openAI-math-dataset / lean /OAI /Probability /SKGap /Matrix /FixedNormRecipeEvent.lean
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import Mathlib
import OAI.Probability.SKGap.Gaussian.GaussianRecipeEvent
namespace OAI
section
noncomputable section
open scoped BigOperators Topology
open Filter MeasureTheory ProbabilityTheory Real
namespace SKGapCutoff.Recipe
open SKGap SKGap.Noncrossing SKGap.Noncrossing.Primary
def physicalNormBound (j : ℝ) : ℝ := 2*Real.sqrt j+1+1
lemma physicalNormBound_pos (j : ℝ) : 0<physicalNormBound j := by
unfold physicalNormBound
positivity
theorem gaussian_fixed_norm_recipe_probability {j A : ℝ} (hj : 0<j) (hj1 : j<1)
(hA : 1≤A) (M Nmax : ℕ) : ∃B W C : ℝ,0≤B ∧ 0≤W ∧ 0<C ∧
Tendsto (fun n=>(Measure.pi (fun _ : MatrixCoordinates (Fin n)=>gaussianReal 0 1))
{g | ¬RecipeMatrixEvent j (physicalNormBound j) A B W C M Nmax
(removeDiagonal (goeMatrix (j/n) g))}) atTop (𝓝 0) := by
obtain ⟨R,B,W,C,hR,hB,hW,hC,hprob⟩:=gaussian_recipe_event_probability hj hj1 hA M Nmax
refine ⟨B,W,C,hB,hW,hC,?_⟩
have hup := hprob.add (recipeNormTail_limit hj)
apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds (by simpa using hup)
(Filter.Eventually.of_forall (fun _=>bot_le))
filter_upwards [eventually_ge_atTop 1] with n hn
let μ:=Measure.pi (fun _ : MatrixCoordinates (Fin n)=>gaussianReal 0 1)
let E : Set (MatrixCoordinates (Fin n)→ℝ):={g | ¬RecipeMatrixEvent j R A B W C M Nmax
(removeDiagonal (goeMatrix (j/n) g))}
let F : Set (MatrixCoordinates (Fin n)→ℝ):={g | physicalNormBound j<SKGap.opNorm (removeDiagonal (goeMatrix (j/n) g))}
have hF : μ F≤recipeNormTail j n:=zeroDiagGOE_norm_tail hj hn
apply (measure_mono (t:=E∪F) ?_).trans ((measure_union_le E F).trans (add_le_add_right hF _))
intro g hg
by_contra hh
have ho : SKGap.opNorm (removeDiagonal (goeMatrix (j/n) g))≤physicalNormBound j:=
le_of_not_gt fun hbad=>hh (.inr hbad)
have he : RecipeMatrixEvent j R A B W C M Nmax (removeDiagonal (goeMatrix (j/n) g)):= by
by_contra hbad;exact hh (.inl hbad)
exact hg ⟨ho,he.2⟩
end SKGapCutoff.Recipe
end
end
section
noncomputable section
open scoped BigOperators
open MeasureTheory ProbabilityTheory Filter
namespace SKGapCutoff
namespace GapBridge
def restrictUpper {n : ℕ} (g : GaussianCoordinates n) : SKGap.Disorder n :=
fun e => g e.val
lemma measurable_restrictUpper (n : ℕ) : Measurable (restrictUpper (n := n)) := by
exact Measurable.of_eval (fun edge => measurable_pi_apply edge.val)
lemma coupling_restrictUpper {n : ℕ} (g : GaussianCoordinates n) :
SKGap.coupling (restrictUpper g) = sampledInteraction g := by
funext i k
rcases lt_trichotomy i k with h | rfl | h
· simp [SKGap.coupling, restrictUpper, sampledInteraction, h, ne_of_lt h,
min_eq_left h.le, max_eq_right h.le]
· simp [SKGap.coupling, sampledInteraction]
· simp [SKGap.coupling, restrictUpper, sampledInteraction, h, ne_of_gt h,
not_lt_of_gt h, min_eq_right h.le, max_eq_left h.le]
def edgeInteraction {n : ℕ} (g : SKGap.Disorder n) : Interaction n := Matrix.of (SKGap.coupling g)
lemma edgeInteraction_restrictUpper {n : ℕ} (g : GaussianCoordinates n) :
edgeInteraction (restrictUpper g) = sampledInteraction g := coupling_restrictUpper g
lemma coupling_symmetric {n : ℕ} (g : SKGap.Disorder n) (i k : Fin n) :
SKGap.coupling g i k = SKGap.coupling g k i := by
rcases lt_trichotomy i k with h | rfl | h
· simp [SKGap.coupling, h, not_lt_of_gt h]
· rfl
· simp [SKGap.coupling, h, not_lt_of_gt h]
lemma coupling_diagonal {n : ℕ} (g : SKGap.Disorder n) (i : Fin n) :
SKGap.coupling g i i = 0 := by simp [SKGap.coupling]
lemma hamiltonian_zero {n : ℕ} (g : SKGap.Disorder n) (x : Spin n) :
SKGap.hamiltonian g 0 x = energy (edgeInteraction g) x := by
simp only [SKGap.hamiltonian, Pi.zero_apply, zero_mul, Finset.sum_const_zero,
add_zero, SKGap.spinValue, energy, spin, edgeInteraction, Matrix.of_apply]
ring
lemma weight_zero {n : ℕ} (g : SKGap.Disorder n) (x : Spin n) :
SKGap.weight g 0 x = Real.exp (energy (edgeInteraction g) x) := by
rw [SKGap.weight, hamiltonian_zero]
lemma partition_zero {n : ℕ} (g : SKGap.Disorder n) :
SKGap.partition g 0 = partition (edgeInteraction g) := by
simp only [SKGap.partition, partition, weight_zero]
lemma mass_zero {n : ℕ} (g : SKGap.Disorder n) (x : Spin n) :
SKGap.mass g 0 x = gibbs (edgeInteraction g) x := by
simp only [SKGap.mass, weight_zero, partition_zero]
rfl
lemma expectation_zero {n : ℕ} (g : SKGap.Disorder n) (f : Observables n) :
SKGap.expectation g 0 f = gibbsExpectation (edgeInteraction g) f := by
simp only [SKGap.expectation, gibbsExpectation, mass_zero]
lemma variance_zero {n : ℕ} (g : SKGap.Disorder n) (f : Observables n) :
SKGap.variance g 0 f = gibbsVariance (edgeInteraction g) f := by
simp only [SKGap.variance, gibbsVariance, expectation_zero]
lemma flip_eq {n : ℕ} (i : Fin n) (x : Spin n) : SKGap.flip i x = flip x i := rfl
def pairConditional {n : ℕ} (J : Interaction n) (i : Fin n)
(f : Observables n) (x : Spin n) : ℝ :=
(gibbs J x * f x + gibbs J (flip x i) * f (flip x i)) /
(gibbs J x + gibbs J (flip x i))
lemma conditionalExpectation_zero {n : ℕ} (g : SKGap.Disorder n) (i : Fin n)
(f : Observables n) (x : Spin n) :
SKGap.conditionalExpectation g 0 i f x = pairConditional (edgeInteraction g) i f x := by
simp only [SKGap.conditionalExpectation, weight_zero, flip_eq, pairConditional, gibbs]
field_simp [ne_of_gt (partition_pos (edgeInteraction g))]
lemma pairConditional_flip {n : ℕ} (J : Interaction n) (i : Fin n)
(f : Observables n) (x : Spin n) :
pairConditional J i f (flip x i) = pairConditional J i f x := by
simp only [pairConditional, flip_flip, add_comm]
lemma flipRate_complement {n : ℕ} (J : Interaction n) (hd : ∀ i, J i i = 0)
(i : Fin n) (x : Spin n) : flipRate J (flip x i) i = 1 - flipRate J x i := by
simp only [flipRate, spin_flip_self, mean_flip J hd]
ring
lemma flipRate_eq_mass {n : ℕ} (J : Interaction n)
(hJ : ∀ i k, J i k = J k i) (hd : ∀ i, J i i = 0)
(i : Fin n) (x : Spin n) :
flipRate J x i = gibbs J (flip x i) / (gibbs J x + gibbs J (flip x i)) := by
apply (eq_div_iff (ne_of_gt (add_pos (gibbs_pos J x) (gibbs_pos J (flip x i))))).2
have hb := gibbs_detailed_balance J hJ hd x i
rw [flipRate_complement J hd] at hb
nlinarith only [hb]
lemma pairConditional_residual {n : ℕ} (J : Interaction n)
(hJ : ∀ i k, J i k = J k i) (hd : ∀ i, J i i = 0)
(i : Fin n) (f : Observables n) (x : Spin n) :
f x - pairConditional J i f x = flipRate J x i * (f x - f (flip x i)) := by
rw [flipRate_eq_mass J hJ hd]
unfold pairConditional
field_simp [ne_of_gt (add_pos (gibbs_pos J x) (gibbs_pos J (flip x i)))]
ring
lemma conditional_variance_projection {n : ℕ} (J : Interaction n)
(i : Fin n) (f : Observables n) :
(∑ x, gibbs J x * (f x - pairConditional J i f x) ^ 2) =
∑ x, gibbs J x * f x * (f x - pairConditional J i f x) := by
let l : Observables n := fun x => gibbs J x * (f x - pairConditional J i f x) ^ 2
let r : Observables n := fun x => gibbs J x * f x * (f x - pairConditional J i f x)
have hp (x : Spin n) : l x + l (flip x i) = r x + r (flip x i) := by
dsimp only [l, r]
rw [pairConditional_flip]
simp only [pairConditional]
field_simp [ne_of_gt (add_pos (gibbs_pos J x) (gibbs_pos J (flip x i)))]
ring
have hh := congrArg (fun u : Observables n => ∑ x, u x) (funext hp)
simp only [Finset.sum_add_distrib, sum_flip] at hh
change (∑ x, l x) = ∑ x, r x
linarith
theorem dirichlet_zero {n : ℕ} (g : SKGap.Disorder n) (f : Observables n) :
SKGap.dirichlet g 0 f = dirichlet (edgeInteraction g) f f := by
simp only [SKGap.dirichlet, expectation_zero, conditionalExpectation_zero, gibbsExpectation]
simp_rw [conditional_variance_projection,
pairConditional_residual (edgeInteraction g) (coupling_symmetric g) (coupling_diagonal g)]
simp_rw [gibbs_edge_dirichlet (edgeInteraction g) (coupling_symmetric g) (coupling_diagonal g)]
simp only [dirichlet, gibbsExpectation, Finset.mul_sum]
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro x _
apply Finset.sum_congr rfl
intro i _
ring
theorem measurePreserving_restrictUpper (β : ℝ) (n : ℕ) :
MeasurePreserving (restrictUpper (n := n)) (disorderLaw β n) (SKGap.disorderLaw β n) := by
let μ : (Fin n × Fin n) → Measure ℝ := fun _ =>
gaussianReal 0 (Real.toNNReal (β ^ 2 / (n : ℝ)))
have h := measurePreserving_fst.comp
(measurePreserving_piEquivPiSubtypeProd μ (fun e : Fin n × Fin n => e.1 < e.2))
change MeasurePreserving (fun g : Fin n × Fin n → ℝ => fun e : SKGap.Edge n => g e.val)
(Measure.pi μ) (Measure.pi (fun e : SKGap.Edge n => μ e.val))
simpa only [MeasurableEquiv.piEquivPiSubtypeProd_apply, Function.comp_def] using h
lemma continuous_coupling (n : ℕ) : Continuous (edgeInteraction (n := n)) := by
apply continuous_pi
intro i
apply continuous_pi
intro k
change Continuous (fun g : SKGap.Disorder n => SKGap.coupling g i k)
by_cases hik : i < k
· simp only [SKGap.coupling, dite_eq_left hik]
exact continuous_apply _
· simp only [SKGap.coupling, dite_eq_right hik]
by_cases hki : k < i
· simp only [dite_eq_left hki]
exact continuous_apply _
· simp only [dite_eq_right hki]
exact continuous_const
lemma poincare_iff_hasGap {n : ℕ} (g : SKGap.Disorder n) {C : ℝ} (hC : 0 < C) :
g ∈ SKGap.poincareEvent n C ↔ HasGap (edgeInteraction g) (1 / C) := by
simp only [SKGap.poincareEvent, Set.mem_ofPred_eq, HasGap, variance_zero, dirichlet_zero]
apply forall_congr'
intro f
rw [show (1 / C) * gibbsVariance (edgeInteraction g) f =
gibbsVariance (edgeInteraction g) f / C by ring, div_le_iff₀ hC, mul_comm]
lemma measurableSet_poincareEvent (n : ℕ) {C : ℝ} (hC : 0 < C) :
MeasurableSet (SKGap.poincareEvent n C) := by
have he : SKGap.poincareEvent n C =
edgeInteraction ⁻¹' {J : Interaction n | HasGap J (1/C)} := by
ext g
exact poincare_iff_hasGap g hC
rw [he]
exact ((isClosed_hasGap (1/C)).preimage (continuous_coupling n)).measurableSet
theorem probability_poincare_eq (β : ℝ) (n : ℕ) {C : ℝ} (hC : 0 < C) :
(SKGap.disorderLaw β n) (SKGap.poincareEvent n C) =
(disorderLaw β n) {g | HasGap (sampledInteraction g) (1/C)} := by
rw [← (measurePreserving_restrictUpper β n).measure_preimage
(measurableSet_poincareEvent n hC).nullMeasurableSet]
congr 1
ext g
simpa only [Set.mem_preimage, Set.mem_ofPred_eq, edgeInteraction_restrictUpper] using
poincare_iff_hasGap (restrictUpper g) hC
theorem quenchedGap_iff_edgePoincare (β : ℝ) : QuenchedGap β ↔
∃ C : ℝ, 0 < C ∧ Tendsto (fun n => SKGap.disorderLaw β n (SKGap.poincareEvent n C))
atTop (nhds 1) := by
constructor
· rintro ⟨γ, hγ, h⟩
refine ⟨1/γ, one_div_pos.mpr hγ, ?_⟩
have he (n : ℕ) : SKGap.disorderLaw β n (SKGap.poincareEvent n (1/γ)) =
disorderLaw β n {g | HasGap (sampledInteraction g) γ} := by
simpa only [one_div_one_div] using probability_poincare_eq β n (one_div_pos.mpr hγ)
simpa only [he] using h
· rintro ⟨C, hC, h⟩
refine ⟨1/C, one_div_pos.mpr hC, ?_⟩
simpa only [probability_poincare_eq β _ hC] using h
end GapBridge
end SKGapCutoff
end
end
end OAI