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import OAI.Probability.FreeIsing.Estimates.ProgressivePrimitiveFubini
import OAI.Probability.FreeIsing.Estimates.SharedInnovationBounds
import OAI.Probability.FreeIsing.Posterior.FieldMoments
import OAI.Probability.FreeIsing.Posterior.ProgressiveIsingPosterior
namespace OAI
noncomputable section
open MeasureTheory ProbabilityTheory Set
open scoped NNReal
namespace Problem367
open PlantedSymmetry
theorem ae_observation_sub_bound_of_shared_progressive_innovation
{Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P]
{F G : Filtration ℝ≥0 mΩ} {m m' : ℝ≥0 → Ω → ℝ}
(hm : IsStronglyProgressive F m) (hm' : IsStronglyProgressive G m')
(hb : ∀ t, ∀ᵐ ω ∂P, |m t ω| ≤ 1)
(hb' : ∀ t, ∀ᵐ ω ∂P, |m' t ω| ≤ 1)
{x x' w : Ω → ℝ} (t : ℝ≥0)
(hx : ∀ᵐ ω ∂P, x ω = w ω + nnrealTimePrimitive m t ω)
(hx' : ∀ᵐ ω ∂P, x' ω = w ω + nnrealTimePrimitive m' t ω) :
∀ᵐ ω ∂P, |x ω - x' ω| ≤ 2 * (t : ℝ) := by
have hL := ae_lipschitzWith_nnrealTimePrimitive hm (C := 1) hb
have hL' := ae_lipschitzWith_nnrealTimePrimitive hm' (C := 1) hb'
filter_upwards [hL, hL', hx, hx'] with ω hω hω' hxω hxω'
have h1 : |nnrealTimePrimitive m t ω| ≤ (t : ℝ) := by
simpa only [Real.dist_eq, nnrealTimePrimitive, NNReal.coe_zero,
intervalIntegral.integral_same, sub_zero, NNReal.coe_one, one_mul,
NNReal.dist_eq, abs_of_nonneg t.coe_nonneg] using hω.dist_le_mul t 0
have h2 : |nnrealTimePrimitive m' t ω| ≤ (t : ℝ) := by
simpa only [Real.dist_eq, nnrealTimePrimitive, NNReal.coe_zero,
intervalIntegral.integral_same, sub_zero, NNReal.coe_one, one_mul,
NNReal.dist_eq, abs_of_nonneg t.coe_nonneg] using hω'.dist_le_mul t 0
rw [hxω, hxω']
have heq : (w ω + nnrealTimePrimitive m t ω) -
(w ω + nnrealTimePrimitive m' t ω) =
nnrealTimePrimitive m t ω - nnrealTimePrimitive m' t ω := by ring
rw [heq]
exact (abs_sub _ _).trans (by linarith)
theorem HasFreeIsingLaw.gaussianPosteriorField_copy_bound
{Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P]
{d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
(t : ℝ≥0) (v : TreeVertex d)
{q q' : Ω → (TreeVertex d → IsingSpin) × (TreeVertex d → ℝ)}
(hq : MeasurePreserving q P (μ.prod (gaussianNoiseLaw (TreeVertex d) t)))
(hq' : MeasurePreserving q' P (μ.prod (gaussianNoiseLaw (TreeVertex d) t)))
{F G : Filtration ℝ≥0 mΩ} {m m' : ℝ≥0 → Ω → ℝ}
(hm : IsStronglyProgressive F m) (hm' : IsStronglyProgressive G m')
(hb : ∀ s, ∀ᵐ ω ∂P, |m s ω| ≤ 1)
(hb' : ∀ s, ∀ᵐ ω ∂P, |m' s ω| ≤ 1)
{w : Ω → ℝ}
(hx : ∀ᵐ ω ∂P, observation t (q ω) v = w ω + nnrealTimePrimitive m t ω)
(hx' : ∀ᵐ ω ∂P, observation t (q' ω) v = w ω + nnrealTimePrimitive m' t ω) :
∀ᵐ ω ∂P, |gaussianPosteriorField μ t v (q ω) -
gaussianPosteriorField μ t v (q' ω)| ≤ 2 * (t : ℝ) + 2 * (d : ℝ) * beta := by
have hobs := ae_observation_sub_bound_of_shared_progressive_innovation
hm hm' hb hb' t hx hx'
have hfield := hμ.gaussian_posterior_field_bound hbeta t v
have hleft := hq.quasiMeasurePreserving.ae hfield
have hright := hq'.quasiMeasurePreserving.ae hfield
filter_upwards [hobs, hleft, hright] with ω hobsω hl hr
have hlb := hl.2
have hrb := hr.2
change |gaussianPosteriorField μ t v (q ω) - observation t (q ω) v| ≤
(d : ℝ) * beta at hlb
change |gaussianPosteriorField μ t v (q' ω) - observation t (q' ω) v| ≤
(d : ℝ) * beta at hrb
have htriangle := abs_sub_le (gaussianPosteriorField μ t v (q ω))
(observation t (q ω) v) (gaussianPosteriorField μ t v (q' ω))
have htriangle' := abs_sub_le (observation t (q ω) v)
(observation t (q' ω) v) (gaussianPosteriorField μ t v (q' ω))
rw [abs_sub_comm (observation t (q' ω) v)] at htriangle'
linarith
theorem HasFreeIsingLaw.gibbsField_bound_of_observation_identDistrib
{Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
{d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
(t : ℝ≥0) (v : TreeVertex d) {X : Ω → TreeVertex d → ℝ}
(hX : IdentDistrib X (observation t) P
(μ.prod (gaussianNoiseLaw (TreeVertex d) t))) :
∀ᵐ ω ∂P, |Real.artanh (infiniteGibbsSpinMean beta v (X ω)) - X ω v| ≤
(d : ℝ) * beta := by
have ha : Measurable Real.artanh := by unfold Real.artanh; fun_prop
have hmeas := (ha.comp (measurable_infiniteGibbsSpinMean beta v)).sub
(measurable_pi_apply v)
apply hX.symm.ae_snd (measurableSet_le hmeas.abs measurable_const)
filter_upwards [hμ.infiniteGibbsSpinMean_eq_posterior t v,
hμ.gaussian_posterior_field_bound hbeta t v] with p heq hp
simp only [Pi.sub_apply, Function.comp_apply]
rw [heq]
exact hp.2
theorem HasFreeIsingLaw.gibbsField_copy_bound_of_shared_innovation
{Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P]
{d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
{F G : Filtration ℝ≥0 mΩ}
{X X' : TreeVertex d → ℝ≥0 → Ω → ℝ}
(hX : ∀ i, IsStronglyProgressive F (X i))
(hX' : ∀ i, IsStronglyProgressive G (X' i))
(t : ℝ≥0) (v : TreeVertex d)
(hlaw : IdentDistrib (fun ω i => X i t ω) (observation t) P
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)))
(hlaw' : IdentDistrib (fun ω i => X' i t ω) (observation t) P
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)))
{w : Ω → ℝ}
(hx : ∀ᵐ ω ∂P, X v t ω = w ω + nnrealTimePrimitive
(fun s p => infiniteGibbsSpinMean beta v (fun i => X i s p)) t ω)
(hx' : ∀ᵐ ω ∂P, X' v t ω = w ω + nnrealTimePrimitive
(fun s p => infiniteGibbsSpinMean beta v (fun i => X' i s p)) t ω) :
∀ᵐ ω ∂P,
|Real.artanh (infiniteGibbsSpinMean beta v (fun i => X i t ω)) -
Real.artanh (infiniteGibbsSpinMean beta v (fun i => X' i t ω))| ≤
2 * (t : ℝ) + 2 * (d : ℝ) * beta := by
have hm := isStronglyProgressive_infiniteGibbsSpinMean F beta v X hX
have hm' := isStronglyProgressive_infiniteGibbsSpinMean G beta v X' hX'
have hobs := ae_observation_sub_bound_of_shared_progressive_innovation hm hm'
(fun s => Filter.Eventually.of_forall
(fun p => infiniteGibbsSpinMean_abs_le_one beta v _))
(fun s => Filter.Eventually.of_forall
(fun p => infiniteGibbsSpinMean_abs_le_one beta v _)) t hx hx'
have hl := hμ.gibbsField_bound_of_observation_identDistrib hbeta t v hlaw
have hr := hμ.gibbsField_bound_of_observation_identDistrib hbeta t v hlaw'
filter_upwards [hobs, hl, hr] with ω hobsω hlω hrω
have htriangle := abs_sub_le
(Real.artanh (infiniteGibbsSpinMean beta v (fun i => X i t ω)))
(X v t ω)
(Real.artanh (infiniteGibbsSpinMean beta v (fun i => X' i t ω)))
have htriangle' := abs_sub_le (X v t ω) (X' v t ω)
(Real.artanh (infiniteGibbsSpinMean beta v (fun i => X' i t ω)))
rw [abs_sub_comm (X' v t ω)] at htriangle'
linarith
theorem HasFreeIsingLaw.gibbsField_copy_secondMoment_bounds
{Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P]
{d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
{F G : Filtration ℝ≥0 mΩ}
{X X' : TreeVertex d → ℝ≥0 → Ω → ℝ}
(hX : ∀ i, IsStronglyProgressive F (X i))
(hX' : ∀ i, IsStronglyProgressive G (X' i))
(t : ℝ≥0) (v : TreeVertex d)
(hlaw : IdentDistrib (fun ω i => X i t ω) (observation t) P
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)))
(hlaw' : IdentDistrib (fun ω i => X' i t ω) (observation t) P
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)))
{w : Ω → ℝ}
(hx : ∀ᵐ ω ∂P, X v t ω = w ω + nnrealTimePrimitive
(fun s p => infiniteGibbsSpinMean beta v (fun i => X i s p)) t ω)
(hx' : ∀ᵐ ω ∂P, X' v t ω = w ω + nnrealTimePrimitive
(fun s p => infiniteGibbsSpinMean beta v (fun i => X' i s p)) t ω) :
let U := fun ω =>
Real.artanh (infiniteGibbsSpinMean beta v (fun i => X i t ω)) -
Real.artanh (infiniteGibbsSpinMean beta v (fun i => X' i t ω))
MemLp U 2 P ∧ 0 ≤ (∫ ω, (U ω) ^ 2 ∂P) ∧
(∫ ω, (U ω) ^ 2 ∂P) ≤ (2 * (t : ℝ) + 2 * (d : ℝ) * beta) ^ 2 := by
dsimp only
have hb := hμ.gibbsField_copy_bound_of_shared_innovation hbeta hX hX'
t v hlaw hlaw' hx hx'
have ha : Measurable Real.artanh := by unfold Real.artanh; fun_prop
have hm := isStronglyProgressive_infiniteGibbsSpinMean F beta v X hX
have hm' := isStronglyProgressive_infiniteGibbsSpinMean G beta v X' hX'
have hmeas := (ha.comp (((hm.stronglyAdapted t).mono (F.le t)).measurable)).sub
(ha.comp (((hm'.stronglyAdapted t).mono (G.le t)).measurable))
exact discrepancy_secondMoment_bounds hmeas.aestronglyMeasurable hb
theorem progressive_memLp_two_on_horizon
{Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P]
{F : Filtration ℝ≥0 mΩ} {U : ℝ≥0 → Ω → ℝ}
(hU : IsStronglyProgressive F U) (T : ℝ≥0) (C : ℝ)
(hb : ∀ t ≤ T, ∀ᵐ ω ∂P, |U t ω| ≤ C) :
(∀ᵐ p ∂(volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod P,
|U p.1.toNNReal p.2| ≤ C) ∧
MemLp (fun p : ℝ × Ω => U p.1.toNNReal p.2) 2
((volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod P) := by
let ν : Measure ℝ := volume.restrict (Ioc 0 (T : ℝ))
have hclip : StronglyMeasurable (fun p : ℝ × Ω => U (min p.1.toNNReal T) p.2) :=
(stronglyMeasurable_clipped_nnreal_process hU T).mono
(sup_le_sup le_rfl (MeasurableSpace.comap_mono (F.le T)))
have hbc : ∀ᵐ p ∂ν.prod P, |U (min p.1.toNNReal T) p.2| ≤ C := by
apply (Measure.ae_prod_iff_ae_ae
(measurableSet_le hclip.measurable.abs measurable_const)).2
exact Filter.Eventually.of_forall fun r => hb _ (min_le_right r.toNNReal T)
have hc : MemLp (fun p : ℝ × Ω => U (min p.1.toNNReal T) p.2) 2 (ν.prod P) :=
MemLp.of_bound hclip.aestronglyMeasurable C
(by simpa only [Real.norm_eq_abs] using hbc)
have heq : (fun p : ℝ × Ω => U (min p.1.toNNReal T) p.2) =ᵐ[ν.prod P]
(fun p => U p.1.toNNReal p.2) := by
have hmem : ∀ᵐ p ∂ν.prod P, p.1 ∈ Ioc (0 : ℝ) (T : ℝ) :=
Measure.quasiMeasurePreserving_fst.ae (ae_restrict_mem measurableSet_Ioc)
filter_upwards [hmem] with p hp
have ht : p.1.toNNReal ≤ T := Real.toNNReal_le_iff_le_coe.mpr hp.2
simp only [min_eq_left ht]
refine ⟨?_, MemLp.ae_eq heq hc⟩
filter_upwards [heq, hbc] with p heq hp
rwa [← heq]
theorem HasFreeIsingLaw.gibbsField_copy_joint_bounds
{Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P]
{d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
{F : Filtration ℝ≥0 mΩ}
{X X' : TreeVertex d → ℝ≥0 → Ω → ℝ}
(hX : ∀ i, IsStronglyProgressive F (X i))
(hX' : ∀ i, IsStronglyProgressive F (X' i))
(T : ℝ≥0) (v : TreeVertex d)
(hlaw : ∀ t ≤ T, IdentDistrib (fun ω i => X i t ω) (observation t) P
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)))
(hlaw' : ∀ t ≤ T, IdentDistrib (fun ω i => X' i t ω) (observation t) P
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)))
{W : ℝ≥0 → Ω → ℝ}
(hx : ∀ t ≤ T, ∀ᵐ ω ∂P, X v t ω = W t ω + nnrealTimePrimitive
(fun s p => infiniteGibbsSpinMean beta v (fun i => X i s p)) t ω)
(hx' : ∀ t ≤ T, ∀ᵐ ω ∂P, X' v t ω = W t ω + nnrealTimePrimitive
(fun s p => infiniteGibbsSpinMean beta v (fun i => X' i s p)) t ω) :
let U := fun t ω =>
Real.artanh (infiniteGibbsSpinMean beta v (fun i => X i t ω)) -
Real.artanh (infiniteGibbsSpinMean beta v (fun i => X' i t ω))
(∀ᵐ p ∂(volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod P,
|U p.1.toNNReal p.2| ≤ 2 * (T : ℝ) + 2 * (d : ℝ) * beta) ∧
MemLp (fun p : ℝ × Ω => U p.1.toNNReal p.2) 2
((volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod P) := by
dsimp only
have ha : Measurable Real.artanh := by unfold Real.artanh; fun_prop
have hm := isStronglyProgressive_infiniteGibbsSpinMean F beta v X hX
have hm' := isStronglyProgressive_infiniteGibbsSpinMean F beta v X' hX'
have hU : IsStronglyProgressive F (fun t ω =>
Real.artanh (infiniteGibbsSpinMean beta v (fun i => X i t ω)) -
Real.artanh (infiniteGibbsSpinMean beta v (fun i => X' i t ω))) := by
intro t
exact ((ha.comp (hm t).measurable).sub
(ha.comp (hm' t).measurable)).stronglyMeasurable
apply progressive_memLp_two_on_horizon hU T (2 * (T : ℝ) + 2 * (d : ℝ) * beta)
intro t ht
filter_upwards [hμ.gibbsField_copy_bound_of_shared_innovation hbeta
hX hX' t v (hlaw t ht) (hlaw' t ht) (hx t ht) (hx' t ht)] with ω hω
exact hω.trans (by have htr : (t : ℝ) ≤ T := ht; linarith)
end Problem367
end
end OAI