openAI-math-dataset / lean /OAI /Probability /LatticePassage /RectangleCalibration.lean
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import OAI.Probability.LatticePassage.CalibrationShift
import OAI.Probability.LatticePassage.SecondMoment
namespace OAI
namespace CompanionFPP
open MeasureTheory Real Finset Filter Topology
noncomputable def rectangleTargetCocycle (z a b : Vertex) (N M : ℕ)
(ω : Environment) (x y : Vertex) : ℝ :=
(∑ i ∈ range N, ∑ j ∈ range M,
targetCocycle (z+scaleVertex i a+scaleVertex j b) ω x y) / ((N : ℝ)*M)
@[fun_prop] lemma measurable_rectangleTargetCocycle (z a b x y : Vertex) (N M : ℕ) :
Measurable (fun ω => rectangleTargetCocycle z a b N M ω x y) := by
unfold rectangleTargetCocycle
fun_prop
lemma integrable_rectangleTargetCocycle (z a b x y : Vertex) (N M : ℕ) :
Integrable (fun ω => rectangleTargetCocycle z a b N M ω x y) environmentLaw :=
(integrable_finsetSum _ (fun _i _ => integrable_finsetSum _
(fun _j _ => integrable_targetCocycle _ _ _))).div_const _
theorem rectangleTargetCocycle_add (z a b : Vertex) (N M : ℕ)
(ω : Environment) (x y w : Vertex) :
rectangleTargetCocycle z a b N M ω x w =
rectangleTargetCocycle z a b N M ω x y + rectangleTargetCocycle z a b N M ω y w := by
unfold rectangleTargetCocycle
simp only [targetCocycle, sum_sub_distrib]
ring
lemma rectangleTargetCocycle_swap (z a b : Vertex) (N M : ℕ)
(ω : Environment) (x y : Vertex) :
rectangleTargetCocycle z a b N M ω x y = rectangleTargetCocycle z b a M N ω x y := by
unfold rectangleTargetCocycle
rw [sum_comm, mul_comm (N : ℝ)]
congr 1
apply sum_congr rfl
intro j _
apply sum_congr rfl
intro i _
rw [show z+scaleVertex i a+scaleVertex j b = z+scaleVertex j b+scaleVertex i a by abel]
theorem rectangleTargetCocycle_dominated (z a b : Vertex) (N M : ℕ)
(hN : 1 ≤ N) (hM : 1 ≤ M) :
∀ᵐ ω ∂environmentLaw, ∀ x y,
|rectangleTargetCocycle z a b N M ω x y| ≤ passageTime ω x y := by
filter_upwards [targetCocycle_dominated] with ω hω
intro x y
unfold rectangleTargetCocycle
rw [abs_div, abs_of_nonneg (by positivity : 0 ≤ (N : ℝ)*M)]
have hb : |∑ i ∈ range N, ∑ j ∈ range M,
targetCocycle (z+scaleVertex i a+scaleVertex j b) ω x y| ≤
(N : ℝ)*M*passageTime ω x y := by
apply (abs_sum_le_sum_abs _ _).trans
calc
_ ≤ ∑ i ∈ range N, ∑ j ∈ range M, passageTime ω x y := by
apply sum_le_sum
intro i _
exact (abs_sum_le_sum_abs _ _).trans (sum_le_sum (fun j _ => hω _ x y))
_ = _ := by simp; ring
have hp : 0 < (N : ℝ)*M := mul_pos (by exact_mod_cast hN) (by exact_mod_cast hM)
exact (div_le_iff₀ hp).mpr (by simpa only [mul_comm (passageTime ω x y)] using hb)
theorem rectangleTargetCocycle_shift_identity (z a b : Vertex) (N M : ℕ)
(ω : Environment) (x y : Vertex) :
rectangleTargetCocycle z a b N M (environmentTranslation a ω) x y -
rectangleTargetCocycle z a b N M ω (a+x) (a+y) =
(∑ j ∈ range M,
(targetCocycle (z+scaleVertex N a+scaleVertex j b) ω (a+x) (a+y) -
targetCocycle (z+scaleVertex j b) ω (a+x) (a+y))) / ((N : ℝ)*M) := by
unfold rectangleTargetCocycle
rw [← sub_div, ← sum_sub_distrib]
have he : ∀ i j : ℕ,
targetCocycle (z+scaleVertex i a+scaleVertex j b) (environmentTranslation a ω) x y =
targetCocycle (z+scaleVertex (i+1) a+scaleVertex j b) ω (a+x) (a+y) := by
intro i j
rw [← targetCocycle_translation]
congr 1
rw [scaleVertex_succ]
abel
simp only [he, ← sum_sub_distrib]
rw [sum_comm]
have htel (j : ℕ) := sum_range_sub
(fun i : ℕ => targetCocycle (z+scaleVertex i a+scaleVertex j b) ω (a+x) (a+y)) N
simp_rw [htel]
have hz : scaleVertex 0 a = (0 : Vertex) := by ext <;> simp [scaleVertex]
simp only [hz, add_zero]
theorem rectangleTargetCocycle_shift_bound (z a b : Vertex) (N M : ℕ)
(hN : 1 ≤ N) (hM : 1 ≤ M) (x y : Vertex) :
∀ᵐ ω ∂environmentLaw,
|rectangleTargetCocycle z a b N M (environmentTranslation a ω) x y -
rectangleTargetCocycle z a b N M ω (a+x) (a+y)| ≤
2*passageTime ω (a+x) (a+y)/N := by
filter_upwards [targetCocycle_dominated] with ω hω
rw [rectangleTargetCocycle_shift_identity, abs_div,
abs_of_nonneg (by positivity : 0 ≤ (N : ℝ)*M)]
have hb : |∑ j ∈ range M,
(targetCocycle (z+scaleVertex N a+scaleVertex j b) ω (a+x) (a+y) -
targetCocycle (z+scaleVertex j b) ω (a+x) (a+y))| ≤
(M : ℝ)*(2*passageTime ω (a+x) (a+y)) := by
apply (abs_sum_le_sum_abs _ _).trans
calc
_ ≤ ∑ j ∈ range M, 2*passageTime ω (a+x) (a+y) := by
apply sum_le_sum
intro j _
apply (abs_sub _ _).trans
linarith [hω (z+scaleVertex N a+scaleVertex j b) (a+x) (a+y),
hω (z+scaleVertex j b) (a+x) (a+y)]
_ = _ := by simp
apply (div_le_div_of_nonneg_right hb (by positivity)).trans_eq
have hn : (N : ℝ) ≠ 0 := by exact_mod_cast (show N ≠ 0 by omega)
have hm : (M : ℝ) ≠ 0 := by exact_mod_cast (show M ≠ 0 by omega)
field_simp
theorem rectangleTargetCocycle_shift_integral (z a b x y : Vertex) (N M : ℕ)
(hN : 1 ≤ N) (hM : 1 ≤ M) :
(∫ ω, |rectangleTargetCocycle z a b N M (environmentTranslation a ω) x y -
rectangleTargetCocycle z a b N M ω (a+x) (a+y)| ∂environmentLaw) ≤
2*(latticeDistance x y : ℝ)/N := by
have hi := ((environmentTranslation_preserving a).integrable_comp_of_integrable
(integrable_rectangleTargetCocycle z a b x y N M)).sub
(integrable_rectangleTargetCocycle z a b (a+x) (a+y) N M)
apply (integral_mono_ae hi.abs
(((integrable_passageTime (a+x) (a+y)).const_mul 2).div_const N)
(rectangleTargetCocycle_shift_bound z a b N M hN hM x y)).trans
rw [integral_div, integral_const_mul, mean_passageTime_translation]
apply div_le_div_of_nonneg_right _ (Nat.cast_nonneg N)
exact mul_le_mul_of_nonneg_left (mean_passageTime_le_distance x y) (by norm_num)
theorem rectangleTargetCocycle_second_shift_integral (z a b x y : Vertex) (N M : ℕ)
(hN : 1 ≤ N) (hM : 1 ≤ M) :
(∫ ω, |rectangleTargetCocycle z a b N M (environmentTranslation b ω) x y -
rectangleTargetCocycle z a b N M ω (b+x) (b+y)| ∂environmentLaw) ≤
2*(latticeDistance x y : ℝ)/M := by
simp_rw [rectangleTargetCocycle_swap z a b N M]
exact rectangleTargetCocycle_shift_integral z b a x y M N hM hN
theorem rectangleTargetCocycle_memLp_two (z a b x y : Vertex) (N M : ℕ)
(hN : 1 ≤ N) (hM : 1 ≤ M) :
MemLp (fun ω => rectangleTargetCocycle z a b N M ω x y) 2 environmentLaw := by
apply (passageTime_memLp_two x y).mono' (by fun_prop)
filter_upwards [rectangleTargetCocycle_dominated z a b N M hN hM] with ω hω
simpa only [Real.norm_eq_abs] using hω x y
theorem rectangleTargetCocycle_second_moment (z a b x y : Vertex) (N M : ℕ)
(hN : 1 ≤ N) (hM : 1 ≤ M) :
(∫ ω, (rectangleTargetCocycle z a b N M ω x y)^2 ∂environmentLaw) ≤
(latticeDistance x y : ℝ)*(latticeDistance x y+1) := by
apply (integral_mono_ae (rectangleTargetCocycle_memLp_two z a b x y N M hN hM).integrable_sq
(passageTime_memLp_two x y).integrable_sq (by
filter_upwards [rectangleTargetCocycle_dominated z a b N M hN hM] with ω hω
have h := pow_le_pow_left₀ (abs_nonneg _) (hω x y) 2
simpa only [sq_abs] using h)).trans (passageTime_second_moment x y)
theorem rectangleTargetCocycle_shift_tendsto (z : ℕ → Vertex) (a b x y : Vertex) :
Tendsto (fun n : ℕ => ∫ ω,
|rectangleTargetCocycle (z n) a b n n (environmentTranslation a ω) x y -
rectangleTargetCocycle (z n) a b n n ω (a+x) (a+y)| ∂environmentLaw)
atTop (𝓝 0) := by
apply squeeze_zero (fun _ => integral_nonneg (fun _ => abs_nonneg _))
(fun n => ?_) (tendsto_const_div_atTop_nhds_zero_nat (2*(latticeDistance x y : ℝ)))
by_cases hn : n = 0
· subst n
simp [rectangleTargetCocycle]
· exact rectangleTargetCocycle_shift_integral (z n) a b x y n n (by omega) (by omega)
theorem rectangleTargetCocycle_second_shift_tendsto (z : ℕ → Vertex) (a b x y : Vertex) :
Tendsto (fun n : ℕ => ∫ ω,
|rectangleTargetCocycle (z n) a b n n (environmentTranslation b ω) x y -
rectangleTargetCocycle (z n) a b n n ω (b+x) (b+y)| ∂environmentLaw)
atTop (𝓝 0) := by
simp_rw [rectangleTargetCocycle_swap (z _) a b]
exact rectangleTargetCocycle_shift_tendsto z b a x y
end CompanionFPP
end OAI