [div_mul_cancel₀ _ hz,Complex.ofReal_re]
exact norm_pos_iff.mpr hz
· rw [inner_smul_right,←coefficient_eq]
unfold unitPhase
rw [div_mul_cancel₀ _ hz,Complex.ofReal_im]
def normalizeUnit (q : UnitCode κ) : HilbertCode κ := encode q.val.base (unitPhase q • q.val.decode)
lemma normalizeUnit_base (q : UnitCode κ) : (normalizeUnit q).base = q.val.base := rfl
lemma normalizeUnit_canonical (q : UnitCode κ) : (normalizeUnit q).IsCanonical := by
change RayCanonical _ (decode (encode _ _))
rw [decode_encode]
exact unitPhase_canonical q
lemma normalizeUnit_representative (q : UnitCode κ) :
(fun y => representative (normalizeUnit q,y)) =ᵐ[κ q.val.base]
fun y => unitPhase q * representative (q.val,y) := by
have hr := representative_eq_decode (normalizeUnit q)
change (fun y => representative (normalizeUnit q,y)) =ᵐ[κ q.val.base]
fun y => (decode (encode _ (unitPhase q • q.val.decode)) : Lp ℂ 2 (κ q.val.base)) y at hr
rw [decode_encode] at hr
filter_upwards [hr,Lp.coeFn_smul (unitPhase q) q.val.decode,representative_eq_decode q.val]
with y h1 h2 h3
exact h1.trans (h2.trans (congrArg (unitPhase q * ·) h3.symm))
lemma normalizeUnit_unimodular (q : UnitCode κ) : (normalizeUnit q).IsUnimodular := by
filter_upwards [normalizeUnit_representative q,q.property] with y h1 h2
rw [h1,norm_mul,unitPhase_norm,h2,mul_one]
lemma measurable_normalizeUnit : Measurable (normalizeUnit (κ := κ)) := by
apply measurable_hilbert_encode (fun q : UnitCode κ => q.val.base)
(measurable_base.comp measurable_subtype_coe) _
(fun qy => unitPhase qy.1 * representative (qy.1.val,qy.2))
· exact (measurable_unitPhase.comp measurable_fst).mul
(measurable_representative.comp ((measurable_subtype_coe.comp measurable_fst).prodMk measurable_snd))
· intro q
filter_upwards [Lp.coeFn_smul (unitPhase q) q.val.decode,representative_eq_decode q.val]
with y h1 h2
exact h1.trans (congrArg (unitPhase q * ·) h2.symm)
def transportRaw (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ) : HilbertCode κ :=
encode (F q.base) (circleLp (κ (F q.base)) (circleRep (κ := κ) q ∘ E.symm)
((measurable_circleRep_fixed q).comp E.symm.measurable))
lemma transportRaw_base (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ) :
(transportRaw F E q).base = F q.base := rfl
lemma transportRaw_representative (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ) :
(fun y => representative (transportRaw F E q,y)) =ᵐ[κ (F q.base)]
(fun y => (circleRep (κ := κ) q (E.symm y) : ℂ)) := by
have h := representative_eq_decode (transportRaw F E q)
change (fun y => representative (transportRaw F E q,y)) =ᵐ[κ (F q.base)]
(decode (encode _ _) : Y → ℂ) at h
rw [decode_encode] at h
exact h.trans (circleLp_coe _ _ _)
lemma transportRaw_unimodular (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ) :
(transportRaw F E q).IsUnimodular := by
filter_upwards [transportRaw_representative F E q] with y hy
rw [hy,Circle.norm_coe]
lemma measurable_circleRep_comp (E : Y ≃ᵐ Y) :
Measurable (fun qy : HilbertCode κ × Y => circleRep (κ := κ) qy.1 (E.symm qy.2)) := by
have hm : Measurable (fun qy : HilbertCode κ × Y => (qy.1,E.symm qy.2)) :=
measurable_fst.prodMk (E.symm.measurable.comp measurable_snd)
have hr : Measurable (fun qy : HilbertCode κ × Y => representative (κ := κ) (qy.1,E.symm qy.2)) :=
(measurable_representative (κ := κ)).comp hm
exact measurable_circleOfValue.comp hr
lemma measurable_transportRaw (F : U → U) (hF : Measurable F) (E : Y ≃ᵐ Y) :
Measurable (transportRaw (κ := κ) F E) := by
unfold transportRaw
apply measurable_hilbert_encode (κ := κ) (fun q : HilbertCode κ => F q.base)
(hF.comp (measurable_base (κ := κ)))
(fun q => circleLp (κ (F q.base)) (circleRep (κ := κ) q ∘ E.symm)
((measurable_circleRep_fixed q).comp E.symm.measurable))
(fun qy : HilbertCode κ × Y => (circleRep (κ := κ) qy.1 (E.symm qy.2) : ℂ))
· exact measurable_subtype_coe.comp (measurable_circleRep_comp (κ := κ) E)
· intro q
exact circleLp_coe _ _ _
def transport (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ) : HilbertCode κ :=
normalizeUnit ⟨transportRaw F E q,transportRaw_unimodular F E q⟩
lemma transport_base (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ) :
(transport F E q).base = F q.base := rfl
lemma transport_canonical (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ) :
(transport F E q).IsCanonical := normalizeUnit_canonical _
lemma transport_unimodular (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ) :
(transport F E q).IsUnimodular := normalizeUnit_unimodular _
lemma measurable_transport (F : U → U) (hF : Measurable F) (E : Y ≃ᵐ Y) :
Measurable (transport (κ := κ) F E) :=
measurable_normalizeUnit.comp (Measurable.subtype_mk (measurable_transportRaw F hF E))
lemma transport_representative (F : U → U) (E : Y ≃ᵐ Y) (q : HilbertCode κ)
(hq : q.IsUnimodular)
(hE : MeasurePreserving E (κ q.base) (κ (F q.base))) :
∃ c : ℂ, ‖c‖ = 1 ∧ (fun y => representative (transport F E q,y)) =ᵐ[κ (F q.base)]
(fun y => c * representative (q,E.symm y)) := by
let r : UnitCode κ := ⟨transportRaw F E q,transportRaw_unimodular F E q⟩
refine ⟨unitPhase r,unitPhase_norm r,?_⟩
have hinv := MeasurePreserving.symm E hE
have hrep := hinv.quasiMeasurePreserving.ae (circleRep_ae q hq)
filter_upwards [normalizeUnit_representative r,transportRaw_representative F E q,hrep]
with y h1 h2 h3
exact h1.trans (congrArg (unitPhase r * ·) (h2.trans h3))
lemma transport_inverse (F : U ≃ᵐ U) (E : Y ≃ᵐ Y) (q : HilbertCode κ)
(hq : q.IsUnimodular) (hc : q.IsCanonical)
(hE : MeasurePreserving E (κ q.base) (κ (F q.base))) :
transport F.symm E.symm (transport F E q) = q := by
have hinv : MeasurePreserving E.symm (κ (transport F E q).base)
(κ (F.symm (transport F E q).base)) := by
simpa only [transport_base,F.symm_apply_apply] using MeasurePreserving.symm E hE
obtain ⟨c,hc1,hr⟩ := transport_representative F E q hq hE
obtain ⟨d,hd1,hs⟩ := transport_representative F.symm E.symm (transport F E q)
(transport_unimodular F E q) hinv
have hs' : (fun y => representative (transport F.symm E.symm (transport F E q),y)) =ᵐ[κ q.base]
(fun y => d * representative (transport F E q,E y)) := by
simpa only [transport_base,F.symm_apply_apply,MeasurableEquiv.symm_symm] using hs
apply eq_of_decode_smul (by simp only [transport_base,F.symm_apply_apply])
(transport_canonical _ _ _) hc (a := d*c) (by rw [norm_mul,hd1,hc1,mul_one])
simp only [transport_base,F.symm_apply_apply]
filter_upwards [hs',hE.quasiMeasurePreserving.ae hr] with y h1 h2
rw [h1,h2,E.symm_apply_apply,mul_assoc]
end HilbertCode
open MeasureTheory ProbabilityTheory Set
open scoped BigOperators
variable {P U Y I : Type*} [MeasurableSpace P] [MeasurableSpace U] [MeasurableSpace Y]
[MeasurableSpace.CountablyGenerated Y] [Fintype I]
(κ : Kernel U Y) [IsMarkovKernel κ] (Λ : Kernel P (I → Y)) [IsMarkovKernel Λ]
(u : P → I → U)
omit [IsMarkovKernel Λ] in
lemma exactCode_transport (F : U → U) (E : Y ≃ᵐ Y) (p p' : P)
(hu : ∀ i, u p' i = F (u p i))
(hκ : ∀ i, MeasurePreserving E (κ (u p i)) (κ (F (u p i))))
(hΛ : MeasurePreserving (fun y : I → Y => fun i => E (y i)) (Λ p) (Λ p'))
(hm : ∀ i, MeasurePreserving (fun y : I → Y => y i) (Λ p) (κ (u p i)))
(q : I → HilbertCode κ) (hq : (p,q) ∈ exactCodeSet κ Λ u) :
(p',fun i => HilbertCode.transport F E (q i)) ∈ exactCodeSet κ Λ u := by
classical
have hkq (i) : MeasurePreserving E (κ (q i).base) (κ (F (q i).base)) := by
rw [hq.1 i]; exact hκ i
choose c hc hrep using fun i => HilbertCode.transport_representative F E (q i) (hq.2.1 i).2 (hkq i)
refine ⟨fun i => by rw [HilbertCode.transport_base,hq.1 i,hu i],
fun i => ⟨HilbertCode.transport_canonical _ _ _,HilbertCode.transport_unimodular _ _ _⟩,?_⟩
have hr (i) : ∀ᵐ y ∂Λ p,
HilbertCode.representative (HilbertCode.transport F E (q i),E (y i)) =
c i * HilbertCode.representative (q i,y i) := by
have hh := (hkq i).quasiMeasurePreserving.ae (hrep i)
have hh' : ∀ᵐ y ∂κ (u p i),
HilbertCode.representative (HilbertCode.transport F E (q i),E y) =
c i * HilbertCode.representative (q i,y) := by
rw [←hq.1 i]
simpa only [E.symm_apply_apply] using hh
exact (hm i).quasiMeasurePreserving.ae hh'
have he : (fun y : I → Y => ∏ i, HilbertCode.representative
(HilbertCode.transport F E (q i),E (y i))) =ᵐ[Λ p]
(fun y => (∏ i, c i) * ∏ i, HilbertCode.representative (q i,y i)) := by
filter_upwards [ae_all_iff.mpr hr] with y hy
rw [←Finset.prod_mul_distrib]
exact Finset.prod_congr rfl (fun i _ => hy i)
have hmeas : AEStronglyMeasurable (fun y : I → Y => ∏ i,
HilbertCode.representative (HilbertCode.transport F E (q i),y i)) (Λ p') := by
apply Measurable.aestronglyMeasurable
apply Finset.measurable_prod
intro i _
exact HilbertCode.measurable_representative.comp (measurable_const.prodMk (measurable_pi_apply i))
change ‖∫ y, ∏ i, HilbertCode.representative (HilbertCode.transport F E (q i),y i) ∂Λ p'‖ = 1
rw [←hΛ.hasLaw.integral_comp hmeas]
simp only [Function.comp_def]
rw [integral_congr_ae he,integral_const_mul,norm_mul]
have hn : ‖∏ i, c i‖ = 1 := by rw [norm_prod]; simp only [hc,Finset.prod_const_one]
rw [hn,one_mul]
exact hq.2.2
end Rokhlin
end
end OAI