Download lean/OAI/Geometry/RCD/Transport/CompactCouplingLift.lean from roseking/openAI-math-dataset: direct link, hf CLI and curl.
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2.44 kB
| import Mathlib.MeasureTheory.Measure.Prod | |
| import Mathlib.MeasureTheory.Measure.Restrict | |
| namespace OAI | |
| /-! # Lifting an ambient coupling to the prescribed measurable supports -/ | |
| open Set Filter MeasureTheory | |
| noncomputable section | |
| namespace RegularPointCoordinates | |
| variable {X : Type*} [MeasurableSpace X] {S T : Set X} | |
| theorem coupling_lift_subtypes (hS : MeasurableSet S) (hT : MeasurableSet T) | |
| (μ : Measure S) (ν : Measure T) (π : Measure (X × X)) | |
| (hl : π.map Prod.fst=μ.map Subtype.val) (hr : π.map Prod.snd=ν.map Subtype.val) : | |
| ∃ Q : Measure (S × T), Q.map (Prod.map Subtype.val Subtype.val)=π ∧ | |
| Q.map Prod.fst=μ ∧ Q.map Prod.snd=ν := by | |
| let inc : S × T → X × X := Prod.map Subtype.val Subtype.val | |
| have he : MeasurableEmbedding inc := | |
| (MeasurableEmbedding.subtype_coe hS).prodMap (MeasurableEmbedding.subtype_coe hT) | |
| have ha : ∀ᵐ z ∂π, z.1 ∈ S := by | |
| apply ae_of_ae_map measurable_fst.aemeasurable | |
| rw [hl] | |
| exact (MeasurableEmbedding.subtype_coe hS).ae_map_iff.mpr | |
| (Eventually.of_forall fun x => x.property) | |
| have hb : ∀ᵐ z ∂π, z.2 ∈ T := by | |
| apply ae_of_ae_map measurable_snd.aemeasurable | |
| rw [hr] | |
| exact (MeasurableEmbedding.subtype_coe hT).ae_map_iff.mpr | |
| (Eventually.of_forall fun x => x.property) | |
| have hm : (π.comap inc).map inc=π := by | |
| rw [he.map_comap] | |
| apply Measure.restrict_eq_self_of_ae_mem | |
| filter_upwards [ha,hb] with z hz ht | |
| exact ⟨(⟨z.1,hz⟩,⟨z.2,ht⟩),rfl⟩ | |
| refine ⟨π.comap inc,hm,?_,?_⟩ | |
| · apply (MeasurableEmbedding.subtype_coe hS).map_injective | |
| calc | |
| ((π.comap inc).map Prod.fst).map Subtype.val = ((π.comap inc).map inc).map Prod.fst := by | |
| rw [Measure.map_map measurable_subtype_coe measurable_fst, | |
| Measure.map_map measurable_fst he.measurable] | |
| rfl | |
| _ = π.map Prod.fst := congrArg (fun m : Measure (X × X) => m.map Prod.fst) hm | |
| _ = μ.map Subtype.val := hl | |
| · apply (MeasurableEmbedding.subtype_coe hT).map_injective | |
| calc | |
| ((π.comap inc).map Prod.snd).map Subtype.val = ((π.comap inc).map inc).map Prod.snd := by | |
| rw [Measure.map_map measurable_subtype_coe measurable_snd, | |
| Measure.map_map measurable_snd he.measurable] | |
| rfl | |
| _ = π.map Prod.snd := congrArg (fun m : Measure (X × X) => m.map Prod.snd) hm | |
| _ = ν.map Subtype.val := hr | |
| end RegularPointCoordinates | |
| end | |
| end OAI | |