openAI-math-dataset / lean /OAI /GroupTheory /Thompson /CorrelationVariance.lean
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import OAI.GroupTheory.Thompson.FiniteAverage
import OAI.GroupTheory.Thompson.HilbertAverage
import Mathlib.Algebra.BigOperators.Group.Finset.Piecewise
import Mathlib.Tactic.FieldSimp
import Mathlib.Tactic.Linarith
import Mathlib.Tactic.Ring
namespace OAI
/-!
# Exact finite correlation and variance estimates
The diagonal and off-diagonal coefficients are exact finite counts. The mixed
sum has one exceptional parent column, hence D nested terms and D(D-1)
separated terms. Every count identity permits arbitrary signed coefficients.
The final cancellation imposes no positivity assumption on the common
correlation alpha.
-/
noncomputable section
universe uG uE
namespace ThompsonNonamenability
open scoped BigOperators InnerProductSpace
variable {D : ℕ}
/-- One distinguished position and all the other positions, with signed values. -/
theorem sum_one_exception (i : Fin D) (b c : ℝ) :
(∑ j : Fin D, if j = i then b else c) = b + ((D : ℝ) - 1) * c := by
classical
have hterm (j : Fin D) :
(if j = i then b else c) = c + (if j = i then b - c else 0) := by
by_cases h : j = i <;> simp [h]
simp_rw [hterm]
simp only [Finset.sum_add_distrib, Fintype.sum_ite_eq', Finset.sum_const,
Finset.card_univ, Fintype.card_fin, nsmul_eq_mul]
ring
/-- D diagonal terms and D(D-1) off-diagonal terms, with no sign premise. -/
theorem sum_matrix_le (K : Fin D → Fin D → ℝ) (b c : ℝ)
(hdiag : ∀ j, K j j ≤ b)
(hoff : ∀ j k, j ≠ k → K j k ≤ c) :
(∑ j, ∑ k, K j k) ≤
(D : ℝ) * ((D : ℝ) - 1) * c + (D : ℝ) * b := by
classical
calc
(∑ j, ∑ k, K j k) ≤ ∑ j : Fin D, ∑ k : Fin D, if k = j then b else c := by
apply Finset.sum_le_sum
intro j _
apply Finset.sum_le_sum
intro k _
by_cases h : k = j
· subst k
simpa using hdiag j
· simpa only [ite_eq_right h] using hoff j k (Ne.symm h)
_ = (D : ℝ) * ((D : ℝ) - 1) * c + (D : ℝ) * b := by
simp_rw [sum_one_exception]
simp only [Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul]
ring
/-- The exceptional column contributes D terms, irrespective of the row index. -/
theorem sum_fixed_column_ge (i : Fin D) (K : Fin D → Fin D → ℝ) (b c : ℝ)
(hnested : ∀ j, b ≤ K j i)
(hsep : ∀ j k, k ≠ i → c ≤ K j k) :
(D : ℝ) * ((D : ℝ) - 1) * c + (D : ℝ) * b ≤ ∑ j, ∑ k, K j k := by
classical
calc
(D : ℝ) * ((D : ℝ) - 1) * c + (D : ℝ) * b =
∑ _j : Fin D, ∑ k : Fin D, if k = i then b else c := by
simp_rw [sum_one_exception]
simp only [Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul]
ring
_ ≤ ∑ j, ∑ k, K j k := by
apply Finset.sum_le_sum
intro j _
apply Finset.sum_le_sum
intro k _
by_cases h : k = i
· subst k
simpa using hnested j
· simpa only [ite_eq_right h] using hsep j k h
private theorem normalize_pair_total (hD : 0 < D) (b c : ℝ) :
((D : ℝ)⁻¹)^2 * ((D : ℝ) * ((D : ℝ) - 1) * c + (D : ℝ) * b) =
(1 - (D : ℝ)⁻¹) * c + (D : ℝ)⁻¹ * b := by
have hd : (D : ℝ) ≠ 0 := ne_of_gt (Nat.cast_pos.mpr hD)
field_simp [hd]
variable {G : Type uG} {E : Type uE} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
/-- The literal finite average of the real inner product. -/
def corr (A : Finset G) (x y : G → E) : ℝ :=
realAvg A (fun g => ⟪x g, y g⟫_ℝ)
theorem corr_comm (A : Finset G) (x y : G → E) : corr A x y = corr A y x := by
unfold corr
apply realAvg_congr
intro g _
exact real_inner_comm (y g) (x g)
theorem unit_inner_abs_le (x y : E) (hx : ‖x‖ ≤ 1) (hy : ‖y‖ ≤ 1) :
|⟪x, y⟫_ℝ| ≤ 1 := by
calc
|⟪x, y⟫_ℝ| ≤ ‖x‖ * ‖y‖ := abs_real_inner_le_norm x y
_ ≤ 1 * 1 := mul_le_mul hx hy (norm_nonneg y) zero_le_one
_ = 1 := by ring
theorem corr_abs_le_one (A : Finset G) (hA : A.Nonempty) (x y : G → E)
(hx : ∀ g ∈ A, ‖x g‖ ≤ 1) (hy : ∀ g ∈ A, ‖y g‖ ≤ 1) :
|corr A x y| ≤ 1 := by
unfold corr
apply abs_le.mpr
constructor
· apply const_le_realAvg A hA
intro g hg
exact (abs_le.mp (unit_inner_abs_le (x g) (y g) (hx g hg) (hy g hg))).1
· apply realAvg_le_const A hA
intro g hg
exact (abs_le.mp (unit_inner_abs_le (x g) (y g) (hx g hg) (hy g hg))).2
theorem realAvg_norm_finMean_sq (A : Finset G) (x : G → Fin D → E) :
realAvg A (fun g => ‖finMean (x g)‖^2) =
((D : ℝ)⁻¹)^2 * ∑ j, ∑ k, corr A (fun g => x g j) (fun g => x g k) := by
simp only [norm_finMean_sq, realAvg_const_mul, realAvg_sum_univ, corr]
theorem corr_finMean (A : Finset G) (x y : G → Fin D → E) :
corr A (fun g => finMean (x g)) (fun g => finMean (y g)) =
((D : ℝ)⁻¹)^2 * ∑ j, ∑ k, corr A (fun g => x g j) (fun g => y g k) := by
simp only [corr, inner_finMean, pow_two, realAvg_const_mul, realAvg_sum_univ]
theorem realAvg_norm_sub_sq (A : Finset G) (x y : G → E) :
realAvg A (fun g => ‖x g - y g‖^2) =
realAvg A (fun g => ‖x g‖^2) - 2 * corr A x y +
realAvg A (fun g => ‖y g‖^2) := by
simp only [norm_sub_sq_real, realAvg_add, realAvg_sub, realAvg_const_mul, corr]
/-- Parent or sibling averages: the same exact diagonal count applies to both. -/
theorem realAvg_norm_finMean_sq_le (A : Finset G) (hA : A.Nonempty)
(hD : 0 < D) (x : G → Fin D → E) (c : ℝ)
(hx : ∀ g ∈ A, ∀ j, ‖x g j‖ ≤ 1)
(hsep : ∀ j k, j ≠ k → corr A (fun g => x g j) (fun g => x g k) ≤ c) :
realAvg A (fun g => ‖finMean (x g)‖^2) ≤
(1 - (D : ℝ)⁻¹) * c + (D : ℝ)⁻¹ := by
rw [realAvg_norm_finMean_sq]
have hdiag (j : Fin D) : corr A (fun g => x g j) (fun g => x g j) ≤ 1 :=
(abs_le.mp (corr_abs_le_one A hA _ _
(fun g hg => hx g hg j) (fun g hg => hx g hg j))).2
calc
((D : ℝ)⁻¹)^2 * ∑ j, ∑ k, corr A (fun g => x g j) (fun g => x g k) ≤
((D : ℝ)⁻¹)^2 * ((D : ℝ) * ((D : ℝ) - 1) * c + (D : ℝ) * 1) :=
mul_le_mul_of_nonneg_left (sum_matrix_le _ 1 c hdiag hsep) (sq_nonneg _)
_ = (1 - (D : ℝ)⁻¹) * c + (D : ℝ)⁻¹ := by
simpa only [mul_one] using normalize_pair_total hD 1 c
/-- Only the designated parent column is uncontrolled in a mixed sum. -/
theorem corr_finMean_ge (A : Finset G) (hA : A.Nonempty) (hD : 0 < D)
(i : Fin D) (z x : G → Fin D → E) (c : ℝ)
(hz : ∀ g ∈ A, ∀ j, ‖z g j‖ ≤ 1)
(hx : ∀ g ∈ A, ∀ k, ‖x g k‖ ≤ 1)
(hsep : ∀ j k, k ≠ i → c ≤ corr A (fun g => z g j) (fun g => x g k)) :
(1 - (D : ℝ)⁻¹) * c - (D : ℝ)⁻¹ ≤
corr A (fun g => finMean (z g)) (fun g => finMean (x g)) := by
have hnested (j : Fin D) : -1 ≤ corr A (fun g => z g j) (fun g => x g i) :=
(abs_le.mp (corr_abs_le_one A hA _ _
(fun g hg => hz g hg j) (fun g hg => hx g hg i))).1
calc
(1 - (D : ℝ)⁻¹) * c - (D : ℝ)⁻¹ =
((D : ℝ)⁻¹)^2 * ((D : ℝ) * ((D : ℝ) - 1) * c + (D : ℝ) * (-1)) := by
rw [normalize_pair_total hD]
ring
_ ≤ ((D : ℝ)⁻¹)^2 * ∑ j, ∑ k, corr A (fun g => z g j) (fun g => x g k) :=
mul_le_mul_of_nonneg_left (sum_fixed_column_ge i _ (-1) c hnested hsep)
(sq_nonneg _)
_ = corr A (fun g => finMean (z g)) (fun g => finMean (x g)) :=
(corr_finMean A z x).symm
/-- The finite Hilbert variance bound with exact cancellation of signed alpha. -/
theorem finite_variance_bound (A : Finset G) (hA : A.Nonempty) (hD : 0 < D)
(x : G → Fin D → E) (y : G → Fin D → Fin D → E) (α η : ℝ)
(hx : ∀ g ∈ A, ∀ k, ‖x g k‖ ≤ 1)
(hy : ∀ g ∈ A, ∀ i j, ‖y g i j‖ ≤ 1)
(hparent : ∀ j k, j ≠ k →
|corr A (fun g => x g j) (fun g => x g k) - α| ≤ η)
(hchild : ∀ i j k, j ≠ k →
|corr A (fun g => y g i j) (fun g => y g i k) - α| ≤ η)
(hmixed : ∀ i j k, k ≠ i →
|corr A (fun g => y g i j) (fun g => x g k) - α| ≤ η) :
∀ i, realAvg A (fun g => ‖finMean (y g i) - finMean (x g)‖^2) ≤
4 / (D : ℝ) + 4 * (1 - 1 / (D : ℝ)) * η := by
intro i
have hp := realAvg_norm_finMean_sq_le A hA hD x (α + η) hx (by
intro j k hjk
have h := (abs_le.mp (hparent j k hjk)).2
linarith)
have hq := realAvg_norm_finMean_sq_le A hA hD (fun g => y g i) (α + η)
(fun g hg => hy g hg i) (by
intro j k hjk
have h := (abs_le.mp (hchild i j k hjk)).2
linarith)
have hm := corr_finMean_ge A hA hD i (fun g => y g i) x (α - η)
(fun g hg => hy g hg i) hx (by
intro j k hki
have h := (abs_le.mp (hmixed i j k hki)).1
linarith)
rw [realAvg_norm_sub_sq]
calc
realAvg A (fun g => ‖finMean (y g i)‖^2) -
2 * corr A (fun g => finMean (y g i)) (fun g => finMean (x g)) +
realAvg A (fun g => ‖finMean (x g)‖^2) ≤
((1 - (D : ℝ)⁻¹) * (α + η) + (D : ℝ)⁻¹) -
2 * ((1 - (D : ℝ)⁻¹) * (α - η) - (D : ℝ)⁻¹) +
((1 - (D : ℝ)⁻¹) * (α + η) + (D : ℝ)⁻¹) := by
linarith only [hp, hq, hm]
_ = 4 / (D : ℝ) + 4 * (1 - 1 / (D : ℝ)) * η := by
simp only [div_eq_mul_inv, one_mul]
ring
end ThompsonNonamenability
end
end OAI