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2.15 kB
| import OAI.Probability.InvariantIsing.Fields.FieldCanonicalEndpoint | |
| namespace OAI | |
| /-! Exponential endpoint bounds compose additively over Markov kernels. | |
| The proof includes integrability, so no undefined Bochner integral is | |
| used in the recursive Gaussian moment estimates. -/ | |
| noncomputable section | |
| open MeasureTheory ProbabilityTheory | |
| namespace InvariantIsing | |
| theorem kernel_exp_bound_comp (κ η : Kernel ℝ ℝ) [IsMarkovKernel κ] [IsMarkovKernel η] | |
| (t A B : ℝ) | |
| (hκ : ∀ z, Integrable (fun y => Real.exp (t * y)) (κ z) ∧ | |
| (∫ y, Real.exp (t * y) ∂κ z) ≤ Real.exp (t * z + A)) | |
| (hη : ∀ z, Integrable (fun y => Real.exp (t * y)) (η z) ∧ | |
| (∫ y, Real.exp (t * y) ∂η z) ≤ Real.exp (t * z + B)) (z : ℝ) : | |
| Integrable (fun y => Real.exp (t * y)) ((η ∘ₖ κ) z) ∧ | |
| (∫ y, Real.exp (t * y) ∂(η ∘ₖ κ) z) ≤ Real.exp (t * z + A + B) := by | |
| have hm : StronglyMeasurable (fun y : ℝ => Real.exp (t * y)) := by fun_prop | |
| have hH : Integrable (fun x => ∫ y, Real.exp (t * y) ∂η x) (κ z) := by | |
| apply ((hκ z).1.const_mul (Real.exp B)).mono' hm.integral_kernel.aestronglyMeasurable | |
| apply ae_of_all | |
| intro x | |
| rw [Real.norm_eq_abs, abs_of_nonneg (integral_nonneg (fun _ => (Real.exp_pos _).le))] | |
| simpa only [Real.exp_add, mul_comm] using (hη x).2 | |
| have hI : Integrable (fun y => Real.exp (t * y)) ((η ∘ₖ κ) z) := by | |
| apply (ProbabilityTheory.integrable_comp_iff hm.aestronglyMeasurable).mpr | |
| refine ⟨ae_of_all _ (fun x => (hη x).1), ?_⟩ | |
| simpa only [Real.norm_eq_abs, abs_of_pos (Real.exp_pos _)] using hH | |
| refine ⟨hI, ?_⟩ | |
| rw [Kernel.integral_comp hI] | |
| calc | |
| _ ≤ ∫ x, Real.exp B * Real.exp (t * x) ∂κ z := | |
| integral_mono hH ((hκ z).1.const_mul (Real.exp B)) | |
| (fun x => by simpa only [Real.exp_add, mul_comm] using (hη x).2) | |
| _ = Real.exp B * (∫ x, Real.exp (t * x) ∂κ z) := integral_const_mul _ _ | |
| _ ≤ Real.exp B * Real.exp (t * z + A) := | |
| mul_le_mul_of_nonneg_left (hκ z).2 (Real.exp_pos B).le | |
| _ = _ := by rw [← Real.exp_add]; congr 1; ring | |
| end InvariantIsing | |
| end | |
| end OAI | |