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| import Mathlib | |
| import OAI.Probability.Ballisticity.Geometry.WordHeightGain | |
| namespace OAI | |
| section | |
| section | |
| open MeasureTheory ProbabilityTheory Filter | |
| open scoped ENNReal NNReal BigOperators Topology | |
| namespace DirectionalTransience | |
| lemma stationary_initial_average_truncated_bound {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω → Ω) (hT : MeasurePreserving T μ μ) | |
| (f : Ω → ℝ) (hf : Measurable f) (hfn : ∀ x, 0 ≤ f x) | |
| (K : ℕ) (a : ℝ) (ha : 0 < a) : | |
| a * μ.real {x | ∃ k, 0 < k ∧ k ≤ K ∧ | |
| a * (k : ℝ) < ∑ j ∈ Finset.range k, f (T^[j] x)} ≤ | |
| 2 * truncatedMean μ f (a*K) := by | |
| let g : Ω → ℝ := fun x => min (f x) (a*K) | |
| have hg : Measurable g := hf.min measurable_const | |
| have hgn (x : Ω) : 0 ≤ g x := le_min (hfn x) (mul_nonneg ha.le (Nat.cast_nonneg _)) | |
| have hgi : Integrable g μ := integrable_min_nonneg μ f hf hfn _ | |
| (mul_nonneg ha.le (Nat.cast_nonneg _)) | |
| have hsub : {x | ∃ k, 0 < k ∧ k ≤ K ∧ | |
| a * (k : ℝ) < ∑ j ∈ Finset.range k, f (T^[j] x)} ⊆ | |
| {x | ∃ k, 0 < k ∧ k ≤ K ∧ | |
| (a/2) * (k : ℝ) < ∑ j ∈ Finset.range k, g (T^[j] x)} := by | |
| intro x hx | |
| obtain ⟨k,hk,hkK,hs⟩ := hx | |
| refine ⟨k,hk,hkK,?_⟩ | |
| have hkpos : (0 : ℝ) < k := Nat.cast_pos.mpr hk | |
| by_cases ht : ∀ j ∈ Finset.range k, f (T^[j] x) ≤ a*K | |
| · have he : (∑ j ∈ Finset.range k, g (T^[j] x)) = | |
| ∑ j ∈ Finset.range k, f (T^[j] x) := by | |
| apply Finset.sum_congr rfl | |
| intro j hj | |
| exact min_eq_left (ht j hj) | |
| rw [he] | |
| nlinarith | |
| · obtain ⟨j,hj,hjt⟩ : ∃ j ∈ Finset.range k, a*K < f (T^[j] x) := by | |
| simpa only [not_forall, not_le, exists_prop] using ht | |
| have hle : a*(k : ℝ) ≤ ∑ j ∈ Finset.range k, g (T^[j] x) := by | |
| calc | |
| _ ≤ a*K := mul_le_mul_of_nonneg_left (Nat.cast_le.mpr hkK) ha.le | |
| _ = g (T^[j] x) := (min_eq_right hjt.le).symm | |
| _ ≤ _ := Finset.single_le_sum (fun i (_ : i ∈ Finset.range k) => hgn (T^[i] x)) hj | |
| nlinarith | |
| have hme := measureReal_mono (μ := μ) hsub | |
| have hb := stationary_initial_average_bound μ T hT g hg hgi hgn K (a/2) (by linarith) | |
| change (a/2) * _ ≤ truncatedMean μ f (a*K) at hb | |
| have hm := mul_le_mul_of_nonneg_left hme (show 0 ≤ a/2 by linarith) | |
| linarith | |
| lemma truncatedMean_ratio_tendsto_zero {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsFiniteMeasure μ] (f : Ω → ℝ) (hf : Measurable f) | |
| (hfn : ∀ x, 0 ≤ f x) (c : ℝ) (hc : 0 ≤ c) : | |
| Tendsto (fun n : ℕ => truncatedMean μ f (c*(n+1)) / (n+1)) atTop (𝓝 0) := by | |
| have hpt (x : Ω) : Tendsto (fun n : ℕ => min (f x) (c*(n+1)) / (n+1)) atTop (𝓝 0) := by | |
| have hz : Tendsto (fun n : ℕ => f x / (n+1)) atTop (𝓝 0) := | |
| tendsto_const_nhds.div_atTop (tendsto_atTop_mono (fun n : ℕ => show (n : ℝ) ≤ (n : ℝ)+1 by linarith) | |
| tendsto_natCast_atTop_atTop) | |
| apply squeeze_zero (fun n => div_nonneg (le_min (hfn x) (mul_nonneg hc (by positivity))) | |
| (by positivity)) (fun n => div_le_div_of_nonneg_right (min_le_left _ _) (by positivity)) hz | |
| have hdom := tendsto_integral_of_dominated_convergence (μ := μ) | |
| (F := fun n : ℕ => fun x : Ω => min (f x) (c*(n+1)) / (n+1)) | |
| (f := fun _ : Ω => (0 : ℝ)) (fun _ : Ω => c) | |
| (fun n => ((hf.min measurable_const).div_const _).aestronglyMeasurable) | |
| (integrable_const c) (fun n => Filter.Eventually.of_forall fun x => by | |
| rw [Real.norm_eq_abs, abs_of_nonneg (div_nonneg | |
| (le_min (hfn x) (mul_nonneg hc (by positivity))) (by positivity))] | |
| exact (div_le_iff₀ (show (0 : ℝ) < n+1 by positivity)).mpr (min_le_right _ _)) | |
| (Filter.Eventually.of_forall hpt) | |
| simpa only [integral_div, integral_zero, truncatedMean] using hdom | |
| lemma real_integrable_of_scaled_truncation_bound {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsFiniteMeasure μ] (f : Ω → ℝ) (hf : Measurable f) | |
| (hfn : ∀ x, 0 ≤ f x) {c B : ℝ} (hc : 0 < c) | |
| (hB : ∀ K : ℕ, truncatedMean μ f (c*K) ≤ B) : Integrable f μ := by | |
| have hbound : (∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ENNReal.ofReal B := by | |
| have he (x : Ω) : ENNReal.ofReal (f x) = | |
| ⨆ K : ℕ, ENNReal.ofReal (min (f x) (c*K)) := by | |
| apply le_antisymm | |
| · obtain ⟨K,hK⟩ := exists_nat_ge (f x / c) | |
| have hle : f x ≤ c*K := by | |
| have := (div_le_iff₀ hc).mp hK | |
| linarith | |
| exact le_iSup_of_le K (by rw [min_eq_left hle]) | |
| · exact iSup_le fun K => ENNReal.ofReal_le_ofReal (min_le_left _ _) | |
| simp_rw [he] | |
| rw [lintegral_iSup (f := fun K x => ENNReal.ofReal (min (f x) (c*K))) | |
| (fun K => (hf.min measurable_const).ennreal_ofReal) | |
| (fun i j hij x => ENNReal.ofReal_le_ofReal | |
| (min_le_min_left _ (mul_le_mul_of_nonneg_left (Nat.cast_le.mpr hij) hc.le)))] | |
| apply iSup_le | |
| intro K | |
| have hi := integrable_min_nonneg μ f hf hfn (c*K) (mul_nonneg hc.le (Nat.cast_nonneg _)) | |
| rw [← ofReal_integral_eq_lintegral_ofReal hi | |
| (Filter.Eventually.of_forall fun x => le_min (hfn x) (mul_nonneg hc.le (Nat.cast_nonneg _)))] | |
| exact ENNReal.ofReal_le_ofReal (hB K) | |
| refine ⟨hf.aestronglyMeasurable, ?_⟩ | |
| rw [hasFiniteIntegral_iff_ofReal (Filter.Eventually.of_forall hfn)] | |
| exact hbound.trans_lt ENNReal.ofReal_lt_top | |
| lemma exists_minimal_truncation_scale {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsFiniteMeasure μ] (f : Ω → ℝ) (hf : Measurable f) | |
| (hfn : ∀ x, 0 ≤ f x) (hinf : ¬ Integrable f μ) | |
| (η a : ℝ) (hη : 0 < η) (ha : 0 < a) : | |
| ∃ N : ℕ, 0 < N ∧ η*a ≤ truncatedMean μ f (a*N) ∧ | |
| ∀ k < N, truncatedMean μ f (a*k) < η*a := by | |
| have hex : ∃ N : ℕ, η*a ≤ truncatedMean μ f (a*N) := by | |
| by_contra h | |
| have hb : ∀ N : ℕ, truncatedMean μ f (a*N) ≤ η*a := by | |
| intro N | |
| have := not_exists.mp h N | |
| exact le_of_lt (lt_of_not_ge this) | |
| exact hinf (real_integrable_of_scaled_truncation_bound μ f hf hfn ha hb) | |
| refine ⟨Nat.find hex, ?_, Nat.find_spec hex, ?_⟩ | |
| · by_contra h | |
| have he : Nat.find hex = 0 := by omega | |
| have hh := Nat.find_spec hex | |
| rw [he, Nat.cast_zero, mul_zero, truncatedMean] at hh | |
| have he' : (fun x => min (f x) 0) = fun _ => (0 : ℝ) := | |
| funext fun x => min_eq_right (hfn x) | |
| rw [he', integral_zero] at hh | |
| exact (not_le_of_gt (mul_pos hη ha)) hh | |
| · intro k hk | |
| exact lt_of_not_ge (Nat.find_min hex hk) | |
| lemma minimal_truncation_scale_upper {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsFiniteMeasure μ] (f : Ω → ℝ) (hf : Measurable f) | |
| (hfn : ∀ x, 0 ≤ f x) (η a : ℝ) (ha : 0 ≤ a) {N : ℕ} (hN : 2 ≤ N) | |
| (hmin : ∀ k < N, truncatedMean μ f (a*k) < η*a) : | |
| truncatedMean μ f (a*N) < 2*η*a := by | |
| have hlt := hmin (N-1) (by omega) | |
| calc | |
| _ ≤ truncatedMean μ f (2*(a*(N-1 : ℕ))) := | |
| truncatedMean_mono μ f hf hfn (mul_nonneg ha (Nat.cast_nonneg _)) | |
| (by have hn : (N : ℝ) ≤ 2*(N-1 : ℕ) := by exact_mod_cast (show N ≤ 2*(N-1) by omega) | |
| nlinarith) | |
| _ ≤ 2*truncatedMean μ f (a*(N-1 : ℕ)) := | |
| truncatedMean_mul_le μ f hf hfn (mul_nonneg ha (Nat.cast_nonneg _)) (by norm_num) | |
| _ < 2*η*a := by linarith | |
| noncomputable def latticeVector {d : ℕ} (x : Lattice d) : EuclideanSpace ℝ (Fin d) := | |
| WithLp.toLp 2 (realPosition x) | |
| @[simp] lemma latticeVector_zero {d : ℕ} : latticeVector (0 : Lattice d) = 0 := by | |
| ext i | |
| simp [latticeVector, realPosition] | |
| lemma latticeVector_add {d : ℕ} (x y : Lattice d) : | |
| latticeVector (x+y) = latticeVector x + latticeVector y := by | |
| ext i | |
| simp [latticeVector, realPosition] | |
| lemma latticeVector_sub {d : ℕ} (x y : Lattice d) : | |
| latticeVector (x-y) = latticeVector x - latticeVector y := by | |
| ext i | |
| simp [latticeVector, realPosition] | |
| lemma latticeVector_step_norm {d : ℕ} (e : Direction d) : ‖latticeVector (step e)‖ = 1 := by | |
| have hs : ‖latticeVector (step e)‖ ^ 2 = 1 := by | |
| rw [EuclideanSpace.real_norm_sq_eq] | |
| simp only [latticeVector, realPosition, step, | |
| Int.cast_ite, Int.cast_one, Int.cast_neg, Int.cast_zero, ite_pow, zero_pow (by norm_num : 2 ≠ 0)] | |
| simp | |
| nlinarith [norm_nonneg (latticeVector (step e))] | |
| noncomputable def wordRadius {d : ℕ} (w : List (Direction d)) : ℝ := by | |
| classical | |
| exact (Finset.range (w.length+1)).sup' (Finset.nonempty_range_iff.mpr (by omega)) | |
| (fun j => ‖latticeVector (wordPath 0 w j)‖) | |
| lemma wordRadius_bound {d : ℕ} (w : List (Direction d)) {j : ℕ} (hj : j ≤ w.length) : | |
| ‖latticeVector (wordPath 0 w j)‖ ≤ wordRadius w := by | |
| classical | |
| exact Finset.le_sup' (fun j => ‖latticeVector (wordPath 0 w j)‖) | |
| (Finset.mem_range.mpr (by omega)) | |
| lemma wordRadius_nonneg {d : ℕ} (w : List (Direction d)) : 0 ≤ wordRadius w := by | |
| have hh := wordRadius_bound w (j := 0) (by omega) | |
| simpa only [wordPath_zero, latticeVector_zero, norm_zero] using hh | |
| lemma wordRadius_attained {d : ℕ} (w : List (Direction d)) : | |
| ∃ j ≤ w.length, wordRadius w = ‖latticeVector (wordPath 0 w j)‖ := by | |
| classical | |
| obtain ⟨j,hj,he⟩ := Finset.exists_mem_eq_sup' (Finset.nonempty_range_iff.mpr | |
| (show w.length+1 ≠ 0 by omega)) (fun j => ‖latticeVector (wordPath 0 w j)‖) | |
| exact ⟨j, by have := Finset.mem_range.mp hj; omega, he⟩ | |
| lemma wordRadius_le_length {d : ℕ} (w : List (Direction d)) : wordRadius w ≤ w.length := by | |
| classical | |
| have hb (j : ℕ) : ‖latticeVector (wordPath 0 w j)‖ ≤ j := by | |
| induction j with | |
| | zero => simp | |
| | succ j ih => | |
| rcases wordPath_step_or_stay 0 w j with he | ⟨e,he⟩ | |
| · rw [he, Nat.cast_add, Nat.cast_one]; linarith | |
| · rw [he, latticeVector_add, Nat.cast_add, Nat.cast_one] | |
| exact (norm_add_le _ _).trans (by rw [latticeVector_step_norm]; linarith) | |
| apply Finset.sup'_le | |
| intro j hj | |
| exact (hb j).trans (Nat.cast_le.mpr (by have := Finset.mem_range.mp hj; omega)) | |
| lemma measurable_wordRadius {d : ℕ} : Measurable (wordRadius (d := d)) := measurable_of_countable _ | |
| lemma conditioned_radius_initial_average_bound {d : ℕ} (ν : Measure (Row d)) | |
| [IsProbabilityMeasure ν] (ℓ : Vector d) (htrans : DirectionallyTransient ν ℓ) | |
| (K : ℕ) (a : ℝ) (ha : 0 < a) : | |
| a * (conditionedLaw ν ℓ).real {X | ∃ k, 0 < k ∧ k ≤ K ∧ | |
| a * (k : ℝ) < ∑ j ∈ Finset.range k, wordRadius (regenerationWords ℓ X j)} ≤ | |
| 2 * truncatedMean (conditionedLaw ν ℓ) | |
| (fun X => wordRadius (firstWord ℓ X)) (a*K) := by | |
| let : IsProbabilityMeasure (conditionedLaw ν ℓ) := conditionedLaw_probability ν ℓ | |
| (ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)) | |
| exact stationary_initial_average_truncated_bound _ _ | |
| (renewSuffix_preserves_conditioned ν ℓ htrans) _ | |
| (measurable_wordRadius.comp (measurable_firstWord ℓ)) (fun X => wordRadius_nonneg _) K a ha | |
| lemma affine_envelope_of_average_limit (H : ℕ → ℝ) (L : ℝ) (hL : 0 < L) | |
| (hlim : Tendsto (fun n : ℕ => H n / n) atTop (𝓝 L)) : | |
| ∃ C0 : ℕ, ∀ n : ℕ, (L/2)*n-C0 ≤ H n ∧ H n ≤ (2*L)*n+C0 := by | |
| have hevent : ∀ᶠ n : ℕ in atTop, L/2 < H n / n ∧ H n / n < 2*L := | |
| hlim.eventually (Ioo_mem_nhds (by linarith) (by linarith)) | |
| obtain ⟨N,hN⟩ := (eventually_atTop.1 hevent) | |
| let M := max N 1 | |
| let B : ℝ := (∑ j ∈ Finset.range M, |H j|) + 2*L*M | |
| obtain ⟨C0,hC0⟩ := exists_nat_ge B | |
| refine ⟨C0, fun n => ?_⟩ | |
| by_cases hn : M ≤ n | |
| · have hn0 : (0 : ℝ) < n := Nat.cast_pos.mpr (by dsimp [M] at hn; omega) | |
| obtain ⟨hl,hu⟩ := hN n (by dsimp [M] at hn; omega) | |
| have hl' := (lt_div_iff₀ hn0).mp hl | |
| have hu' := (div_lt_iff₀ hn0).mp hu | |
| constructor <;> nlinarith [Nat.cast_nonneg (α := ℝ) C0] | |
| · have hn' : n ∈ Finset.range M := Finset.mem_range.mpr (by omega) | |
| have hnM : (n : ℝ) ≤ M := Nat.cast_le.mpr (by omega) | |
| have hs : |H n| ≤ ∑ j ∈ Finset.range M, |H j| := | |
| Finset.single_le_sum (fun j _ => abs_nonneg (H j)) hn' | |
| have hs0 : 0 ≤ ∑ j ∈ Finset.range M, |H j| := | |
| Finset.sum_nonneg fun j _ => abs_nonneg (H j) | |
| dsimp only [B] at hC0 | |
| constructor <;> nlinarith [le_abs_self (H n), neg_abs_le (H n), | |
| Nat.cast_nonneg (α := ℝ) n, Nat.cast_nonneg (α := ℝ) M] | |
| lemma uniform_affine_envelope_probability {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsProbabilityMeasure μ] (H : ℕ → Ω → ℝ) (L : ℝ) (hL : 0 < L) | |
| (hlim : ∀ᵐ x ∂μ, Tendsto (fun n : ℕ => H n x / n) atTop (𝓝 L)) | |
| (ε : ℝ) (hε : 0 < ε) : | |
| ∃ C0 : ℕ, 1-ε < μ.real {x | ∀ n : ℕ, (L/2)*n-C0 ≤ H n x ∧ | |
| H n x ≤ (2*L)*n+C0} := by | |
| let E : ℕ → Set Ω := fun C0 => {x | ∀ n : ℕ, (L/2)*n-C0 ≤ H n x ∧ | |
| H n x ≤ (2*L)*n+C0} | |
| have hmono : Monotone E := by | |
| intro i j hij x hx n | |
| have hi := hx n | |
| have hij' : (i : ℝ) ≤ j := Nat.cast_le.mpr hij | |
| constructor <;> linarith | |
| have hae : ∀ᵐ x ∂μ, x ∈ ⋃ C0, E C0 := by | |
| filter_upwards [hlim] with x hx | |
| obtain ⟨C0,hC0⟩ := affine_envelope_of_average_limit (fun n => H n x) L hL hx | |
| exact Set.mem_iUnion.mpr ⟨C0,hC0⟩ | |
| have hme : μ (⋃ C0, E C0) = 1 := by | |
| rw [← measure_univ (μ := μ)] | |
| apply measure_congr | |
| filter_upwards [hae] with x hx | |
| exact propext (iff_true_intro hx) | |
| have ht := (ENNReal.tendsto_toReal (measure_ne_top μ (⋃ C0, E C0))).comp | |
| (tendsto_measure_iUnion_atTop (μ := μ) hmono) | |
| rw [hme, ENNReal.toReal_one] at ht | |
| have he := ht.eventually (Ioi_mem_nhds (show 1-ε < 1 by linarith)) | |
| obtain ⟨C0,hC0⟩ := he.exists | |
| exact ⟨C0,hC0⟩ | |
| lemma conditioned_height_template {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν] | |
| (ℓ : Vector d) (hℓ : ∀ i, |ℓ i| ≤ 1) (htrans : DirectionallyTransient ν ℓ) | |
| (ε : ℝ) (hε : 0 < ε) : | |
| ∃ c C : ℝ, 0 < c ∧ 0 < C ∧ ∃ C0 : ℕ, | |
| 1-ε < (conditionedLaw ν ℓ).real {X | ∀ k : ℕ, | |
| c*k-C0 ≤ ∑ j ∈ Finset.range k, wordHeightGain ℓ (regenerationWords ℓ X j) ∧ | |
| (∑ j ∈ Finset.range k, wordHeightGain ℓ (regenerationWords ℓ X j)) ≤ C*k+C0} := by | |
| let : IsProbabilityMeasure (conditionedLaw ν ℓ) := conditionedLaw_probability ν ℓ | |
| (ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)) | |
| obtain ⟨hint,hpositive,_⟩ := conditioned_wordHeightGain_moments ν ℓ hℓ htrans | |
| let L := ∫ X, wordHeightGain ℓ (firstWord ℓ X) ∂conditionedLaw ν ℓ | |
| have hmeas : Measurable (wordHeightGain ℓ) := measurable_of_countable _ | |
| have hlim : ∀ᵐ X ∂conditionedLaw ν ℓ, Tendsto | |
| (fun k : ℕ => (∑ j ∈ Finset.range k, wordHeightGain ℓ (regenerationWords ℓ X j)) / k) | |
| atTop (𝓝 L) := by | |
| exact strong_law_ae_real _ hint | |
| (fun i j hij => ((regenerationWords_independent ν ℓ htrans).indepFun hij).comp hmeas hmeas) | |
| (fun i => (regenerationWords_identDistrib ν ℓ htrans i).comp hmeas) | |
| obtain ⟨C0,hC0⟩ := uniform_affine_envelope_probability (conditionedLaw ν ℓ) | |
| (fun k X => ∑ j ∈ Finset.range k, wordHeightGain ℓ (regenerationWords ℓ X j)) | |
| L hpositive hlim ε hε | |
| exact ⟨L/2,2*L,by linarith,by linarith,C0,hC0⟩ | |
| lemma truncation_threshold_eventually_large {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsFiniteMeasure μ] (f : Ω → ℝ) (hf : Measurable f) | |
| (hfn : ∀ x, 0 ≤ f x) (η : ℝ) (hη : 0 < η) (M : ℕ) : | |
| ∀ᶠ a : ℕ in atTop, ∀ N : ℕ, | |
| η*(a+1) ≤ truncatedMean μ f ((a+1)*N) → M < N := by | |
| have ht := truncatedMean_ratio_tendsto_zero μ f hf hfn (M : ℝ) (Nat.cast_nonneg _) | |
| have he := ht.eventually (Iio_mem_nhds hη) | |
| filter_upwards [he] with a ha N hN | |
| by_contra hNM | |
| have hNM' : (N : ℝ) ≤ M := Nat.cast_le.mpr (by omega) | |
| have hb := truncatedMean_mono μ f hf hfn | |
| (show 0 ≤ ((a : ℝ)+1)*N by positivity) | |
| (mul_le_mul_of_nonneg_left hNM' (by positivity : 0 ≤ (a : ℝ)+1)) | |
| have ha' := (div_lt_iff₀ (show 0 < (a : ℝ)+1 by positivity)).mp ha | |
| rw [mul_comm ((a : ℝ)+1) (M : ℝ)] at hb | |
| linarith | |
| lemma truncated_template_failure_bound {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω → Ω) | |
| (hT : MeasurePreserving T μ μ) (f : Ω → ℝ) (hf : Measurable f) | |
| (hfn : ∀ x, 0 ≤ f x) (η a : ℝ) (ha : 0 < a) (C1 N : ℕ) (hC1 : 1 ≤ C1) | |
| (hI : truncatedMean μ f (a*N) < 2*η*a) : | |
| μ.real {x | ∃ k, 0 < k ∧ k ≤ C1*N ∧ | |
| a*(k : ℝ) < ∑ j ∈ Finset.range k, f (T^[j] x)} < 4*C1*η := by | |
| have hb := stationary_initial_average_truncated_bound μ T hT f hf hfn (C1*N) a ha | |
| have hc : (1 : ℝ) ≤ C1 := by exact_mod_cast hC1 | |
| have hs := truncatedMean_mul_le μ f hf hfn | |
| (mul_nonneg ha.le (Nat.cast_nonneg N)) hc | |
| have he : a*(C1*N : ℕ) = (C1 : ℝ)*(a*N) := by push_cast; ring | |
| rw [he] at hb | |
| have hC1pos : (0 : ℝ) < C1 := lt_of_lt_of_le zero_lt_one hc | |
| have hmul := mul_lt_mul_of_pos_left hI hC1pos | |
| have hh : a * μ.real {x | ∃ k, 0 < k ∧ k ≤ C1*N ∧ | |
| a*(k : ℝ) < ∑ j ∈ Finset.range k, f (T^[j] x)} < a*(4*C1*η) := by | |
| nlinarith | |
| exact (mul_lt_mul_iff_right₀ ha).mp hh | |
| lemma restricted_union_lower_bound {Ω ι : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsFiniteMeasure μ] (S : Finset ι) (E : ι → Set Ω) | |
| (hE : ∀ i, MeasurableSet (E i)) (p : ι → ℝ) (q : ℝ) | |
| (hfirst : ∀ i ∈ S, q*p i ≤ μ.real (E i)) | |
| (hpair : ∀ i ∈ S, ∀ j ∈ S, i ≠ j → μ.real (E i ∩ E j) ≤ p i * p j) : | |
| q * (∑ i ∈ S, p i) - (∑ i ∈ S, p i)^2 / 2 ≤ μ.real (⋃ i ∈ S, E i) := by | |
| classical | |
| induction S using Finset.induction_on with | |
| | empty => simp | |
| | @insert a S ha ih => | |
| have hfirstS : ∀ i ∈ S, q*p i ≤ μ.real (E i) := fun i hi => hfirst i (by simp [hi]) | |
| have hpairS : ∀ i ∈ S, ∀ j ∈ S, i ≠ j → μ.real (E i ∩ E j) ≤ p i * p j := | |
| fun i hi j hj hij => hpair i (by simp [hi]) j (by simp [hj]) hij | |
| have hold := ih hfirstS hpairS | |
| have hnew := hfirst a (Finset.mem_insert_self a S) | |
| have hcross : μ.real (E a ∩ ⋃ i ∈ S, E i) ≤ p a * (∑ i ∈ S, p i) := by | |
| rw [Set.inter_iUnion] | |
| simp_rw [Set.inter_iUnion] | |
| calc | |
| _ ≤ ∑ i ∈ S, μ.real (E a ∩ E i) := measureReal_biUnion_finset_le S _ | |
| _ ≤ ∑ i ∈ S, p a * p i := by | |
| apply Finset.sum_le_sum | |
| intro i hi | |
| exact hpair a (by simp) i (by simp [hi]) (by intro he; subst i; contradiction) | |
| _ = _ := by rw [Finset.mul_sum] | |
| have hidentity := measureReal_union_add_inter₀' (μ := μ) (hE a).nullMeasurableSet | |
| (s := E a) (t := ⋃ i ∈ S, E i) (h₂ := measure_ne_top μ _) | |
| simp only [Finset.sum_insert ha, Finset.set_biUnion_insert] | |
| nlinarith [sq_nonneg (p a)] | |
| lemma independent_rare_words_lower_bound {Ω ι : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsProbabilityMeasure μ] (S : Finset ι) (A G : ι → Set Ω) | |
| (hA : ∀ i, MeasurableSet (A i)) (hG : ∀ i, MeasurableSet (G i)) (q : ℝ) | |
| (hprev : ∀ i ∈ S, q*μ.real (A i) ≤ μ.real (A i ∩ G i)) | |
| (hpair : ∀ i ∈ S, ∀ j ∈ S, i ≠ j → | |
| μ.real (A i ∩ A j) = μ.real (A i) * μ.real (A j)) : | |
| q * (∑ i ∈ S, μ.real (A i)) - (∑ i ∈ S, μ.real (A i))^2 / 2 ≤ | |
| μ.real {x | ∃ i ∈ S, x ∈ A i ∧ x ∈ G i} := by | |
| have hh := restricted_union_lower_bound μ S (fun i => A i ∩ G i) | |
| (fun i => (hA i).inter (hG i)) (fun i => μ.real (A i)) q hprev (by | |
| intro i hi j hj hij | |
| calc | |
| μ.real ((A i ∩ G i) ∩ (A j ∩ G j)) ≤ μ.real (A i ∩ A j) := | |
| measureReal_mono (μ := μ) (fun _ hx => ⟨hx.1.1,hx.2.1⟩) | |
| _ = _ := hpair i hi j hj hij) | |
| have he : (⋃ i ∈ S, A i ∩ G i) = {x | ∃ i ∈ S, x ∈ A i ∧ x ∈ G i} := by | |
| ext x | |
| simp only [Set.mem_iUnion, Set.mem_inter_iff, Set.mem_ofPred_eq] | |
| aesop | |
| rwa [he] at hh | |
| lemma annealed_avoiding_suffix {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν] | |
| (w : List (Direction d)) | |
| (hnew : wordPath 0 w w.length ∉ wordDepartures 0 w) | |
| (A : Set (Path d)) (hA : MeasurableSet A) | |
| (havoid : ∀ X ∈ A, ∀ j, wordPath 0 w w.length + X j ∉ wordDepartures 0 w) : | |
| 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) := Sᶜ | |
| 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 := havoid (fun k => X k-y) hX j | |
| have he : wordPath 0 w w.length + (X j-y) = X j := by dsimp only [y]; abel | |
| rw [he] at h | |
| exact h | |
| have hST : Disjoint S T := disjoint_compl_right | |
| 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 hnew B hB hBT)] | |
| rw [← annealed_wordCylinder, annealed_event_translation ν y A hA] | |
| end DirectionalTransience | |
| end | |
| end | |
| end OAI | |