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| import OAI.Probability.GaussianReplacement.MixedGeometry | |
| namespace OAI | |
| open MeasureTheory ProbabilityTheory Set Filter | |
| open scoped ENNReal NNReal RealInnerProductSpace Topology | |
| noncomputable section | |
| namespace CurrentProjection | |
| open InnerProductSpace | |
| section GramFactorization | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| {ι : Type*} [Fintype ι] | |
| lemma gram_linear_combination (w : ι → E) (T : Matrix ι ι ℝ) : | |
| Matrix.gram ℝ (fun j => ∑ i, (T i j) • w i) = | |
| T.transpose * Matrix.gram ℝ w * T := by | |
| ext a b | |
| simp only [Matrix.gram_apply, sum_inner, inner_sum, real_inner_smul_left, | |
| real_inner_smul_right, Matrix.mul_apply, Matrix.transpose_apply] | |
| simp only [Finset.sum_mul] | |
| congr 1 | |
| ext j | |
| congr 1 | |
| ext i | |
| ring | |
| variable (n : ℕ) | |
| def gsUpper (v : Fin n → E) : Matrix (Fin n) (Fin n) ℝ := fun i j => | |
| (if i = j then 1 else 0) + | |
| if i < j then ⟪gramSchmidt ℝ v i, v j⟫ / ‖gramSchmidt ℝ v i‖ ^ 2 else 0 | |
| lemma gsUpper_expansion (v : Fin n → E) (j : Fin n) : | |
| ∑ i, (gsUpper n v i j) • gramSchmidt ℝ v i = v j := by | |
| simp only [gsUpper, add_smul, Finset.sum_add_distrib] | |
| simp only [ite_smul, one_smul, zero_smul, Finset.sum_ite_eq', Finset.mem_univ, ite_true] | |
| conv_rhs => rw [gramSchmidt_def'' ℝ v j] | |
| congr 1 | |
| rw [← Finset.sum_filter] | |
| congr 1 | |
| ext i | |
| simp | |
| lemma gsUpper_det (v : Fin n → E) : (gsUpper n v).det = 1 := by | |
| have htri : (gsUpper n v).IsUpperTriangular := by | |
| intro i j hij | |
| change j < i at hij | |
| simp [gsUpper, (ne_of_gt hij), (not_lt_of_ge hij.le)] | |
| rw [Matrix.det_of_isUpperTriangular htri] | |
| simp [gsUpper] | |
| lemma gram_gramSchmidt_diagonal (v : Fin n → E) : | |
| Matrix.gram ℝ (gramSchmidt ℝ v) = Matrix.diagonal (fun i => ‖gramSchmidt ℝ v i‖ ^ 2) := by | |
| ext i j | |
| by_cases hij : i = j | |
| · subst j | |
| simp [Matrix.gram_apply] | |
| · simp [Matrix.gram_apply, hij, | |
| gramSchmidt_orthogonal ℝ v hij] | |
| theorem det_gram_eq_prod_gramSchmidt (v : Fin n → E) : | |
| (Matrix.gram ℝ v).det = ∏ i, ‖gramSchmidt ℝ v i‖ ^ 2 := by | |
| have hv : (fun j => ∑ i, (gsUpper n v i j) • gramSchmidt ℝ v i) = v := | |
| funext (gsUpper_expansion n v) | |
| have h := gram_linear_combination (gramSchmidt ℝ v) (gsUpper n v) | |
| rw [hv] at h | |
| rw [h, Matrix.det_mul, Matrix.det_mul, Matrix.det_transpose, gsUpper_det, | |
| one_mul, mul_one, gram_gramSchmidt_diagonal, Matrix.det_diagonal] | |
| end GramFactorization | |
| section GramDistances | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] {n : ℕ} | |
| omit [FiniteDimensional ℝ E] in | |
| lemma sub_gramSchmidt_mem_span (v : Fin n → E) (j : Fin n) : | |
| v j - gramSchmidt ℝ v j ∈ Submodule.span ℝ (v '' Set.Iio j) := by | |
| rw [← span_gramSchmidt_Iio ℝ v j] | |
| conv => arg 2; lhs; rw [gramSchmidt_def'' ℝ v j] | |
| rw [add_sub_cancel_left] | |
| exact Submodule.sum_mem _ fun i hi => Submodule.smul_mem _ _ | |
| (Submodule.subset_span ⟨i, Finset.mem_Iio.mp hi, rfl⟩) | |
| omit [FiniteDimensional ℝ E] in | |
| lemma gramSchmidt_mem_span_orthogonal (v : Fin n → E) (j : Fin n) : | |
| gramSchmidt ℝ v j ∈ (Submodule.span ℝ (v '' Set.Iio j))ᗮ := by | |
| rw [Submodule.mem_orthogonal'] | |
| intro w hw | |
| induction hw using Submodule.span_induction with | |
| | mem x hx => | |
| rcases hx with ⟨i, hi, rfl⟩ | |
| exact gramSchmidt_inv_triangular ℝ v hi | |
| | zero => simp | |
| | add x y _ _ hx hy => simp [inner_add_right, hx, hy] | |
| | smul c x _ hx => simp [inner_smul_right, hx] | |
| lemma gramSchmidt_eq_sub_starProjection (v : Fin n → E) (j : Fin n) : | |
| gramSchmidt ℝ v j = v j - | |
| (Submodule.span ℝ (v '' Set.Iio j)).starProjection (v j) := by | |
| have h := (Submodule.span ℝ (v '' Set.Iio j)).eq_starProjection_of_mem_orthogonal | |
| (u := v j) (sub_gramSchmidt_mem_span v j) | |
| (by simpa using gramSchmidt_mem_span_orthogonal v j) | |
| rw [h, sub_sub_cancel] | |
| lemma norm_gramSchmidt_eq_infDist (v : Fin n → E) (j : Fin n) : | |
| ‖gramSchmidt ℝ v j‖ = Metric.infDist (v j) | |
| (Submodule.span ℝ (v '' Set.Iio j) : Set E) := by | |
| rw [gramSchmidt_eq_sub_starProjection, Submodule.starProjection_minimal, | |
| Metric.infDist_eq_iInf] | |
| simp only [dist_eq_norm] | |
| rfl | |
| lemma infDist_affine_mk' (p x : E) (K : Submodule ℝ E) : | |
| Metric.infDist x (AffineSubspace.mk' p K : Set E) = | |
| Metric.infDist (x - p) (K : Set E) := by | |
| rw [← EuclideanGeometry.dist_orthogonalProjection_eq_infDist, | |
| EuclideanGeometry.orthogonalProjection_apply_mem _ (AffineSubspace.self_mem_mk' p K), | |
| dist_eq_norm, Metric.infDist_eq_iInf] | |
| simp only [dist_eq_norm] | |
| change ‖x - _‖ = ⨅ y : K, ‖(x - p) - y‖ | |
| rw [← Submodule.starProjection_minimal] | |
| simp only [AffineSubspace.direction_mk', vsub_eq_sub, vadd_eq_add, | |
| Submodule.coe_orthogonalProjectionOnto_apply] | |
| congr 1 | |
| abel | |
| lemma norm_gramSchmidt_sub_eq_affine_infDist (p : E) (t : Fin n → E) (j : Fin n) : | |
| ‖gramSchmidt ℝ (fun i => t i - p) j‖ = | |
| Metric.infDist (t j) (AffineSubspace.mk' p | |
| (Submodule.span ℝ ((fun i => t i - p) '' Set.Iio j)) : Set E) := by | |
| rw [infDist_affine_mk', norm_gramSchmidt_eq_infDist] | |
| omit [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] in | |
| lemma image_Iio_castSucc (v : Fin (n+1) → E) (j : Fin n) : | |
| v '' Set.Iio j.castSucc = (fun i => v i.castSucc) '' Set.Iio j := by | |
| ext x | |
| constructor | |
| · rintro ⟨i, hi, rfl⟩ | |
| have hin : i.val < n := lt_trans hi j.isLt | |
| exact ⟨⟨i.val, hin⟩, hi, rfl⟩ | |
| · rintro ⟨i, hi, rfl⟩ | |
| exact ⟨i.castSucc, hi, rfl⟩ | |
| omit [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] in | |
| lemma image_Iio_last (v : Fin (n+1) → E) : | |
| v '' Set.Iio (Fin.last n) = Set.range (fun i : Fin n => v i.castSucc) := by | |
| ext x | |
| constructor | |
| · rintro ⟨i, hi, rfl⟩ | |
| exact ⟨⟨i.val, hi⟩, rfl⟩ | |
| · rintro ⟨i, rfl⟩ | |
| exact ⟨i.castSucc, i.isLt, rfl⟩ | |
| lemma gramSchmidt_castSucc (v : Fin (n+1) → E) (j : Fin n) : | |
| gramSchmidt ℝ v j.castSucc = gramSchmidt ℝ (fun i => v i.castSucc) j := by | |
| rw [gramSchmidt_eq_sub_starProjection, gramSchmidt_eq_sub_starProjection, | |
| image_Iio_castSucc] | |
| variable [MeasurableSpace E] [BorelSpace E] | |
| lemma measurable_gramSchmidt (j : Fin n) : | |
| Measurable (fun v : Fin n → E => gramSchmidt ℝ v j) := by | |
| refine (wellFounded_lt : WellFounded ((· < ·) : Fin n → Fin n → Prop)).induction | |
| (C := fun j : Fin n => Measurable (fun v : Fin n → E => gramSchmidt ℝ v j)) j ?_ | |
| intro j ih | |
| have heq : (fun v : Fin n → E => gramSchmidt ℝ v j) = | |
| fun v => v j - ∑ i ∈ Finset.Iio j, | |
| (⟪gramSchmidt ℝ v i, v j⟫ / ‖gramSchmidt ℝ v i‖ ^ 2) • gramSchmidt ℝ v i := by | |
| ext v | |
| rw [gramSchmidt_def] | |
| simp only [Submodule.starProjection_singleton] | |
| rfl | |
| rw [heq] | |
| apply (measurable_pi_apply j).sub | |
| apply Finset.measurable_sum | |
| intro i hi | |
| have hi' := ih i (Finset.mem_Iio.mp hi) | |
| exact ((hi'.inner (measurable_pi_apply j)).div (hi'.norm.pow_const 2)).smul hi' | |
| end GramDistances | |
| section PiLast | |
| variable {E : Type*} [MeasurableSpace E] {n : ℕ} (ν : Measure E) [SigmaFinite ν] | |
| lemma lintegral_pi_snoc (f : (Fin (n+1) → E) → ℝ≥0∞) (hf : Measurable f) : | |
| ∫⁻ v, f v ∂Measure.pi (fun _ => ν) = | |
| ∫⁻ v : Fin n → E, ∫⁻ x, f (Fin.snoc v x) ∂ν ∂Measure.pi (fun _ => ν) := by | |
| have hp := (measurePreserving_piFinSuccAbove (fun _ : Fin (n+1) => ν) (Fin.last n)).symm | |
| rw [← hp.lintegral_comp_emb (MeasurableEquiv.measurableEmbedding _) f, | |
| lintegral_prod_symm] | |
| · congr 1 | |
| ext v | |
| congr 1 | |
| ext x | |
| congr 1 | |
| simp only [MeasurableEquiv.piFinSuccAbove_symm_apply, Fin.insertNthEquiv] | |
| exact Fin.insertNth_last' x v | |
| · exact (hf.comp (MeasurableEquiv.measurable _)).aemeasurable | |
| end PiLast | |
| section AePiLast | |
| variable {E : Type*} [MeasurableSpace E] {n : ℕ} (ν : Measure E) [SigmaFinite ν] | |
| lemma ae_pi_snoc {P : (Fin (n+1) → E) → Prop} (hP : MeasurableSet {v | P v}) : | |
| (∀ᵐ v ∂Measure.pi (fun _ => ν), P v) ↔ | |
| ∀ᵐ v : Fin n → E ∂Measure.pi (fun _ => ν), ∀ᵐ x ∂ν, P (Fin.snoc v x) := by | |
| have hp := (measurePreserving_piFinSuccAbove (fun _ : Fin (n+1) => ν) (Fin.last n)).symm | |
| rw [← hp.map_eq, MeasurableEmbedding.ae_map_iff (MeasurableEquiv.measurableEmbedding _)] | |
| have heq : (fun z : E × (Fin n → E) => | |
| (MeasurableEquiv.piFinSuccAbove (fun _ : Fin (n+1) => E) (Fin.last n)).symm z) = | |
| fun z => Fin.snoc z.2 z.1 := by | |
| ext z : 1 | |
| change (Fin.last n).insertNth (α := fun _ => E) z.1 z.2 = _ | |
| exact Fin.insertNth_last' z.1 z.2 | |
| have hm : Measurable (fun z : E × (Fin n → E) => Fin.snoc (α := fun _ => E) z.2 z.1) := by | |
| rw [← heq] | |
| exact hp.measurable | |
| change (∀ᵐ z ∂ν.prod (Measure.pi (fun _ : Fin n => ν)), | |
| P ((fun z => (MeasurableEquiv.piFinSuccAbove (fun _ : Fin (n+1) => E) | |
| (Fin.last n)).symm z) z)) ↔ _ | |
| have hPP : MeasurableSet {z : E × (Fin n → E) | P (Fin.snoc z.2 z.1)} := hP.preimage hm | |
| rw [heq, Measure.ae_prod_iff_ae_ae hPP] | |
| exact Measure.ae_ae_comm hPP | |
| end AePiLast | |
| section ReplicaNondegenerate | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| lemma measurableSet_gramSchmidt_ne_zero (p : E) (n : ℕ) : | |
| MeasurableSet {v : Fin n → E | ∀ i, gramSchmidt ℝ (fun j => v j - p) i ≠ 0} := by | |
| rw [Set.ofPred_forall] | |
| apply MeasurableSet.iInter | |
| intro i | |
| have h := (measurable_gramSchmidt i).comp | |
| (show Measurable (fun v : Fin n → E => fun j => v j - p) by fun_prop) | |
| exact (measurableSet_eq_fun h measurable_const).compl | |
| end ReplicaNondegenerate | |
| section GaussianDomination | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| lemma orthonormal_gaussian_map {n : ℕ} {u : Fin n → E} (hu : Orthonormal ℝ u) : | |
| (stdGaussian E).map (fun x => fun i => ⟪u i, x⟫) = | |
| Measure.pi (fun _ : Fin n => gaussianReal 0 1) := by | |
| let f : E → EuclideanSpace ℝ (Fin n) := fun x => WithLp.toLp 2 (fun i => ⟪u i, x⟫) | |
| have hf : Measurable f := by dsimp [f]; fun_prop | |
| have he : (stdGaussian E).map f = stdGaussian (EuclideanSpace ℝ (Fin n)) := by | |
| apply Measure.ext_of_charFun | |
| ext t | |
| have hi (x : E) : ⟪f x, t⟫ = ⟪x, ∑ i, t i • u i⟫ := by | |
| simp [f, PiLp.inner_apply, inner_sum, inner_smul_right, real_inner_comm x] | |
| have hn : ‖∑ i, t i • u i‖ ^ 2 = ‖t‖ ^ 2 := by | |
| rw [← real_inner_self_eq_norm_sq, hu.inner_sum, EuclideanSpace.real_norm_sq_eq] | |
| simp [pow_two] | |
| rw [charFun_apply, integral_map hf.aemeasurable (by fun_prop)] | |
| simp_rw [hi] | |
| change charFun (stdGaussian E) (∑ i, t i • u i) = _ | |
| rw [charFun_stdGaussian, charFun_stdGaussian] | |
| congr 2 | |
| exact_mod_cast congrArg Neg.neg hn | |
| have h := congrArg (Measure.map (WithLp.ofLp : EuclideanSpace ℝ (Fin n) → (Fin n → ℝ))) he | |
| rw [← map_pi_eq_stdGaussian] at h | |
| simpa [Measure.map_map (WithLp.measurable_ofLp _ _) hf, | |
| Measure.map_map (WithLp.measurable_ofLp _ _) (WithLp.measurable_toLp _ _), | |
| Function.comp_def, f, WithLp.ofLp_toLp, Measure.map_id] using h | |
| lemma gaussianReal_le_volume : gaussianReal 0 1 ≤ (volume : Measure ℝ) := by | |
| rw [gaussianReal_of_var_ne_zero _ (by norm_num)] | |
| conv_rhs => rw [← withDensity_one (μ := (volume : Measure ℝ))] | |
| apply withDensity_mono | |
| filter_upwards [] with x | |
| change ENNReal.ofReal (gaussianPDFReal 0 1 x) ≤ 1 | |
| rw [← ENNReal.ofReal_one] | |
| apply ENNReal.ofReal_le_ofReal | |
| unfold gaussianPDFReal | |
| have hs : 1 ≤ Real.sqrt (2 * Real.pi * (1 : ℝ≥0)) := by | |
| norm_num only [NNReal.coe_one, mul_one] | |
| apply (Real.le_sqrt (by norm_num) (by positivity)).mpr | |
| nlinarith [Real.pi_gt_three] | |
| have he : Real.exp (-(x - 0)^2 / (2 * (1 : ℝ≥0))) ≤ 1 := by | |
| apply Real.exp_le_one_iff.mpr | |
| exact div_nonpos_of_nonpos_of_nonneg (neg_nonpos.mpr (sq_nonneg _)) (by positivity) | |
| exact (mul_le_of_le_one_left (by positivity) (inv_le_one_of_one_le₀ hs)).trans he | |
| lemma measure_pi_mono {ι : Type*} [Fintype ι] {X : ι → Type*} | |
| [∀ i, MeasurableSpace (X i)] {μ ν : ∀ i, Measure (X i)} | |
| (h : ∀ i, μ i ≤ ν i) : Measure.pi μ ≤ Measure.pi ν := by | |
| have ho : OuterMeasure.pi (fun i => (μ i).toOuterMeasure) ≤ | |
| OuterMeasure.pi (fun i => (ν i).toOuterMeasure) := by | |
| apply OuterMeasure.le_pi.mpr | |
| intro s _ | |
| exact (OuterMeasure.pi_pi_le _ s).trans (Finset.prod_le_prod fun i _ => h i (s i)) | |
| apply Measure.le_iff.mpr | |
| intro s hs | |
| rw [Measure.pi_def, Measure.pi_def, toMeasure_apply _ _ hs, toMeasure_apply _ _ hs] | |
| exact ho s | |
| lemma pi_gaussianReal_le_volume (n : ℕ) : | |
| Measure.pi (fun _ : Fin n => gaussianReal 0 1) ≤ (volume : Measure (Fin n → ℝ)) := | |
| measure_pi_mono (fun _ => gaussianReal_le_volume) | |
| lemma gaussian_pairings_le {n : ℕ} (v : Fin n → E) (hv : LinearIndependent ℝ v) : | |
| (stdGaussian E).map (fun x => fun i => ⟪v i, x⟫) ≤ | |
| ENNReal.ofReal ((∏ i, ‖gramSchmidt ℝ v i‖)⁻¹) • | |
| (volume : Measure (Fin n → ℝ)) := by | |
| let u := gramSchmidtNormed ℝ v | |
| let R : Matrix (Fin n) (Fin n) ℝ := | |
| Matrix.diagonal (fun i => ‖gramSchmidt ℝ v i‖) * gsUpper n v | |
| have hu : Orthonormal ℝ u := gramSchmidtNormed_orthonormal hv | |
| have hn (i : Fin n) : ‖gramSchmidt ℝ v i‖ ≠ 0 := | |
| norm_ne_zero_iff.mpr (gramSchmidt_ne_zero i hv) | |
| have hexp (j : Fin n) : ∑ i, R i j • u i = v j := by | |
| rw [← gsUpper_expansion n v j] | |
| apply Finset.sum_congr rfl | |
| intro i _ | |
| simp only [R, u, Matrix.diagonal_mul, gramSchmidtNormed, smul_smul] | |
| congr 1 | |
| simp [hn i, mul_comm] | |
| have hdet : R.transpose.det = ∏ i, ‖gramSchmidt ℝ v i‖ := by | |
| dsimp only [R] | |
| rw [Matrix.det_transpose, Matrix.det_mul, Matrix.det_diagonal, gsUpper_det, mul_one] | |
| have hd : R.transpose.det ≠ 0 := by | |
| rw [hdet] | |
| exact Finset.prod_ne_zero_iff.mpr (fun i _ => hn i) | |
| have hpos : 0 ≤ R.transpose.det := by rw [hdet]; positivity | |
| have hf : Measurable (Matrix.toLin' R.transpose) := | |
| (Matrix.toLin' R.transpose).continuous_of_finiteDimensional.measurable | |
| have heq : (fun x : E => fun j => ⟪v j, x⟫) = | |
| (Matrix.toLin' R.transpose) ∘ (fun x => fun i => ⟪u i, x⟫) := by | |
| funext x j | |
| rw [← hexp j] | |
| simp [Matrix.toLin'_apply, Matrix.mulVec, dotProduct, sum_inner, | |
| inner_smul_left] | |
| rw [heq, ← Measure.map_map hf (by fun_prop), orthonormal_gaussian_map hu] | |
| calc | |
| _ ≤ (volume : Measure (Fin n → ℝ)).map (Matrix.toLin' R.transpose) := | |
| Measure.map_mono (pi_gaussianReal_le_volume n) hf | |
| _ = _ := by | |
| rw [Real.map_matrix_volume_pi_eq_smul_volume_pi hd, | |
| abs_of_nonneg (inv_nonneg.mpr hpos), hdet] | |
| lemma measure_pi_smul {ι : Type*} [Fintype ι] {X : ι → Type*} | |
| [∀ i, MeasurableSpace (X i)] (μ : ∀ i, Measure (X i)) [∀ i, SigmaFinite (μ i)] | |
| (c : ℝ≥0∞) (hc : c ≠ ∞) : | |
| Measure.pi (fun i => c • μ i) = c ^ Fintype.card ι • Measure.pi μ := by | |
| lift c to ℝ≥0 using hc | |
| simp_rw [Measure.coe_nnreal_smul] | |
| apply Measure.pi_eq | |
| intro s _ | |
| simp only [Measure.smul_apply, Measure.pi_pi, ENNReal.smul_def, smul_eq_mul, Finset.prod_mul_distrib, | |
| Finset.prod_const, Finset.card_univ] | |
| lemma gaussian_rows_pairings_le {n : ℕ} (v : Fin n → E) (hv : LinearIndependent ℝ v) | |
| (m : ℕ) : | |
| (Measure.pi (fun _ : Fin m => stdGaussian E)).map | |
| (fun A => fun j i => ⟪v i, A j⟫) ≤ | |
| ENNReal.ofReal ((∏ i, ‖gramSchmidt ℝ v i‖)⁻¹ ^ m) • | |
| (volume : Measure (Fin m → Fin n → ℝ)) := by | |
| rw [Measure.pi_map_pi (fun _ => (by fun_prop : Measurable | |
| (fun x : E => fun i => ⟪v i, x⟫)).aemeasurable)] | |
| have h := measure_pi_mono (fun _ : Fin m => gaussian_pairings_le v hv) | |
| rw [measure_pi_smul _ _ ENNReal.ofReal_ne_top] at h | |
| rw [ENNReal.ofReal_pow (by positivity)] | |
| simpa only [Fintype.card_fin, volume_pi] using h | |
| end GaussianDomination | |
| section ReplicaKernel | |
| variable {X : Type*} [MeasurableSpace X] (μ : Measure X) [SigmaFinite μ] | |
| lemma lintegral_fin_prod (n : ℕ) (f : Fin n → X → ℝ≥0∞) (hf : ∀ i, Measurable (f i)) : | |
| ∫⁻ x : Fin n → X, ∏ i, f i (x i) ∂Measure.pi (fun _ => μ) = | |
| ∏ i, ∫⁻ x, f i x ∂μ := by | |
| induction n with | |
| | zero => simp | |
| | succ n ih => | |
| rw [lintegral_pi_snoc μ _ (by fun_prop)] | |
| simp_rw [Fin.prod_univ_castSucc, Fin.snoc_castSucc, Fin.snoc_last] | |
| simp_rw [lintegral_const_mul _ (hf (Fin.last n))] | |
| rw [lintegral_mul_const _ (by fun_prop), ih _ (fun i => hf i.castSucc)] | |
| lemma lintegral_pow_pi (f : X → ℝ≥0∞) (hf : Measurable f) (n : ℕ) : | |
| (∫⁻ x, f x ∂μ)^n = | |
| ∫⁻ x : Fin n → X, ∏ i, f (x i) ∂Measure.pi (fun _ => μ) := by | |
| rw [lintegral_fin_prod μ n _ (fun _ => hf)] | |
| simp | |
| end ReplicaKernel | |
| end CurrentProjection | |
| end | |
| end OAI | |