Download lean/OAI/Probability/FreeIsing/Estimates/AbsoluteContinuity.lean from roseking/openAI-math-dataset: direct link, hf CLI and curl.
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2.77 kB
| import Mathlib | |
| namespace OAI | |
| noncomputable section | |
| open Set Filter MeasureTheory | |
| open scoped Topology NNReal | |
| namespace Problem367 | |
| theorem absolutelyContinuousOnInterval_comp_lipschitzOn | |
| {X Y : Type*} [PseudoMetricSpace X] [PseudoMetricSpace Y] | |
| {f : ℝ → X} {g : X → Y} {a b : ℝ} {s : Set X} {K : ℝ≥0} | |
| (hf : AbsolutelyContinuousOnInterval f a b) | |
| (hg : LipschitzOnWith K g s) | |
| (hfs : MapsTo f (uIcc a b) s) : | |
| AbsolutelyContinuousOnInterval (g ∘ f) a b := by | |
| rw [absolutelyContinuousOnInterval_iff] at hf ⊢ | |
| intro ε hε | |
| obtain ⟨δ, hδ, hfδ⟩ := hf (ε / (K + 1)) (by positivity) | |
| refine ⟨δ, hδ, ?_⟩ | |
| intro E hE hlen | |
| have hsmall := hfδ E hE hlen | |
| calc | |
| ∑ i ∈ Finset.range E.1, dist ((g ∘ f) (E.2 i).1) ((g ∘ f) (E.2 i).2) | |
| ≤ ∑ i ∈ Finset.range E.1, (K : ℝ) * dist (f (E.2 i).1) (f (E.2 i).2) := by | |
| apply Finset.sum_le_sum | |
| intro i hi | |
| exact hg.dist_le_mul _ (hfs (hE.1 i hi).1) _ (hfs (hE.1 i hi).2) | |
| _ = (K : ℝ) * ∑ i ∈ Finset.range E.1, dist (f (E.2 i).1) (f (E.2 i).2) := | |
| (Finset.mul_sum _ _ _).symm | |
| _ ≤ (K : ℝ) * (ε / (K + 1)) := mul_le_mul_of_nonneg_left hsmall.le K.2 | |
| _ < ((K : ℝ) + 1) * (ε / (K + 1)) := by | |
| apply mul_lt_mul_of_pos_right (by linarith) | |
| positivity | |
| _ = ε := by field_simp | |
| theorem absolutelyContinuousOnInterval_comp_contDiffOn_Icc | |
| {f g : ℝ → ℝ} {a b c d : ℝ} | |
| (hf : AbsolutelyContinuousOnInterval f a b) | |
| (hg : ContDiffOn ℝ 1 g (Icc c d)) | |
| (hfs : MapsTo f (uIcc a b) (Icc c d)) : | |
| AbsolutelyContinuousOnInterval (g ∘ f) a b := by | |
| obtain ⟨K, hK⟩ := hg.exists_lipschitzOnWith (by decide) (convex_Icc c d) isCompact_Icc | |
| exact absolutelyContinuousOnInterval_comp_lipschitzOn hf hK hfs | |
| theorem ac_le_add_integral_of_neg_le_deriv | |
| {f k : ℝ → ℝ} {a b : ℝ} (hab : a ≤ b) | |
| (hf : AbsolutelyContinuousOnInterval f a b) | |
| (hk : IntervalIntegrable k volume a b) | |
| (hbound : ∀ᵐ x ∂volume.restrict (Icc a b), -k x ≤ deriv f x) : | |
| f a ≤ f b + ∫ x in a..b, k x := by | |
| have h := intervalIntegral.integral_mono_ae_restrict hab hk.neg | |
| hf.intervalIntegrable_deriv hbound | |
| simp only [Pi.neg_apply] at h | |
| rw [intervalIntegral.integral_neg, hf.integral_deriv_eq_sub] at h | |
| linarith | |
| theorem ac_sub_le_integral_of_deriv_le | |
| {f k : ℝ → ℝ} {a b : ℝ} (hab : a ≤ b) | |
| (hf : AbsolutelyContinuousOnInterval f a b) | |
| (hk : IntervalIntegrable k volume a b) | |
| (hbound : ∀ᵐ x ∂volume.restrict (Icc a b), deriv f x ≤ k x) : | |
| f b - f a ≤ ∫ x in a..b, k x := by | |
| rw [← hf.integral_deriv_eq_sub] | |
| exact intervalIntegral.integral_mono_ae_restrict hab hf.intervalIntegrable_deriv hk hbound | |
| end Problem367 | |
| end | |
| end OAI | |