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| import Mathlib | |
| import OAI.Probability.JammingConcavity.SphericalGridDensity | |
| namespace OAI | |
| /-! Row Zero Refinement Closure. -/ | |
| noncomputable section | |
| open MeasureTheory ProbabilityTheory Set | |
| open scoped NNReal ENNReal | |
| open Set Filter | |
| open scoped Topology | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped ENNReal NNReal Topology BigOperators | |
| open MeasureTheory Filter Set | |
| open scoped ENNReal NNReal BigOperators | |
| open MeasureTheory ProbabilityTheory Set Filter | |
| open scoped ENNReal NNReal Topology | |
| open scoped NNReal ENNReal Topology | |
| open scoped NNReal Topology | |
| open Set | |
| open Set Filter MeasureTheory | |
| open scoped BigOperators | |
| open scoped Topology NNReal | |
| open scoped Topology BigOperators | |
| open scoped ENNReal NNReal | |
| open MeasureTheory Set | |
| open MeasureTheory ProbabilityTheory | |
| open scoped ENNReal NNReal BigOperators Classical | |
| open Classical | |
| open scoped ENNReal NNReal Topology BigOperators MatrixOrder | |
| open scoped NNReal BigOperators | |
| open MeasureTheory Metric Set | |
| open Metric | |
| open scoped RealInnerProductSpace | |
| open Filter | |
| open Finset Set | |
| open MeasureTheory ProbabilityTheory Filter | |
| open scoped ENNReal NNReal BigOperators Topology | |
| open MeasureTheory ProbabilityTheory Filter Metric | |
| open scoped ENNReal NNReal Topology BigOperators BoundedContinuousFunction | |
| open scoped BigOperators Classical | |
| open scoped ENNReal NNReal Topology BigOperators Matrix MatrixOrder | |
| open scoped BigOperators RealInnerProductSpace | |
| open scoped NNReal Topology BigOperators | |
| open scoped NNReal BigOperators RealInnerProductSpace | |
| open scoped ENNReal NNReal BigOperators MatrixOrder | |
| open scoped MatrixOrder | |
| open scoped NNReal | |
| open scoped BigOperators NNReal | |
| open scoped NNReal ENNReal BigOperators Topology | |
| open scoped Topology ENNReal NNReal | |
| open scoped Matrix.Norms.L2Operator MatrixOrder Topology NNReal ENNReal BigOperators | |
| open scoped Topology ENNReal NNReal BigOperators MatrixOrder Matrix.Norms.L2Operator | |
| open scoped Topology NNReal ENNReal BigOperators | |
| open scoped BigOperators NNReal Topology | |
| open scoped Topology NNReal ENNReal BigOperators MatrixOrder | |
| open scoped Topology NNReal ENNReal BigOperators MatrixOrder Matrix.Norms.L2Operator | |
| open MeasureTheory ProbabilityTheory Set Filter | |
| open scoped Topology NNReal ENNReal BigOperators MatrixOrder | |
| namespace MicroscopicJamming | |
| lemma replica_coordinate_map {Ω S : Type*} [MeasurableSpace Ω] [MeasurableSpace S] | |
| (ν : Measure Ω) [SFinite ν] (G : Kernel Ω S) [IsMarkovKernel G] | |
| {r : ℕ} (i : Fin r) : | |
| (ν ⊗ₘ replicaKernel G r).map (fun z => (z.1,z.2 i)) = ν ⊗ₘ G := by | |
| have he : (replicaKernel G r).map (Function.eval i) = G := by | |
| ext ω : 1 | |
| rw [Kernel.map_apply _ (measurable_pi_apply i)] | |
| rw [replicaKernel_apply] | |
| change (Measure.pi (fun _ : Fin r => G ω)).map (Function.eval i) = G ω | |
| simp [Measure.pi_map_eval] | |
| calc | |
| _ = ν ⊗ₘ ((replicaKernel G r).map (Function.eval i)) := | |
| (Measure.compProd_map (measurable_pi_apply i)).symm | |
| _ = _ := by rw [he] | |
| lemma gaussianAdjunction_constant_snd {A : Type*} [MeasurableSpace A] | |
| (μ : Measure A) [IsProbabilityMeasure μ] (r : ℕ) (C : Matrix (Fin r) (Fin r) ℝ) : | |
| (gaussianAdjunctionMeasure r (fun _ : A => C) μ).map Prod.snd = multivariateGaussian 0 C := by | |
| have hF : Measurable (gaussianAdjunctionMap r (fun _ : A => C)) := by | |
| exact measurable_fst.prodMk ((Matrix.toEuclideanCLM (𝕜 := ℝ) (CFC.sqrt C)).continuous.measurable.comp measurable_snd) | |
| unfold gaussianAdjunctionMeasure | |
| rw [Measure.map_map measurable_snd hF] | |
| change (μ.prod (stdGaussian (EuclideanSpace ℝ (Fin r)))).map | |
| ((Matrix.toEuclideanCLM (𝕜 := ℝ) (CFC.sqrt C)) ∘ Prod.snd) = _ | |
| rw [←Measure.map_map (Matrix.toEuclideanCLM (𝕜 := ℝ) (CFC.sqrt C)).continuous.measurable measurable_snd, | |
| Measure.map_snd_prod] | |
| simp only [measure_univ,one_smul] | |
| unfold multivariateGaussian | |
| simp | |
| lemma rowSingleField_law (ms : List ℝ) (hms : ms.Pairwise (· < ·)) | |
| (hm : ∀ m ∈ ms, 0 < m ∧ m < 1) (d : ℕ → ℝ≥0) (p₀ Δ : ℝ≥0) : | |
| ((rowReplicaEnvironmentLaw ms d p₀) ⊗ₘ rowReplicaKernel ms Δ).map | |
| (rowReplicaSiteField ms.length) = gaussianReal 0 (rowReplicaDiagonal ms.length d p₀ Δ) := by | |
| have : IsProbabilityMeasure (rowReplicaEnvironmentLaw ms d p₀) := by | |
| unfold rowReplicaEnvironmentLaw | |
| infer_instance | |
| let Q := rowReplicaDiagonal ms.length d p₀ Δ | |
| have he := rowReplicaFields_law ms hms hm 1 d p₀ Δ | |
| have hc : rowFullRankCovariance 1 Q (rowCascadeProfile ms d p₀) = | |
| fun _ : RankArray => Matrix.diagonal (fun _ : Fin 1 => (Q:ℝ)) := by | |
| funext U i j | |
| have hij : i=j := Subsingleton.elim _ _ | |
| subst j | |
| simp [rowFullRankCovariance] | |
| rw [hc,gaussianAdjunction_constant_snd] at he | |
| have hproj := congrArg (fun μ : Measure (EuclideanSpace ℝ (Fin 1)) => μ.map (fun x => x 0)) he | |
| have hps : (Matrix.diagonal (fun _ : Fin 1 => (Q:ℝ))).PosSemidef := | |
| Matrix.PosSemidef.diagonal (fun _ => Q.coe_nonneg) | |
| rw [(measurePreserving_eval_multivariateGaussian (μ := (0:EuclideanSpace ℝ (Fin 1))) hps).map_eq] at hproj | |
| rw [Measure.map_map (by fun_prop) (by | |
| apply (WithLp.measurable_toLp 2 _).comp | |
| apply Measurable.of_eval | |
| intro i | |
| exact (measurable_rowReplicaSiteField _).comp (measurable_fst.prodMk ((measurable_pi_apply i).comp measurable_snd)))] at hproj | |
| have hh := congrArg (fun μ : Measure (RowReplicaEnvironment ms.length × RowReplicaSite ms.length) => | |
| μ.map (rowReplicaSiteField ms.length)) | |
| (replica_coordinate_map (rowReplicaEnvironmentLaw ms d p₀) (rowReplicaKernel ms Δ) (0:Fin 1)) | |
| rw [Measure.map_map (measurable_rowReplicaSiteField _) (by fun_prop)] at hh | |
| exact hh.symm.trans (by simpa [Q,Function.comp_def,Matrix.diagonal_apply,rowReplicaKernelView] using hproj) | |
| end MicroscopicJamming | |
| open MeasureTheory ProbabilityTheory Set Filter | |
| open scoped Topology NNReal ENNReal BigOperators | |
| namespace MicroscopicJamming | |
| lemma rowExpAbs_gaussian_integrable {u : ℝ → ℝ} {L H : ℝ} | |
| (hu : RowBoundedTerminal u L H) {a : ℝ} (ha : 0 < a) (Q : ℝ≥0) : | |
| Integrable (fun x => Real.exp (a*|u x|)) (gaussianReal 0 Q) := by | |
| have hg : RowExpGrowth (fun x => Real.exp (a*|u x|)) := by | |
| refine ⟨Real.exp (a*|u 0|),a*L,(Real.exp_pos _).le,mul_nonneg ha.le hu.L_nonneg,fun x => ?_⟩ | |
| rw [abs_of_pos (Real.exp_pos _),←Real.exp_add] | |
| apply Real.exp_le_exp.mpr | |
| have h := mul_le_mul_of_nonneg_left (bounded_deriv_linear hu.diff hu.slope x) ha.le | |
| nlinarith only [h] | |
| have hm : Measurable (fun x => Real.exp (a*|u x|)) := by | |
| exact (hu.diff.continuous.measurable.abs.const_mul a).exp | |
| apply (rowGaussian_integrable Q hm).mpr | |
| simpa only [zero_add] using hg.integrable_affine hm 0 (Real.sqrt Q) | |
| lemma rowUniformMoments {u : ℝ → ℝ} {L H : ℝ} (hu : RowBoundedTerminal u L H) | |
| (Q : ℝ) (P : ℕ → RowFiniteProfile Q) : | |
| ∀ a : ℝ, 0 < a → ∃ C : ℝ, ∀ n, | |
| Integrable (fun z => Real.exp (a*|rowFullPotential (P n).ranks u z|)) | |
| (rowReplicaEnvironmentLaw (P n).ranks (P n).increment (P n).root ⊗ₘ | |
| rowReplicaKernel (P n).ranks (P n).residual) ∧ | |
| (∫ z, Real.exp (a*|rowFullPotential (P n).ranks u z|) | |
| ∂(rowReplicaEnvironmentLaw (P n).ranks (P n).increment (P n).root ⊗ₘ | |
| rowReplicaKernel (P n).ranks (P n).residual)) ≤ C := by | |
| intro a ha | |
| refine ⟨∫ x, Real.exp (a*|u x|) ∂gaussianReal 0 Q.toNNReal,fun n => ?_⟩ | |
| have hd : rowReplicaDiagonal (P n).ranks.length (P n).increment (P n).root (P n).residual = Q.toNNReal := by | |
| apply NNReal.eq | |
| rw [Real.coe_toNNReal _ (by rw [←(P n).diagonal]; positivity)] | |
| exact (P n).diagonal | |
| have hmap := rowSingleField_law (P n).ranks (P n).ordered (P n).valid (P n).increment (P n).root (P n).residual | |
| rw [hd] at hmap | |
| have hm : Measurable (fun x => Real.exp (a*|u x|)) := (hu.diff.continuous.measurable.abs.const_mul a).exp | |
| constructor | |
| · have hi := rowExpAbs_gaussian_integrable hu ha Q.toNNReal | |
| rw [←hmap] at hi | |
| exact (integrable_map_measure hm.aestronglyMeasurable (measurable_rowReplicaSiteField _).aemeasurable).mp hi | |
| · have he := integral_map (μ := rowReplicaEnvironmentLaw (P n).ranks (P n).increment (P n).root ⊗ₘ rowReplicaKernel (P n).ranks (P n).residual) (measurable_rowReplicaSiteField (P n).ranks.length).aemeasurable hm.aestronglyMeasurable | |
| rw [hmap] at he | |
| exact le_of_eq he.symm | |
| end MicroscopicJamming | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped ENNReal NNReal Topology BigOperators | |
| namespace MicroscopicJamming | |
| lemma replica_cauchy_of_uniform_approx (f : ℕ → ℝ) | |
| (h : ∀ ε > 0, ∃ g : ℕ → ℝ, CauchySeq g ∧ ∀ n, |f n - g n| ≤ ε) : | |
| CauchySeq f := by | |
| rw [Metric.cauchySeq_iff] | |
| intro ε hε | |
| obtain ⟨g,hg,he⟩ := h (ε/4) (by positivity) | |
| obtain ⟨N,hN⟩ := Metric.cauchySeq_iff.mp hg (ε/4) (by positivity) | |
| refine ⟨N,fun m hm n hn => ?_⟩ | |
| have hgmn := hN m hm n hn | |
| rw [Real.dist_eq] at hgmn ⊢ | |
| calc | |
| |f m-f n| = |(f m-g m)+(g m-g n)+(g n-f n)| := by congr 1; ring | |
| _ ≤ |f m-g m|+|g m-g n|+|g n-f n| := abs_add_three _ _ _ | |
| _ < ε := by rw [abs_sub_comm (g n)]; linarith [he m,he n] | |
| lemma replica_integrable_of_bound {Ω : Type*} [MeasurableSpace Ω] | |
| {ν : Measure Ω} [IsFiniteMeasure ν] {f : Ω → ℝ} (hf : Measurable f) | |
| {C : ℝ} (hC : ∀ x, |f x| ≤ C) : Integrable f ν := | |
| (integrable_const C).mono' hf.aestronglyMeasurable | |
| (Eventually.of_forall (fun x => by simpa only [Real.norm_eq_abs] using hC x)) | |
| lemma replica_cauchy_polynomial_moments | |
| (Ω : ℕ → Type*) [∀ n, MeasurableSpace (Ω n)] | |
| (ν : ∀ n, Measure (Ω n)) [∀ n, IsProbabilityMeasure (ν n)] | |
| (Z W : ∀ n, Ω n → ℝ) (hZ : ∀ n, Measurable (Z n)) (hW : ∀ n, Measurable (W n)) | |
| {M C : ℝ} (_hM : 0 ≤ M) (hC : 0 ≤ C) | |
| (hz : ∀ n x, |Z n x| ≤ M) (hw : ∀ n x, |W n x| ≤ C) | |
| (hm : ∀ k : ℕ, CauchySeq (fun n => ∫ x, W n x * (Z n x)^k ∂ν n)) | |
| (p : Polynomial ℝ) : | |
| CauchySeq (fun n => ∫ x, W n x * p.eval (Z n x) ∂ν n) := by | |
| have hi (n k : ℕ) : Integrable (fun x => W n x * (Z n x)^k) (ν n) := by | |
| apply replica_integrable_of_bound (C := C*M^k) ((hW n).mul ((hZ n).pow_const k)) | |
| intro x | |
| dsimp only [Pi.mul_apply] | |
| rw [abs_mul,abs_pow] | |
| exact mul_le_mul (hw n x) (pow_le_pow_left₀ (abs_nonneg _) (hz n x) k) | |
| (pow_nonneg (abs_nonneg _) _) hC | |
| choose a ha using fun k => cauchySeq_tendsto_of_complete (hm k) | |
| have hp (n : ℕ) : (∫ x, W n x * p.eval (Z n x) ∂ν n) = | |
| ∑ k ∈ Finset.range (p.natDegree+1), p.coeff k * ∫ x, W n x * (Z n x)^k ∂ν n := by | |
| simp_rw [Polynomial.eval_eq_sum_range,Finset.mul_sum] | |
| rw [integral_finsetSum _ (fun k _ => (hi n k).const_mul (p.coeff k) |>.congr | |
| (Eventually.of_forall fun x => by dsimp; ring))] | |
| apply Finset.sum_congr rfl | |
| intro k hk | |
| rw [←integral_const_mul] | |
| congr 1 | |
| ext x | |
| ring | |
| simp_rw [hp] | |
| exact (tendsto_finsetSum _ (fun k _ => (ha k).const_mul (p.coeff k))).cauchySeq | |
| lemma replica_cauchy_continuous_moments | |
| (Ω : ℕ → Type*) [∀ n, MeasurableSpace (Ω n)] | |
| (ν : ∀ n, Measure (Ω n)) [∀ n, IsProbabilityMeasure (ν n)] | |
| (Z W : ∀ n, Ω n → ℝ) (hZ : ∀ n, Measurable (Z n)) (hW : ∀ n, Measurable (W n)) | |
| {M C a b : ℝ} (hM : 0 ≤ M) (hC : 0 ≤ C) | |
| (hz : ∀ n x, |Z n x| ≤ M) (hw : ∀ n x, |W n x| ≤ C) | |
| (hzI : ∀ n x, Z n x ∈ Set.Icc a b) | |
| (hm : ∀ k : ℕ, CauchySeq (fun n => ∫ x, W n x * (Z n x)^k ∂ν n)) | |
| (f : ℝ → ℝ) (hf : Measurable f) (hfc : ContinuousOn f (Set.Icc a b)) : | |
| CauchySeq (fun n => ∫ x, W n x * f (Z n x) ∂ν n) := by | |
| apply replica_cauchy_of_uniform_approx | |
| intro ε hε | |
| obtain ⟨p,hp⟩ := exists_polynomial_near_of_continuousOn a b f hfc | |
| (ε/(C+1)) (by positivity) | |
| refine ⟨fun n => ∫ x, W n x * p.eval (Z n x) ∂ν n, | |
| replica_cauchy_polynomial_moments Ω ν Z W hZ hW hM hC hz hw hm p,?_⟩ | |
| intro n | |
| have hb : ∀ x, |W n x * (f (Z n x)-p.eval (Z n x))| ≤ ε := by | |
| intro x | |
| rw [abs_mul] | |
| have hx : |f (Z n x)-p.eval (Z n x)| ≤ ε/(C+1) := by | |
| rw [abs_sub_comm]; exact (hp _ (hzI n x)).le | |
| calc | |
| _ ≤ C*(ε/(C+1)) := mul_le_mul (hw n x) hx (abs_nonneg _) hC | |
| _ ≤ ε := by field_simp; nlinarith | |
| have hsmall : Integrable (fun x => W n x * (f (Z n x)-p.eval (Z n x))) (ν n) := | |
| replica_integrable_of_bound ((hW n).mul ((hf.comp (hZ n)).sub | |
| (p.continuous.measurable.comp (hZ n)))) hb | |
| have hpoly : Integrable (fun x => W n x * p.eval (Z n x)) (ν n) := by | |
| obtain ⟨K,hK⟩ := (isCompact_Icc : IsCompact (Set.Icc a b)).exists_bound_of_continuousOn p.continuous.continuousOn | |
| apply replica_integrable_of_bound (C := C*K) ((hW n).mul (p.continuous.measurable.comp (hZ n))) | |
| intro x | |
| dsimp only [Pi.mul_apply,Function.comp_apply] | |
| rw [abs_mul] | |
| exact mul_le_mul (hw n x) (by simpa only [Real.norm_eq_abs] using hK _ (hzI n x)) | |
| (abs_nonneg _) hC | |
| have hfi : Integrable (fun x => W n x * f (Z n x)) (ν n) := | |
| (hsmall.add hpoly).congr (Eventually.of_forall fun x => by dsimp; ring) | |
| rw [←integral_sub hfi hpoly] | |
| calc | |
| _ = |∫ x, W n x * (f (Z n x)-p.eval (Z n x)) ∂ν n| := by congr 2; ext x; ring | |
| _ ≤ ∫ x, |W n x * (f (Z n x)-p.eval (Z n x))| ∂ν n := abs_integral_le_integral_abs | |
| _ ≤ ∫ _ : Ω n, ε ∂ν n := integral_mono hsmall.norm (integrable_const ε) hb | |
| _ = ε := by simp | |
| end MicroscopicJamming | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped ENNReal NNReal Topology BigOperators | |
| namespace MicroscopicJamming | |
| lemma replica_product_between {r : ℕ} (f g : Fin r → ℝ) | |
| (hf : ∀ i, 0 ≤ f i) (hg : ∀ i, 0 ≤ g i) : | |
| |(∏ i, f i)-(∏ i,g i)| ≤ (∏ i,max (f i) (g i))-(∏ i,min (f i) (g i)) := by | |
| have hmn : ∀ i, 0 ≤ min (f i) (g i) := fun i => le_min (hf i) (hg i) | |
| have lf : (∏ i, min (f i) (g i)) ≤ ∏ i, f i := | |
| Finset.prod_le_prod₀ (fun i _ => hmn i) (fun i _ => min_le_left _ _) | |
| have lg : (∏ i, min (f i) (g i)) ≤ ∏ i, g i := | |
| Finset.prod_le_prod₀ (fun i _ => hmn i) (fun i _ => min_le_right _ _) | |
| have uf : (∏ i, f i) ≤ ∏ i, max (f i) (g i) := | |
| Finset.prod_le_prod₀ (fun i _ => hf i) (fun i _ => le_max_left _ _) | |
| have ug : (∏ i, g i) ≤ ∏ i, max (f i) (g i) := | |
| Finset.prod_le_prod₀ (fun i _ => hg i) (fun i _ => le_max_right _ _) | |
| exact abs_le.mpr ⟨by linarith,by linarith⟩ | |
| lemma replica_product_integral_difference | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {f g : S → ℝ} (hf : Integrable f μ) (hg : Integrable g μ) | |
| (hfp : ∀ x, 0 ≤ f x) (hgp : ∀ x, 0 ≤ g x) | |
| (hf1 : ∫ x, f x ∂μ = 1) (hg1 : ∫ x, g x ∂μ = 1) | |
| (r : ℕ) {B : (Fin r → S) → ℝ} (hB : Measurable B) | |
| {K : ℝ} (hK : 0 ≤ K) (hb : ∀ x, |B x| ≤ K) : | |
| |(∫ xs, B xs * ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ))- | |
| (∫ xs, B xs * ∏ i, g (xs i) ∂Measure.pi (fun _ : Fin r => μ))| ≤ | |
| K * (r:ℝ) * (2:ℝ)^(r-1) * ∫ x, |f x-g x| ∂μ := by | |
| let H := ∫ x, max (f x) (g x) ∂μ | |
| let L := ∫ x, min (f x) (g x) ∂μ | |
| have hmax : Integrable (fun x => max (f x) (g x)) μ := hf.sup hg | |
| have hmin : Integrable (fun x => min (f x) (g x)) μ := hf.inf hg | |
| have hL : 0 ≤ L := integral_nonneg (fun x => le_min (hfp x) (hgp x)) | |
| have hLH : L ≤ H := integral_mono hmin hmax (fun x => (min_le_left _ _).trans (le_max_left _ _)) | |
| have hH : H ≤ 2 := by | |
| calc | |
| H ≤ ∫ x, f x+g x ∂μ := integral_mono hmax (hf.add hg) (fun x => max_le (by linarith [hgp x]) (by linarith [hfp x])) | |
| _ = 2 := by rw [integral_add hf hg,hf1,hg1]; norm_num | |
| have hdiff : H-L = ∫ x, |f x-g x| ∂μ := by | |
| rw [←integral_sub hmax hmin] | |
| congr 1 | |
| ext x | |
| simpa only [abs_sub_comm] using max_sub_min_eq_abs (f x) (g x) | |
| have hfi : Integrable (fun xs : Fin r → S => ∏ i, f (xs i)) (Measure.pi (fun _ => μ)) := | |
| Integrable.fintype_prod (fun _ => hf) | |
| have hgi : Integrable (fun xs : Fin r → S => ∏ i, g (xs i)) (Measure.pi (fun _ => μ)) := | |
| Integrable.fintype_prod (fun _ => hg) | |
| have hbi := hfi.bdd_mul hB.aestronglyMeasurable | |
| (Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using hb x) | |
| have hbgi := hgi.bdd_mul hB.aestronglyMeasurable | |
| (Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using hb x) | |
| have hiH : Integrable (fun xs : Fin r → S => ∏ i, max (f (xs i)) (g (xs i))) (Measure.pi (fun _ => μ)) := | |
| Integrable.fintype_prod (fun _ => hmax) | |
| have hiL : Integrable (fun xs : Fin r → S => ∏ i, min (f (xs i)) (g (xs i))) (Measure.pi (fun _ => μ)) := | |
| Integrable.fintype_prod (fun _ => hmin) | |
| have hpoint (xs : Fin r → S) : | |
| |B xs * ∏ i,f (xs i)-B xs * ∏ i,g (xs i)| ≤ | |
| K*((∏ i,max (f (xs i)) (g (xs i)))-(∏ i,min (f (xs i)) (g (xs i)))) := by | |
| rw [←mul_sub,abs_mul] | |
| exact mul_le_mul (hb xs) (replica_product_between _ _ (fun i => hfp _) (fun i => hgp _)) | |
| (abs_nonneg _) hK | |
| have hpp : 0 ≤ H^r-L^r := sub_nonneg.mpr (pow_le_pow_left₀ hL hLH r) | |
| calc | |
| _ = |∫ xs, B xs * ∏ i,f (xs i)-B xs * ∏ i,g (xs i) ∂Measure.pi (fun _ : Fin r => μ)| := | |
| congrArg abs (integral_sub hbi hbgi).symm | |
| _ ≤ ∫ xs, K*((∏ i,max (f (xs i)) (g (xs i)))-(∏ i,min (f (xs i)) (g (xs i)))) | |
| ∂Measure.pi (fun _ : Fin r => μ) := by | |
| simpa only [Real.norm_eq_abs,Pi.sub_apply] using norm_integral_le_of_norm_le (f := fun xs : Fin r → S => B xs * ∏ i,f (xs i)-B xs * ∏ i,g (xs i)) | |
| ((hiH.sub hiL).const_mul K) (Eventually.of_forall fun xs => by simpa only [Real.norm_eq_abs,Pi.sub_apply] using hpoint xs) | |
| _ = K*(H^r-L^r) := by | |
| rw [integral_const_mul,integral_sub hiH hiL, | |
| integral_fintype_prod_eq_pow (fun x => max (f x) (g x)), | |
| integral_fintype_prod_eq_pow (fun x => min (f x) (g x))] | |
| simp only [Fintype.card_fin,H,L] | |
| _ ≤ K*((H-L)*(r:ℝ)*(2:ℝ)^(r-1)) := by | |
| apply mul_le_mul_of_nonneg_left _ hK | |
| calc | |
| H^r-L^r = |H^r-L^r| := (abs_of_nonneg hpp).symm | |
| _ ≤ |H-L| *(r:ℝ)*max |H| |L|^(r-1) := abs_pow_sub_pow_le H L r | |
| _ ≤ (H-L)*(r:ℝ)*(2:ℝ)^(r-1) := by | |
| rw [abs_of_nonneg (sub_nonneg.mpr hLH),abs_of_nonneg (hL.trans hLH),abs_of_nonneg hL,max_eq_left hLH] | |
| gcongr | |
| exact hL.trans hLH | |
| _ = _ := by rw [hdiff]; ring | |
| lemma replica_density_difference | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {f g : S → ℝ} (hf : Integrable f μ) (hg : Integrable g μ) | |
| (hgp : ∀ x, 0 ≤ g x) | |
| (hZ : 0 < ∫ x, f x ∂μ) (hW : 0 < ∫ x, g x ∂μ) : | |
| (∫ x, |f x/(∫ y, f y ∂μ)-g x/(∫ y, g y ∂μ)| ∂μ) ≤ | |
| 2*(∫ x, |f x-g x| ∂μ)/(∫ x, f x ∂μ) := by | |
| let Z := ∫ x, f x ∂μ | |
| let W := ∫ x, g x ∂μ | |
| let δ := ∫ x, |f x-g x| ∂μ | |
| have hpoint (x : S) : |f x/Z-g x/W| ≤ |f x-g x|/Z+g x*|W-Z|/(Z*W) := by | |
| have heq : f x/Z-g x/W = (f x-g x)/Z+g x*(W-Z)/(Z*W) := by | |
| field_simp [show Z ≠ 0 from hZ.ne', show W ≠ 0 from hW.ne']; ring | |
| rw [heq] | |
| calc | |
| _ ≤ |(f x-g x)/Z|+|g x*(W-Z)/(Z*W)| := abs_add_le _ _ | |
| _ = _ := by rw [abs_div,abs_div,abs_mul,abs_mul,abs_of_pos hZ,abs_of_pos hW,abs_of_nonneg (hgp x)] | |
| have hd : Integrable (fun x => |f x-g x|) μ := (hf.sub hg).norm | |
| have hbd : |W-Z| ≤ δ := by | |
| rw [abs_sub_comm] | |
| change |(∫ x, f x ∂μ)-(∫ x,g x ∂μ)| ≤ _ | |
| rw [←integral_sub hf hg] | |
| exact abs_integral_le_integral_abs | |
| calc | |
| (∫ x, |f x/Z-g x/W| ∂μ) ≤ ∫ x, |f x-g x|/Z+g x*|W-Z|/(Z*W) ∂μ := | |
| integral_mono ((hf.div_const Z).sub (hg.div_const W)).norm | |
| ((hd.div_const Z).add ((hg.mul_const |W-Z|).div_const (Z*W))) hpoint | |
| _ = δ/Z+W*|W-Z|/(Z*W) := by | |
| rw [integral_add (hd.div_const Z) ((hg.mul_const |W-Z|).div_const (Z*W)), | |
| integral_div,integral_div,integral_mul_const] | |
| _ = (δ+|W-Z|)/Z := by field_simp [show Z ≠ 0 from hZ.ne', show W ≠ 0 from hW.ne'] | |
| _ ≤ 2*δ/Z := by apply div_le_div_of_nonneg_right _ hZ.le; linarith | |
| lemma replica_normalized_integral_eq | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) (f : S → ℝ) | |
| (r : ℕ) (B : (Fin r → S) → ℝ) (Z : ℝ) : | |
| (∫ xs, B xs * ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ))/Z^r = | |
| ∫ xs, B xs * ∏ i, (f (xs i)/Z) ∂Measure.pi (fun _ : Fin r => μ) := by | |
| rw [←integral_div] | |
| congr 1 | |
| ext xs | |
| simp only [Finset.prod_div_distrib,Finset.prod_const,Finset.card_univ,Fintype.card_fin] | |
| ring | |
| lemma replica_normalized_integral_difference | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {f g : S → ℝ} (hf : Integrable f μ) (hg : Integrable g μ) | |
| (hfp : ∀ x, 0 ≤ f x) (hgp : ∀ x, 0 ≤ g x) | |
| (hZ : 0 < ∫ x, f x ∂μ) (hW : 0 < ∫ x, g x ∂μ) | |
| (r : ℕ) {B : (Fin r → S) → ℝ} (hB : Measurable B) | |
| {K : ℝ} (hK : 0 ≤ K) (hb : ∀ x, |B x| ≤ K) : | |
| |(∫ xs, B xs * ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ))/(∫ x,f x ∂μ)^r- | |
| (∫ xs, B xs * ∏ i, g (xs i) ∂Measure.pi (fun _ : Fin r => μ))/(∫ x,g x ∂μ)^r| ≤ | |
| 2*K*(r:ℝ)*(2:ℝ)^(r-1)*(∫ x, |f x-g x| ∂μ)/(∫ x,f x ∂μ) := by | |
| rw [replica_normalized_integral_eq,replica_normalized_integral_eq] | |
| have hf1 : (∫ x, f x/(∫ y,f y ∂μ) ∂μ)=1 := by rw [integral_div]; exact div_self hZ.ne' | |
| have hg1 : (∫ x, g x/(∫ y,g y ∂μ) ∂μ)=1 := by rw [integral_div]; exact div_self hW.ne' | |
| calc | |
| _ ≤ K*(r:ℝ)*(2:ℝ)^(r-1) * | |
| ∫ x, |f x/(∫ y,f y ∂μ)-g x/(∫ y,g y ∂μ)| ∂μ := | |
| replica_product_integral_difference μ (hf.div_const _) (hg.div_const _) | |
| (fun x => div_nonneg (hfp x) hZ.le) (fun x => div_nonneg (hgp x) hW.le) hf1 hg1 r hB hK hb | |
| _ ≤ K*(r:ℝ)*(2:ℝ)^(r-1)*(2*(∫ x, |f x-g x| ∂μ)/(∫ x,f x ∂μ)) := | |
| mul_le_mul_of_nonneg_left (replica_density_difference μ hf hg hgp hZ hW) (by positivity) | |
| _ = _ := by ring | |
| end MicroscopicJamming | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped ENNReal NNReal Topology BigOperators | |
| namespace MicroscopicJamming | |
| lemma replicaClip_mem {L x : ℝ} (hL : 0 ≤ L) : replicaClip L x ∈ Set.Icc (-L) L := by | |
| constructor | |
| · exact le_max_left _ _ | |
| · exact max_le (by linarith) (min_le_left _ _) | |
| lemma replicaClip_abs_le {L x : ℝ} (hL : 0 ≤ L) : |replicaClip L x| ≤ |x| := by | |
| apply abs_le.mpr | |
| constructor | |
| · exact (le_min (by linarith [abs_nonneg x]) (neg_abs_le x)).trans (le_max_right _ _) | |
| · exact max_le (by linarith [abs_nonneg x]) ((min_le_right _ _).trans (le_abs_self x)) | |
| lemma replicaClip_eq_of_abs_le {L x : ℝ} (h : |x| ≤ L) : replicaClip L x = x := by | |
| rw [replicaClip,min_eq_right (abs_le.mp h).2,max_eq_right (abs_le.mp h).1] | |
| lemma measurable_replicaClip (L : ℝ) : Measurable (replicaClip L) := by | |
| unfold replicaClip | |
| fun_prop | |
| lemma continuous_replicaClip (L : ℝ) : Continuous (replicaClip L) := by | |
| unfold replicaClip | |
| fun_prop | |
| lemma replica_exp_clip_difference {L x : ℝ} (hL : 0 ≤ L) : | |
| |Real.exp x-Real.exp (replicaClip L x)| ≤ 2*Real.exp (-L)*Real.exp (2*|x|) := by | |
| by_cases hclip : |x| ≤ L | |
| · rw [replicaClip_eq_of_abs_le hclip,sub_self,abs_zero] | |
| positivity | |
| · have htail : L ≤ |x| := (not_le.mp hclip).le | |
| have h1 : Real.exp x ≤ Real.exp |x| := Real.exp_le_exp.mpr (le_abs_self x) | |
| have h2 : Real.exp (replicaClip L x) ≤ Real.exp |x| := | |
| Real.exp_le_exp.mpr ((le_abs_self _).trans (replicaClip_abs_le hL)) | |
| have h3 : Real.exp |x| ≤ Real.exp (-L)*Real.exp (2*|x|) := by | |
| rw [←Real.exp_add] | |
| exact Real.exp_le_exp.mpr (by linarith) | |
| calc | |
| _ ≤ |Real.exp x|+|Real.exp (replicaClip L x)| := abs_sub _ _ | |
| _ ≤ 2*Real.exp |x| := by rw [abs_of_pos (Real.exp_pos _),abs_of_pos (Real.exp_pos _)]; linarith | |
| _ ≤ _ := by nlinarith | |
| lemma replica_integrable_exp_abs_mono | |
| {S : Type*} [MeasurableSpace S] {μ : Measure S} {v : S → ℝ} | |
| (hv : Measurable v) {a b : ℝ} (hab : a ≤ b) | |
| (hb : Integrable (fun x => Real.exp (b*|v x|)) μ) : | |
| Integrable (fun x => Real.exp (a*|v x|)) μ := by | |
| apply hb.mono' (hv.abs.const_mul a).exp.aestronglyMeasurable | |
| filter_upwards [] with x | |
| rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] | |
| exact Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_right hab (abs_nonneg _)) | |
| lemma replica_inverse_Z_bound | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {v : S → ℝ} (hv : Measurable v) | |
| (h1 : Integrable (fun x => Real.exp |v x|) μ) : | |
| 0 < (∫ x, Real.exp (v x) ∂μ) ∧ | |
| (∫ x, Real.exp (v x) ∂μ)⁻¹ ≤ ∫ x, Real.exp |v x| ∂μ := by | |
| have he : Integrable (fun x => Real.exp (v x)) μ := by | |
| apply h1.mono' hv.exp.aestronglyMeasurable | |
| exact Eventually.of_forall fun x => by | |
| rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] | |
| exact Real.exp_le_exp.mpr (le_abs_self _) | |
| have hp := integral_exp_pos he | |
| refine ⟨hp,?_⟩ | |
| have ha : Integrable (fun x => |v x|) μ := by | |
| apply h1.mono' hv.abs.aestronglyMeasurable | |
| exact Eventually.of_forall fun x => by | |
| rw [Real.norm_eq_abs,abs_abs] | |
| linarith [Real.add_one_le_exp |v x|] | |
| have hen : Integrable (fun x => Real.exp (-|v x|)) μ := by | |
| apply (integrable_const (1:ℝ)).mono' hv.abs.neg.exp.aestronglyMeasurable | |
| exact Eventually.of_forall fun x => by | |
| rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] | |
| exact Real.exp_le_one_iff.mpr (neg_nonpos.mpr (abs_nonneg _)) | |
| have hjp := convexOn_exp.map_integral_le Real.continuous_exp.continuousOn isClosed_univ | |
| (Eventually.of_forall fun _ => mem_univ _) ha h1 | |
| have hjn := convexOn_exp.map_integral_le Real.continuous_exp.continuousOn isClosed_univ | |
| (Eventually.of_forall fun _ => mem_univ _) ha.neg hen | |
| simp only [Pi.neg_apply,integral_neg] at hjn | |
| have hlo : Real.exp (-(∫ x, |v x| ∂μ)) ≤ ∫ x, Real.exp (v x) ∂μ := | |
| hjn.trans (integral_mono hen he (fun x => Real.exp_le_exp.mpr (neg_abs_le _))) | |
| apply le_trans _ hjp | |
| apply (inv_le_iff_one_le_mul₀' hp).mpr | |
| calc | |
| 1 = Real.exp (-(∫ x, |v x| ∂μ))*Real.exp (∫ x, |v x| ∂μ) := by rw [←Real.exp_add]; simp | |
| _ ≤ (∫ x, Real.exp (v x) ∂μ)*Real.exp (∫ x, |v x| ∂μ) := | |
| mul_le_mul_of_nonneg_right hlo (Real.exp_pos _).le | |
| lemma replica_moment_square_le | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {v : S → ℝ} (hv : Measurable v) | |
| (h4 : Integrable (fun x => Real.exp (4*|v x|)) μ) : | |
| (∫ x, Real.exp (2*|v x|) ∂μ)^2 ≤ ∫ x, Real.exp (4*|v x|) ∂μ := by | |
| have h2 := replica_integrable_exp_abs_mono hv (show (2:ℝ) ≤ 4 by norm_num) h4 | |
| have hsq : Integrable (fun x => (Real.exp (2*|v x|))^2) μ := by | |
| convert h4 using 1 | |
| ext x | |
| rw [←Real.exp_nat_mul] | |
| congr 1 | |
| norm_num | |
| ring | |
| have hj := (convexOn_pow (𝕜 := ℝ) 2).map_integral_le | |
| (continuous_pow 2).continuousOn isClosed_Ici | |
| (Eventually.of_forall fun x => (Real.exp_pos (2*|v x|)).le) h2 hsq | |
| convert hj using 1 | |
| congr 1 | |
| ext x | |
| rw [←Real.exp_nat_mul] | |
| congr 1 | |
| norm_num | |
| ring | |
| lemma replica_abs_log_bound {x : ℝ} (hx : 0 < x) : |Real.log x| ≤ x+x⁻¹ := by | |
| have h := Real.log_le_sub_one_of_pos hx | |
| have hi := Real.log_le_sub_one_of_pos (inv_pos.mpr hx) | |
| rw [Real.log_inv] at hi | |
| exact abs_le.mpr ⟨by linarith [hx,inv_pos.mpr hx],by linarith [inv_pos.mpr hx]⟩ | |
| lemma replica_abs_log_sub_bound {a b : ℝ} (ha : 0 < a) (hb : 0 < b) : | |
| |Real.log a-Real.log b| ≤ |a-b| *(a⁻¹+b⁻¹) := by | |
| have hab := Real.log_le_sub_one_of_pos (div_pos ha hb) | |
| have hba := Real.log_le_sub_one_of_pos (div_pos hb ha) | |
| rw [Real.log_div ha.ne' hb.ne'] at hab | |
| rw [Real.log_div hb.ne' ha.ne'] at hba | |
| have h := abs_nonneg (a-b) | |
| have hleft : a/b-1 ≤ |a-b|/b := by | |
| apply (le_div_iff₀ hb).mpr | |
| rw [sub_mul,div_mul_cancel₀ _ hb.ne',one_mul] | |
| exact le_abs_self (a-b) | |
| have hright : b/a-1 ≤ |a-b|/a := by | |
| apply (le_div_iff₀ ha).mpr | |
| rw [sub_mul,div_mul_cancel₀ _ ha.ne',one_mul] | |
| linarith [neg_abs_le (a-b)] | |
| apply abs_le.mpr | |
| constructor | |
| · have hx := hba.trans hright | |
| rw [div_eq_mul_inv] at hx | |
| have hn := mul_nonneg h (inv_pos.mpr hb).le | |
| nlinarith | |
| · have hx := hab.trans hleft | |
| rw [div_eq_mul_inv] at hx | |
| have hn := mul_nonneg h (inv_pos.mpr ha).le | |
| nlinarith | |
| end MicroscopicJamming | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped ENNReal NNReal Topology BigOperators | |
| namespace MicroscopicJamming | |
| lemma replica_clip_exp_integrable | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsFiniteMeasure μ] | |
| {v : S → ℝ} (hv : Measurable v) {L : ℝ} (hL : 0 ≤ L) : | |
| Integrable (fun x => Real.exp (replicaClip L (v x))) μ := by | |
| apply replica_integrable_of_bound ((measurable_replicaClip L).comp hv).exp | |
| intro x | |
| rw [abs_of_pos (Real.exp_pos _)] | |
| exact Real.exp_le_exp.mpr (replicaClip_mem hL).2 | |
| lemma replica_clip_Z_bounds | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {v : S → ℝ} (hv : Measurable v) {L : ℝ} (hL : 0 ≤ L) : | |
| (∫ x, Real.exp (replicaClip L (v x)) ∂μ) ∈ Set.Icc (Real.exp (-L)) (Real.exp L) := by | |
| have hi := replica_clip_exp_integrable μ hv hL | |
| constructor | |
| · simpa using integral_mono (integrable_const (Real.exp (-L))) hi | |
| (fun x => Real.exp_le_exp.mpr (replicaClip_mem hL).1) | |
| · simpa using integral_mono hi (integrable_const (Real.exp L)) | |
| (fun x => Real.exp_le_exp.mpr (replicaClip_mem hL).2) | |
| lemma replica_weighted_product_bound | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {f : S → ℝ} (hf : Integrable f μ) (hfp : ∀ x, 0 ≤ f x) | |
| (r : ℕ) {B : (Fin r → S) → ℝ} (_hB : Measurable B) | |
| {K : ℝ} (_hK : 0 ≤ K) (hb : ∀ x, |B x| ≤ K) : | |
| |∫ xs, B xs * ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ)| ≤ | |
| K*(∫ x, f x ∂μ)^r := by | |
| have hi := Integrable.fintype_prod (fun _ : Fin r => hf) | |
| calc | |
| _ ≤ ∫ xs, K* ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ) := by | |
| rw [←Real.norm_eq_abs] | |
| apply norm_integral_le_of_norm_le (hi.const_mul K) | |
| filter_upwards [] with xs | |
| simp only [Real.norm_eq_abs,abs_mul,abs_of_nonneg (Finset.prod_nonneg (fun i _ => hfp _))] | |
| exact mul_le_mul_of_nonneg_right (hb xs) (Finset.prod_nonneg (fun i _ => hfp _)) | |
| _ = _ := by rw [integral_const_mul,integral_fintype_prod_eq_pow]; simp | |
| lemma replica_fiber_log_estimates | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {v : S → ℝ} (hv : Measurable v) | |
| (h4 : Integrable (fun x => Real.exp (4*|v x|)) μ) | |
| {L : ℝ} (hL : 0 ≤ L) : | |
| let Z := ∫ x, Real.exp (v x) ∂μ | |
| let W := ∫ x, Real.exp (replicaClip L (v x)) ∂μ | |
| let A := ∫ x, Real.exp (4*|v x|) ∂μ | |
| 0 < Z ∧ 0 < W ∧ |Real.log Z| ≤ 2*A ∧ | |
| |Real.log Z-Real.log W| ≤ 4*Real.exp (-L)*A := by | |
| let A1 := ∫ x, Real.exp |v x| ∂μ | |
| let A2 := ∫ x, Real.exp (2*|v x|) ∂μ | |
| let A4 := ∫ x, Real.exp (4*|v x|) ∂μ | |
| have hi1 : Integrable (fun x => Real.exp |v x|) μ := by | |
| simpa using replica_integrable_exp_abs_mono hv (show (1:ℝ) ≤ 4 by norm_num) h4 | |
| have hi2 := replica_integrable_exp_abs_mono hv (show (2:ℝ) ≤ 4 by norm_num) h4 | |
| have hi : Integrable (fun x => Real.exp (v x)) μ := by | |
| apply hi1.mono' hv.exp.aestronglyMeasurable | |
| exact Eventually.of_forall (fun x => by | |
| rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)]; exact Real.exp_le_exp.mpr (le_abs_self _)) | |
| have hic := replica_clip_exp_integrable μ hv hL | |
| have hci : Integrable (fun x => Real.exp |replicaClip L (v x)|) μ := by | |
| apply hi1.mono' (((measurable_replicaClip L).comp hv).abs.exp.aestronglyMeasurable) | |
| exact Eventually.of_forall (fun x => by | |
| rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)]; exact Real.exp_le_exp.mpr (replicaClip_abs_le hL)) | |
| have hZ := replica_inverse_Z_bound μ hv hi1 | |
| have hW := replica_inverse_Z_bound μ ((measurable_replicaClip L).comp hv) hci | |
| simp only [Function.comp_apply] at hW | |
| have hc1 : (∫ x, Real.exp |replicaClip L (v x)| ∂μ) ≤ A1 := | |
| integral_mono hci hi1 (fun x => Real.exp_le_exp.mpr (replicaClip_abs_le hL)) | |
| have h12 : A1 ≤ A2 := integral_mono hi1 hi2 (fun x => Real.exp_le_exp.mpr (by linarith [abs_nonneg (v x)])) | |
| have h14 : A1 ≤ A4 := integral_mono hi1 h4 (fun x => Real.exp_le_exp.mpr (by linarith [abs_nonneg (v x)])) | |
| have h1n : 0 ≤ A1 := integral_nonneg (fun x => (Real.exp_pos _).le) | |
| have h2n : 0 ≤ A2 := integral_nonneg (fun x => (Real.exp_pos _).le) | |
| have hZ1 : (∫ x, Real.exp (v x) ∂μ) ≤ A1 := | |
| integral_mono hi hi1 (fun x => Real.exp_le_exp.mpr (le_abs_self _)) | |
| have hdiff : |(∫ x, Real.exp (v x) ∂μ)-(∫ x, Real.exp (replicaClip L (v x)) ∂μ)| ≤ | |
| 2*Real.exp (-L)*A2 := by | |
| rw [←integral_sub hi hic,←integral_const_mul] | |
| rw [←Real.norm_eq_abs] | |
| exact norm_integral_le_of_norm_le (hi2.const_mul (2*Real.exp (-L))) (Eventually.of_forall fun x => by | |
| simpa only [Real.norm_eq_abs] using replica_exp_clip_difference (x := v x) hL) | |
| dsimp only | |
| refine ⟨hZ.1,hW.1,?_,?_⟩ | |
| · exact (replica_abs_log_bound hZ.1).trans (by linarith [hZ.2]) | |
| · calc | |
| _ ≤ |(∫ x, Real.exp (v x) ∂μ)-(∫ x, Real.exp (replicaClip L (v x)) ∂μ)| * | |
| ((∫ x, Real.exp (v x) ∂μ)⁻¹+(∫ x, Real.exp (replicaClip L (v x)) ∂μ)⁻¹) := | |
| replica_abs_log_sub_bound hZ.1 hW.1 | |
| _ ≤ (2*Real.exp (-L)*A2)*(2*A2) := | |
| mul_le_mul hdiff (by linarith [hZ.2,hW.2]) (by positivity) (by positivity) | |
| _ = 4*Real.exp (-L)*A2^2 := by ring | |
| _ ≤ _ := mul_le_mul_of_nonneg_left (replica_moment_square_le μ hv h4) (by positivity) | |
| lemma replica_fiber_tilt_estimates | |
| {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] | |
| {v : S → ℝ} (hv : Measurable v) | |
| (h4 : Integrable (fun x => Real.exp (4*|v x|)) μ) | |
| {L : ℝ} (hL : 0 ≤ L) | |
| (r : ℕ) {B : (Fin r → S) → ℝ} (hB : Measurable B) | |
| {K : ℝ} (hK : 0 ≤ K) (hb : ∀ x, |B x| ≤ K) : | |
| let Z := ∫ x, Real.exp (v x) ∂μ | |
| let W := ∫ x, Real.exp (replicaClip L (v x)) ∂μ | |
| let N := ∫ xs, B xs*∏ i, Real.exp (v (xs i)) ∂Measure.pi (fun _ : Fin r => μ) | |
| let M := ∫ xs, B xs*∏ i, Real.exp (replicaClip L (v (xs i))) ∂Measure.pi (fun _ : Fin r => μ) | |
| |N/Z^r| ≤ K ∧ |N/Z^r-M/W^r| ≤ | |
| (4*K*(r:ℝ)*(2:ℝ)^(r-1))*Real.exp (-L)*(∫ x, Real.exp (4*|v x|) ∂μ) := by | |
| let A1 := ∫ x, Real.exp |v x| ∂μ | |
| let A2 := ∫ x, Real.exp (2*|v x|) ∂μ | |
| have hi1 : Integrable (fun x => Real.exp |v x|) μ := by | |
| simpa using replica_integrable_exp_abs_mono hv (show (1:ℝ) ≤ 4 by norm_num) h4 | |
| have hi2 := replica_integrable_exp_abs_mono hv (show (2:ℝ) ≤ 4 by norm_num) h4 | |
| have hi : Integrable (fun x => Real.exp (v x)) μ := by | |
| apply hi1.mono' hv.exp.aestronglyMeasurable | |
| exact Eventually.of_forall (fun x => by | |
| rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)]; exact Real.exp_le_exp.mpr (le_abs_self _)) | |
| have hic := replica_clip_exp_integrable μ hv hL | |
| have hZ := replica_inverse_Z_bound μ hv hi1 | |
| have hW : 0 < ∫ x, Real.exp (replicaClip L (v x)) ∂μ := | |
| (Real.exp_pos (-L)).trans_le (replica_clip_Z_bounds μ hv hL).1 | |
| have h12 : A1 ≤ A2 := integral_mono hi1 hi2 (fun x => Real.exp_le_exp.mpr (by linarith [abs_nonneg (v x)])) | |
| have h2n : 0 ≤ A2 := integral_nonneg (fun x => (Real.exp_pos _).le) | |
| have hdiff : (∫ x, |Real.exp (v x)-Real.exp (replicaClip L (v x))| ∂μ) ≤ | |
| 2*Real.exp (-L)*A2 := by | |
| rw [←integral_const_mul] | |
| exact integral_mono (hi.sub hic).norm (hi2.const_mul _) (fun x => replica_exp_clip_difference hL) | |
| dsimp only | |
| constructor | |
| · rw [abs_div,abs_of_pos (pow_pos hZ.1 r)] | |
| exact (div_le_iff₀ (pow_pos hZ.1 r)).mpr (replica_weighted_product_bound μ hi | |
| (fun x => (Real.exp_pos _).le) r hB hK hb) | |
| · calc | |
| _ ≤ 2*K*(r:ℝ)*(2:ℝ)^(r-1)*(∫ x, |Real.exp (v x)-Real.exp (replicaClip L (v x))| ∂μ)/ | |
| (∫ x,Real.exp (v x) ∂μ) := | |
| replica_normalized_integral_difference μ hi hic (fun x => (Real.exp_pos _).le) | |
| (fun x => (Real.exp_pos _).le) hZ.1 hW r hB hK hb | |
| _ = (2*K*(r:ℝ)*(2:ℝ)^(r-1)) * | |
| ((∫ x, |Real.exp (v x)-Real.exp (replicaClip L (v x))| ∂μ)*(∫ x,Real.exp (v x) ∂μ)⁻¹) := by ring | |
| _ ≤ (2*K*(r:ℝ)*(2:ℝ)^(r-1))*((2*Real.exp (-L)*A2)*A2) := by | |
| apply mul_le_mul_of_nonneg_left _ (by positivity) | |
| exact mul_le_mul hdiff (hZ.2.trans h12) (by positivity) (by positivity) | |
| _ = (4*K*(r:ℝ)*(2:ℝ)^(r-1))*Real.exp (-L)*A2^2 := by ring | |
| _ ≤ _ := mul_le_mul_of_nonneg_left (replica_moment_square_le μ hv h4) (by positivity) | |
| end MicroscopicJamming | |
| end | |
| end OAI | |