openAI-math-dataset / lean /OAI /Probability /FKMaps /ConditionedWalk.lean
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import OAI.Probability.FKMaps.HeightCoding
namespace OAI
noncomputable section
open Set Filter MeasureTheory ProbabilityTheory
open scoped Topology BigOperators ENNReal NNReal
namespace FKCRT.TreeCoding
local instance : MeasurableSpace C(unitInterval, ℝ) := borel _
local instance : BorelSpace C(unitInterval, ℝ) := ⟨rfl⟩
lemma CriticalEvenOffspring.iid_bridge_pos (p : CriticalEvenOffspring) (n : ℕ) :
0 < (p.iidLaw (2*n+1)).real {d | totalStep d = -1} := by
rw [← p.bridgePartition_eq_iid, codePartition_cyclic p (by omega)]
exact mul_pos (by positivity) (codePartition_odd_pos p n)
def CriticalEvenOffspring.bridgeLaw (p : CriticalEvenOffspring) (n : ℕ) :
Measure (Fin (2*n+1) → ℕ) :=
cond (p.iidLaw (2*n+1)) {d | totalStep d = -1}
instance (p : CriticalEvenOffspring) (n : ℕ) : IsProbabilityMeasure (p.bridgeLaw n) := by
apply cond_isProbabilityMeasure
intro h
have hp := p.iid_bridge_pos n
simp only [measureReal_def, h, ENNReal.toReal_zero, lt_self_iff_false] at hp
lemma CriticalEvenOffspring.bridgeLaw_real (p : CriticalEvenOffspring) (n : ℕ)
(E : Set (Fin (2*n+1) → ℕ)) :
(p.bridgeLaw n).real E =
(p.iidLaw (2*n+1)).real {d | d ∈ E ∧ totalStep d = -1} /
(p.iidLaw (2*n+1)).real {d | totalStep d = -1} := by
have hs : {d : Fin (2*n+1) → ℕ | totalStep d = -1} ∩ E =
{d | d ∈ E ∧ totalStep d = -1} := by ext d; exact and_comm
change ((cond (p.iidLaw (2*n+1)) {d | totalStep d = -1}) E).toReal = _
rw [cond_apply (by measurability) (p.iidLaw (2*n+1)) E, hs,
ENNReal.toReal_mul, ENNReal.toReal_inv]
rw [div_eq_mul_inv, mul_comm]
rfl
def degreeFrequency {N : ℕ} (d : Fin N → ℕ) (k : ℕ) : ℝ :=
(∑ i : Fin N, if d i = k then (1:ℝ) else 0) / N
lemma degreeFrequency_nonneg {N : ℕ} (d : Fin N → ℕ) (k : ℕ) :
0 ≤ degreeFrequency d k := by unfold degreeFrequency; positivity
lemma degreeFrequency_le_one {N : ℕ} (hN : 0 < N) (d : Fin N → ℕ) (k : ℕ) :
degreeFrequency d k ≤ 1 := by
rw [degreeFrequency, div_le_one (by positivity : (0:ℝ)<N)]
calc
_ ≤ ∑ _i : Fin N, (1:ℝ) := Finset.sum_le_sum (fun _ _ => by split_ifs <;> norm_num)
_ = _ := by simp
lemma degreeFrequency_integrable {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsFiniteMeasure μ] (k : ℕ) :
Integrable (fun d => degreeFrequency d k) μ := by
apply (integrable_const (1:ℝ)).mono' (measurable_of_countable _).aestronglyMeasurable
filter_upwards [] with d
rw [Real.norm_of_nonneg (degreeFrequency_nonneg d k)]
exact degreeFrequency_le_one hN d k
lemma degreeFrequency_square_integrable {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsFiniteMeasure μ] (k : ℕ) (c : ℝ) :
Integrable (fun d => (degreeFrequency d k-c)^2) μ := by
apply (integrable_const ((1+|c|)^2)).mono' (measurable_of_countable _).aestronglyMeasurable
filter_upwards [] with d
rw [Real.norm_of_nonneg (sq_nonneg _)]
have h : |degreeFrequency d k-c| ≤ 1+|c| := by
calc
_ ≤ |degreeFrequency d k|+|c| := abs_sub _ _
_ ≤ _ := by rw [abs_of_nonneg (degreeFrequency_nonneg d k)]; gcongr; exact degreeFrequency_le_one hN d k
nlinarith [sq_abs (degreeFrequency d k-c), abs_nonneg (degreeFrequency d k-c), abs_nonneg c]
lemma coordinate_indicator_integrable {N : ℕ} (μ : Measure (Fin N → ℕ))
[IsFiniteMeasure μ] (i : Fin N) (k : ℕ) :
Integrable (fun d => if d i = k then (1:ℝ) else 0) μ := by
apply (integrable_const (1:ℝ)).mono' (measurable_of_countable _).aestronglyMeasurable
exact ae_of_all _ (fun d => by split_ifs <;> norm_num)
lemma coordinate_pair_indicator_integrable {N : ℕ} (μ : Measure (Fin N → ℕ))
[IsFiniteMeasure μ] (i j : Fin N) (k : ℕ) :
Integrable (fun d => (if d i = k then (1:ℝ) else 0) *
(if d j = k then (1:ℝ) else 0)) μ := by
apply (integrable_const (1:ℝ)).mono' (measurable_of_countable _).aestronglyMeasurable
exact ae_of_all _ (fun d => by split_ifs <;> norm_num)
lemma integral_coordinate_indicator {N : ℕ} (μ : Measure (Fin N → ℕ))
(i : Fin N) (k : ℕ) :
(∫ d, if d i = k then (1:ℝ) else 0 ∂μ) = μ.real {d | d i = k} := by
simpa only [Set.indicator_apply, Pi.one_apply, Set.mem_ofPred_eq] using
(integral_indicator_one (μ := μ) (s := {d | d i = k}) (by measurability))
lemma integral_coordinate_pair_indicator {N : ℕ} (μ : Measure (Fin N → ℕ))
(i j : Fin N) (k : ℕ) :
(∫ d, (if d i = k then (1:ℝ) else 0) * (if d j = k then (1:ℝ) else 0) ∂μ) =
μ.real {d | d i = k ∧ d j = k} := by
have heq : (fun d : Fin N → ℕ => (if d i = k then (1:ℝ) else 0) *
(if d j = k then (1:ℝ) else 0)) = {d | d i = k ∧ d j = k}.indicator 1 := by
ext d
by_cases hi : d i = k <;> by_cases hj : d j = k <;> simp [hi,hj]
rw [heq]
exact integral_indicator_one (by measurability)
lemma integral_degreeFrequency {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsFiniteMeasure μ] (k : ℕ) {a : ℝ}
(ha : ∀ i, μ.real {d | d i = k} = a) :
(∫ d, degreeFrequency d k ∂μ) = a := by
simp only [degreeFrequency, integral_div, integral_finsetSum _
(fun i _ => coordinate_indicator_integrable μ i k), integral_coordinate_indicator, ha,
Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul]
exact mul_div_cancel_left₀ _ (Nat.cast_ne_zero.mpr hN.ne')
lemma integral_degreeFrequency_sq {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsFiniteMeasure μ] (k : ℕ) {a b : ℝ}
(ha : ∀ i, μ.real {d | d i = k} = a)
(hb : ∀ i j, i ≠ j → μ.real {d | d i = k ∧ d j = k} = b) :
(∫ d, (degreeFrequency d k)^2 ∂μ) = b + (a-b)/N := by
have heq (d : Fin N → ℕ) : (degreeFrequency d k)^2 =
(∑ i : Fin N, ∑ j : Fin N, (if d i = k then (1:ℝ) else 0) *
(if d j = k then (1:ℝ) else 0)) / (N:ℝ)^2 := by
rw [degreeFrequency, div_pow, pow_two, Finset.sum_mul]
simp only [Finset.mul_sum]
have hint (i : Fin N) : Integrable (fun d : Fin N → ℕ =>
∑ j : Fin N, (if d i = k then (1:ℝ) else 0) * (if d j = k then (1:ℝ) else 0)) μ :=
integrable_finsetSum _ (fun j _ => coordinate_pair_indicator_integrable μ i j k)
simp only [heq, integral_div, integral_finsetSum _ (fun i _ => hint i),
integral_finsetSum _ (fun j _ => coordinate_pair_indicator_integrable μ _ j k),
integral_coordinate_pair_indicator]
have hm (i j : Fin N) : μ.real {d | d i = k ∧ d j = k} =
(if j = i then a-b else 0) + b := by
by_cases h : j=i
· subst j
simp [ha]
· rw [hb i j (Ne.symm h), ite_eq_right h, zero_add]
simp only [hm, Finset.sum_add_distrib, Finset.sum_ite_eq', Finset.mem_univ, ite_true,
Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul]
have hN' : (N:ℝ) ≠ 0 := Nat.cast_ne_zero.mpr hN.ne'
field_simp [hN']
ring
lemma integral_degreeFrequency_square_error {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsProbabilityMeasure μ] (k : ℕ) {a b : ℝ} (c : ℝ)
(ha : ∀ i, μ.real {d | d i = k} = a)
(hb : ∀ i j, i ≠ j → μ.real {d | d i = k ∧ d j = k} = b) :
(∫ d, (degreeFrequency d k-c)^2 ∂μ) = b + (a-b)/N - 2*c*a + c^2 := by
have hf := degreeFrequency_integrable hN μ k
have hsq : Integrable (fun d => (degreeFrequency d k)^2) μ := by
simpa only [sub_zero] using degreeFrequency_square_integrable hN μ k 0
have heq (d : Fin N → ℕ) : (degreeFrequency d k-c)^2 =
(degreeFrequency d k)^2 - 2*c*(degreeFrequency d k) + c^2 := by ring
simp only [heq]
have hsub : Integrable (fun d => degreeFrequency d k ^ 2 - 2*c*degreeFrequency d k) μ :=
hsq.sub (hf.const_mul (2*c))
rw [integral_add hsub (integrable_const (c^2)),
integral_sub hsq (hf.const_mul (2*c)), integral_const_mul,
integral_degreeFrequency hN μ k ha, integral_degreeFrequency_sq hN μ k ha hb]
simp
lemma degreeFrequency_deviation_bound {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsProbabilityMeasure μ] (k : ℕ) (c : ℝ)
{ε : ℝ} (hε : 0 < ε) :
μ.real {d | ε < |degreeFrequency d k-c|} ≤
(∫ d, (degreeFrequency d k-c)^2 ∂μ)/ε^2 := by
rw [le_div_iff₀ (sq_pos_of_pos hε), mul_comm]
apply le_trans _ (mul_meas_ge_le_integral_of_nonneg (ae_of_all _ fun _ => sq_nonneg _)
(degreeFrequency_square_integrable hN μ k c) (ε^2))
apply mul_le_mul_of_nonneg_left (measureReal_mono _) (sq_nonneg _)
intro d hd
change ε^2 ≤ (degreeFrequency d k-c)^2
have hp := hd
simp only [Set.mem_ofPred_eq] at hp
nlinarith [sq_abs (degreeFrequency d k-c), abs_nonneg (degreeFrequency d k-c)]
lemma CriticalEvenOffspring.iid_cond_real (p : CriticalEvenOffspring) (N : ℕ)
(E : Set (Fin N → ℕ)) :
(cond (p.iidLaw N) {d | totalStep d = -1}).real E =
(p.iidLaw N).real {d | d ∈ E ∧ totalStep d = -1} /
(p.iidLaw N).real {d | totalStep d = -1} := by
have hs : {d : Fin N → ℕ | totalStep d = -1} ∩ E =
{d | d ∈ E ∧ totalStep d = -1} := by ext d; exact and_comm
change ((cond (p.iidLaw N) {d | totalStep d = -1}) E).toReal = _
rw [cond_apply (by measurability) (p.iidLaw N) E, hs,
ENNReal.toReal_mul, ENNReal.toReal_inv, div_eq_mul_inv, mul_comm]
rfl
def CriticalEvenOffspring.iidSiteProbability (p : CriticalEvenOffspring) (N : ℕ)
(j : ℤ) : ℝ := (p.iidLaw N).real {d | totalStep d = j}
def CriticalEvenOffspring.singleBridgeProbability (p : CriticalEvenOffspring) (N k : ℕ) : ℝ :=
(p.iidLaw (N+1)).real {d | d 0 = k ∧ totalStep d = -1} /
(p.iidLaw (N+1)).real {d | totalStep d = -1}
def CriticalEvenOffspring.bridgeFrequencyDeviation (p : CriticalEvenOffspring)
(N k : ℕ) (ε : ℝ) : ℝ :=
(cond (p.iidLaw N) {d | totalStep d = -1}).real
{d | ε < |degreeFrequency d k - p.mass k|}
theorem CriticalEvenOffspring.bridge_frequency_limit (p : CriticalEvenOffspring)
(k : ℕ) {ε : ℝ} (hε : 0 < ε) :
Tendsto (fun n : ℕ => (p.bridgeLaw n).real
{d | ε < |degreeFrequency d k - p.mass k|}) atTop (𝓝 0) := by
apply (tendsto_add_atTop_iff_nat 2).mp
let μ (n : ℕ) := cond (p.iidLaw (2*n+5)) {d | totalStep d = -1}
have hμ (n : ℕ) : IsProbabilityMeasure (μ n) := by
apply cond_isProbabilityMeasure
intro h
have hp := p.iid_bridge_pos (n+2)
change 0 < p.iidSiteProbability (2*(n+2)+1) (-1) at hp
norm_num only [Nat.mul_add, Nat.reduceMul, Nat.add_assoc, Nat.reduceAdd] at hp
change 0 < ((p.iidLaw (2*n+5)) {d | totalStep d = -1}).toReal at hp
simp only [h, ENNReal.toReal_zero, lt_self_iff_false] at hp
let a (n : ℕ) := (p.iidLaw (2*n+5)).real {d | d 0 = k ∧ totalStep d = -1} /
(p.iidLaw (2*n+5)).real {d | totalStep d = -1}
let b (n : ℕ) := (p.iidLaw (2*n+5)).real
{d | d 0 = k ∧ d ((0 : Fin (2*n+5)).succAbove 0) = k ∧ totalStep d = -1} /
(p.iidLaw (2*n+5)).real {d | totalStep d = -1}
have ha : Tendsto a atTop (𝓝 (p.mass k)) := by
have ha' := (p.bridge_coordinate_limit k).comp (tendsto_add_atTop_nat 1)
change Tendsto (fun n => p.singleBridgeProbability (2*(n+1)+2) k) atTop
(𝓝 (p.mass k)) at ha'
change Tendsto (fun n => p.singleBridgeProbability (2*n+4) k) atTop (𝓝 (p.mass k))
simpa only [Nat.mul_add, Nat.mul_one, Nat.add_assoc, Nat.reduceAdd] using ha'
have hb : Tendsto b atTop (𝓝 (p.mass k * p.mass k)) :=
p.bridge_pair_limit k k (fun _ => 0) (fun _ => 0)
have hsingle (n : ℕ) (i : Fin (2*n+5)) :
(μ n).real {d | d i = k} = a n := by
rw [p.iid_cond_real]
simp only [Set.mem_ofPred_eq]
change _ = _ / _
rw [p.iid_coordinate_site (2*n+4), p.iid_coordinate_site (2*n+4)]
have hpair (n : ℕ) (i j : Fin (2*n+5)) (hij : i ≠ j) :
(μ n).real {d | d i = k ∧ d j = k} = b n := by
obtain ⟨j', rfl⟩ := Fin.exists_succAbove_eq hij.symm
rw [p.iid_cond_real]
simp only [Set.mem_ofPred_eq, and_assoc]
change _ = _ / _
rw [p.iid_pair_site (2*n+3), p.iid_pair_site (2*n+3)]
have hN : Tendsto (fun n : ℕ => (2*n+5 : ℝ)) atTop atTop :=
tendsto_atTop_add_const_right atTop 5
(tendsto_natCast_atTop_atTop.const_mul_atTop (by norm_num : (0:ℝ)<2))
have ht : Tendsto (fun n => b n + (a n-b n)/(2*n+5) -
2*p.mass k*a n + p.mass k^2) atTop (𝓝 0) := by
convert ((hb.add ((ha.sub hb).div_atTop hN)).sub
(ha.const_mul (2*p.mass k))).add (tendsto_const_nhds (x := p.mass k^2)) using 1
congr 1
ring
have hvar : Tendsto (fun n => ∫ d, (degreeFrequency d k-p.mass k)^2 ∂μ n)
atTop (𝓝 0) := by
convert ht using 1
ext n
have := hμ n
rw [integral_degreeFrequency_square_error (by omega) (μ n) k (p.mass k)
(hsingle n) (hpair n)]
norm_num
have hlim : Tendsto (fun n => (μ n).real
{d | ε < |degreeFrequency d k - p.mass k|}) atTop (𝓝 0) := by
apply squeeze_zero (fun _ => measureReal_nonneg) (fun n => ?_)
(by simpa using hvar.div_const (ε^2))
have := hμ n
exact degreeFrequency_deviation_bound (by omega) (μ n) k (p.mass k) hε
change Tendsto (fun n => p.bridgeFrequencyDeviation (2*(n+2)+1) k ε) atTop (𝓝 0)
change Tendsto (fun n => p.bridgeFrequencyDeviation (2*n+5) k ε) atTop (𝓝 0) at hlim
simpa only [Nat.mul_add, Nat.reduceMul, Nat.add_assoc, Nat.reduceAdd] using hlim
lemma degreeFrequency_rotation {N : ℕ} [NeZero N] (k : ℕ) (m : Fin N)
(d : Fin N → Fin N) :
degreeFrequency (fun i => (rotateDegrees m d i).val) k =
degreeFrequency (fun i => (d i).val) k := by
unfold degreeFrequency
congr 1
exact Equiv.sum_comp (Equiv.addRight m)
(fun i => if (d i).val = k then (1:ℝ) else 0)
lemma code_frequency_probability_eq_bridge (p : CriticalEvenOffspring)
(n k : ℕ) (ε : ℝ) :
codeEventProbability p (2*n+1)
(fun d => ε < |degreeFrequency (fun i => (d i).val) k-p.mass k|) =
(p.bridgeLaw n).real {d | ε < |degreeFrequency d k-p.mass k|} := by
rw [codeEventProbability_eq_bridge p (by omega) _ (by
intro m d
rw [degreeFrequency_rotation]), p.bridgePartition_eq_iid,
p.bridgeEventMass_eq_iid (2*n+1) (fun d => ε < |degreeFrequency d k-p.mass k|),
p.bridgeLaw_real]
congr 2
ext d
exact and_comm
theorem CriticalEvenOffspring.conditioned_degree_frequencies (p : CriticalEvenOffspring)
(k : ℕ) {ε : ℝ} (hε : 0 < ε) :
Tendsto (fun n : ℕ => codeEventProbability p (2*n+1)
(fun d => ε < |degreeFrequency (fun i => (d i).val) k-p.mass k|))
atTop (𝓝 0) := by
simpa only [code_frequency_probability_eq_bridge] using p.bridge_frequency_limit k hε
lemma degreeFrequency_abs_integrable {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsFiniteMeasure μ] (k : ℕ) (c : ℝ) :
Integrable (fun d => |degreeFrequency d k-c|) μ :=
((degreeFrequency_integrable hN μ k).sub (integrable_const c)).abs
lemma integral_degreeFrequency_abs_bound {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsProbabilityMeasure μ]
(k : ℕ) {c : ℝ} (hc : 0 ≤ c) {ε : ℝ} (hε : 0 ≤ ε) :
(∫ d, |degreeFrequency d k-c| ∂μ) ≤
ε + (1+c)*μ.real {d | ε < |degreeFrequency d k-c|} := by
let E : Set (Fin N → ℕ) := {d | ε < |degreeFrequency d k-c|}
have hind : Integrable (E.indicator (fun _ => (1+c))) μ :=
(integrable_const (1+c)).indicator (by measurability)
have hpoint (d : Fin N → ℕ) :
|degreeFrequency d k-c| ≤ ε + E.indicator (fun _ => (1+c)) d := by
by_cases hd : d ∈ E
· rw [Set.indicator_of_mem hd]
have hf := degreeFrequency_le_one hN d k
have hf0 := degreeFrequency_nonneg d k
have hab := abs_sub (degreeFrequency d k) c
rw [abs_of_nonneg hf0, abs_of_nonneg hc] at hab
linarith
· rw [Set.indicator_of_notMem hd, add_zero]
exact le_of_not_gt hd
have h := integral_mono (degreeFrequency_abs_integrable hN μ k c)
((integrable_const ε).add hind) hpoint
change (∫ d, |degreeFrequency d k-c| ∂μ) ≤
∫ d, ε + E.indicator (fun _ => (1+c)) d ∂μ at h
rw [integral_add (integrable_const ε) hind, integral_indicator (by measurability),
setIntegral_const, integral_const] at h
simpa [E, mul_comm] using h
theorem CriticalEvenOffspring.bridge_frequency_l1_limit (p : CriticalEvenOffspring) (k : ℕ) :
Tendsto (fun n : ℕ => ∫ d, |degreeFrequency d k-p.mass k| ∂p.bridgeLaw n)
atTop (𝓝 0) := by
apply tendsto_order.2
constructor
· intro a ha
exact Eventually.of_forall (fun n => lt_of_lt_of_le ha (integral_nonneg (fun _ => abs_nonneg _)))
· intro b hb
have hhalf : 0 < b/2 := by positivity
have ht := (p.bridge_frequency_limit k hhalf).const_mul (1+p.mass k)
simp only [mul_zero] at ht
filter_upwards [(tendsto_order.1 ht).2 (b/2) hhalf] with n hn
apply lt_of_le_of_lt (integral_degreeFrequency_abs_bound (by omega) (p.bridgeLaw n)
k (p.nonneg k) hhalf.le)
linarith
def CriticalEvenOffspring.BridgeDominated (p : CriticalEvenOffspring) (N : ℕ) (C : ℝ) : Prop :=
∀ (i : Fin N) (k : ℕ), (cond (p.iidLaw N) {d | totalStep d = -1}).real {d | d i = k} ≤
C * p.mass k
theorem CriticalEvenOffspring.bridge_coordinate_domination (p : CriticalEvenOffspring) :
∃ K : ℝ, 0 < K ∧ ∀ᶠ n : ℕ in atTop, p.BridgeDominated (2*n+1) K := by
obtain ⟨C, hCpos, hC⟩ := p.iid_site_uniform_bound
let B := Real.sqrt (2*Real.pi) / (p.sigma * Real.pi)
have hB : 0 < B := div_pos (Real.sqrt_pos.mpr (by positivity))
(mul_pos p.sigma_pos Real.pi_pos)
have hden : Tendsto (fun n : ℕ => Real.sqrt (2*n+3) *
(p.iidLaw (2*n+3)).real {d | totalStep d = -1}) atTop (𝓝 B) := by
have hh := p.bridgePartition_limit.comp (tendsto_add_atTop_nat 1)
convert hh using 1
ext n
dsimp only [Function.comp_apply]
rw [p.bridgePartition_eq_iid]
congr 2; push_cast; ring
have hd := (tendsto_order.1 hden).1 (B/2) (by linarith)
have hshift : ∀ᶠ n : ℕ in atTop, p.BridgeDominated (2*n+3) (4*C/B) := by
filter_upwards [hd] with n hn
intro i k
have hm := p.nonneg k
have hs : Real.sqrt (2*n+3) ≤ 2 * Real.sqrt (2*n+2) := by
have h₁ := Real.sq_sqrt (show 0 ≤ (2*n+3 : ℝ) by positivity)
have h₂ := Real.sq_sqrt (show 0 ≤ (2*n+2 : ℝ) by positivity)
have hn0 : (0 : ℝ) ≤ n := Nat.cast_nonneg _
nlinarith [Real.sqrt_nonneg (2*n+3), Real.sqrt_nonneg (2*n+2)]
have hnum : Real.sqrt (2*n+3) *
(p.iidLaw (2*n+3)).real {d | d i = k ∧ totalStep d = -1} ≤
2*C*p.mass k := by
rw [p.iid_coordinate_site (2*n+2)]
have hc := hC (2*n+1) (-1-((k:ℤ)-1))
norm_num [Nat.cast_add, Nat.cast_mul, Nat.cast_ofNat, add_assoc] at hc
have hs' := mul_le_mul_of_nonneg_right hs
(mul_nonneg hm (show 0 ≤ (p.iidLaw (2*n+2)).real
{d | totalStep d = -1-((k:ℤ)-1)} from measureReal_nonneg))
have hc' := mul_le_mul_of_nonneg_left hc (show 0 ≤ 2*p.mass k by positivity)
nlinarith
rw [p.iid_cond_real]
simp only [Set.mem_ofPred_eq]
calc
_ = (Real.sqrt (2*n+3) *
(p.iidLaw (2*n+3)).real {d | d i = k ∧ totalStep d = -1}) /
(Real.sqrt (2*n+3) * (p.iidLaw (2*n+3)).real {d | totalStep d = -1}) := by
rw [mul_div_mul_left _ _ (Real.sqrt_pos.mpr (by positivity)).ne']
_ ≤ (2*C*p.mass k)/(B/2) := div_le_div₀ (by positivity) hnum (by positivity) hn.le
_ = (4*C/B)*p.mass k := by ring
refine ⟨4*C/B, by positivity, ?_⟩
rw [← map_add_atTop_eq_nat 1]
change ∀ᶠ n : ℕ in atTop, p.BridgeDominated (2*(n+1)+1) (4*C/B)
simpa only [Nat.mul_add, Nat.mul_one, Nat.add_assoc, Nat.reduceAdd] using hshift
lemma integral_degreeFrequency_le {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsFiniteMeasure μ] (k : ℕ) {a : ℝ}
(ha : ∀ i, μ.real {d | d i = k} ≤ a) :
(∫ d, degreeFrequency d k ∂μ) ≤ a := by
simp only [degreeFrequency, integral_div, integral_finsetSum _
(fun i _ => coordinate_indicator_integrable μ i k), integral_coordinate_indicator]
apply (div_le_iff₀ (by positivity : (0:ℝ)<N)).2
calc
_ ≤ ∑ _ : Fin N, a := Finset.sum_le_sum (fun i _ => ha i)
_ = a * N := by simp [mul_comm]
lemma integral_degreeFrequency_abs_le {N : ℕ} (hN : 0 < N)
(μ : Measure (Fin N → ℕ)) [IsProbabilityMeasure μ] (k : ℕ) {c : ℝ} (hc : 0 ≤ c) :
(∫ d, |degreeFrequency d k-c| ∂μ) ≤ (∫ d, degreeFrequency d k ∂μ) + c := by
have h := integral_mono (degreeFrequency_abs_integrable hN μ k c)
((degreeFrequency_integrable hN μ k).add (integrable_const c))
(fun d => (abs_sub (degreeFrequency d k) c).trans_eq (by
simp only [Pi.add_apply, abs_of_nonneg (degreeFrequency_nonneg d k), abs_of_nonneg hc]))
change (∫ d, |degreeFrequency d k-c| ∂μ) ≤ ∫ d, degreeFrequency d k+c ∂μ at h
simpa [integral_add (degreeFrequency_integrable hN μ k) (integrable_const c)] using h
theorem CriticalEvenOffspring.bridge_weighted_frequency_l1_limit (p : CriticalEvenOffspring) :
Tendsto (fun n : ℕ => ∑' k : ℕ,
(k:ℝ)^2 * ∫ d, |degreeFrequency d k-p.mass k| ∂p.bridgeLaw n) atTop (𝓝 0) := by
obtain ⟨K, hK, hdom⟩ := p.bridge_coordinate_domination
have hbound : ∀ᶠ n : ℕ in atTop, ∀ k : ℕ,
‖(k:ℝ)^2 * ∫ d, |degreeFrequency d k-p.mass k| ∂p.bridgeLaw n‖ ≤
(K+1)*((k:ℝ)^2*p.mass k) := by
filter_upwards [hdom] with n hn k
rw [Real.norm_eq_abs, abs_of_nonneg (mul_nonneg (sq_nonneg _)
(integral_nonneg (fun _ => abs_nonneg _)))]
have hi := integral_degreeFrequency_le (by omega) (p.bridgeLaw n) k (hn · k)
have hj := integral_degreeFrequency_abs_le (by omega) (p.bridgeLaw n) k (p.nonneg k)
nlinarith [mul_le_mul_of_nonneg_left (hj.trans (add_le_add_left hi _)) (sq_nonneg (k:ℝ))]
have ht := tendsto_tsum_of_dominated_convergence (p.second.mul_left (K+1))
(fun k : ℕ => by simpa using (p.bridge_frequency_l1_limit k).const_mul ((k:ℝ)^2)) hbound
simpa using ht
lemma degreeFrequency_finite_support {N : ℕ} (d : Fin N → ℕ) :
(Function.support (degreeFrequency d)).Finite := by
apply (Set.finite_range d).subset
intro k hk
by_contra hn
have hzero : degreeFrequency d k = 0 := by
simp only [degreeFrequency]
have heq : ∀ i : Fin N, d i ≠ k := fun i h => hn ⟨i,h⟩
simp [heq]
exact hk hzero
lemma summable_weighted_frequency_error (p : CriticalEvenOffspring) {N : ℕ}
(d : Fin N → ℕ) : Summable (fun k : ℕ => (k:ℝ)^2*|degreeFrequency d k-p.mass k|) := by
have hf : Summable (fun k : ℕ => (k:ℝ)^2*degreeFrequency d k) :=
summable_of_hasFiniteSupport (Function.HasFiniteSupport.mul_right
(fun k : ℕ => (k:ℝ)^2) (degreeFrequency_finite_support d))
have hs := (hf.sub p.second).abs
simpa only [← mul_sub, abs_mul, abs_sq] using hs
lemma moment_eq_tsum_frequency {N : ℕ} (d : Fin N → ℕ) :
(∑ i : Fin N, (d i:ℝ)^2) / N = ∑' k : ℕ, (k:ℝ)^2*degreeFrequency d k := by
have hi (i : Fin N) : Summable (fun k : ℕ => (k:ℝ)^2 * if d i=k then 1 else 0) := by
apply summable_of_hasFiniteSupport
apply (Set.finite_singleton (d i)).subset
intro k hk
by_contra h
have hn : d i ≠ k := Ne.symm (by simpa only [Set.mem_singleton_iff] using h)
simp [Function.mem_support, hn] at hk
simp only [degreeFrequency, ← mul_div_assoc, Finset.mul_sum, tsum_div_const]
rw [Summable.tsum_finsetSum (fun i _ => hi i)]
congr 1
apply Finset.sum_congr rfl
intro i _
simp [mul_ite, eq_comm]
lemma CriticalEvenOffspring.bridge_integrable (p : CriticalEvenOffspring) (n : ℕ)
(f : (Fin (2*n+1) → ℕ) → ℝ) : Integrable f (p.bridgeLaw n) := by
have hs : {d : Fin (2*n+1) → ℕ | totalStep d = -1}.Finite := by
rw [totalStep_bridge_range]
exact Set.finite_range _
have hi := IntegrableOn.of_finite (μ := p.bridgeLaw n) (f := f) hs
have hae : ∀ᵐ d ∂p.bridgeLaw n, totalStep d = -1 := by
exact ae_cond_mem (by measurability)
rwa [IntegrableOn, Measure.restrict_eq_self_of_ae_mem (s := {d | totalStep d = -1}) hae] at hi
lemma moment_deviation_le (p : CriticalEvenOffspring) {N : ℕ} (d : Fin N → ℕ) :
|(∑ i : Fin N, (d i:ℝ)^2)/N - ∑' k : ℕ, (k:ℝ)^2*p.mass k| ≤
∑' k : ℕ, (k:ℝ)^2*|degreeFrequency d k-p.mass k| := by
rw [moment_eq_tsum_frequency]
have hf : Summable (fun k : ℕ => (k:ℝ)^2*degreeFrequency d k) :=
summable_of_hasFiniteSupport (Function.HasFiniteSupport.mul_right
(fun k : ℕ => (k:ℝ)^2) (degreeFrequency_finite_support d))
rw [← hf.tsum_sub p.second]
have h := norm_tsum_le_tsum_norm (hf.sub p.second).norm
simpa only [Real.norm_eq_abs, ← mul_sub, abs_mul, abs_sq] using h
def empiricalSecondMoment {N : ℕ} (d : Fin N → ℕ) : ℝ :=
(∑ i : Fin N, (d i:ℝ)^2)/N
lemma empiricalSecondMoment_rotation {N : ℕ} [NeZero N] (m : Fin N) (d : Fin N → Fin N) :
empiricalSecondMoment (fun i => (rotateDegrees m d i).val) =
empiricalSecondMoment (fun i => (d i).val) := by
unfold empiricalSecondMoment
congr 1
exact Equiv.sum_comp (Equiv.addRight m) (fun i => ((d i).val:ℝ)^2)
def CriticalEvenOffspring.secondMean (p : CriticalEvenOffspring) : ℝ :=
∑' k : ℕ, (k:ℝ)^2*p.mass k
lemma CriticalEvenOffspring.integral_moment_error_le (p : CriticalEvenOffspring)
(n : ℕ) {K : ℝ} (hdom : p.BridgeDominated (2*n+1) K) :
(∫ d, |empiricalSecondMoment d-p.secondMean| ∂p.bridgeLaw n) ≤
∑' k : ℕ, (k:ℝ)^2*∫ d, |degreeFrequency d k-p.mass k| ∂p.bridgeLaw n := by
let F (k : ℕ) (d : Fin (2*n+1) → ℕ) := (k:ℝ)^2*|degreeFrequency d k-p.mass k|
have hsum : Summable (fun k => ∫ d, ‖F k d‖ ∂p.bridgeLaw n) := by
apply (p.second.mul_left (K+1)).of_nonneg_of_le (fun k => integral_nonneg (fun _ => norm_nonneg _))
intro k
have hi := integral_degreeFrequency_le (by omega) (p.bridgeLaw n) k (hdom · k)
have hj := integral_degreeFrequency_abs_le (by omega) (p.bridgeLaw n) k (p.nonneg k)
simp only [F, Real.norm_eq_abs, abs_mul, abs_sq, abs_abs, integral_const_mul]
nlinarith [mul_le_mul_of_nonneg_left (hj.trans (add_le_add_left hi _)) (sq_nonneg (k:ℝ))]
have heq := integral_tsum_of_summable_integral_norm (fun k => p.bridge_integrable n (F k)) hsum
have hle := integral_mono (p.bridge_integrable n _) (p.bridge_integrable n _)
(fun d => moment_deviation_le p d)
change (∫ d, |empiricalSecondMoment d-p.secondMean| ∂p.bridgeLaw n) ≤
∫ d, ∑' k, F k d ∂p.bridgeLaw n at hle
rw [← heq] at hle
simpa only [F, integral_const_mul] using hle
theorem CriticalEvenOffspring.bridge_second_moment_l1_limit (p : CriticalEvenOffspring) :
Tendsto (fun n : ℕ => ∫ d, |empiricalSecondMoment d-p.secondMean| ∂p.bridgeLaw n)
atTop (𝓝 0) := by
obtain ⟨K, _, hdom⟩ := p.bridge_coordinate_domination
apply squeeze_zero' (Eventually.of_forall (fun _ => integral_nonneg (fun _ => abs_nonneg _)))
_ p.bridge_weighted_frequency_l1_limit
exact hdom.mono (fun n hn => p.integral_moment_error_le n hn)
lemma CriticalEvenOffspring.bridge_moment_deviation_bound (p : CriticalEvenOffspring)
(n : ℕ) {ε : ℝ} (hε : 0 < ε) :
(p.bridgeLaw n).real {d | ε < |empiricalSecondMoment d-p.secondMean|} ≤
(∫ d, |empiricalSecondMoment d-p.secondMean| ∂p.bridgeLaw n)/ε := by
rw [le_div_iff₀ hε, mul_comm]
apply le_trans _ (mul_meas_ge_le_integral_of_nonneg (ae_of_all _ fun _ => abs_nonneg _)
(p.bridge_integrable n _) ε)
apply mul_le_mul_of_nonneg_left (measureReal_mono _) hε.le
intro d hd
exact (show ε < |empiricalSecondMoment d-p.secondMean| from hd).le
theorem CriticalEvenOffspring.bridge_second_moment_limit (p : CriticalEvenOffspring)
{ε : ℝ} (hε : 0 < ε) :
Tendsto (fun n : ℕ => (p.bridgeLaw n).real
{d | ε < |empiricalSecondMoment d-p.secondMean|}) atTop (𝓝 0) := by
apply squeeze_zero (fun _ => measureReal_nonneg) (fun n => p.bridge_moment_deviation_bound n hε)
simpa using p.bridge_second_moment_l1_limit.div_const ε
lemma code_second_moment_probability_eq_bridge (p : CriticalEvenOffspring)
(n : ℕ) (ε : ℝ) :
codeEventProbability p (2*n+1)
(fun d => ε < |empiricalSecondMoment (fun i => (d i).val)-p.secondMean|) =
(p.bridgeLaw n).real {d | ε < |empiricalSecondMoment d-p.secondMean|} := by
rw [codeEventProbability_eq_bridge p (by omega) _ (by
intro m d
rw [empiricalSecondMoment_rotation]), p.bridgePartition_eq_iid,
p.bridgeEventMass_eq_iid (2*n+1) (fun d => ε < |empiricalSecondMoment d-p.secondMean|),
p.bridgeLaw_real]
congr 2
ext d
exact and_comm
theorem CriticalEvenOffspring.conditioned_second_moment (p : CriticalEvenOffspring)
{ε : ℝ} (hε : 0 < ε) :
Tendsto (fun n : ℕ => codeEventProbability p (2*n+1)
(fun d => ε < |empiricalSecondMoment (fun i => (d i).val)-p.secondMean|))
atTop (𝓝 0) := by
simpa only [code_second_moment_probability_eq_bridge] using p.bridge_second_moment_limit hε
end FKCRT.TreeCoding
namespace FKCRT.TreeCoding
lemma iid_prefix_endpoint_bound (μ : Measure ℕ) [IsProbabilityMeasure μ]
(m r : ℕ) (j : ℤ) (E : Set (Fin m → ℕ)) {C : ℝ} (hC : 0 ≤ C)
(hsite : ∀ k : ℤ, (Measure.pi (fun _ : Fin r => μ)).real {d | totalStep d = k} ≤ C) :
(Measure.pi (fun _ : Fin (m+r) => μ)).real
{d | (iidSplit m r d).1 ∈ E ∧ totalStep d = j} ≤
C * (Measure.pi (fun _ : Fin m => μ)).real E := by
let μ₁ := Measure.pi (fun _ : Fin m => μ)
let μ₂ := Measure.pi (fun _ : Fin r => μ)
have hset : {d : Fin (m+r) → ℕ | (iidSplit m r d).1 ∈ E ∧ totalStep d = j} =
iidSplit m r ⁻¹' {x | x.1 ∈ E ∧ totalStep x.2 = j-totalStep x.1} := by
ext d
change (_ ∈ E ∧ totalStep d = j) ↔ (_ ∈ E ∧
totalStep (iidSplit m r d).2 = j-totalStep (iidSplit m r d).1)
rw [totalStep_split]
constructor <;> rintro ⟨hE, h⟩ <;> exact ⟨hE, by omega⟩
have hb : (μ₁.prod μ₂) {x | x.1 ∈ E ∧ totalStep x.2 = j-totalStep x.1} ≤
ENNReal.ofReal C * μ₁ E := by
rw [Measure.prod_apply (by measurability)]
have hsect (d : Fin m → ℕ) : μ₂ (Prod.mk d ⁻¹'
{x | x.1 ∈ E ∧ totalStep x.2 = j-totalStep x.1}) ≤
E.indicator (fun _ => ENNReal.ofReal C) d := by
by_cases hd : d ∈ E
· rw [Set.indicator_of_mem hd]
have hs : Prod.mk d ⁻¹' {x : (Fin m → ℕ) × (Fin r → ℕ) | x.1 ∈ E ∧ totalStep x.2 = j-totalStep x.1} =
{u | totalStep u = j-totalStep d} := by ext u; simp [hd]
rw [hs, ← ENNReal.ofReal_toReal (measure_ne_top μ₂ _)]
exact ENNReal.ofReal_le_ofReal (hsite _)
· have hs : Prod.mk d ⁻¹' {x : (Fin m → ℕ) × (Fin r → ℕ) | x.1 ∈ E ∧ totalStep x.2 = j-totalStep x.1} = ∅ := by
ext u; simp [hd]
simp [hs, hd]
apply (lintegral_mono hsect).trans_eq
rw [lintegral_indicator (by measurability), lintegral_const, Measure.restrict_apply_univ]
rw [measureReal_def, hset, (iidSplit_preserving μ m r).measure_preimage (by measurability)]
apply (ENNReal.toReal_mono (ENNReal.mul_ne_top ENNReal.ofReal_ne_top (measure_ne_top μ₁ E)) hb).trans_eq
rw [ENNReal.toReal_mul, ENNReal.toReal_ofReal hC]
rfl
def CriticalEvenOffspring.PrefixDominated (p : CriticalEvenOffspring)
(N : ℕ) (K : ℝ) : Prop :=
∀ m r : ℕ, m+r=N → N ≤ 2*r → ∀ E : Set (Fin m → ℕ),
(cond (p.iidLaw (m+r)) {d | totalStep d = -1}).real
{d | (iidSplit m r d).1 ∈ E} ≤ K * (p.iidLaw m).real E
theorem CriticalEvenOffspring.bridge_prefix_domination (p : CriticalEvenOffspring) :
∃ K : ℝ, 0 < K ∧ ∀ᶠ n : ℕ in atTop, p.PrefixDominated (2*n+1) K := by
obtain ⟨C, hCpos, hC⟩ := p.iid_site_uniform_bound
let B := Real.sqrt (2*Real.pi) / (p.sigma * Real.pi)
have hB : 0 < B := div_pos (Real.sqrt_pos.mpr (by positivity))
(mul_pos p.sigma_pos Real.pi_pos)
have hden : Tendsto (fun n : ℕ => Real.sqrt ((2*n+1 : ℕ) : ℝ) *
(p.iidLaw (2*n+1)).real {d | totalStep d = -1}) atTop (𝓝 B) := by
convert p.bridgePartition_limit using 1
ext n
rw [p.bridgePartition_eq_iid]
push_cast
rfl
refine ⟨4*C/B, by positivity, ?_⟩
filter_upwards [(tendsto_order.1 hden).1 (B/2) (by linarith)] with n hn
intro m r hsum hhalf E
have hr : 0 < r := by omega
have hsr : 0 < Real.sqrt (r : ℝ) := Real.sqrt_pos.mpr (by exact_mod_cast hr)
have hsN : 0 < Real.sqrt ((m+r : ℕ) : ℝ) := Real.sqrt_pos.mpr (by norm_cast; omega)
have hratio : Real.sqrt ((m+r : ℕ) : ℝ) ≤ 2 * Real.sqrt (r : ℝ) := by
have hh : (m+r : ℝ) ≤ 2*r := by exact_mod_cast (show m+r ≤ 2*r by omega)
have h₁ := Real.sq_sqrt (show (0:ℝ) ≤ ((m+r : ℕ) : ℝ) by positivity)
have h₂ := Real.sq_sqrt (show (0:ℝ) ≤ r by positivity)
push_cast at h₁ ⊢
nlinarith [Real.sqrt_nonneg (m+r)]
have hsite (j : ℤ) : (p.iidLaw r).real {d | totalStep d = j} ≤ C / Real.sqrt (r : ℝ) := by
obtain ⟨r', rfl⟩ := Nat.exists_eq_succ_of_ne_zero hr.ne'
have hc := hC r' j
rw [le_div_iff₀ hsr]
simpa [Nat.cast_add, Nat.cast_one, mul_comm] using hc
have hpre := iid_prefix_endpoint_bound p.law.toMeasure m r (-1) E
(show 0 ≤ C / Real.sqrt (r:ℝ) by positivity) hsite
have hnum : Real.sqrt ((m+r : ℕ) : ℝ) *
(p.iidLaw (m+r)).real {d | (iidSplit m r d).1 ∈ E ∧ totalStep d = -1} ≤
2*C*(p.iidLaw m).real E := by
have hA : Real.sqrt ((m+r : ℕ) : ℝ) * (C / Real.sqrt (r:ℝ)) ≤ 2*C := by
rw [← mul_div_assoc, div_le_iff₀ hsr]
nlinarith
calc
_ ≤ Real.sqrt ((m+r : ℕ) : ℝ) * (C / Real.sqrt (r:ℝ) * (p.iidLaw m).real E) :=
mul_le_mul_of_nonneg_left hpre hsN.le
_ = (Real.sqrt ((m+r : ℕ) : ℝ) * (C / Real.sqrt (r:ℝ))) * (p.iidLaw m).real E := by ring
_ ≤ _ := mul_le_mul_of_nonneg_right hA measureReal_nonneg
have hd : B/2 < Real.sqrt ((m+r : ℕ) : ℝ) *
(p.iidLaw (m+r)).real {d | totalStep d = -1} := by
change B/2 < Real.sqrt ((m+r : ℕ) : ℝ) * p.iidSiteProbability (m+r) (-1)
change B/2 < Real.sqrt ((2*n+1 : ℕ) : ℝ) * p.iidSiteProbability (2*n+1) (-1) at hn
simpa only [hsum] using hn
rw [p.iid_cond_real]
simp only [Set.mem_ofPred_eq]
calc
_ = (Real.sqrt ((m+r : ℕ) : ℝ) *
(p.iidLaw (m+r)).real {d | (iidSplit m r d).1 ∈ E ∧ totalStep d = -1}) /
(Real.sqrt ((m+r : ℕ) : ℝ) * (p.iidLaw (m+r)).real {d | totalStep d = -1}) := by
rw [mul_div_mul_left _ _ hsN.ne']
_ ≤ (2*C*(p.iidLaw m).real E)/(B/2) :=
div_le_div₀ (by positivity) hnum (by positivity) hd.le
_ = (4*C/B)*(p.iidLaw m).real E := by ring
def CriticalEvenOffspring.PrefixDominatedFraction (p : CriticalEvenOffspring)
(N J : ℕ) (K : ℝ) : Prop :=
∀ m r : ℕ, m+r=N → N ≤ J*r → ∀ E : Set (Fin m → ℕ),
(cond (p.iidLaw (m+r)) {d | totalStep d = -1}).real
{d | (iidSplit m r d).1 ∈ E} ≤ K * (p.iidLaw m).real E
theorem CriticalEvenOffspring.bridge_prefix_domination_fraction (p : CriticalEvenOffspring)
(J : ℕ) (hJ : 0<J) :
∃ K : ℝ, 0 < K ∧ ∀ᶠ n : ℕ in atTop, p.PrefixDominatedFraction (2*n+1) J K := by
obtain ⟨C, hCpos, hC⟩ := p.iid_site_uniform_bound
let B := Real.sqrt (2*Real.pi) / (p.sigma * Real.pi)
have hB : 0 < B := div_pos (Real.sqrt_pos.mpr (by positivity))
(mul_pos p.sigma_pos Real.pi_pos)
have hden : Tendsto (fun n : ℕ => Real.sqrt ((2*n+1 : ℕ) : ℝ) *
(p.iidLaw (2*n+1)).real {d | totalStep d = -1}) atTop (𝓝 B) := by
convert p.bridgePartition_limit using 1
ext n
rw [p.bridgePartition_eq_iid]
push_cast
rfl
refine ⟨2*J*C/B, by positivity, ?_⟩
filter_upwards [(tendsto_order.1 hden).1 (B/2) (by linarith)] with n hn
intro m r hsum hhalf E
have hr : 0 < r := by
by_contra hn
have hrz : r=0 := by omega
simp only [hrz,mul_zero] at hhalf
omega
have hsr : 0 < Real.sqrt (r : ℝ) := Real.sqrt_pos.mpr (by exact_mod_cast hr)
have hsN : 0 < Real.sqrt ((m+r : ℕ) : ℝ) := Real.sqrt_pos.mpr (by norm_cast; omega)
have hratio : Real.sqrt ((m+r : ℕ) : ℝ) ≤ (J:ℝ) * Real.sqrt (r : ℝ) := by
have hh : (m+r : ℝ) ≤ J*r := by exact_mod_cast (show m+r ≤ J*r by omega)
have hJ1 : (1:ℝ) ≤ J := by exact_mod_cast hJ
have hjr : (J:ℝ)*r ≤ J^2*r := by
have hr0 : (0:ℝ) ≤ r := by positivity
nlinarith
have hpos : 0 ≤ (J:ℝ)*Real.sqrt (r:ℝ) := by positivity
have h₁ := Real.sq_sqrt (show (0:ℝ) ≤ ((m+r : ℕ) : ℝ) by positivity)
have h₂ := Real.sq_sqrt (show (0:ℝ) ≤ r by positivity)
have h₂x := congrArg (fun t : ℝ => (J:ℝ)^2*t) h₂
push_cast at h₁ ⊢
nlinarith [Real.sqrt_nonneg (m+r)]
have hsite (j : ℤ) : (p.iidLaw r).real {d | totalStep d = j} ≤ C / Real.sqrt (r : ℝ) := by
obtain ⟨r', rfl⟩ := Nat.exists_eq_succ_of_ne_zero hr.ne'
have hc := hC r' j
rw [le_div_iff₀ hsr]
simpa [Nat.cast_add, Nat.cast_one, mul_comm] using hc
have hpre := iid_prefix_endpoint_bound p.law.toMeasure m r (-1) E
(show 0 ≤ C / Real.sqrt (r:ℝ) by positivity) hsite
have hnum : Real.sqrt ((m+r : ℕ) : ℝ) *
(p.iidLaw (m+r)).real {d | (iidSplit m r d).1 ∈ E ∧ totalStep d = -1} ≤
J*C*(p.iidLaw m).real E := by
have hA : Real.sqrt ((m+r : ℕ) : ℝ) * (C / Real.sqrt (r:ℝ)) ≤ J*C := by
rw [← mul_div_assoc, div_le_iff₀ hsr]
nlinarith
calc
_ ≤ Real.sqrt ((m+r : ℕ) : ℝ) * (C / Real.sqrt (r:ℝ) * (p.iidLaw m).real E) :=
mul_le_mul_of_nonneg_left hpre hsN.le
_ = (Real.sqrt ((m+r : ℕ) : ℝ) * (C / Real.sqrt (r:ℝ))) * (p.iidLaw m).real E := by ring
_ ≤ _ := mul_le_mul_of_nonneg_right hA measureReal_nonneg
have hd : B/2 < Real.sqrt ((m+r : ℕ) : ℝ) *
(p.iidLaw (m+r)).real {d | totalStep d = -1} := by
change B/2 < Real.sqrt ((m+r : ℕ) : ℝ) * p.iidSiteProbability (m+r) (-1)
change B/2 < Real.sqrt ((2*n+1 : ℕ) : ℝ) * p.iidSiteProbability (2*n+1) (-1) at hn
simpa only [hsum] using hn
rw [p.iid_cond_real]
simp only [Set.mem_ofPred_eq]
calc
_ = (Real.sqrt ((m+r : ℕ) : ℝ) *
(p.iidLaw (m+r)).real {d | (iidSplit m r d).1 ∈ E ∧ totalStep d = -1}) /
(Real.sqrt ((m+r : ℕ) : ℝ) * (p.iidLaw (m+r)).real {d | totalStep d = -1}) := by
rw [mul_div_mul_left _ _ hsN.ne']
_ ≤ (J*C*(p.iidLaw m).real E)/(B/2) :=
div_le_div₀ (by positivity) hnum (by positivity) hd.le
_ = (2*J*C/B)*(p.iidLaw m).real E := by ring
end FKCRT.TreeCoding
end
end OAI