roseking's picture
Add lean source and binary files (part 119)
9b6e014 verified
Raw History Blame Contribute Delete
21.9 kB
import Mathlib
import OAI.Probability.Ballisticity.Estimates.ClippedInverse
namespace OAI
section
section
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology
namespace DirectionalTransience
lemma convexOn_rpow_nonpos_Ici {δ p : ℝ} (hδ : 0 < δ) (hp : p ≤ 0) :
ConvexOn ℝ (Set.Ici δ) (fun x : ℝ => x ^ p) := by
refine ⟨convex_Ici δ, ?_⟩
intro x hx y hy a b ha hb hab
have hx0 := hδ.trans_le hx
have hy0 := hδ.trans_le hy
have hz : 0 < a • x + b • y :=
hδ.trans_le ((convex_Ici δ) hx hy ha hb hab)
have hl := (StrictConcaveOn.concaveOn strictConcaveOn_log_Ioi).2 hx0 hy0 ha hb hab
have he := convexOn_exp.2 (Set.mem_univ (p * Real.log x))
(Set.mem_univ (p * Real.log y)) ha hb hab
simp only [smul_eq_mul] at hl he hz ⊢
rw [Real.rpow_def_of_pos hz, Real.rpow_def_of_pos hx0, Real.rpow_def_of_pos hy0]
calc
Real.exp (Real.log (a * x + b * y) * p) ≤
Real.exp (a * (p * Real.log x) + b * (p * Real.log y)) := by
apply Real.exp_le_exp.mpr
nlinarith [mul_le_mul_of_nonpos_right hl hp]
_ ≤ a * Real.exp (Real.log x * p) + b * Real.exp (Real.log y * p) := by
simpa only [mul_comm p] using he
lemma inverse_jensen_bounded {α : Type*} [MeasurableSpace α]
(μ : Measure α) [IsProbabilityMeasure μ] {f : α → ℝ} (hf : Measurable f)
{δ B lam : ℝ} (hδ : 0 < δ) (hlam : 0 ≤ lam) (hb : ∀ x, δ ≤ f x ∧ f x ≤ B) :
(∫ x, f x ∂μ) ^ (-lam) ≤ ∫ x, (f x) ^ (-lam) ∂μ := by
have hi : Integrable f μ :=
(MemLp.of_bound (p := 1) hf.aestronglyMeasurable B
(Filter.Eventually.of_forall fun x => by
simpa only [Real.norm_eq_abs, abs_of_nonneg (hδ.le.trans (hb x).1)] using
(hb x).2)).integrable le_rfl
have hj : Integrable (fun x => (f x) ^ (-lam)) μ :=
(MemLp.of_bound (p := 1) (hf.pow_const _).aestronglyMeasurable (δ ^ (-lam))
(Filter.Eventually.of_forall fun x => by
rw [Real.norm_eq_abs, abs_of_nonneg (Real.rpow_nonneg (hδ.le.trans (hb x).1) _)]
exact Real.rpow_le_rpow_of_nonpos hδ (hb x).1 (neg_nonpos.mpr hlam))).integrable le_rfl
exact (convexOn_rpow_nonpos_Ici hδ (neg_nonpos.mpr hlam)).map_integral_le
(continuousOn_id.rpow_const (fun x hx => Or.inl (ne_of_gt (hδ.trans_le hx))))
isClosed_Ici (Filter.Eventually.of_forall fun x => (hb x).1) hi hj
lemma inverse_mixture_markov {Ω A : Type*} [MeasurableSpace Ω] [MeasurableSpace A]
(μ : Measure Ω) (π : Measure A) [IsProbabilityMeasure μ] [IsProbabilityMeasure π]
(F : Ω → A → ℝ) (hF : Measurable (Function.uncurry F)) (Q : Ω → ℝ)
{δ₀ δ lam s K : ℝ} (hδ₀ : 0 < δ₀) (hlam : 0 ≤ lam) (hs : 0 < s) (hδs : δ ≤ s)
(hb : ∀ ω a, δ₀ ≤ F ω a ∧ F ω a ≤ 1)
(hQ : ∀ ω, (∫ a, F ω a ∂π) ≤ Q ω + δ)
(hE : (∫ ω, ∫ a, (F ω a) ^ (-lam) ∂π ∂μ) ≤ K) :
μ {ω | Q ω < 2 * s} ≤ ENNReal.ofReal ((3 * s) ^ lam * K) := by
have hGi : Integrable (fun z : Ω × A => F z.1 z.2 ^ (-lam)) (μ.prod π) :=
(MemLp.of_bound (p := 1) (hF.pow_const _).aestronglyMeasurable (δ₀ ^ (-lam))
(Filter.Eventually.of_forall fun z => by
change ‖F z.1 z.2 ^ (-lam)‖ ≤ _
rw [Real.norm_eq_abs, abs_of_nonneg (Real.rpow_nonneg (hδ₀.le.trans (hb z.1 z.2).1) _)]
exact Real.rpow_le_rpow_of_nonpos hδ₀ (hb z.1 z.2).1
(neg_nonpos.mpr hlam))).integrable le_rfl
have hJi ω : Integrable (F ω) π :=
(MemLp.of_bound (p := 1) (hF.comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable 1
(Filter.Eventually.of_forall fun a => by
change ‖F ω a‖ ≤ 1
rw [Real.norm_eq_abs, abs_of_nonneg (hδ₀.le.trans (hb ω a).1)]
exact (hb ω a).2)).integrable le_rfl
have hJpos ω : 0 < ∫ a, F ω a ∂π := by
have hl := integral_mono (integrable_const δ₀) (hJi ω) (fun a => (hb ω a).1)
have hl' : δ₀ ≤ ∫ a, F ω a ∂π := by simpa using hl
exact hδ₀.trans_le hl'
have hp : 0 < 3 * s := mul_pos (by norm_num) hs
have hMeas := (hGi.integral_prod_left.const_mul ((3 * s) ^ lam)).measure_le_integral
(Filter.Eventually.of_forall fun ω => mul_nonneg (Real.rpow_nonneg hp.le _)
(integral_nonneg (fun a => Real.rpow_nonneg (hδ₀.le.trans (hb ω a).1) _)))
(s := {ω | Q ω < 2 * s}) (fun ω hω => by
have hJle : (∫ a, F ω a ∂π) ≤ 3 * s := by
change Q ω < 2 * s at hω
linarith [hQ ω]
have hj := inverse_jensen_bounded π
(hF.comp (measurable_const.prodMk measurable_id)) hδ₀ hlam (hb ω)
have hr := Real.rpow_le_rpow_of_nonpos (hJpos ω) hJle (neg_nonpos.mpr hlam)
calc
1 = (3 * s) ^ lam * (3 * s) ^ (-lam) := by
rw [← Real.rpow_add hp, add_neg_cancel, Real.rpow_zero]
_ ≤ (3 * s) ^ lam * ∫ a, F ω a ^ (-lam) ∂π :=
mul_le_mul_of_nonneg_left (hr.trans hj) (Real.rpow_nonneg hp.le _))
rw [integral_const_mul] at hMeas
exact hMeas.trans (ENNReal.ofReal_le_ofReal
(mul_le_mul_of_nonneg_left hE (Real.rpow_nonneg hp.le _)))
theorem separated_initial_inverse_moment {d : ℕ} (ν : Measure (Row d))
[IsProbabilityMeasure ν] (hue : UniformElliptic ν) (ℓ : Vector d)
(hℓ : dot ℓ ℓ = 1) (htrans : DirectionallyTransient ν ℓ) (e : Fin d) :
∃ lam C : ℝ, 0 < lam ∧ lam ≤ 1 ∧ 0 < C ∧
∀ Bstar : ℝ, 0 < Bstar → ∀ k : ℕ, 1 ≤ k → ∃ G : ℕ,
∀ (π : Measure (Fin k → Lattice d)) [IsProbabilityMeasure π],
(∀ᵐ x ∂π, Pairwise fun i j => (G : ℤ) ≤ |x i e - x j e|) →
∀ s : ℝ, Real.exp (-Bstar) ≤ s →
(environmentLaw ν) {ω | (∫ x, noDropProduct ℓ x ω ∂π) < 2 * s} ≤
ENNReal.ofReal (Real.exp (C * k) * s ^ lam) := by
classical
obtain ⟨lam, hlam, hlam1, hmom⟩ := noDrop_real_inverse_moment ν hue ℓ hℓ htrans
let M := max 1 (∫ ω, (noDropQuenched ℓ 0 ω).toReal ^ (-lam) ∂environmentLaw ν)
have hM : 1 ≤ M := le_max_left _ _
have hM0 : 0 ≤ M := zero_le_one.trans hM
let C := Real.log (6 * M)
have hC : 0 < C := Real.log_pos (by linarith)
refine ⟨lam, C, hlam, hlam1, hC, ?_⟩
intro Bstar hBstar k hk
let δ := Real.exp (-Bstar)
have hδ : 0 < δ := Real.exp_pos _
have hδ1 : δ ≤ 1 := Real.exp_le_one_iff.mpr (neg_nonpos.mpr hBstar.le)
have hpos : ∀ᵐ ω ∂environmentLaw ν, 0 < noDropQuenched ℓ 0 ω := by
filter_upwards [quenched_noDrop_positive_of_directionallyTransient ν hue ℓ hℓ htrans] with ω hω
exact hω 0
obtain ⟨n, hn⟩ := separated_noDropProduct_inverse_bound ν ℓ hδ hlam.le hpos hmom k
refine ⟨2 * n + 1, ?_⟩
intro π hπ hsep s hs
have hs0 : 0 < s := hδ.trans_le hs
let F : Environment d → (Fin k → Lattice d) → ℝ := fun ω x => clippedNoDropProduct ℓ δ x ω
have hF : Measurable (Function.uncurry F) := clippedNoDropProduct_measurable ℓ δ
have hb ω x : δ ^ k ≤ F ω x ∧ F ω x ≤ 1 :=
clippedNoDropProduct_bounds ℓ hδ.le hδ1 x ω
have hGi : Integrable (fun z : Environment d × (Fin k → Lattice d) =>
F z.1 z.2 ^ (-lam)) ((environmentLaw ν).prod π) := by
apply integrable_of_nonneg_bound _ (hF.pow_const _)
intro z
exact ⟨Real.rpow_nonneg ((pow_pos hδ k).le.trans (hb z.1 z.2).1) _,
Real.rpow_le_rpow_of_nonpos (pow_pos hδ k) (hb z.1 z.2).1 (neg_nonpos.mpr hlam.le)⟩
have hE : (∫ ω, ∫ x, F ω x ^ (-lam) ∂π ∂environmentLaw ν) ≤ 2 * M ^ k := by
rw [integral_integral_swap hGi]
have hh := integral_mono_ae hGi.integral_prod_right (integrable_const (2 * M ^ k))
(hsep.mono fun x hx => hn x (fun i j hij => latticeBall_disjoint_of_coordinate_gap e
(by have h := hx hij; omega)))
simpa using hh
have hQ ω : (∫ x, F ω x ∂π) ≤ (∫ x, noDropProduct ℓ x ω ∂π) + δ := by
have hI : Integrable (noDropProduct ℓ · ω) π :=
integrable_of_nonneg_bound π (measurable_of_countable _) (fun x => noDropProduct_bounds ℓ x ω)
have hJ : Integrable (F ω) π :=
integrable_of_nonneg_bound π (measurable_of_countable _) (fun x =>
⟨(pow_pos hδ k).le.trans (hb ω x).1, (hb ω x).2⟩)
calc
(∫ x, F ω x ∂π) ≤ ∫ x, noDropProduct ℓ x ω + δ ∂π :=
integral_mono hJ (hI.add (integrable_const δ)) (clippedNoDropProduct_error ℓ hδ.le hδ1 · ω)
_ = (∫ x, noDropProduct ℓ x ω ∂π) + δ := by simp [integral_add hI (integrable_const δ)]
have hmark := inverse_mixture_markov (environmentLaw ν) π F hF
(fun ω => ∫ x, noDropProduct ℓ x ω ∂π) (pow_pos hδ k) hlam.le hs0 hs hb hQ hE
apply hmark.trans (ENNReal.ofReal_le_ofReal ?_)
have h3 : (3 : ℝ) ^ lam ≤ 3 := by
simpa only [Real.rpow_one] using Real.rpow_le_rpow_of_exponent_le (show (1 : ℝ) ≤ 3 by norm_num) hlam1
have h6 : (6 : ℝ) ≤ 6 ^ k := by
have h := pow_le_pow_right₀ (show (1 : ℝ) ≤ 6 by norm_num) hk
simpa only [pow_one] using h
have hexp : Real.exp (C * k) = (6 * M) ^ k := by
rw [mul_comm, Real.exp_nat_mul, Real.exp_log (by positivity : 0 < 6 * M)]
rw [hexp, Real.mul_rpow (by norm_num : (0 : ℝ) ≤ 3) hs0.le, mul_pow]
have hsp : 0 ≤ s ^ lam := Real.rpow_nonneg hs0.le _
calc
3 ^ lam * s ^ lam * (2 * M ^ k) ≤ 6 * M ^ k * s ^ lam := by
nlinarith [mul_le_mul_of_nonneg_right h3 (mul_nonneg hsp (pow_nonneg hM0 k))]
_ ≤ 6 ^ k * M ^ k * s ^ lam := by gcongr
lemma hitKernel_apply_eq_hit {d : ℕ} {S T : Set (Lattice d)}
(hST : Disjoint S T) (U : Set (Lattice d)) (z : State d) :
hitKernel S T z U = quenchedKernel z (Hit S (T ∩ U)) := by
rw [hitKernel_apply]
exact (measure_iUnion (hitAt_pairwise_disjoint (hST.mono_right Set.inter_subset_left))
(measurableSet_hitAt S (T ∩ U))).symm
lemma hit_concatenation {d : ℕ} {S₁ T₁ S₂ T₂ S : Set (Lattice d)}
(h₁ : S₁ ⊆ S) (h₂ : S₂ ⊆ S) :
(⋃ n, HitAt S₁ T₁ n ∩ FutureEvent (fun _ => Hit S₂ T₂) n) ⊆ Hit S T₂ := by
rintro X hX
obtain ⟨n, hn, hfuture⟩ := Set.mem_iUnion.mp hX
obtain ⟨m, hm⟩ := Set.mem_iUnion.mp hfuture
apply Set.mem_iUnion.mpr
refine ⟨n + m, hm.1, ?_⟩
intro j hj
by_cases hjn : j < n
· exact h₁ (hn.2 j hjn)
· have hn : n ≤ j := by omega
have hsub : j - n < m := by omega
have := h₂ (hm.2 (j - n) hsub)
simpa only [Nat.add_sub_of_le hn] using this
lemma hitKernel_comp_le {d : ℕ} (ω : Environment d) (x : Lattice d)
{S₁ T₁ S₂ T₂ S : Set (Lattice d)}
(hST₁ : Disjoint S₁ T₁) (hST₂ : Disjoint S₂ T₂) (hST : Disjoint S T₂)
(h₁ : S₁ ⊆ S) (h₂ : S₂ ⊆ S) (U : Set (Lattice d)) :
(∫⁻ y, hitKernel S₂ T₂ (ω, y) U ∂hitKernel S₁ T₁ (ω, x)) ≤
hitKernel S T₂ (ω, x) U := by
simp_rw [hitKernel_apply_eq_hit hST₂ U]
rw [hitKernel_future ω x hST₁ (fun _ => Hit S₂ (T₂ ∩ U))
(fun _ => measurableSet_hit _ _), hitKernel_apply_eq_hit hST U]
exact measure_mono (hit_concatenation h₁ h₂)
def HeightSlab {d : ℕ} (i : Fin d) (a b : ℤ) : Set (Lattice d) :=
{x | a ≤ x i ∧ x i < b}
def HeightLayer {d : ℕ} (i : Fin d) (b : ℤ) : Set (Lattice d) :=
{x | x i = b}
lemma heightSlab_disjoint_layer {d : ℕ} (i : Fin d) (a b : ℤ) :
Disjoint (HeightSlab i a b) (HeightLayer i b) := by
apply Set.disjoint_left.mpr
intro x hx hy
exact (ne_of_lt hx.2) hy
noncomputable def heightKernel {d : ℕ} (i : Fin d) (a b : ℤ) :
Kernel (State d) (Lattice d) :=
hitKernel (HeightSlab i a b) (HeightLayer i b)
lemma heightKernel_total_le_one {d : ℕ} (i : Fin d) (a b : ℤ) (z : State d) :
heightKernel i a b z Set.univ ≤ 1 :=
hitKernel_total_le_one (heightSlab_disjoint_layer i a b) z
instance heightKernel_finite {d : ℕ} (i : Fin d) (a b : ℤ) :
IsFiniteKernel (heightKernel i a b) where
exists_univ_le := ⟨1, ENNReal.one_lt_top, heightKernel_total_le_one i a b⟩
lemma heightKernel_supported {d : ℕ} (i : Fin d) (a b : ℤ) (z : State d) :
∀ᵐ y ∂heightKernel i a b z, y i = b := by
rw [ae_iff]
change hitKernel (HeightSlab i a b) (HeightLayer i b) z (HeightLayer i b)ᶜ = 0
rw [hitKernel_apply_eq_hit (heightSlab_disjoint_layer i a b), Set.inter_compl_self]
have he : Hit (HeightSlab i a b) ∅ = ∅ := by
ext X
simp [Hit, HitAt]
rw [he, measure_empty]
lemma heightKernel_rows {d : ℕ} (i : Fin d) {a b : ℤ} (hab : a < b)
(x : Lattice d) (hx : x i = a) :
@Measurable _ _ (rowSigma (HeightSlab i a b)) _
(fun ω : Environment d => heightKernel i a b (ω, x)) := by
exact measurable_hitKernel_rows _ _ x ⟨by simpa only [hx] using (le_refl a), by simpa only [hx]⟩
lemma heightKernel_comp_le {d : ℕ} (i : Fin d) {a b c : ℤ}
(hab : a ≤ b) (hbc : b ≤ c) (ω : Environment d) (x : Lattice d)
(U : Set (Lattice d)) :
(∫⁻ y, heightKernel i b c (ω, y) U ∂heightKernel i a b (ω, x)) ≤
heightKernel i a c (ω, x) U := by
exact hitKernel_comp_le ω x (heightSlab_disjoint_layer i a b)
(heightSlab_disjoint_layer i b c) (heightSlab_disjoint_layer i a c)
(fun _ h => ⟨h.1, h.2.trans_le hbc⟩)
(fun _ h => ⟨hab.trans h.1, h.2⟩) U
noncomputable def normalizedMeasure {α : Type*} [MeasurableSpace α]
(μ : Measure α) : Measure α := (μ Set.univ)⁻¹ • μ
lemma normalizedMeasure_probability {α : Type*} [MeasurableSpace α]
(μ : Measure α) [IsFiniteMeasure μ] (hμ : μ Set.univ ≠ 0) :
IsProbabilityMeasure (normalizedMeasure μ) := by
constructor
simp only [normalizedMeasure, Measure.smul_apply, smul_eq_mul]
exact ENNReal.inv_mul_cancel hμ (measure_ne_top μ Set.univ)
lemma mass_smul_normalizedMeasure {α : Type*} [MeasurableSpace α]
(μ : Measure α) [IsFiniteMeasure μ] :
μ Set.univ • normalizedMeasure μ = μ := by
by_cases hμ : μ Set.univ = 0
· have hzero : μ = 0 := Measure.measure_univ_eq_zero.mp hμ
simp [hzero, normalizedMeasure]
· rw [normalizedMeasure, smul_smul,
ENNReal.mul_inv_cancel hμ (measure_ne_top μ Set.univ), one_smul]
lemma integral_normalized_comp {α : Type*} [MeasurableSpace α]
(μ : Measure α) [IsFiniteMeasure μ] (f : α → ℝ≥0∞) :
μ Set.univ * (∫⁻ x, f x ∂normalizedMeasure μ) = ∫⁻ x, f x ∂μ := by
change μ Set.univ • (∫⁻ x, f x ∂normalizedMeasure μ) = _
rw [← lintegral_smul_measure, mass_smul_normalizedMeasure]
lemma retained_kernel_comp_le {d : ℕ} (i : Fin d) {a b c : ℤ}
(hab : a ≤ b) (hbc : b ≤ c) (ω : Environment d) (x : Lattice d)
(ρ : Measure (Lattice d)) (hρ : ρ ≤ heightKernel i a b (ω, x))
(U : Set (Lattice d)) :
ρ Set.univ * (∫⁻ y, heightKernel i b c (ω, y) U ∂normalizedMeasure ρ) ≤
heightKernel i a c (ω, x) U := by
have : IsFiniteMeasure ρ := ⟨lt_of_le_of_lt (hρ Set.univ)
(measure_lt_top (heightKernel i a b (ω, x)) Set.univ)⟩
rw [integral_normalized_comp]
exact (lintegral_mono' hρ le_rfl).trans (heightKernel_comp_le i hab hbc ω x U)
lemma pathCylinder_weight_locality {d : ℕ} (S : Set (Lattice d))
(ω η : Environment d) (hωη : Set.EqOn ω η S) (x : Lattice d)
(f : Path d) (n : ℕ) (hf : ∀ j < n, f j ∈ S) :
quenchedKernel (ω, x) (pathCylinder f n) =
quenchedKernel (η, x) (pathCylinder f n) := by
by_cases hfx : f 0 = x
· rw [quenched_pathCylinder ω x f hfx, quenched_pathCylinder η x f hfx]
exact Finset.prod_congr rfl fun j hj => by
simp only [edgeWeight, hωη (hf j (Finset.mem_range.mp hj))]
· rw [quenched_pathCylinder_zero ω x f hfx, quenched_pathCylinder_zero η x f hfx]
lemma quenched_restrict_stay_congr {d : ℕ} (S : Set (Lattice d))
(ω η : Environment d) (hωη : Set.EqOn ω η S) (x : Lattice d) :
(quenchedKernel (ω, x)).restrict (Stay S) =
(quenchedKernel (η, x)).restrict (Stay S) := by
apply pathMeasure_ext
intro f n
rw [Measure.restrict_apply (measurableSet_pathCylinder f n),
Measure.restrict_apply (measurableSet_pathCylinder f n)]
by_cases hf : ∀ j ≤ n, f j ∈ S
· have he : pathCylinder f n ∩ Stay S =
(fun X : Path d => fun j => X (n + j)) ⁻¹' Stay S ∩ pathCylinder f n := by
ext X
constructor
· rintro ⟨hX, hS⟩
exact ⟨fun j => hS (n + j), hX⟩
· rintro ⟨hS, hX⟩
refine ⟨hX, fun j => ?_⟩
by_cases hj : j ≤ n
· simpa only [hX j hj] using hf j hj
· have hnj : n ≤ j := by omega
simpa only [Nat.add_sub_of_le hnj] using hS (j - n)
rw [he]
by_cases hfx : f 0 = x
· rw [quenched_prefix_future ω x f hfx n (measurableSet_stay S),
quenched_prefix_future η x f hfx n (measurableSet_stay S),
pathCylinder_weight_locality S ω η hωη x f n (fun j hj => hf j hj.le),
quenched_stay_congr S ω η hωη (f n)]
· rw [measure_mono_null Set.inter_subset_right (quenched_pathCylinder_zero ω x f hfx n),
measure_mono_null Set.inter_subset_right (quenched_pathCylinder_zero η x f hfx n)]
· have he : pathCylinder f n ∩ Stay S = ∅ := by
apply Set.eq_empty_iff_forall_notMem.mpr
rintro X ⟨hX, hS⟩
exact hf fun j hj => by simpa only [← hX j hj] using hS j
rw [he]
simp
lemma quenched_stay_event_congr {d : ℕ} (A : Set (Path d))
(T : Set (Lattice d)) (hA : MeasurableSet A) (hAT : A ⊆ Stay T)
(ω η : Environment d) (hωη : Set.EqOn ω η T) (x : Lattice d) :
quenchedKernel (ω, x) A = quenchedKernel (η, x) A := by
have := congrArg (fun μ : Measure (Path d) => μ A)
(quenched_restrict_stay_congr T ω η hωη x)
simpa only [Measure.restrict_apply hA, Set.inter_eq_left.mpr hAT] using this
lemma measurable_quenched_stay_event_rows {d : ℕ} (T : Set (Lattice d))
(x : Lattice d) (hx : x ∈ T) (A : Set (Path d))
(hA : MeasurableSet A) (hAT : A ⊆ Stay T) :
@Measurable _ _ (rowSigma T) _ (fun ω : Environment d => quenchedKernel (ω, x) A) := by
apply measurable_of_row_locality _
((Kernel.measurable_coe _ hA).comp (measurable_id.prodMk measurable_const)) T x hx
intro ω η h
exact quenched_stay_event_congr A T hA hAT ω η h x
lemma annealed_event_translation {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν]
(x : Lattice d) (A : Set (Path d)) (hA : MeasurableSet A) :
(∫⁻ ω, quenchedKernel (ω, x) ((fun X : Path d => fun n => X n - x) ⁻¹' A)
∂environmentLaw ν) = annealedLaw ν A := by
have ht : Measurable (fun X : Path d => fun n => X n - x) := by fun_prop
have he (ω : Environment d) :
quenchedKernel (ω, x) ((fun X : Path d => fun n => X n - x) ⁻¹' A) =
quenchedKernel ((fun a => ω (x + a)), 0) A := by
have := congrArg (fun μ : Measure (Path d) => μ A) (quenched_translation ω x 0)
rw [Measure.map_apply ht hA] at this
simpa only [add_zero] using this
simp_rw [he]
have hm : Measurable (fun ω : Environment d => quenchedKernel (ω, 0) A) :=
(Kernel.measurable_coe _ hA).comp (measurable_id.prodMk measurable_const)
rw [← lintegral_map hm (show Measurable (fun ω : Environment d => fun a => ω (x + a)) by
fun_prop), environment_translation, ← annealed_apply ν hA]
lemma annealed_record_suffix {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν]
(ℓ : Vector d) (w : List (Direction d))
(hrecord : ∀ y ∈ wordDepartures 0 w,
dot (realPosition y) ℓ < dot (realPosition (wordPath 0 w w.length)) ℓ)
(A : Set (Path d)) (hA : MeasurableSet A) (hAD : A ⊆ NoDrop ℓ 0) :
annealedLaw ν ((fun X : Path d => fun j => X (w.length + j) -
wordPath 0 w w.length) ⁻¹' A ∩ wordCylinder 0 w) =
annealedLaw ν (wordCylinder 0 w) * annealedLaw ν A := by
let y := wordPath 0 w w.length
let S : Set (Lattice d) := ↑(wordDepartures 0 w)
let T : Set (Lattice d) := {z | dot (realPosition y) ℓ ≤ dot (realPosition z) ℓ}
let B : Set (Path d) := (fun X : Path d => fun j => X j - y) ⁻¹' A
have hB : MeasurableSet B := hA.preimage (by fun_prop)
have hBT : B ⊆ Stay T := by
intro X hX j
have h := hAD hX j
change dot (realPosition y) ℓ ≤ dot (realPosition (X j)) ℓ
change dot (realPosition 0) ℓ ≤ dot (realPosition (X j - y)) ℓ at h
rw [dot_realPosition_sub] at h
have hzero : dot (realPosition (0 : Lattice d)) ℓ = 0 := by simp [dot, realPosition]
rw [hzero] at h
linarith
have hST : Disjoint S T := by
apply Set.disjoint_left.mpr
intro z hz hz'
exact (not_le_of_gt (hrecord z hz)) hz'
have hw (ω : Environment d) : quenchedKernel (ω, 0)
((fun X : Path d => fun j => X (w.length + j) - y) ⁻¹' A ∩ wordCylinder 0 w) =
ENNReal.ofReal (wordWeight ω 0 w) * quenchedKernel (ω, y) B := by
have hh := quenched_prefix_future ω 0 (wordPath 0 w) (by simp) w.length hB
change quenchedKernel (ω, 0) (_ ∩ wordCylinder 0 w) =
quenchedKernel (ω, 0) (wordCylinder 0 w) * quenchedKernel (ω, y) B at hh
rwa [quenched_wordCylinder] at hh
rw [annealed_apply ν ((hA.preimage (by fun_prop)).inter (measurableSet_wordCylinder 0 w))]
change (∫⁻ ω, quenchedKernel (ω, 0)
((fun X : Path d => fun j => X (w.length + j) - y) ⁻¹' A ∩ wordCylinder 0 w)
∂environmentLaw ν) = _
simp_rw [hw]
rw [lintegral_mul_eq_lintegral_mul_lintegral_of_independent_measurableSpace
(rowSigma_le S) (rowSigma_le T) (environment_indep_rows ν hST)
((measurable_wordWeight_on 0 w (fun _ hz => hz)).ennreal_ofReal)
(measurable_quenched_stay_event_rows T y
(show dot (realPosition y) ℓ ≤ dot (realPosition y) ℓ from le_rfl) B hB hBT)]
rw [← annealed_wordCylinder, annealed_event_translation ν y A hA]
end DirectionalTransience
end
end
end OAI