roseking's picture
Add lean source and binary files (part 122)
b317718 verified
Raw History Blame Contribute Delete
25.8 kB
import OAI.Probability.GaussianReplacement.FiberModel
namespace OAI
open MeasureTheory ProbabilityTheory Set Filter
open scoped ENNReal NNReal RealInnerProductSpace Topology
noncomputable section
namespace CurrentProjection
open InnerProductSpace
open InformationTheory
section GaussianDirection
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[finiteDimensionalRealE : FiniteDimensional ℝ E] [measurableSpaceE : MeasurableSpace E] [borelSpaceE : BorelSpace E]
def directionComplement (u : E) : E →L[ℝ] E :=
ContinuousLinearMap.id ℝ E - (innerSL ℝ u).smulRight u
omit finiteDimensionalRealE measurableSpaceE borelSpaceE in
lemma directionComplement_apply (u g : E) : directionComplement u g = g - ⟪u,g⟫ • u := rfl
omit finiteDimensionalRealE measurableSpaceE borelSpaceE in
lemma directionComplement_inner (u g y : E) :
⟪y,directionComplement u g⟫ = ⟪y-⟪u,y⟫ • u,g⟫ := by
simp only [directionComplement_apply,inner_sub_right,inner_smul_right,inner_sub_left,
inner_smul_left,conj_trivial,real_inner_comm u y]
ring
lemma gaussian_direction_indep {u : E} (hu : ‖u‖ = 1) :
IndepFun (fun g : E => ⟪u,g⟫) (directionComplement u) (stdGaussian E) := by
have hG := (IsGaussian.hasGaussianLaw_id (μ:=stdGaussian E)).map_fun
((innerSL ℝ u).prod (directionComplement u))
change HasGaussianLaw (fun g : E => (⟪u,g⟫,directionComplement u g)) (stdGaussian E) at hG
apply hG.indepFun_of_covariance_inner
intro x y
have he : (fun g : E => ⟪x,⟪u,g⟫⟫) = fun g => ⟪x • u,g⟫ := by
funext g
simp only [Real.inner_apply,inner_smul_left,conj_trivial]
simp_rw [he,directionComplement_inner]
rw [←covarianceBilin_apply_eq_cov IsGaussian.memLp_two_id,covarianceBilin_stdGaussian]
change ⟪x • u,y-⟪u,y⟫ • u⟫ = 0
simp only [inner_smul_left,conj_trivial,inner_sub_right,inner_smul_right,
real_inner_self_eq_norm_sq,hu,one_pow,mul_one]
ring
lemma gaussian_direction_real {u : E} (hu : ‖u‖ = 1) :
(stdGaussian E).map (fun g => ⟪u,g⟫) = gaussianReal 0 1 := by
have hG := (IsGaussian.hasGaussianLaw_id (μ:=stdGaussian E)).map_fun (innerSL ℝ u)
change HasGaussianLaw (fun g : E => ⟪u,g⟫) (stdGaussian E) at hG
rw [hG.map_eq_gaussianReal]
have hi : (∫ g : E, ⟪u,g⟫ ∂stdGaussian E) = 0 := integral_strongDual_stdGaussian (innerSL ℝ u)
have hv : Var[fun g : E => ⟪u,g⟫; stdGaussian E] = 1 := by
rw [←covariance_self (by fun_prop),←covarianceBilin_apply_eq_cov IsGaussian.memLp_two_id,
covarianceBilin_stdGaussian,innerSL_apply_apply,real_inner_self_eq_norm_sq,hu,one_pow]
simp only [hi,hv,Real.toNNReal_one]
lemma gaussian_direction_split {u : E} (hu : ‖u‖ = 1) :
(stdGaussian E).map (fun g => (⟪u,g⟫,directionComplement u g)) =
(gaussianReal 0 1).prod ((stdGaussian E).map (directionComplement u)) := by
rw [(gaussian_direction_indep hu).map_prod_eq_prod_map_map (by fun_prop) (by fun_prop),
gaussian_direction_real hu]
end GaussianDirection
section GaussianDirectionRows
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
lemma gaussian_direction_rows_split {u : E} (hu : ‖u‖ = 1) (k : ℕ) :
(Measure.pi (fun _ : Fin k => stdGaussian E)).map
(fun G => ((fun i => ⟪u,G i⟫),(fun i => directionComplement u (G i)))) =
(Measure.pi (fun _ : Fin k => gaussianReal 0 1)).prod
(Measure.pi (fun _ : Fin k => (stdGaussian E).map (directionComplement u))) := by
let e := MeasurableEquiv.arrowProdEquivProdArrow ℝ E (Fin k)
have he : (fun G : Fin k→E => ((fun i => ⟪u,G i⟫),(fun i => directionComplement u (G i)))) =
e ∘ (fun G => fun i => (⟪u,G i⟫,directionComplement u (G i))) := rfl
rw [he,←Measure.map_map e.measurable (by fun_prop),
Measure.pi_map_pi (f := fun (_ : Fin k) => fun g : E => (⟪u,g⟫,directionComplement u g))
(μ := fun _ => stdGaussian E) (fun i => by fun_prop)]
simp_rw [gaussian_direction_split hu]
exact (measurePreserving_arrowProdEquivProdArrow ℝ E (Fin k)
(fun _ => gaussianReal 0 1) (fun _ => (stdGaussian E).map (directionComplement u))).map_eq
lemma gaussian_direction_rows_recover {u : E} (hu : ‖u‖ = 1) (k : ℕ) :
((Measure.pi (fun _ : Fin k => gaussianReal 0 1)).prod
(Measure.pi (fun _ : Fin k => (stdGaussian E).map (directionComplement u)))).map
(fun z => fun i => z.1 i • u+z.2 i) = Measure.pi (fun _ : Fin k => stdGaussian E) := by
rw [←gaussian_direction_rows_split hu k,Measure.map_map (by fun_prop) (by fun_prop)]
have he : (fun z : (Fin k→ℝ)×(Fin k→E) => fun i => z.1 i • u+z.2 i) ∘
(fun G : Fin k→E => ((fun i => ⟪u,G i⟫),(fun i => directionComplement u (G i)))) = id := by
funext G i
simp [directionComplement_apply]
rw [he,Measure.map_id]
end GaussianDirectionRows
section FiberAverage
variable {X : Type*} [PseudoMetricSpace X] [MeasurableSpace X] [OpensMeasurableSpace X]
(μ : Measure X)
lemma tendsto_normalized_closedBall {f : X → ℝ≥0∞} {x : X}
(hf : ContinuousAt f x)
(hvol : ∀ r : ℝ, 0 < r → μ (Metric.closedBall x r) ≠ 0 ∧
μ (Metric.closedBall x r) ≠ ∞) :
Tendsto (fun r : ℝ => (μ (Metric.closedBall x r))⁻¹ *
∫⁻ y in Metric.closedBall x r, f y ∂μ) (𝓝[>] 0) (𝓝 (f x)) := by
apply tendsto_order.2
constructor
· intro a ha
obtain ⟨b,hab,hb⟩ := exists_between ha
have hnb : {y | b < f y} ∈ 𝓝 x := hf (Ioi_mem_nhds hb)
have he : ∀ᶠ r in 𝓝[>] (0:ℝ), Metric.closedBall x r ⊆ _ :=
(eventually_closedBall_subset hnb).filter_mono inf_le_left
filter_upwards [he, self_mem_nhdsWithin] with r hr hr0
have hv := hvol r hr0
apply hab.trans_le
calc
b = (μ (Metric.closedBall x r))⁻¹ * (b * μ (Metric.closedBall x r)) := by
rw [mul_left_comm, ENNReal.inv_mul_cancel hv.1 hv.2, mul_one]
_ ≤ _ := mul_le_mul_right (by
rw [←setLIntegral_const]
apply setLIntegral_mono' Metric.isClosed_closedBall.measurableSet
intro y hy
exact (hr hy).le) _
· intro a ha
obtain ⟨b,hb,hba⟩ := exists_between ha
have hnb : {y | f y < b} ∈ 𝓝 x := hf (Iio_mem_nhds hb)
have he : ∀ᶠ r in 𝓝[>] (0:ℝ), Metric.closedBall x r ⊆ _ :=
(eventually_closedBall_subset hnb).filter_mono inf_le_left
filter_upwards [he, self_mem_nhdsWithin] with r hr hr0
have hv := hvol r hr0
apply lt_of_le_of_lt _ hba
calc
_ ≤ (μ (Metric.closedBall x r))⁻¹ * (b * μ (Metric.closedBall x r)) := by
apply mul_le_mul_right
rw [←setLIntegral_const]
apply setLIntegral_mono' Metric.isClosed_closedBall.measurableSet
intro y hy
exact (hr hy).le
_ = b := by rw [mul_left_comm, ENNReal.inv_mul_cancel hv.1 hv.2,mul_one]
end FiberAverage
lemma ennreal_double_mul_le_sq_add (a b : ℝ≥0∞) : 2*(a*b) ≤ a^2+b^2 := by
have h := ENNReal.young_inequality a b Real.HolderConjugate.two_two
norm_num only [ENNReal.rpow_two,ENNReal.ofReal_ofNat] at h
calc
_ ≤ 2*(a^2/2+b^2/2) := mul_le_mul_right h 2
_ = _ := by
rw [mul_add,div_eq_mul_inv,div_eq_mul_inv]
rw [mul_left_comm 2, mul_left_comm 2]
rw [ENNReal.mul_inv_cancel (by norm_num) (by norm_num)]
simp
lemma cube_energy_contraction {k : ℕ} (p K : (Fin k → ℝ) → ℝ≥0∞)
(hp : Measurable p) (hK : Measurable K) (hKn : ∫⁻ z, K z = 1) :
(∫⁻ x, ∫⁻ y, p x*p y*K (y-x)) ≤ ∫⁻ x, p x^2 := by
have hA : (∫⁻ x, ∫⁻ y, p x^2*K (y-x)) = ∫⁻ x, p x^2 := by
congr 1
funext x
rw [lintegral_const_mul _ (show Measurable (fun y => K (y-x)) by fun_prop),
lintegral_sub_right_eq_self,hKn,mul_one]
have hB : (∫⁻ x, ∫⁻ y, p y^2*K (y-x)) = ∫⁻ y, p y^2 := by
rw [lintegral_lintegral_swap (by fun_prop)]
congr 1
funext y
rw [lintegral_const_mul _ (show Measurable (fun x => K (y-x)) by fun_prop),
lintegral_sub_left_eq_self,hKn,mul_one]
have he : 2*(∫⁻ x, ∫⁻ y, p x*p y*K (y-x)) ≤ 2*(∫⁻ x, p x^2) := by
calc
_ = ∫⁻ x, ∫⁻ y, 2*(p x*p y)*K (y-x) := by
simp_rw [mul_assoc,lintegral_const_mul' (2:ℝ≥0∞) _ (by norm_num)]
_ ≤ ∫⁻ x, ∫⁻ y, (p x^2+p y^2)*K (y-x) := by
apply lintegral_mono
intro x
apply lintegral_mono
intro y
exact mul_le_mul_left (ennreal_double_mul_le_sq_add _ _) _
_ = (∫⁻ x, ∫⁻ y, p x^2*K (y-x)) + (∫⁻ x, ∫⁻ y, p y^2*K (y-x)) := by
simp_rw [add_mul]
rw [show (fun x => ∫⁻ y, p x^2*K (y-x)+p y^2*K (y-x)) =
(fun x => (∫⁻ y, p x^2*K (y-x))+(∫⁻ y, p y^2*K (y-x))) by
funext x; exact lintegral_add_left (by fun_prop) _]
exact lintegral_add_left (by fun_prop) _
_ = _ := by rw [hA,hB,two_mul]
exact (ENNReal.mul_le_mul_iff_right (by norm_num : (2:ℝ≥0∞) ≠ 0) (by norm_num)).mp he
lemma continuous_lintegral_bounded {A X : Type*} [TopologicalSpace A] [FirstCountableTopology A]
[MeasurableSpace X] {μ : Measure X} [IsFiniteMeasure μ]
(f : A → X → ℝ≥0∞) (hf : ∀ x, Continuous (fun a => f a x))
(hm : ∀ a, Measurable (f a)) (M : ℝ≥0∞) (hM : M ≠ ∞)
(hb : ∀ a x, f a x ≤ M) : Continuous (fun a => ∫⁻ x, f a x ∂μ) := by
apply continuous_iff_continuousAt.2
intro a
exact tendsto_lintegral_filter_of_dominated_convergence (fun _ => M)
(Eventually.of_forall hm) (Eventually.of_forall (fun a => ae_of_all _ (hb a)))
(by simp only [lintegral_const]; exact ENNReal.mul_ne_top hM (measure_ne_top _ _))
(ae_of_all _ (fun x => (hf x).continuousAt))
lemma tendsto_scaled_cube_average {k : ℕ} (F : (Fin k→ℝ) → ℝ≥0∞)
(hF : ContinuousAt F 0) {r : ℝ} (hr : 0 < r) :
Tendsto (fun δ : ℝ => ENNReal.ofReal ((2*δ)⁻¹ ^ k) *
∫⁻ z in Metric.closedBall (0 : Fin k→ℝ) (δ/r), F z)
(𝓝[>] 0) (𝓝 (ENNReal.ofReal (r⁻¹ ^ k) * F 0)) := by
have hv : ∀ a : ℝ, 0 < a →
(volume : Measure (Fin k→ℝ)) (Metric.closedBall 0 a) ≠ 0 ∧
(volume : Measure (Fin k→ℝ)) (Metric.closedBall 0 a) ≠ ∞ := by
intro a ha
rw [Real.volume_pi_closedBall 0 ha.le]
constructor
· exact (ENNReal.ofReal_pos.mpr (by positivity)).ne'
· exact ENNReal.ofReal_ne_top
have hz : Tendsto (fun δ : ℝ => δ/r) (𝓝[>] (0:ℝ)) (𝓝 (0/r)) :=
((tendsto_id : Tendsto (fun δ : ℝ => δ) (𝓝 (0:ℝ)) (𝓝 (0:ℝ))).mono_left
(show 𝓝[>] (0:ℝ) ≤ 𝓝 (0:ℝ) from inf_le_left)).div_const r
rw [zero_div] at hz
have ht := (tendsto_normalized_closedBall volume hF hv).comp
(show Tendsto (fun δ : ℝ => δ/r) (𝓝[>] 0) (𝓝[>] 0) from
tendsto_nhdsWithin_iff.2 ⟨hz,
by filter_upwards [self_mem_nhdsWithin] with δ hδ; exact div_pos hδ hr⟩)
have ht' := ENNReal.Tendsto.const_mul ht (Or.inr (ENNReal.ofReal_ne_top : ENNReal.ofReal (r⁻¹ ^ k) ≠ ∞))
apply ht'.congr'
filter_upwards [self_mem_nhdsWithin] with δ hδ
change 0 < δ at hδ
dsimp only [Function.comp_def]
rw [Real.volume_pi_closedBall 0 (div_nonneg hδ.le hr.le)]
simp only [Fintype.card_fin]
rw [←mul_assoc]
congr 1
rw [←ENNReal.ofReal_inv_of_pos (by positivity : (0:ℝ) < (2*(δ/r))^k),
←ENNReal.ofReal_mul (by positivity)]
congr 1
simp only [inv_pow]
rw [←mul_inv_rev,←mul_pow]
congr 2
field_simp
section GaussianSlab
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[finiteDimensionalRealE : FiniteDimensional ℝ E] [measurableSpaceE : MeasurableSpace E] [borelSpaceE : BorelSpace E]
def gaussianReconstruct (u : E) {k : ℕ} (zG : (Fin k→ℝ)×(Fin k→E)) : Fin k→E :=
fun i => zG.1 i • u + directionComplement u (zG.2 i)
lemma gaussian_reconstruct_law {u : E} (hu : ‖u‖ = 1) (k : ℕ) :
((Measure.pi (fun _ : Fin k => gaussianReal 0 1)).prod
(Measure.pi (fun _ : Fin k => stdGaussian E))).map (gaussianReconstruct u) =
Measure.pi (fun _ : Fin k => stdGaussian E) := by
have hm : Measurable (fun G : Fin k→E => fun i => directionComplement u (G i)) := by fun_prop
have he := Measure.pi_map_pi (μ := fun _ : Fin k => stdGaussian E)
(f := fun _ => directionComplement u) (fun _ => (directionComplement u).measurable.aemeasurable)
calc
_ = (((Measure.pi (fun _ : Fin k => gaussianReal 0 1)).prod
((Measure.pi (fun _ : Fin k => stdGaussian E)).map
(fun G => fun i => directionComplement u (G i)))).map
(fun z => fun i => z.1 i • u+z.2 i)) := by
rw [show Measure.pi (fun _ : Fin k => gaussianReal 0 1) =
(Measure.pi (fun _ : Fin k => gaussianReal 0 1)).map id by rw [Measure.map_id],
Measure.map_prod_map _ _ measurable_id hm,
Measure.map_map (by fun_prop) (by fun_prop)]
rw [Measure.map_id]
rfl
_ = _ := by rw [he]; exact gaussian_direction_rows_recover hu k
omit finiteDimensionalRealE measurableSpaceE borelSpaceE in
lemma gaussian_reconstruct_pairing {u : E} (hu : ‖u‖ = 1) {k : ℕ}
(zG : (Fin k→ℝ)×(Fin k→E)) (i : Fin k) :
⟪u,gaussianReconstruct u zG i⟫ = zG.1 i := by
simp [gaussianReconstruct,directionComplement_apply,inner_add_right,
inner_sub_right,inner_smul_right,hu]
lemma continuous_gaussian_slice {u : E} {k : ℕ} (H : BoundedContinuousFunction (Fin k→E) ℝ≥0) :
Continuous (fun z : Fin k→ℝ => ∫⁻ G : Fin k→E,
(H (gaussianReconstruct u (z,G)) : ℝ≥0∞) ∂Measure.pi (fun _ => stdGaussian E)) := by
apply continuous_lintegral_bounded _ (fun G => by
apply ENNReal.continuous_coe.comp
exact H.continuous.comp (by unfold gaussianReconstruct; fun_prop))
(fun z => by apply ENNReal.continuous_coe.measurable.comp
exact H.continuous.measurable.comp (by unfold gaussianReconstruct; fun_prop))
((nndist H 0 : ℝ≥0) : ℝ≥0∞) ENNReal.coe_ne_top
intro z G
apply ENNReal.coe_le_coe.mpr
simpa using (BoundedContinuousFunction.nndist_coe_le_nndist (f:=H) (g:=0) (gaussianReconstruct u (z,G)))
end GaussianSlab
def fiberEnergyBound (d : ℕ) : ℝ≥0∞ := momentConstant 9 d (3*4^d) (3*4^d)
lemma fiberEnergyBound_ne_top (d : ℕ) : fiberEnergyBound d ≠ ∞ := ENNReal.ofReal_ne_top
lemma uniformSphere_ae_ne {d : ℕ} (hd : 2 ≤ d) (s : Sphere d) :
∀ᵐ t ∂uniformSphere d, t ≠ s := by
have hz := (uniformSphere_growth (by omega : 1 ≤ d) (le_refl (d-1))).sphereLift.affine_span_null
(by positivity) (⊥ : Submodule ℝ (Vector d)) (s:Vector d) (by simp; omega)
(sphereLift_ae_norm_sub_le (uniformSphere d) s)
simp only [Submodule.mem_bot,sub_eq_zero] at hz
rw [sphereLift,Measure.map_apply continuous_subtype_val.measurable (show MeasurableSet {u : Vector d | u = (s:Vector d)} from isClosed_eq continuous_id continuous_const |>.measurableSet)] at hz
simpa only [ae_iff,not_not,Set.preimage_ofPred_eq,Subtype.val_inj] using hz
lemma spherical_inverse_bound {d k : ℕ} (hk : 1 ≤ k) (hkd : k < d-1)
(s : Sphere d) :
(∫⁻ t : Sphere d, ENNReal.ofReal (‖(t:Vector d)-(s:Vector d)‖⁻¹ ^ k)
∂uniformSphere d) ≤ fiberEnergyBound d := by
have hB : AmbientGrowth (sphereLift (uniformSphere d)) (0+k) (3*4^d) := by
simpa only [zero_add] using (uniformSphere_growth (by omega : 1 ≤ d) hkd.le).sphereLift
have hh := hB.mixed_inverse_uniform
((uniformSphere_growth (by omega : 1 ≤ d) (le_refl (d-1))).sphereLift)
(by positivity) (by positivity) (m:=0) (by simpa using hkd) (Nat.sub_le d 1)
(⊥ : Submodule ℝ (Vector d)) (s:Vector d) (by simpa using hk)
(sphereLift_ae_norm_sub_le (uniformSphere d) s)
rw [sphereLift,lintegral_map (measurable_mixedInverse _ _ _ _) continuous_subtype_val.measurable] at hh
simpa only [mixedInverse,pow_zero,mul_one,fiberEnergyBound] using hh
lemma spherical_cube_expectation {d k : ℕ} (hk : 1 ≤ k) (hkd : k < d-1)
(s : Sphere d) {δ : ℝ} (hδ : 0 < δ) :
(∫⁻ C, cubeAverage (uniformSphere d) C (label C (s:Vector d)) δ
∂gaussianRows k d) ≤ fiberEnergyBound d := by
have he : ∀ C : Rows k d, cubeAverage (uniformSphere d) C (label C (s:Vector d)) δ =
∫⁻ t : Sphere d, rowKernel (cubeKernel δ) (s:Vector d) (t:Vector d) C ∂uniformSphere d := by
intro C
rw [cubeAverage_eq_kernel _ _ hδ.le,sphereLift,
lintegral_map (measurable_rowKernel_left _ (measurable_cubeKernel δ) _ _ C)
continuous_subtype_val.measurable]
simp_rw [he]
have hK := measurable_cubeKernel δ
rw [lintegral_lintegral_swap (by dsimp [rowKernel]; fun_prop)]
apply le_trans _ (spherical_inverse_bound hk hkd s)
apply lintegral_mono_ae
filter_upwards [uniformSphere_ae_ne (by omega) s] with t ht
exact gaussian_fresh_kernel_bound (cubeKernel δ) (measurable_cubeKernel δ)
(lintegral_cubeKernel hδ) k (s:Vector d) (t:Vector d) (Subtype.coe_injective.ne ht)
lemma spherical_extended_energy {d k : ℕ} (hk : 1 ≤ k) (hkd : k < d-1) :
(∫⁻ z : Rows k d×Sphere d,
extendedCubeDensity (uniformSphere d) z.1 (label z.1 (z.2:Vector d))
∂(gaussianRows k d).prod (uniformSphere d)) ≤ fiberEnergyBound d := by
let : IsProbabilityMeasure (uniformSphere d) := uniformSphere_probability_of_pos (by omega)
change (∫⁻ z, liminf (fun j : ℕ => cubeAverage (uniformSphere d) z.1
(label z.1 (z.2:Vector d)) (1/(j:ℝ))) atTop
∂(gaussianRows k d).prod (uniformSphere d)) ≤ _
apply (lintegral_liminf_le (fun j => measurable_own_cube (uniformSphere d) _)).trans
apply liminf_le_of_frequently_le'
apply Eventually.frequently
filter_upwards [eventually_ge_atTop 1] with j hj
rw [lintegral_prod _ (measurable_own_cube (k:=k) (uniformSphere d) _).aemeasurable,
lintegral_lintegral_swap (measurable_own_cube (k:=k) (uniformSphere d) _).aemeasurable]
calc
_ ≤ ∫⁻ s : Sphere d, fiberEnergyBound d ∂uniformSphere d := by
apply lintegral_mono
intro s
exact spherical_cube_expectation hk hkd s (by positivity)
_ = _ := by simp
lemma spherical_projection_ac {d k : ℕ} (hk : 1 ≤ k) (hkd : k < d-1) :
∀ᵐ C ∂gaussianRows k d, labelLaw (uniformSphere d) C ≪ volume := by
have hf := ae_lt_top (measurable_own_extended (k:=k) (uniformSphere d))
(ne_of_lt (lt_of_le_of_lt (spherical_extended_energy hk hkd) (lt_top_iff_ne_top.mpr (fiberEnergyBound_ne_top d))))
have hff := Measure.ae_ae_of_ae_prod hf
filter_upwards [hff] with C hC
exact labelLaw_ac_of_finite_extended (uniformSphere d) C hC
lemma projection_convolution_contraction {k : ℕ} (μ : Measure (Fin k→ℝ))
(p K : (Fin k→ℝ) → ℝ≥0∞) (hp : Measurable p) (hK : Measurable K)
(hμ : volume.withDensity p = μ) (hKn : ∫⁻ z, K z = 1) :
(∫⁻ x, ∫⁻ y, K (y-x) ∂μ ∂μ) ≤ ∫⁻ x, p x ∂μ := by
rw [←hμ]
have hi (x : Fin k→ℝ) : (∫⁻ y, K (y-x) ∂volume.withDensity p) =
∫⁻ y, p y*K (y-x) := by
exact lintegral_withDensity_eq_lintegral_mul _ hp (by fun_prop)
simp_rw [hi]
rw [lintegral_withDensity_eq_lintegral_mul _ hp (by fun_prop),
lintegral_withDensity_eq_lintegral_mul _ hp hp]
simp only [Pi.mul_apply]
have he : (∫⁻ x, p x*(∫⁻ y, p y*K (y-x))) =
∫⁻ x, ∫⁻ y, p x*p y*K (y-x) := by
congr 1
funext x
rw [←lintegral_const_mul _ (show Measurable (fun y => p y*K (y-x)) by fun_prop)]
simp only [mul_assoc]
rw [he]
simpa only [pow_two] using cube_energy_contraction p K hp hK hKn
lemma cubeVectorKernel_normalized {k : ℕ} {δ : ℝ} (hδ : 0 < δ) :
(∫⁻ z : Fin k→ℝ, ∏ i, cubeKernel δ (z i)) = 1 := by
rw [volume_pi,lintegral_fin_prod (volume : Measure ℝ) k (fun _ => cubeKernel δ) (fun _ => (measurable_cubeKernel δ))]
simp [lintegral_cubeKernel hδ]
lemma cubeAverage_labelKernel {d k : ℕ} (ρ : Measure (Sphere d)) (C : Rows k d)
{δ : ℝ} (hδ : 0 < δ) (s : Sphere d) :
cubeAverage ρ C (label C (s:Vector d)) δ =
∫⁻ y, ∏ i, cubeKernel δ (y i-label C (s:Vector d) i) ∂labelLaw ρ C := by
rw [cubeAverage_eq_kernel _ _ hδ.le,sphereLift,labelLaw,
lintegral_map (measurable_rowKernel_left _ (measurable_cubeKernel δ) _ _ C) continuous_subtype_val.measurable,
lintegral_map (by have := measurable_cubeKernel δ; fun_prop) (by unfold label; fun_prop)]
congr 1
funext t
simp only [rowKernel,label,inner_sub_left]
lemma spherical_cube_energy_eq {d k : ℕ} (ρ : Measure (Sphere d)) [IsFiniteMeasure ρ]
(C : Rows k d) {δ : ℝ} (hδ : 0 < δ) :
(∫⁻ s : Sphere d, cubeAverage ρ C (label C (s:Vector d)) δ ∂ρ) =
∫⁻ x, ∫⁻ y, (∏ i, cubeKernel δ ((y-x) i)) ∂labelLaw ρ C ∂labelLaw ρ C := by
have hK : Measurable (fun z : Fin k→ℝ => ∏ i, cubeKernel δ (z i)) := by
have := measurable_cubeKernel δ
fun_prop
have hf : Measurable (fun s : Sphere d => label C (s:Vector d)) := by unfold label; fun_prop
have hm : Measurable (fun x : Fin k→ℝ => ∫⁻ y,
(∏ i, cubeKernel δ ((y-x) i)) ∂labelLaw ρ C) :=
Measurable.lintegral_prod_right (hK.comp (measurable_snd.sub measurable_fst))
calc
_ = ∫⁻ s : Sphere d, ∫⁻ y, (∏ i, cubeKernel δ ((y-label C (s:Vector d)) i)) ∂labelLaw ρ C ∂ρ := by
apply lintegral_congr
intro s
exact cubeAverage_labelKernel ρ C hδ s
_ = _ := (lintegral_map hm hf).symm
lemma lintegral_labelLaw {d k : ℕ} (ρ : Measure (Sphere d)) (C : Rows k d)
(f : (Fin k→ℝ) → ℝ≥0∞) (hf : Measurable f) :
(∫⁻ y, f y ∂labelLaw ρ C) = ∫⁻ s : Sphere d, f (label C (s:Vector d)) ∂ρ :=
lintegral_map hf (by unfold label; fun_prop)
lemma spherical_cube_energy_le {d k : ℕ} (ρ : Measure (Sphere d)) [IsFiniteMeasure ρ]
(C : Rows k d) (hC : labelLaw ρ C ≪ volume) {δ : ℝ} (hδ : 0 < δ) :
(∫⁻ s : Sphere d, cubeAverage ρ C (label C (s:Vector d)) δ ∂ρ) ≤
∫⁻ s : Sphere d, exactDensity ρ C (label C (s:Vector d)) ∂ρ := by
have hpair : Measurable (fun y : Fin k→ℝ => (C,y)) := measurable_const.prodMk measurable_id
have hp := (measurable_exactDensity (k:=k) ρ).comp hpair
change Measurable (fun y : Fin k→ℝ => exactDensity ρ C y) at hp
have hK : Measurable (fun z : Fin k→ℝ => ∏ i, cubeKernel δ (z i)) := by
have := measurable_cubeKernel δ
fun_prop
rw [spherical_cube_energy_eq ρ C hδ]
calc
_ ≤ ∫⁻ y, exactDensity ρ C y ∂labelLaw ρ C :=
projection_convolution_contraction (labelLaw ρ C) (fun y => exactDensity ρ C y)
(fun z => ∏ i, cubeKernel δ (z i)) hp hK
(labelLaw_withDensity_exact ρ C hC) (cubeVectorKernel_normalized (k:=k) hδ)
_ = _ := lintegral_labelLaw ρ C _ hp
lemma spherical_quadratic_limit {d k : ℕ} (ρ : Measure (Sphere d)) [IsFiniteMeasure ρ]
(H : BoundedContinuousFunction (Rows k d) ℝ≥0)
(hAC : ∀ᵐ C ∂gaussianRows k d, labelLaw ρ C ≪ volume) :
Tendsto (fun j : ℕ => ∫⁻ z : Rows k d×Sphere d,
(H z.1 : ℝ≥0∞)*cubeAverage ρ z.1 (label z.1 (z.2:Vector d)) (1/(j:ℝ))
∂(gaussianRows k d).prod ρ) atTop
(𝓝 (∫⁻ z : Rows k d×Sphere d, (H z.1 : ℝ≥0∞)*exactDensity ρ z.1 (label z.1 (z.2:Vector d))
∂(gaussianRows k d).prod ρ)) := by
have hH : Measurable (fun C => (H C : ℝ≥0∞)) := ENNReal.continuous_coe.measurable.comp H.continuous.measurable
have hm (j : ℕ) : Measurable (fun z : Rows k d×Sphere d =>
(H z.1 : ℝ≥0∞)*cubeAverage ρ z.1 (label z.1 (z.2:Vector d)) (1/(j:ℝ))) :=
(hH.comp measurable_fst).mul (measurable_own_cube ρ _)
have hlim : ∀ᵐ z : Rows k d×Sphere d ∂(gaussianRows k d).prod ρ,
Tendsto (fun j : ℕ => cubeAverage ρ z.1 (label z.1 (z.2:Vector d)) (1/(j:ℝ)))
atTop (𝓝 (exactDensity ρ z.1 (label z.1 (z.2:Vector d)))) := by
apply (Measure.ae_prod_iff_ae_ae (measurableSet_tendsto_fun
(fun j : ℕ => measurable_own_cube (k:=k) ρ (1/(j:ℝ))) (measurable_own_exact ρ))).mpr
filter_upwards [hAC] with C hC
exact ae_of_ae_map (by unfold label; fun_prop) (hC.ae_le (volume_ae_cube_limit ρ C))
have hlow : (∫⁻ z : Rows k d×Sphere d, (H z.1 : ℝ≥0∞)*exactDensity ρ z.1 (label z.1 (z.2:Vector d))
∂(gaussianRows k d).prod ρ) ≤
liminf (fun j : ℕ => ∫⁻ z : Rows k d×Sphere d,
(H z.1 : ℝ≥0∞)*cubeAverage ρ z.1 (label z.1 (z.2:Vector d)) (1/(j:ℝ))
∂(gaussianRows k d).prod ρ) atTop := by
calc
_ = ∫⁻ z : Rows k d×Sphere d, liminf (fun j : ℕ =>
(H z.1 : ℝ≥0∞)*cubeAverage ρ z.1 (label z.1 (z.2:Vector d)) (1/(j:ℝ))) atTop
∂(gaussianRows k d).prod ρ := by
apply lintegral_congr_ae
filter_upwards [hlim] with z hz
exact (ENNReal.Tendsto.const_mul hz (Or.inr ENNReal.coe_ne_top)).liminf_eq.symm
_ ≤ _ := lintegral_liminf_le hm
apply tendsto_of_le_liminf_of_limsup_le hlow
apply limsup_le_of_le (by isBoundedDefault)
filter_upwards [eventually_ge_atTop 1] with j hj
have hmExact : Measurable (fun z : Rows k d×Sphere d =>
(H z.1 : ℝ≥0∞)*exactDensity ρ z.1 (label z.1 (z.2:Vector d))) :=
(hH.comp measurable_fst).mul (measurable_own_exact ρ)
rw [lintegral_prod _ (hm j).aemeasurable,lintegral_prod _ hmExact.aemeasurable]
apply lintegral_mono_ae
filter_upwards [hAC] with C hC
rw [lintegral_const_mul' _ _ ENNReal.coe_ne_top,lintegral_const_mul' _ _ ENNReal.coe_ne_top]
exact mul_le_mul_right (spherical_cube_energy_le ρ C hC (by positivity)) _
end CurrentProjection
end
end OAI