roseking commited on
Commit
329dc2a
·
verified ·
1 Parent(s): f24638b

Sync missing files (lean, preprints, history.md); remove stale build artifacts (part 6)

Browse files
This view is limited to 50 files because it contains too many changes.   See raw diff
Files changed (50) hide show
  1. lean/OAI/Probability/SLE/Geometry/SimpleSlitRiemann.lean +44 -0
  2. lean/OAI/Probability/SLE/Geometry/SingleCrossingObstruction.lean +137 -0
  3. lean/OAI/Probability/SLE/Geometry/SmallImageSector.lean +218 -0
  4. lean/OAI/Probability/SLE/Geometry/SmallImageSemicircle.lean +392 -0
  5. lean/OAI/Probability/SLE/Geometry/SmallLoopCrossing.lean +38 -0
  6. lean/OAI/Probability/SLE/Geometry/SpatialExhaustion.lean +134 -0
  7. lean/OAI/Probability/SLE/Geometry/SpatialPastKernels.lean +160 -0
  8. lean/OAI/Probability/SLE/Geometry/StableTraceAvoidance.lean +102 -0
  9. lean/OAI/Probability/SLE/Geometry/StoppedBoundaryMeasurability.lean +133 -0
  10. lean/OAI/Probability/SLE/Geometry/StoppedBoundaryRestart.lean +271 -0
  11. lean/OAI/Probability/SLE/Geometry/StoppedFutureGreen.lean +85 -0
  12. lean/OAI/Probability/SLE/Geometry/StoppedMarkedStateMeasurability.lean +170 -0
  13. lean/OAI/Probability/SLE/Geometry/StrictRealLocalChart.lean +44 -0
  14. lean/OAI/Probability/SLE/Geometry/SubarcParameter.lean +44 -0
  15. lean/OAI/Probability/SLE/Geometry/SymmetricChartUpperBijective.lean +49 -0
  16. lean/OAI/Probability/SLE/Geometry/SymmetricSlope.lean +48 -0
  17. lean/OAI/Probability/SLE/Geometry/ThinCrossingEnergy.lean +45 -0
  18. lean/OAI/Probability/SLE/Geometry/TransportCrosscutPartition.lean +58 -0
  19. lean/OAI/Probability/SLE/Geometry/TransverseCurveDifference.lean +80 -0
  20. lean/OAI/Probability/SLE/Geometry/UniformAccessLocalization.lean +104 -0
  21. lean/OAI/Probability/SLE/Geometry/UniformGuideCompactness.lean +77 -0
  22. lean/OAI/Probability/SLE/Geometry/UnitWindowPlanarExit.lean +110 -0
  23. lean/OAI/Probability/SLE/Geometry/WaypointAngleNumerics.lean +64 -0
  24. lean/OAI/Probability/SLE/Geometry/WaypointCrosscutSides.lean +119 -0
  25. lean/OAI/Probability/SLE/Geometry/WaypointDerivativeBounds.lean +113 -0
  26. lean/OAI/Probability/SLE/Geometry/WaypointRouteAvoidance.lean +98 -0
  27. lean/OAI/Probability/SLE/Geometry/WaypointRouteProbability.lean +142 -0
  28. lean/OAI/Probability/SLE/Geometry/WaypointRoutes.lean +133 -0
  29. lean/OAI/Probability/SLE/Geometry/WaypointTubeGeometry.lean +65 -0
  30. lean/OAI/Probability/SLE/Geometry/WeightedCompactKernel.lean +71 -0
  31. lean/OAI/Probability/SLE/Geometry/WeightedCompactTerminal.lean +146 -0
  32. lean/OAI/Probability/SLE/Loewner/ActualApproach.lean +147 -0
  33. lean/OAI/Probability/SLE/Loewner/ActualApproachAtRadius.lean +105 -0
  34. lean/OAI/Probability/SLE/Loewner/ActualDiskGrowth.lean +19 -0
  35. lean/OAI/Probability/SLE/Loewner/ActualRadiusStops.lean +141 -0
  36. lean/OAI/Probability/SLE/Loewner/ActualRadiusStopsRegular.lean +66 -0
  37. lean/OAI/Probability/SLE/Loewner/CanonicalApproach.lean +46 -0
  38. lean/OAI/Probability/SLE/Loewner/CanonicalCapacityWitness.lean +79 -0
  39. lean/OAI/Probability/SLE/Loewner/CanonicalFlowEvolution.lean +40 -0
  40. lean/OAI/Probability/SLE/Loewner/CanonicalHydrodynamic.lean +87 -0
  41. lean/OAI/Probability/SLE/Loewner/CanonicalInverseAngle.lean +258 -0
  42. lean/OAI/Probability/SLE/Loewner/CanonicalInverseHolomorphic.lean +118 -0
  43. lean/OAI/Probability/SLE/Loewner/CanonicalInverseNonzero.lean +88 -0
  44. lean/OAI/Probability/SLE/Loewner/CanonicalRadiusKernel.lean +195 -0
  45. lean/OAI/Probability/SLE/Loewner/CanonicalSurvival.lean +75 -0
  46. lean/OAI/Probability/SLE/Loewner/CanonicalTraceCandidate.lean +85 -0
  47. lean/OAI/Probability/SLE/Loewner/CanonicalTraceDischarge.lean +53 -0
  48. lean/OAI/Probability/SLE/Loewner/CapacityDriverContinuity.lean +50 -0
  49. lean/OAI/Probability/SLE/Loewner/CapacityForwardDerivative.lean +71 -0
  50. lean/OAI/Probability/SLE/Loewner/CapacityForwardLipschitz.lean +93 -0
lean/OAI/Probability/SLE/Geometry/SimpleSlitRiemann.lean ADDED
@@ -0,0 +1,44 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.SimpleSlitConnected
2
+ import TauCeti.Analysis.Complex.Conformal.SimplyConnected
3
+
4
+ namespace OAI
5
+
6
+ /-! Conformal charts for arbitrary finite simple attached arcs, using
7
+ the Riemann mapping theorem and connectedness of the complement. -/
8
+ noncomputable section
9
+ open Set Complex Metric Function
10
+
11
+ namespace SLEExactGauge
12
+
13
+ theorem simple_arc_halfPlane_simplyConnected
14
+ (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0)
15
+ (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) :
16
+ IsSimplyConnected (upperHalfPlane \ range p) := by
17
+ have ho : IsOpen (upperHalfPlane \ range p) :=
18
+ isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed
19
+ apply TauCeti.isSimplyConnected_of_filledHull_subset ho
20
+ (simple_arc_halfPlane_complement_connected p hi h0 hH)
21
+ exact (TauCeti.filledHull_eq_self (attached_arc_domain_complement_preconnected p h0)
22
+ (attached_arc_domain_complement_unbounded p)).le
23
+
24
+ theorem simple_arc_exists_disk_chart
25
+ (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0)
26
+ (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) :
27
+ ∃ f : ℂ → ℂ, BijOn f (upperHalfPlane \ range p) (ball 0 1) ∧
28
+ DifferentiableOn ℂ f (upperHalfPlane \ range p) ∧
29
+ DifferentiableOn ℂ (invFunOn f (upperHalfPlane \ range p)) (ball 0 1) ∧
30
+ LeftInvOn (invFunOn f (upperHalfPlane \ range p)) f (upperHalfPlane \ range p) ∧
31
+ RightInvOn (invFunOn f (upperHalfPlane \ range p)) f (ball 0 1) := by
32
+ have ho : IsOpen (upperHalfPlane \ range p) :=
33
+ isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed
34
+ apply TauCeti.exists_bijOn_ball_differentiableOn_invFunOn ho
35
+ (simple_arc_halfPlane_simplyConnected p hi h0 hH)
36
+ intro he
37
+ have hz : (0:ℂ) ∈ upperHalfPlane \ range p := by rw [he]; trivial
38
+ exact (lt_irrefl (0:ℝ)) hz.1
39
+
40
+ end SLEExactGauge
41
+
42
+ end
43
+
44
+ end OAI
lean/OAI/Probability/SLE/Geometry/SingleCrossingObstruction.lean ADDED
@@ -0,0 +1,137 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.LocalLogObstruction
2
+ import OAI.Probability.SLE.Geometry.RectangleLogBoundary
3
+ import Mathlib.Topology.Order.ProjIcc
4
+
5
+ namespace OAI
6
+
7
+ /-! The local crossing obstruction in the parameter square. Clamping
8
+ extends the difference map to the plane; the four-side logarithm supplies
9
+ its outer boundary logarithm. -/
10
+ noncomputable section
11
+ open Set Filter Metric Function
12
+ open scoped Topology
13
+
14
+ namespace SLEExactGauge
15
+
16
+ def unitClamp (x : ℝ) : unitInterval := projIcc 0 1 zero_le_one x
17
+
18
+ lemma continuous_unitClamp : Continuous unitClamp := continuous_projIcc (h := zero_le_one)
19
+
20
+ @[simp] lemma unitClamp_coe (t : unitInterval) : unitClamp (t:ℝ)=t := projIcc_val zero_le_one t
21
+
22
+ lemma unitClamp_eq_interior {x : ℝ} {t : unitInterval}
23
+ (ht₀ : 0<(t:ℝ)) (ht₁ : (t:ℝ)<1) (h : unitClamp x=t) : x=(t:ℝ) := by
24
+ have hx₀ : 0<x := by
25
+ by_contra hn
26
+ have he : unitClamp x=0 := projIcc_of_le_left zero_le_one (le_of_not_gt hn)
27
+ rw [he] at h
28
+ have hv := congrArg (fun u : unitInterval => (u:ℝ)) h
29
+ simp only [Set.Icc.coe_zero] at hv
30
+ linarith
31
+ have hx₁ : x<1 := by
32
+ by_contra hn
33
+ have he : unitClamp x=1 := projIcc_of_right_le zero_le_one (le_of_not_gt hn)
34
+ rw [he] at h
35
+ have hv := congrArg (fun u : unitInterval => (u:ℝ)) h
36
+ simp only [Set.Icc.coe_one] at hv
37
+ linarith
38
+ have he : unitClamp x=⟨x,hx₀.le,hx₁.le⟩ := projIcc_of_mem zero_le_one ⟨hx₀.le,hx₁.le⟩
39
+ rw [he] at h
40
+ exact congrArg (fun u : unitInterval => (u:ℝ)) h
41
+
42
+ def crossingSquareParam (z : ℂ) : unitInterval × unitInterval :=
43
+ (unitClamp z.re,unitClamp z.im)
44
+
45
+ lemma continuous_crossingSquareParam : Continuous crossingSquareParam :=
46
+ (continuous_unitClamp.comp Complex.continuous_re).prodMk
47
+ (continuous_unitClamp.comp Complex.continuous_im)
48
+
49
+ def crossingSquareMap (c p : C(unitInterval,ℂ)) (z : ℂ) : ℂ :=
50
+ c (crossingSquareParam z).2-p (crossingSquareParam z).1
51
+
52
+ lemma continuous_crossingSquareMap (c p : C(unitInterval,ℂ)) : Continuous (crossingSquareMap c p) :=
53
+ (c.continuous.comp (continuous_crossingSquareParam.snd)).sub
54
+ (p.continuous.comp (continuous_crossingSquareParam.fst))
55
+
56
+ lemma crossingSquareMap_zero_iff (c p : C(unitInterval,ℂ))
57
+ (s t : unitInterval) (hs : 0<(s:ℝ) ∧ (s:ℝ)<1) (ht : 0<(t:ℝ) ∧ (t:ℝ)<1)
58
+ (hcross : c t=p s) (hu : ∀ u v, c v=p u → u=s ∧ v=t) (z : ℂ) :
59
+ crossingSquareMap c p z=0 ↔ z=(s:ℂ)+(t:ℂ)*Complex.I := by
60
+ constructor
61
+ · intro hz
62
+ obtain ⟨hre,him⟩ := hu _ _ (sub_eq_zero.mp hz)
63
+ have hr := unitClamp_eq_interior hs.1 hs.2 hre
64
+ have hi := unitClamp_eq_interior ht.1 ht.2 him
65
+ apply Complex.ext <;> simp [hr,hi]
66
+ · intro hz
67
+ subst z
68
+ simp [crossingSquareMap,crossingSquareParam,hcross]
69
+
70
+ lemma crossingSquareParam_on_outer_circle (s t : unitInterval) (z : ℂ) (hz : ‖z‖=4) :
71
+ let q := crossingSquareParam (z+((s:ℂ)+(t:ℂ)*Complex.I))
72
+ q.1=0 ∨ q.1=1 ∨ q.2=0 ∨ q.2=1 := by
73
+ dsimp only
74
+ by_contra hn
75
+ push Not at hn
76
+ let a := z+((s:ℂ)+(t:ℂ)*Complex.I)
77
+ let u := unitClamp a.re
78
+ let v := unitClamp a.im
79
+ have hu₀ : 0<(u:ℝ) := lt_of_le_of_ne u.property.1 (fun he => hn.1 (Subtype.ext he.symm))
80
+ have hu₁ : (u:ℝ)<1 := lt_of_le_of_ne u.property.2 (fun he => hn.2.1 (Subtype.ext he))
81
+ have hv₀ : 0<(v:ℝ) := lt_of_le_of_ne v.property.1 (fun he => hn.2.2.1 (Subtype.ext he.symm))
82
+ have hv₁ : (v:ℝ)<1 := lt_of_le_of_ne v.property.2 (fun he => hn.2.2.2 (Subtype.ext he))
83
+ have har := unitClamp_eq_interior hu₀ hu₁ (rfl : unitClamp a.re=u)
84
+ have hai := unitClamp_eq_interior hv₀ hv₁ (rfl : unitClamp a.im=v)
85
+ have hre : a.re=z.re+(s:ℝ) := by simp [a]
86
+ have him : a.im=z.im+(t:ℝ) := by simp [a]
87
+ have hr : |z.re|<1 := abs_lt.mpr ⟨by linarith [s.property.2],by linarith [s.property.1]⟩
88
+ have hi : |z.im|<1 := abs_lt.mpr ⟨by linarith [t.property.2],by linarith [t.property.1]⟩
89
+ have hnorm := Complex.norm_le_abs_re_add_abs_im z
90
+ linarith
91
+
92
+ lemma no_single_locally_injective_crossing (c p : C(unitInterval,ℂ))
93
+ (s t : unitInterval) (hs : 0<(s:ℝ) ∧ (s:ℝ)<1) (ht : 0<(t:ℝ) ∧ (t:ℝ)<1)
94
+ (hcross : c t=p s) (hu : ∀ u v, c v=p u → u=s ∧ v=t)
95
+ (hi : ∃ ρ : ℝ, 0<ρ ∧ InjOn (crossingSquareMap c p)
96
+ (closedBall ((s:ℂ)+(t:ℂ)*Complex.I) ρ))
97
+ (hloop : c 0=c 1) (hbase : ∀ u, c 0-p u≠0)
98
+ (L₀ L₁ : C(unitInterval,ℂ))
99
+ (hL₀ : ∀ u, Complex.exp (L₀ u)=c u-p 0)
100
+ (hL₁ : ∀ u, Complex.exp (L₁ u)=c u-p 1)
101
+ (h₀ : L₀ 0=L₀ 1) (h₁ : L₁ 0=L₁ 1) : False := by
102
+ obtain ⟨K,hK⟩ := rectangle_difference_boundary_log c p hloop hbase L₀ L₁ hL₀ hL₁ h₀ h₁
103
+ let a := (s:ℂ)+(t:ℂ)*Complex.I
104
+ let f := fun z : ℂ => crossingSquareMap c p (z+a)
105
+ have hf : Continuous f := (continuous_crossingSquareMap c p).comp (continuous_id.add continuous_const)
106
+ have hf0 : f 0=0 := by
107
+ simpa only [f,zero_add] using (crossingSquareMap_zero_iff c p s t hs ht hcross hu a).mpr rfl
108
+ have hzero (z : ℂ) : f z=0 → z=0 := by
109
+ intro hz
110
+ have he := (crossingSquareMap_zero_iff c p s t hs ht hcross hu (z+a)).mp hz
111
+ have he' : z+a=0+a := by simpa only [zero_add] using he
112
+ exact add_right_cancel he'
113
+ obtain ⟨ρ,hρ,hiρ⟩ := hi
114
+ let r := min ρ 1
115
+ have hr : 0<r := lt_min hρ zero_lt_one
116
+ have hir : InjOn f (closedBall 0 r) := by
117
+ intro z hz w hw he
118
+ have hm (z : ℂ) (hz : z∈closedBall 0 r) : z+a∈closedBall a ρ := by
119
+ simpa only [mem_closedBall,dist_eq_norm,add_sub_cancel_right,sub_zero] using
120
+ (mem_closedBall_zero_iff.mp hz).trans (min_le_left ρ 1)
121
+ exact add_right_cancel (hiρ (hm z hz) (hm w hw) he)
122
+ let L : C(sphere (0:ℂ) 4,ℂ) := K.comp
123
+ ⟨fun z => crossingSquareParam ((z:ℂ)+a),
124
+ continuous_crossingSquareParam.comp (continuous_subtype_val.add continuous_const)⟩
125
+ apply isolated_zero_no_continuous_boundary_log f 4 r (by norm_num) hr
126
+ ((min_le_right ρ 1).trans (by norm_num)) hf.continuousOn
127
+ (fun z _ hz => hzero z (by rwa [hf0] at hz)) hir L
128
+ intro z
129
+ rw [hf0,sub_zero]
130
+ exact hK _ (crossingSquareParam_on_outer_circle s t z
131
+ (by simpa only [mem_sphere,dist_zero_right] using z.property))
132
+
133
+ end SLEExactGauge
134
+
135
+ end
136
+
137
+ end OAI
lean/OAI/Probability/SLE/Geometry/SmallImageSector.lean ADDED
@@ -0,0 +1,218 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.SmallImageSemicircle
2
+ import OAI.Probability.SLE.AngularLaws
3
+
4
+ namespace OAI
5
+
6
+ /-!
7
+ The central-sector extension of `es:good-semicircle`. The already proved
8
+ omitted-value estimate gives a universal constant `4096 * π` in place of the
9
+ sharper constant `6` in the manuscript; this suffices for the splice.
10
+ -/
11
+
12
+ noncomputable section
13
+ open Set Filter MeasureTheory Metric
14
+ open scoped Topology
15
+
16
+ namespace SLEExactGauge.SmallImageSemicircle
17
+
18
+ lemma log_norm_fderiv_le_of_height
19
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
20
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
21
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {b : ℝ} (hb : 0 < b)
22
+ {w : ℂ} (hw : b ≤ w.im) :
23
+ DifferentiableAt ℝ (fun z => Real.log ‖F z - a‖) w ∧
24
+ ‖fderiv ℝ (fun z => Real.log ‖F z - a‖) w‖ ≤ (128 * Real.pi) / b := by
25
+ have hwH : 0 < w.im := hb.trans_le hw
26
+ have hball : ball w b ⊆ {z : ℂ | 0 < z.im} := by
27
+ intro z hz
28
+ have hdist : ‖z - w‖ < b := mem_ball_iff_norm.mp hz
29
+ have him := (le_abs_self (w.im - z.im)).trans
30
+ (by simpa only [Complex.sub_im, abs_sub_comm] using Complex.abs_im_le_norm (z - w))
31
+ change 0 < z.im
32
+ linarith
33
+ have hnot : a ∉ F '' ball w b := by
34
+ rintro ⟨z, hz, he⟩
35
+ exact ha z (hball hz) he
36
+ have hbound := univalent_omitted_value_bound_ball hb (hF.mono hball) (hi.mono hball) a hnot
37
+ have hFd : DifferentiableAt ℂ F w := hF.differentiableAt
38
+ ((isOpen_lt continuous_const Complex.continuous_im).mem_nhds hwH)
39
+ have hn : F w - a ≠ 0 := sub_ne_zero.mpr (ha w hwH)
40
+ have hnp : 0 < ‖F w - a‖ := norm_pos_iff.mpr hn
41
+ refine ⟨(((hFd.restrictScalars ℝ).sub_const a).norm ℝ hn).log hnp.ne', ?_⟩
42
+ have hlog := norm_fderiv_log_norm_div_le hFd a (by norm_num : (0 : ℝ) < 1) hn
43
+ simp only [div_one] at hlog
44
+ apply hlog.trans
45
+ apply (div_le_div_iff₀ hnp hb).mpr
46
+ nlinarith [hbound]
47
+
48
+ /-- Uniform comparison with the top of the selected semicircle on the central
49
+ sector. The straight segment stays above height `B/16`. -/
50
+ theorem central_sector_log_bound
51
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
52
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
53
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {B : ℝ} (hB : 0 < B)
54
+ {z : ℂ} (hzlow : B / 8 ≤ ‖z‖) (hzup : ‖z‖ ≤ B)
55
+ (hzim : ‖z‖ / 2 ≤ z.im) :
56
+ Real.log ‖F z - a‖ ≤ Real.log ‖F ((B : ℂ) * Complex.I) - a‖ + 4096 * Real.pi := by
57
+ let S : Set ℂ := {w | B / 16 ≤ w.im}
58
+ have hS : Convex ℝ S := by
59
+ intro x hx y hy s t hs ht hst
60
+ change B / 16 ≤ (s • x + t • y).im
61
+ simp only [Complex.add_im, Complex.smul_im, smul_eq_mul]
62
+ dsimp only [S, Set.mem_ofPred_eq] at hx hy
63
+ nlinarith [mul_le_mul_of_nonneg_left hx hs, mul_le_mul_of_nonneg_left hy ht]
64
+ have hzS : z ∈ S := by change B / 16 ≤ z.im; linarith
65
+ have htopS : (B : ℂ) * Complex.I ∈ S := by
66
+ change B / 16 ≤ ((B : ℂ) * Complex.I).im
67
+ simp only [Complex.mul_im, Complex.ofReal_re, Complex.I_im, Complex.ofReal_im,
68
+ Complex.I_re, mul_one, mul_zero, add_zero]
69
+ linarith
70
+ have hlog := Convex.norm_image_sub_le_of_norm_fderiv_le
71
+ (fun w hw => (log_norm_fderiv_le_of_height hF hi ha (by positivity : 0 < B / 16) hw).1)
72
+ (fun w hw => (log_norm_fderiv_le_of_height hF hi ha (by positivity : 0 < B / 16) hw).2)
73
+ hS htopS hzS
74
+ have hdist : ‖z - (B : ℂ) * Complex.I‖ ≤ 2 * B := by
75
+ calc
76
+ ‖z - (B : ℂ) * Complex.I‖ ≤ ‖z‖ + ‖(B : ℂ) * Complex.I‖ := norm_sub_le _ _
77
+ _ ≤ 2 * B := by
78
+ simp only [norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hB,
79
+ Complex.norm_I, mul_one]
80
+ linarith
81
+ have hnon : 0 ≤ (128 * Real.pi) / (B / 16) := by positivity
82
+ have hconst : (128 * Real.pi) / (B / 16) * (2 * B) = 4096 * Real.pi := by
83
+ field_simp
84
+ ring
85
+ have hh := hlog.trans (mul_le_mul_of_nonneg_left hdist hnon)
86
+ rw [hconst, Real.norm_eq_abs] at hh
87
+ linarith [le_abs_self (Real.log ‖F z - a‖ - Real.log ‖F ((B : ℂ) * Complex.I) - a‖)]
88
+
89
+ theorem central_sector_norm_bound
90
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
91
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
92
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {B : ℝ} (hB : 0 < B)
93
+ {z : ℂ} (hzlow : B / 8 ≤ ‖z‖) (hzup : ‖z‖ ≤ B)
94
+ (hzim : ‖z‖ / 2 ≤ z.im) :
95
+ ‖F z - a‖ ≤ ‖F ((B : ℂ) * Complex.I) - a‖ * Real.exp (4096 * Real.pi) := by
96
+ have hzH : 0 < z.im := by linarith
97
+ have htopH : 0 < ((B : ℂ) * Complex.I).im := by simpa using hB
98
+ have hnz : 0 < ‖F z - a‖ := norm_pos_iff.mpr (sub_ne_zero.mpr (ha z hzH))
99
+ have hntop : 0 < ‖F ((B : ℂ) * Complex.I) - a‖ :=
100
+ norm_pos_iff.mpr (sub_ne_zero.mpr (ha _ htopH))
101
+ have hh := Real.exp_le_exp.mpr (central_sector_log_bound hF hi ha hB hzlow hzup hzim)
102
+ simpa only [Real.exp_add, Real.exp_log hnz, Real.exp_log hntop] using hh
103
+
104
+ /-- Semicircles and their central sectors can be made arbitrarily small in
105
+ parameter space while preserving a uniform image bound. -/
106
+ theorem exists_arbitrarily_small_image_sector
107
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
108
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
109
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {r A t₀ : ℝ} {β : ℝ → ℂ}
110
+ (hr : 0 < r) (hA : 2 * Real.pi ^ 2 < A)
111
+ (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0)
112
+ (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im)
113
+ (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-A)) :
114
+ ∀ δ : ℝ, 0 < δ → ∃ B ∈ Ioo 0 δ,
115
+ (∀ θ ∈ Ioo 0 Real.pi,
116
+ ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ ≤
117
+ r * Real.exp (-A + Real.pi * Real.sqrt (2 * A))) ∧
118
+ ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im →
119
+ ‖F z - a‖ ≤ r * Real.exp (-A + Real.pi * Real.sqrt (2 * A) + 4096 * Real.pi) := by
120
+ intro δ hδ
121
+ obtain ⟨B, hB, hcircle⟩ := exists_arbitrarily_small_image_semicircle hF hi ha hr hA
122
+ ht₀ hβ hβ₀ hβH hsmall δ hδ
123
+ refine ⟨B, hB, hcircle, ?_⟩
124
+ intro z hzlow hzup hzim
125
+ have htop := hcircle (Real.pi / 2) ⟨by positivity, by linarith [Real.pi_pos]⟩
126
+ simp only [Complex.ofReal_div, Complex.ofReal_ofNat, Complex.exp_pi_div_two_mul_I] at htop
127
+ calc
128
+ ‖F z - a‖ ≤ ‖F ((B : ℂ) * Complex.I) - a‖ * Real.exp (4096 * Real.pi) :=
129
+ central_sector_norm_bound hF hi ha hB.1 hzlow hzup hzim
130
+ _ ≤ (r * Real.exp (-A + Real.pi * Real.sqrt (2 * A))) * Real.exp (4096 * Real.pi) :=
131
+ mul_le_mul_of_nonneg_right htop (Real.exp_pos _).le
132
+ _ = _ := by simp only [Real.exp_add, mul_assoc]
133
+
134
+ lemma sector_exponential_lt_quarter {A : ℝ} (hA : 65536 ≤ A) :
135
+ Real.exp (-A + Real.pi * Real.sqrt (2 * A) + 4096 * Real.pi) < 1 / 4 := by
136
+ have hApos : 0 < A := lt_of_lt_of_le (by norm_num) hA
137
+ have hsqrt : Real.sqrt (2 * A) ≤ A / 8 := by
138
+ apply (sq_le_sq₀ (Real.sqrt_nonneg _) (by positivity)).mp
139
+ rw [Real.sq_sqrt (by positivity)]
140
+ nlinarith [mul_nonneg (show 0 ≤ A by positivity) (show 0 ≤ A - 128 by linarith)]
141
+ have hpi : Real.pi * Real.sqrt (2 * A) ≤ 4 * (A / 8) :=
142
+ mul_le_mul Real.pi_lt_four.le hsqrt (Real.sqrt_nonneg _) (by norm_num)
143
+ have hexp : -A + Real.pi * Real.sqrt (2 * A) + 4096 * Real.pi < -3 := by
144
+ linarith [Real.pi_lt_four]
145
+ have hthree : (4 : ℝ) < Real.exp 3 := by
146
+ have hh := Real.add_one_lt_exp (show (3 : ℝ) ≠ 0 by norm_num)
147
+ norm_num only at hh
148
+ exact hh
149
+ calc
150
+ _ < Real.exp (-3) := Real.exp_lt_exp.mpr hexp
151
+ _ < 1 / 4 := by
152
+ rw [Real.exp_neg, ← one_div]
153
+ exact one_div_lt_one_div_of_lt (by norm_num) hthree
154
+
155
+ /-- A fixed sufficiently deep guide segment provides the small semicircle
156
+ and central sector used to splice the initial passage. -/
157
+ theorem exists_arbitrarily_small_quarter_image_sector
158
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
159
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
160
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {r t₀ : ℝ} {β : ℝ → ℂ}
161
+ (hr : 0 < r) (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0)
162
+ (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im)
163
+ (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-65536)) :
164
+ ∀ δ : ℝ, 0 < δ → ∃ B ∈ Ioo 0 δ,
165
+ (∀ θ ∈ Ioo 0 Real.pi,
166
+ ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ < r / 4) ∧
167
+ ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → ‖F z - a‖ < r / 4 := by
168
+ have hA : 2 * Real.pi ^ 2 < (65536 : ℝ) := by
169
+ nlinarith [Real.pi_pos, Real.pi_lt_four]
170
+ intro δ hδ
171
+ obtain ⟨B, hB, hcircle, hsector⟩ := exists_arbitrarily_small_image_sector hF hi ha hr hA
172
+ ht₀ hβ hβ₀ hβH hsmall δ hδ
173
+ have hc := semicircle_exponential_lt_quarter (A := 65536) (by norm_num)
174
+ have hs := sector_exponential_lt_quarter (A := 65536) (by norm_num)
175
+ refine ⟨B, hB, ?_, ?_⟩
176
+ · intro θ hθ
177
+ have hle := hcircle θ hθ
178
+ have he : Real.exp (-(65536 : ℝ) + Real.pi * Real.sqrt (2 * 65536)) < 1 / 4 :=
179
+ (Real.exp_le_exp.mpr (by norm_num)).trans_lt hc
180
+ exact hle.trans_lt (by simpa only [div_eq_mul_inv, one_mul] using mul_lt_mul_of_pos_left he hr)
181
+ · intro z hzlow hzup hzim
182
+ exact (hsector z hzlow hzup hzim).trans_lt
183
+ (by simpa only [div_eq_mul_inv, one_mul] using mul_lt_mul_of_pos_left hs hr)
184
+
185
+ /-- Full access-guide formulation: convergence to the omitted boundary value
186
+ itself supplies the initial short segment needed above. -/
187
+ theorem access_guide_has_arbitrarily_small_quarter_image_sector
188
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
189
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
190
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {r T : ℝ} {β : ℝ → ℂ}
191
+ (hr : 0 < r) (hT : 0 < T) (hβ : ContinuousOn β (Icc 0 T)) (hβ₀ : β 0 = 0)
192
+ (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im)
193
+ (hlimit : Tendsto (F ∘ β) (𝓝[>] 0) (𝓝 a)) :
194
+ ∀ δ : ℝ, 0 < δ → ∃ B ∈ Ioo 0 δ,
195
+ (∀ θ ∈ Ioo 0 Real.pi,
196
+ ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ < r / 4) ∧
197
+ ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → ‖F z - a‖ < r / 4 := by
198
+ have hε : 0 < r * Real.exp (-65536) := mul_pos hr (Real.exp_pos _)
199
+ obtain ⟨d, hd, hdbound⟩ := Metric.tendsto_nhdsWithin_nhds.mp hlimit _ hε
200
+ let t₀ := min T (d / 2)
201
+ have ht₀ : 0 < t₀ := lt_min hT (by positivity)
202
+ have ht₀T : t₀ ≤ T := min_le_left _ _
203
+ have hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-65536) := by
204
+ intro t ht
205
+ apply le_of_lt
206
+ have htd : dist t 0 < d := by
207
+ rw [Real.dist_eq, sub_zero, abs_of_pos ht.1]
208
+ exact (ht.2.trans (min_le_right _ _)).trans_lt (by linarith)
209
+ simpa only [Function.comp_apply, dist_eq_norm] using hdbound ht.1 htd
210
+ exact exists_arbitrarily_small_quarter_image_sector hF hi ha hr ht₀
211
+ (hβ.mono (Icc_subset_Icc_right ht₀T)) hβ₀
212
+ (fun t ht => hβH t ⟨ht.1, ht.2.trans ht₀T⟩) hsmall
213
+
214
+ end SLEExactGauge.SmallImageSemicircle
215
+
216
+ end
217
+
218
+ end OAI
lean/OAI/Probability/SLE/Geometry/SmallImageSemicircle.lean ADDED
@@ -0,0 +1,392 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.DyadicStrips
2
+
3
+ namespace OAI
4
+
5
+ /-!
6
+ Angular Sobolev estimates for the small-image semicircle lemma
7
+ `es:good-semicircle`. In particular, the absolute continuity used below is
8
+ proved for the actual clipped conformal logarithm.
9
+ -/
10
+
11
+ noncomputable section
12
+ open Set Filter MeasureTheory Metric
13
+ open scoped Topology ENNReal NNReal
14
+
15
+ namespace SLEExactGauge.SmallImageSemicircle
16
+
17
+ lemma integral_abs_le_angular_energy {g : ℝ → ℝ}
18
+ (hg : MemLp g 2 (volume.restrict (Ioo 0 Real.pi))) :
19
+ (∫ θ in Ioo 0 Real.pi, |g θ|) ≤
20
+ Real.sqrt Real.pi * Real.sqrt (∫ θ in Ioo 0 Real.pi, (g θ) ^ 2) := by
21
+ have h1 : MemLp (fun _ : ℝ => (1 : ℝ)) 2 (volume.restrict (Ioo 0 Real.pi)) :=
22
+ memLp_const 1
23
+ have h := integral_mul_le_Lp_mul_Lq_of_nonneg Real.HolderConjugate.two_two
24
+ (ae_of_all _ (fun θ => norm_nonneg (g θ))) (ae_of_all _ (fun _ => zero_le_one))
25
+ (by simpa using hg.norm) (by simpa using h1)
26
+ simpa only [mul_one, Real.rpow_two, one_pow, Real.norm_eq_abs, sq_abs,
27
+ integral_const, smul_eq_mul, mul_one, one_mul, Measure.real, Measure.restrict_apply_univ,
28
+ Real.volume_Ioo, sub_zero,
29
+ ENNReal.toReal_ofReal Real.pi_pos.le, Real.sqrt_eq_rpow, mul_comm] using h
30
+
31
+ /-- A section which is absolutely continuous on compact subintervals has
32
+ oscillation controlled by its full angular derivative energy. -/
33
+ theorem angular_oscillation_bound {f : ℝ → ℝ} {x y : ℝ}
34
+ (hx : x ∈ Ioo 0 Real.pi) (hy : y ∈ Ioo 0 Real.pi)
35
+ (hf : AbsolutelyContinuousOnInterval f x y)
36
+ (hderiv : MemLp (deriv f) 2 (volume.restrict (Ioo 0 Real.pi))) :
37
+ |f y - f x| ≤ Real.sqrt Real.pi *
38
+ Real.sqrt (∫ θ in Ioo 0 Real.pi, (deriv f θ) ^ 2) := by
39
+ have hsub : uIoc x y ⊆ Ioo 0 Real.pi := by
40
+ intro θ hθ
41
+ have hθ' := uIoc_subset_uIcc hθ
42
+ exact ordConnected_Ioo.uIcc_subset hx hy hθ'
43
+ have hi : IntegrableOn (fun θ => |deriv f θ|) (Ioo 0 Real.pi) := by
44
+ simpa only [IntegrableOn, Real.norm_eq_abs] using (hderiv.integrable (by norm_num)).norm
45
+ calc
46
+ |f y - f x| = ‖∫ θ in x..y, deriv f θ‖ := by
47
+ rw [hf.integral_deriv_eq_sub, Real.norm_eq_abs]
48
+ _ ≤ ∫ θ in uIoc x y, |deriv f θ| := by
49
+ simpa only [Real.norm_eq_abs] using
50
+ (intervalIntegral.norm_integral_le_integral_norm_uIoc (f := deriv f) (a := x) (b := y))
51
+ _ ≤ ∫ θ in Ioo 0 Real.pi, |deriv f θ| :=
52
+ setIntegral_mono_set hi (ae_of_all _ (fun θ => abs_nonneg (deriv f θ)))
53
+ hsub.eventuallySubset
54
+ _ ≤ _ := integral_abs_le_angular_energy hderiv
55
+
56
+ theorem anchored_angular_bound {f : ℝ → ℝ} {θ₀ : ℝ}
57
+ (hθ₀ : θ₀ ∈ Ioo 0 Real.pi) (hzero : f θ₀ = 0)
58
+ (hac : ∀ θ ∈ Ioo 0 Real.pi, AbsolutelyContinuousOnInterval f θ₀ θ)
59
+ (hderiv : MemLp (deriv f) 2 (volume.restrict (Ioo 0 Real.pi))) :
60
+ ∀ θ ∈ Ioo 0 Real.pi, |f θ| ≤ Real.sqrt Real.pi *
61
+ Real.sqrt (∫ φ in Ioo 0 Real.pi, (deriv f φ) ^ 2) := by
62
+ intro θ hθ
63
+ simpa only [hzero, sub_zero] using angular_oscillation_bound hθ₀ hθ (hac θ hθ) hderiv
64
+
65
+ /-- The exact angular constant in the manuscript. -/
66
+ theorem anchored_angular_bound_of_energy {f : ℝ → ℝ} {θ₀ H : ℝ}
67
+ (hH : 0 ≤ H) (hθ₀ : θ₀ ∈ Ioo 0 Real.pi) (hzero : f θ₀ = 0)
68
+ (hac : ∀ θ ∈ Ioo 0 Real.pi, AbsolutelyContinuousOnInterval f θ₀ θ)
69
+ (hderiv : MemLp (deriv f) 2 (volume.restrict (Ioo 0 Real.pi)))
70
+ (henergy : (∫ φ in Ioo 0 Real.pi, (deriv f φ) ^ 2) ≤ 2 * Real.pi * H) :
71
+ ∀ θ ∈ Ioo 0 Real.pi, f θ ≤ Real.pi * Real.sqrt (2 * H) := by
72
+ intro θ hθ
73
+ have h := anchored_angular_bound hθ₀ hzero hac hderiv θ hθ
74
+ have hE : 0 ≤ ∫ φ in Ioo 0 Real.pi, (deriv f φ) ^ 2 :=
75
+ integral_nonneg (fun _ => sq_nonneg _)
76
+ have hs := sq_le_sq₀ (abs_nonneg (f θ)) (by positivity) |>.mpr h
77
+ rw [mul_pow, Real.sq_sqrt Real.pi_pos.le, Real.sq_sqrt hE] at hs
78
+ have hr : (Real.pi * Real.sqrt (2 * H)) ^ 2 = Real.pi ^ 2 * (2 * H) := by
79
+ rw [mul_pow, Real.sq_sqrt (by positivity)]
80
+ have hsq : |f θ| ^ 2 ≤ (Real.pi * Real.sqrt (2 * H)) ^ 2 := by
81
+ rw [hr]
82
+ nlinarith [mul_le_mul_of_nonneg_left henergy Real.pi_pos.le]
83
+ exact (le_abs_self _).trans ((sq_le_sq₀ (abs_nonneg _) (by positivity)).mp hsq)
84
+
85
+ def stripPoint (v θ : ℝ) : ℂ := (v : ℂ) + (θ : ℂ) * Complex.I
86
+
87
+ lemma stripPoint_mem {v θ : ℝ} (hθ : θ ∈ Ioo 0 Real.pi) :
88
+ stripPoint v θ ∈ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := by
89
+ simpa only [stripPoint, Complex.add_im, Complex.ofReal_im, Complex.mul_im,
90
+ Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero,
91
+ zero_add, Set.mem_ofPred_eq, Set.mem_Ioo] using hθ
92
+
93
+ /-- Compact angular sections of the actual conformal logarithm are
94
+ absolutely continuous. The omitted point removes the logarithmic singularity. -/
95
+ theorem conformal_section_absolutelyContinuous
96
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
97
+ {a : ℂ} (ha : ∀ z, 0 < z.im → F z ≠ a)
98
+ {r : ℝ} (hr : 0 < r) (H v : ℝ) {x y : ℝ}
99
+ (hx : x ∈ Ioo 0 Real.pi) (hy : y ∈ Ioo 0 Real.pi) :
100
+ AbsolutelyContinuousOnInterval
101
+ (fun θ => conformalStripLog F a r H (stripPoint v θ)) x y := by
102
+ let g : ℝ → ℝ := fun θ => Real.log (‖F (Complex.exp (stripPoint v θ)) - a‖ / r)
103
+ have hgd : ContDiffOn ℝ 1 g (uIcc x y) := by
104
+ intro θ hθ
105
+ have hθ' : θ ∈ Ioo 0 Real.pi := ordConnected_Ioo.uIcc_subset hx hy hθ
106
+ have hz := exp_strip_halfplane (stripPoint_mem (v := v) hθ')
107
+ have hFo : ContDiffAt ℝ 1 F (Complex.exp (stripPoint v θ)) :=
108
+ ((hF.analyticAt (isOpen_lt continuous_const Complex.continuous_im |>.mem_nhds hz)).restrictScalars
109
+ (𝕜 := ℝ)).contDiffAt
110
+ have hpt : ContDiffAt ℝ 1 (fun t => Complex.exp (stripPoint v t)) θ := by
111
+ dsimp only [stripPoint]
112
+ have hcast : ContDiffAt ℝ 1 (fun t : ℝ => (t : ℂ)) θ :=
113
+ Complex.ofRealCLM.contDiff.contDiffAt
114
+ fun_prop
115
+ have hnonzero := sub_ne_zero.mpr (ha _ hz)
116
+ exact ((((hFo.comp θ hpt).sub contDiffAt_const).norm ℝ hnonzero).div_const r).log
117
+ (div_ne_zero (norm_ne_zero_iff.mpr hnonzero) hr.ne') |>.contDiffWithinAt
118
+ obtain ⟨K, hK⟩ := hgd.exists_lipschitzOnWith (by norm_num) (convex_uIcc x y) isCompact_uIcc
119
+ exact ((lipschitz_clip H).comp_lipschitzOnWith hK).absolutelyContinuousOnInterval
120
+
121
+ lemma angular_deriv_le_gradient {u : ℂ → ℝ} {v θ : ℝ}
122
+ (hu : DifferentiableAt ℝ u (stripPoint v θ)) :
123
+ |deriv (fun t => u (stripPoint v t)) θ| ≤ ‖gradient u (stripPoint v θ)‖ := by
124
+ have hp : HasDerivAt (stripPoint v) Complex.I θ := by
125
+ change HasDerivAt (fun t : ℝ => (v : ℂ) + (t : ℂ) * Complex.I) Complex.I θ
126
+ simpa [stripPoint] using
127
+ ((Complex.ofRealCLM.hasDerivAt (x := θ)).mul_const Complex.I).const_add (v : ℂ)
128
+ change |deriv (u ∘ stripPoint v) θ| ≤ _
129
+ rw [(hu.hasFDerivAt.comp_hasDerivAt θ hp).deriv, ← real_gradient_im]
130
+ exact Complex.abs_im_le_norm _
131
+
132
+ /-- A unit logarithmic slab contains a section whose full angular energy
133
+ is at most the total strip energy. Differentiability is required only almost
134
+ everywhere, as supplied by the locally Lipschitz conformal logarithm. -/
135
+ theorem exists_section_of_strip_energy
136
+ (u : ℂ → ℝ) (q : ℝ)
137
+ (hg : MemLp (gradient u) 2
138
+ (volume.restrict {z : ℂ | 0 < z.im ∧ z.im < Real.pi}))
139
+ (hd : ∀ᵐ z ∂volume, z ∈ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} →
140
+ DifferentiableAt ℝ u z) :
141
+ ∃ v ∈ Ioo q (q + 1),
142
+ MemLp (deriv (fun θ => u (stripPoint v θ))) 2 (volume.restrict (Ioo 0 Real.pi)) ∧
143
+ (∫ θ in Ioo 0 Real.pi, (deriv (fun t => u (stripPoint v t)) θ) ^ 2) ≤
144
+ ∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, ‖gradient u z‖ ^ 2 := by
145
+ let J := Ioo q (q + 1)
146
+ let K := Ioo 0 Real.pi
147
+ let S := {z : ℂ | 0 < z.im ∧ z.im < Real.pi}
148
+ let T := {z : ℂ | q < z.re ∧ z.re < q + 1 ∧ 0 < z.im ∧ z.im < Real.pi}
149
+ let e := Complex.measurableEquivRealProd.symm
150
+ have he : MeasurePreserving e volume volume := Complex.volume_preserving_equiv_real_prod.symm _
151
+ have hpre : e ⁻¹' T = J ×ˢ K := by
152
+ ext z
153
+ simp [e, T, J, K, and_assoc]
154
+ have hTS : T ⊆ S := fun _ hz => hz.2.2
155
+ have hiS : IntegrableOn (fun z => ‖gradient u z‖ ^ 2) S := hg.norm.integrable_sq
156
+ have hiT := hiS.mono_set hTS
157
+ have hip : Integrable (fun z : ℝ × ℝ => ‖gradient u (e z)‖ ^ 2)
158
+ ((volume.restrict J).prod (volume.restrict K)) := by
159
+ rw [Measure.prod_restrict]
160
+ exact hpre ▸ (he.integrableOn_comp_preimage e.measurableEmbedding).mpr hiT
161
+ have heq : (∫ v in J, ∫ θ in K, ‖gradient u (e (v, θ))‖ ^ 2) =
162
+ ∫ z in T, ‖gradient u z‖ ^ 2 := by
163
+ rw [← integral_prod _ hip, Measure.prod_restrict, ← hpre]
164
+ simpa only [Measure.volume_eq_prod] using
165
+ he.setIntegral_preimage_emb e.measurableEmbedding (fun z => ‖gradient u z‖ ^ 2) T
166
+ have hep : (∫ v in J, ∫ θ in K, ‖gradient u (e (v, θ))‖ ^ 2) ≤
167
+ ∫ z in S, ‖gradient u z‖ ^ 2 := by
168
+ rw [heq]
169
+ exact setIntegral_mono_set hiS (ae_of_all _ (fun _ => sq_nonneg _)) hTS.eventuallySubset
170
+ have had : ∀ᵐ v ∂volume.restrict J, ∀ᵐ θ ∂volume.restrict K,
171
+ DifferentiableAt ℝ u (e (v, θ)) := by
172
+ have hdp : ∀ᵐ z ∂(volume : Measure (ℝ × ℝ)), e z ∈ S → DifferentiableAt ℝ u (e z) :=
173
+ ae_of_ae_map he.measurable.aemeasurable (he.map_eq.symm ▸ hd)
174
+ have hdr := ae_restrict_of_ae (s := J ×ˢ K) hdp
175
+ rw [Measure.volume_eq_prod, ← Measure.prod_restrict] at hdr
176
+ filter_upwards [Measure.ae_ae_of_ae_prod hdr] with v hv
177
+ filter_upwards [hv, ae_restrict_mem measurableSet_Ioo] with θ hθ hθK
178
+ exact hθ hθK
179
+ let energy (v : ℝ) := ∫ θ in K, ‖gradient u (e (v, θ))‖ ^ 2
180
+ have hei : Integrable energy (volume.restrict J) := hip.integral_prod_left
181
+ have hgood : ∀ᵐ v ∂volume.restrict J,
182
+ v ∈ J ∧ Integrable (fun θ => ‖gradient u (e (v, θ))‖ ^ 2) (volume.restrict K) ∧
183
+ ∀ᵐ θ ∂volume.restrict K, DifferentiableAt ℝ u (e (v, θ)) := by
184
+ filter_upwards [ae_restrict_mem measurableSet_Ioo, hip.prod_right_ae, had] with v hv hi hdv
185
+ exact ⟨hv, hi, hdv⟩
186
+ have hprob : IsProbabilityMeasure (volume.restrict J) := by
187
+ constructor
188
+ simp [J, Real.volume_Ioo]
189
+ let := hprob
190
+ let Good (v : ℝ) := v ∈ J ∧
191
+ Integrable (fun θ => ‖gradient u (e (v, θ))‖ ^ 2) (volume.restrict K) ∧
192
+ ∀ᵐ θ ∂volume.restrict K, DifferentiableAt ℝ u (e (v, θ))
193
+ have hnull : (volume.restrict J) {v | ¬ Good v} = 0 := by
194
+ apply measure_eq_zero_iff_ae_notMem.mpr
195
+ filter_upwards [hgood] with v hv
196
+ exact fun h => h hv
197
+ obtain ⟨v, hv, hve⟩ := exists_notMem_null_le_integral hei hnull
198
+ have hv' : Good v := not_not.mp hv
199
+ obtain ⟨hvJ, hvI, hvD⟩ := hv'
200
+ have hbound : ∀ᵐ θ ∂volume.restrict K,
201
+ |deriv (fun t => u (stripPoint v t)) θ| ≤ ‖gradient u (e (v, θ))‖ := by
202
+ filter_upwards [hvD] with θ hθ
203
+ have hepoint : e (v, θ) = stripPoint v θ := by
204
+ apply Complex.ext <;> simp [e, stripPoint]
205
+ simpa only [hepoint] using angular_deriv_le_gradient (hepoint ▸ hθ)
206
+ have hdi : Integrable (fun θ => (deriv (fun t => u (stripPoint v t)) θ) ^ 2)
207
+ (volume.restrict K) := by
208
+ apply hvI.mono' ((aestronglyMeasurable_deriv _ _).pow 2)
209
+ filter_upwards [hbound] with θ hθ
210
+ rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)]
211
+ simpa only [sq_abs, Pi.pow_apply] using
212
+ (sq_le_sq₀ (abs_nonneg _) (norm_nonneg _)).mpr hθ
213
+ refine ⟨v, hvJ, ?_, ?_⟩
214
+ · exact (memLp_two_iff_integrable_sq_norm (aestronglyMeasurable_deriv _ _)).mpr
215
+ (by simpa only [Real.norm_eq_abs, sq_abs] using hdi)
216
+ · apply (integral_mono_ae hdi hvI ?_).trans (hve.trans hep)
217
+ filter_upwards [hbound] with θ hθ
218
+ simpa only [sq_abs] using
219
+ (sq_le_sq₀ (abs_nonneg _) (norm_nonneg _)).mpr hθ
220
+
221
+ /-- The guide crosses every smaller semicircle, supplying the anchor required
222
+ by the angular Sobolev estimate. -/
223
+ theorem access_segment_section_anchor
224
+ {F : ℂ → ℂ} {a : ℂ} {r t₀ : ℝ} {β : ℝ → ℂ}
225
+ (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0)
226
+ (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im)
227
+ (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r)
228
+ {v : ℝ} (hv : v < Real.log ‖β t₀‖) :
229
+ ∃ θ ∈ Ioo 0 Real.pi, ‖F (Complex.exp (stripPoint v θ)) - a‖ ≤ r := by
230
+ have hbH := hβH t₀ ⟨ht₀, le_rfl⟩
231
+ have hbne : β t₀ ≠ 0 := by intro h; simp [h] at hbH
232
+ have hbpos : 0 < ‖β t₀‖ := norm_pos_iff.mpr hbne
233
+ have hB : Real.exp v < ‖β t₀‖ := by
234
+ simpa only [Real.exp_log hbpos] using Real.exp_lt_exp.mpr hv
235
+ obtain ⟨t, ht, htnorm⟩ := intermediate_value_Icc ht₀.le hβ.norm
236
+ (show Real.exp v ∈ Icc ‖β 0‖ ‖β t₀‖ by
237
+ simpa only [hβ₀, norm_zero, Set.mem_Icc] using And.intro (Real.exp_pos v).le hB.le)
238
+ change ‖β t‖ = Real.exp v at htnorm
239
+ have htpos : 0 < t := by
240
+ by_contra hn
241
+ have heq : t = 0 := le_antisymm (le_of_not_gt hn) ht.1
242
+ rw [heq, hβ₀, norm_zero] at htnorm
243
+ exact (Real.exp_pos v).ne' htnorm.symm
244
+ have htH := hβH t ⟨htpos, ht.2⟩
245
+ have htne : β t ≠ 0 := by intro h; simp [h] at htH
246
+ have harg : (β t).arg ∈ Ioo 0 Real.pi := by
247
+ refine ⟨lt_of_le_of_ne (Complex.arg_nonneg_iff.mpr htH.le) ?_,
248
+ Complex.arg_lt_pi_iff.mpr (Or.inr htH.ne')⟩
249
+ intro heq
250
+ exact htH.ne' (Complex.arg_eq_zero_iff.mp heq.symm).2
251
+ have hlog : Complex.log (β t) = stripPoint v (β t).arg := by
252
+ apply Complex.ext <;> simp [stripPoint, Complex.log_re, Complex.log_im, htnorm]
253
+ refine ⟨(β t).arg, harg, ?_⟩
254
+ rw [← hlog, Complex.exp_log htne]
255
+ exact hsmall t ⟨htpos, ht.2⟩
256
+
257
+ /-- The exact semicircle estimate before writing the base radius as
258
+ `r * exp (-A)`. The section anchor is a direct consequence of an access guide,
259
+ as proved above. -/
260
+ theorem exists_small_image_semicircle_of_anchors
261
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
262
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
263
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {r A q : ℝ}
264
+ (hr : 0 < r) (hA : 2 * Real.pi ^ 2 < A)
265
+ (hanchor : ∀ v ∈ Ioo q (q + 1),
266
+ ∃ θ ∈ Ioo 0 Real.pi, ‖F (Complex.exp (stripPoint v θ)) - a‖ ≤ r) :
267
+ ∃ B ∈ Ioo (Real.exp q) (Real.exp (q + 1)),
268
+ ∀ θ ∈ Ioo 0 Real.pi,
269
+ ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ ≤
270
+ r * Real.exp (Real.pi * Real.sqrt (2 * A)) := by
271
+ have hApos : 0 < A := (by positivity : 0 < 2 * Real.pi ^ 2).trans hA
272
+ let u := conformalStripLog F a r A
273
+ have hD : IsOpen {z : ℂ | 0 < z.im ∧ z.im < Real.pi} :=
274
+ (isOpen_lt continuous_const Complex.continuous_im).inter
275
+ (isOpen_lt Complex.continuous_im continuous_const)
276
+ have hcomp : DifferentiableOn ℂ (F ∘ Complex.exp)
277
+ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} :=
278
+ hF.comp Complex.differentiable_exp.differentiableOn exp_strip_halfplane
279
+ have hd : ∀ᵐ z ∂volume, z ∈ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} →
280
+ DifferentiableAt ℝ u z :=
281
+ truncated_log_ae_differentiable hD hcomp a r A hr hApos
282
+ obtain ⟨hg, he, -⟩ := conformal_strip_total_energy hF hi a r A hr hApos
283
+ obtain ⟨v, hv, hvd, hve⟩ := exists_section_of_strip_energy u q hg hd
284
+ obtain ⟨θ₀, hθ₀, hzero⟩ := hanchor v hv
285
+ have hz : u (stripPoint v θ₀) = 0 :=
286
+ truncatedConformalLog_eq_zero (F := F ∘ Complex.exp) hr hApos.le hzero
287
+ have hbound := anchored_angular_bound_of_energy hApos.le hθ₀ hz
288
+ (fun θ hθ => conformal_section_absolutelyContinuous hF ha hr A v hθ₀ hθ)
289
+ hvd (hve.trans he)
290
+ have hstrict : Real.pi * Real.sqrt (2 * A) < A := by
291
+ have hs := Real.sq_sqrt (show 0 ≤ 2 * A by positivity)
292
+ have hsq : (Real.pi * Real.sqrt (2 * A)) ^ 2 < A ^ 2 := by
293
+ rw [mul_pow, hs]
294
+ nlinarith [mul_lt_mul_of_pos_right hA hApos]
295
+ exact (sq_lt_sq₀ (by positivity) hApos.le).mp hsq
296
+ refine ⟨Real.exp v, ⟨Real.exp_lt_exp.mpr hv.1, Real.exp_lt_exp.mpr hv.2⟩, ?_⟩
297
+ intro θ hθ
298
+ have hb := hbound θ hθ
299
+ have hlog : Real.log (‖F (Complex.exp (stripPoint v θ)) - a‖ / r) ≤
300
+ Real.pi * Real.sqrt (2 * A) := by
301
+ change min A (max 0 (Real.log (‖F (Complex.exp (stripPoint v θ)) - a‖ / r))) ≤ _ at hb
302
+ have hmax : max 0 (Real.log (‖F (Complex.exp (stripPoint v θ)) - a‖ / r)) < A := by
303
+ by_contra hn
304
+ rw [min_eq_left (le_of_not_gt hn)] at hb
305
+ exact (not_le_of_gt hstrict) hb
306
+ rw [min_eq_right hmax.le] at hb
307
+ exact (le_max_right _ _).trans hb
308
+ have hn : 0 < ‖F (Complex.exp (stripPoint v θ)) - a‖ :=
309
+ norm_pos_iff.mpr (sub_ne_zero.mpr (ha _ (exp_strip_halfplane (stripPoint_mem hθ))))
310
+ have hnorm := Real.exp_le_exp.mpr hlog
311
+ rw [Real.exp_log (div_pos hn hr)] at hnorm
312
+ have hnorm' := (div_le_iff₀ hr).mp hnorm
313
+ simpa only [stripPoint, Complex.exp_add, Complex.ofReal_exp, mul_comm] using hnorm'
314
+
315
+ /-- `es:good-semicircle`, with the initial short guide segment appearing
316
+ explicitly. This proves the manuscript's bound in every unit logarithmic slab
317
+ below the segment's terminal radius. -/
318
+ theorem exists_small_image_semicircle
319
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
320
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
321
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {r A q t₀ : ℝ} {β : ℝ → ℂ}
322
+ (hr : 0 < r) (hA : 2 * Real.pi ^ 2 < A)
323
+ (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0)
324
+ (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im)
325
+ (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-A))
326
+ (hq : q + 1 ≤ Real.log ‖β t₀‖) :
327
+ ∃ B ∈ Ioo (Real.exp q) (Real.exp (q + 1)),
328
+ ∀ θ ∈ Ioo 0 Real.pi,
329
+ ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ ≤
330
+ r * Real.exp (-A + Real.pi * Real.sqrt (2 * A)) := by
331
+ obtain ⟨B, hB, hbound⟩ := exists_small_image_semicircle_of_anchors hF hi ha
332
+ (mul_pos hr (Real.exp_pos _)) hA (fun v hv =>
333
+ access_segment_section_anchor ht₀ hβ hβ₀ hβH hsmall (hv.2.trans_le hq))
334
+ refine ⟨B, hB, ?_⟩
335
+ intro θ hθ
336
+ simpa only [Real.exp_add, mul_assoc] using hbound θ hθ
337
+
338
+ /-- The numerical choice used after the semicircle and sector estimates. -/
339
+ lemma semicircle_exponential_lt_quarter {A : ℝ} (hA : 64 ≤ A) :
340
+ Real.exp (-A + Real.pi * Real.sqrt (2 * A) + 6) < 1 / 4 := by
341
+ have hApos : 0 < A := lt_of_lt_of_le (by norm_num) hA
342
+ have hsqrt : Real.sqrt (2 * A) ≤ A / 5 := by
343
+ apply (sq_le_sq₀ (Real.sqrt_nonneg _) (by positivity)).mp
344
+ rw [Real.sq_sqrt (by positivity)]
345
+ nlinarith [mul_nonneg (show 0 ≤ A by positivity) (show 0 ≤ A - 50 by linarith)]
346
+ have hpi : Real.pi * Real.sqrt (2 * A) ≤ 4 * (A / 5) :=
347
+ mul_le_mul Real.pi_lt_four.le hsqrt (Real.sqrt_nonneg _) (by norm_num)
348
+ have hexp : -A + Real.pi * Real.sqrt (2 * A) + 6 < -3 := by linarith
349
+ have hthree : (4 : ℝ) < Real.exp 3 := by
350
+ have hh := Real.add_one_lt_exp (show (3 : ℝ) ≠ 0 by norm_num)
351
+ norm_num only at hh
352
+ exact hh
353
+ calc
354
+ Real.exp (-A + Real.pi * Real.sqrt (2 * A) + 6) < Real.exp (-3) :=
355
+ Real.exp_lt_exp.mpr hexp
356
+ _ < 1 / 4 := by
357
+ rw [Real.exp_neg, ← one_div]
358
+ exact one_div_lt_one_div_of_lt (by norm_num) hthree
359
+
360
+ /-- The guide supplies small-image semicircles at arbitrarily small radii.
361
+ The image estimate is uniform in the chosen radius. -/
362
+ theorem exists_arbitrarily_small_image_semicircle
363
+ {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im})
364
+ (hi : InjOn F {z | 0 < z.im}) {a : ℂ}
365
+ (ha : ∀ z, 0 < z.im → F z ≠ a) {r A t₀ : ℝ} {β : ℝ → ℂ}
366
+ (hr : 0 < r) (hA : 2 * Real.pi ^ 2 < A)
367
+ (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0)
368
+ (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im)
369
+ (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-A)) :
370
+ ∀ δ : ℝ, 0 < δ → ∃ B ∈ Ioo 0 δ, ∀ θ ∈ Ioo 0 Real.pi,
371
+ ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ ≤
372
+ r * Real.exp (-A + Real.pi * Real.sqrt (2 * A)) := by
373
+ intro δ hδ
374
+ let q := min (Real.log δ) (Real.log ‖β t₀‖) - 1
375
+ have hq : q + 1 ≤ Real.log ‖β t₀‖ := by
376
+ dsimp [q]
377
+ linarith [min_le_right (Real.log δ) (Real.log ‖β t₀‖)]
378
+ obtain ⟨B, hB, hbound⟩ := exists_small_image_semicircle hF hi ha hr hA ht₀
379
+ hβ hβ₀ hβH hsmall hq
380
+ refine ⟨B, ⟨(Real.exp_pos q).trans hB.1, hB.2.trans_le ?_⟩, hbound⟩
381
+ calc
382
+ Real.exp (q + 1) ≤ Real.exp (Real.log δ) := by
383
+ apply Real.exp_le_exp.mpr
384
+ dsimp [q]
385
+ linarith [min_le_left (Real.log δ) (Real.log ‖β t₀‖)]
386
+ _ = δ := Real.exp_log hδ
387
+
388
+ end SLEExactGauge.SmallImageSemicircle
389
+
390
+ end
391
+
392
+ end OAI
lean/OAI/Probability/SLE/Geometry/SmallLoopCrossing.lean ADDED
@@ -0,0 +1,38 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.SingleCrossingObstruction
2
+
3
+ namespace OAI
4
+
5
+ /-! A loop contained in a ball cannot have exactly one locally invertible
6
+ crossing with a path whose two endpoints lie outside that ball. -/
7
+ noncomputable section
8
+ open Set Filter Metric Function
9
+ open scoped Topology
10
+
11
+ namespace SLEExactGauge
12
+
13
+ lemma small_loop_no_single_crossing (c p : C(unitInterval,ℂ))
14
+ (a : ℂ) (r : ℝ) (hr : 0<r) (hc : ∀ u, c u∈ball a r)
15
+ (hp₀ : p 0∉ball a r) (hp₁ : p 1∉ball a r)
16
+ (s t : unitInterval) (hs : 0<(s:ℝ) ∧ (s:ℝ)<1) (ht : 0<(t:ℝ) ∧ (t:ℝ)<1)
17
+ (hcross : c t=p s) (hu : ∀ u v, c v=p u → u=s ∧ v=t)
18
+ (hi : ∃ ρ : ℝ, 0<ρ ∧ InjOn (crossingSquareMap c p)
19
+ (closedBall ((s:ℂ)+(t:ℂ)*Complex.I) ρ)) (hloop : c 0=c 1) : False := by
20
+ obtain ⟨A,hA⟩ := continuous_log_on_ball_away a (p 0) r hr hp₀
21
+ obtain ⟨B,hB⟩ := continuous_log_on_ball_away a (p 1) r hr hp₁
22
+ let c' : C(unitInterval,ball a r) := ⟨fun u => ⟨c u,hc u⟩,c.continuous.subtype_mk _⟩
23
+ have hc' : c' 0=c' 1 := Subtype.ext hloop
24
+ have hbase (u : unitInterval) : c 0-p u≠0 := by
25
+ intro he
26
+ have he' := (hu u 0 (sub_eq_zero.mp he)).2
27
+ have heR := congrArg (fun x : unitInterval => (x:ℝ)) he'
28
+ simp only [Set.Icc.coe_zero] at heR
29
+ linarith [ht.1]
30
+ exact no_single_locally_injective_crossing c p s t hs ht hcross hu hi hloop hbase
31
+ (A.comp c') (B.comp c') (fun u => hA (c' u)) (fun u => hB (c' u))
32
+ (congrArg A hc') (congrArg B hc')
33
+
34
+ end SLEExactGauge
35
+
36
+ end
37
+
38
+ end OAI
lean/OAI/Probability/SLE/Geometry/SpatialExhaustion.lean ADDED
@@ -0,0 +1,134 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.BoundaryNull
2
+ import OAI.Probability.SLE.Gauge.CoverLimits
3
+
4
+ namespace OAI
5
+
6
+ /-! Removing the time and height cutoffs in the whole-trace upper bound. -/
7
+
8
+ noncomputable section
9
+ open Set Filter MeasureTheory Metric
10
+ open scoped Topology ENNReal NNReal
11
+
12
+ namespace SLEExactGauge
13
+
14
+ def interiorSpatialCutoff (R : ℝ) (n : ℕ) : Set ℂ :=
15
+ closedBall 0 R ∩ {z | 1 / ((n : ℝ) + 1) ≤ z.im}
16
+
17
+ def compactTraceCutoff (γ : ℝ≥0 → ℂ) (R : ℝ) (n : ℕ) : Set ℂ :=
18
+ interiorSpatialCutoff R n ∩ (γ '' Icc 0 (n : ℝ≥0))
19
+
20
+ lemma interiorSpatialCutoff_isCompact (R : ℝ) (n : ℕ) :
21
+ IsCompact (interiorSpatialCutoff R n) :=
22
+ (isCompact_closedBall (0 : ℂ) R).inter_right
23
+ (isClosed_le continuous_const Complex.continuous_im)
24
+
25
+ lemma interiorSpatialCutoff_subset (R : ℝ) (n : ℕ) :
26
+ interiorSpatialCutoff R n ⊆ upperHalfPlane ∩ closedBall 0 R := by
27
+ intro z hz
28
+ exact ⟨(by change 0 < z.im; exact (by positivity : (0 : ℝ) < 1 / ((n : ℝ) + 1)).trans_le hz.2),
29
+ hz.1⟩
30
+
31
+ lemma compactTraceCutoff_monotone (γ : ℝ≥0 → ℂ) (R : ℝ) :
32
+ Monotone (compactTraceCutoff γ R) := by
33
+ intro n m hnm z hz
34
+ refine ⟨⟨hz.1.1, ?_⟩, ?_⟩
35
+ · exact (one_div_le_one_div_of_le (by positivity : (0 : ℝ) < (n : ℝ) + 1)
36
+ (by exact_mod_cast Nat.add_le_add_right hnm 1 : (n : ℝ) + 1 ≤ (m : ℝ) + 1)).trans hz.1.2
37
+ · exact image_mono (Icc_subset_Icc_right (Nat.cast_le.mpr hnm)) hz.2
38
+
39
+ lemma iUnion_compactTraceCutoff (γ : ℝ≥0 → ℂ) (R : ℝ) :
40
+ (⋃ n, compactTraceCutoff γ R n) =
41
+ wholeTrace γ ∩ closedBall 0 R ∩ upperHalfPlane := by
42
+ ext z
43
+ constructor
44
+ · intro hz
45
+ obtain ⟨n, hn⟩ := mem_iUnion.mp hz
46
+ exact ⟨⟨image_subset_range _ _ hn.2, hn.1.1⟩,
47
+ (interiorSpatialCutoff_subset R n hn.1).1⟩
48
+ · rintro ⟨⟨⟨t, rfl⟩, hzR⟩, hzy⟩
49
+ have hy : 0 < (γ t).im := hzy
50
+ obtain ⟨n, hn⟩ := exists_nat_ge (max (t : ℝ) (1 / (γ t).im))
51
+ have htn : t ≤ (n : ℝ≥0) := by
52
+ exact_mod_cast (le_max_left _ _).trans hn
53
+ have hprod : 1 ≤ (γ t).im * ((n : ℝ) + 1) := by
54
+ have hdiv : 1 / (γ t).im ≤ (n : ℝ) + 1 :=
55
+ (le_max_right _ _).trans (hn.trans (by linarith))
56
+ simpa only [mul_comm] using (div_le_iff₀ hy).mp hdiv
57
+ refine mem_iUnion.mpr ⟨n, ⟨hzR, ?_⟩, t, ⟨zero_le, htn⟩, rfl⟩
58
+ exact (div_le_iff₀ (by positivity : (0 : ℝ) < (n : ℝ) + 1)).mpr hprod
59
+
60
+ lemma sle_compact_trace_aemeasurable
61
+ {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω)
62
+ (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P)
63
+ (h : ℝ → ℝ) (hh : IsGauge h) (K : Set ℂ) (hK : IsClosed K)
64
+ (s t : ℝ≥0) :
65
+ AEMeasurable (fun ω => hausdorffGauge h (K ∩ (γ ω '' Icc s t))) P := by
66
+ obtain ⟨a⟩ := exists_regular_sle_presentation hSLE
67
+ let f : a.samples → C(ℝ≥0, ℂ) := fun ω => ⟨γ ω, a.trace_continuous ω⟩
68
+ have hf : Measurable f := source_whole_path_measurable f
69
+ (fun u => (hSLE.1 u).comp measurable_subtype_coe)
70
+ have hm := (source_compact_trace_measure_measurable h hh K hK s t).comp hf
71
+ have hemb : MeasurableEmbedding (Subtype.val : a.samples → Ω) :=
72
+ MeasurableEmbedding.subtype_coe a.measurable_samples
73
+ exact (a.measurePreserving_val.aemeasurable_comp_iff hemb).mp hm.aemeasurable
74
+
75
+ /-- Exhaustion by compact interior sets in the upper Hausdorff estimate
76
+ of Proposition `prop:dense-cover-upper`. -/
77
+ theorem whole_trace_expectation_of_compact_interior_bounds
78
+ {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω)
79
+ (κ : ℝ) (hκ : 0 < κ)
80
+ (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P)
81
+ (h : ℝ → ℝ) (hh : IsGauge h)
82
+ (hf : HasSmallRadiusFormula h (hFormula κ)) (R : ℝ) (C : ℝ≥0∞)
83
+ (hcompact : ∀ (T : ℝ≥0) (K : Set ℂ), IsCompact K →
84
+ K ⊆ upperHalfPlane ∩ closedBall 0 R →
85
+ (∫⁻ ω, hausdorffGauge h (K ∩ (γ ω '' Icc 0 T)) ∂P) ≤ C) :
86
+ (∫⁻ ω, hausdorffGauge h (wholeTrace (γ ω) ∩ closedBall 0 R) ∂P) ≤ C := by
87
+ have hnull := explicit_gauge_real_axis_null hκ hh hf
88
+ have heq : ∀ᵐ ω ∂P,
89
+ hausdorffGauge h (wholeTrace (γ ω) ∩ closedBall 0 R) =
90
+ hausdorffGauge h (⋃ n, compactTraceCutoff (γ ω) R n) := by
91
+ obtain ⟨B, hB, htrace⟩ := hSLE.2
92
+ filter_upwards [htrace] with ω hω
93
+ obtain ⟨G, F, hw⟩ := hω
94
+ rw [iUnion_compactTraceCutoff]
95
+ apply measure_inter_eq_interior_of_null_boundary
96
+ apply measure_mono_null (t := range ((↑) : ℝ → ℂ)) _ hnull
97
+ rintro z ⟨⟨⟨t, rfl⟩, _⟩, hz⟩
98
+ have hz0 : (γ ω t).im = 0 := le_antisymm (le_of_not_gt hz) (hw.2.2.1 t)
99
+ refine ⟨(γ ω t).re, ?_⟩
100
+ apply Complex.ext <;> simp [hz0]
101
+ rw [lintegral_congr_ae heq]
102
+ apply expected_measure_iUnion_le P (hausdorffGauge h)
103
+ (fun n ω => compactTraceCutoff (γ ω) R n)
104
+ (fun ω => compactTraceCutoff_monotone (γ ω) R)
105
+ · intro n
106
+ exact sle_compact_trace_aemeasurable P κ γ hSLE h hh
107
+ (interiorSpatialCutoff R n) (interiorSpatialCutoff_isCompact R n).isClosed 0 n
108
+ · intro n
109
+ exact hcompact n (interiorSpatialCutoff R n)
110
+ (interiorSpatialCutoff_isCompact R n) (interiorSpatialCutoff_subset R n)
111
+
112
+ /-- Compact interior upper estimates imply the whole-trace upper bound. -/
113
+ theorem mainConclusion_of_uniform_compact_interior_bounds
114
+ {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P]
115
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
116
+ (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P)
117
+ (h : ℝ → ℝ) (hh : IsGauge h)
118
+ (hf : HasSmallRadiusFormula h (hFormula κ))
119
+ (hcompact : ∀ R : ℝ, 0 < R → ∃ C : ℝ≥0∞, C < ∞ ∧
120
+ ∀ (T : ℝ≥0) (K : Set ℂ), IsCompact K →
121
+ K ⊆ upperHalfPlane ∩ closedBall 0 R →
122
+ (∫⁻ ω, hausdorffGauge h (K ∩ (γ ω '' Icc 0 T)) ∂P) ≤ C) :
123
+ MainConclusion P h γ := by
124
+ apply (mainConclusion_iff_finiteExpectedWholeTrace P κ hκ hκ8 γ hSLE h hh hf).mpr
125
+ intro R hR
126
+ obtain ⟨C, hC, hbound⟩ := hcompact R hR
127
+ exact (whole_trace_expectation_of_compact_interior_bounds P κ hκ γ hSLE h hh hf
128
+ R C hbound).trans_lt hC
129
+
130
+ end SLEExactGauge
131
+
132
+ end
133
+
134
+ end OAI
lean/OAI/Probability/SLE/Geometry/SpatialPastKernels.lean ADDED
@@ -0,0 +1,160 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.JointRadiusKernel
2
+ import Mathlib.Analysis.ODE.ExistUnique
3
+
4
+ namespace OAI
5
+
6
+ /-! Spatial Loewner kernels up to a deterministic time depend only on the
7
+ driver up to that time. The marked point is kept as a measurable parameter. -/
8
+
9
+ noncomputable section
10
+ open Set Filter MeasureTheory ProbabilityTheory Classical
11
+ open scoped Topology NNReal ENNReal
12
+
13
+ namespace SLEExactGauge
14
+
15
+ lemma clipped_flow_eqOn_prefix
16
+ {U V : ℝ≥0 → ℝ} {Q R : ℝ → ℂ × ℝ}
17
+ (lo hi : ℝ) (hle : lo ≤ hi) (T : ℝ≥0)
18
+ (hU : ∀ t, t ≤ T → U t = V t)
19
+ (hQ : ∀ t, 0 ≤ t → HasDerivWithinAt Q
20
+ (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) (Ici 0) t)
21
+ (hR : ∀ t, 0 ≤ t → HasDerivWithinAt R
22
+ (clippedLogLoewnerField lo hi hle (V t.toNNReal) (R t)) (Ici 0) t)
23
+ (hzero : Q 0 = R 0) : EqOn Q R (Icc 0 (T : ℝ)) := by
24
+ obtain ⟨_, K, _, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle
25
+ apply ODE_solution_unique_of_mem_Icc_right
26
+ (v := fun t q => clippedLogLoewnerField lo hi hle (U t.toNNReal) q)
27
+ (s := fun _ => univ) (K := K)
28
+ · intro t _
29
+ exact (hlip _).lipschitzOnWith
30
+ · intro t ht
31
+ exact (hQ t ht.1).continuousWithinAt.mono Icc_subset_Ici_self
32
+ · intro t ht
33
+ exact (hQ t ht.1).mono (Ici_subset_Ici.mpr ht.1)
34
+ · simp
35
+ · intro t ht
36
+ exact (hR t ht.1).continuousWithinAt.mono Icc_subset_Ici_self
37
+ · intro t ht
38
+ have htT : t.toNNReal ≤ T := Real.toNNReal_le_iff_le_coe.mpr ht.2.le
39
+ rw [hU _ htT]
40
+ exact (hR t ht.1).mono (Ici_subset_Ici.mpr ht.1)
41
+ · simp
42
+ · exact hzero
43
+
44
+ lemma spatial_clipped_eqOn_prefix
45
+ {Ω : Type*} {m m' : MeasurableSpace Ω} {U V : ℝ≥0 → Ω → ℝ}
46
+ (c : @SpatialClippedFamily Ω m U) (d : @SpatialClippedFamily Ω m' V)
47
+ (T : ℝ≥0) (hUV : ∀ t, t ≤ T → ∀ ω, U t ω = V t ω) :
48
+ ∀ n z ω, EqOn (fun t => (@SpatialClippedFamily.Q Ω m U c) n t (z,ω))
49
+ (fun t => (@SpatialClippedFamily.Q Ω m' V d) n t (z,ω))
50
+ (Icc 0 (T : ℝ)) := by
51
+ intro n z ω
52
+ apply clipped_flow_eqOn_prefix (-(n : ℝ)) n _ T
53
+ (fun t ht => hUV t ht ω) (@SpatialClippedFamily.derivative Ω m U c n z ω)
54
+ (@SpatialClippedFamily.derivative Ω m' V d n z ω)
55
+ rw [@SpatialClippedFamily.initial Ω m U c, @SpatialClippedFamily.initial Ω m' V d]
56
+
57
+ lemma exists_past_spatial_family
58
+ {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ}
59
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
60
+ (κ : ℝ) (c : SpatialClippedFamily (fun t ω => Real.sqrt κ * B t ω))
61
+ (T : ℝ≥0) :
62
+ ∃ d : @SpatialClippedFamily Ω
63
+ (Filtration.natural B (fun t => (hm t).stronglyMeasurable) T)
64
+ (fun t ω => Real.sqrt κ * B (min t T) ω),
65
+ ∀ n z ω, EqOn (fun t => (@SpatialClippedFamily.Q Ω mΩ _ c) n t (z,ω))
66
+ (fun t => (@SpatialClippedFamily.Q Ω
67
+ (Filtration.natural B (fun t => (hm t).stronglyMeasurable) T) _ d) n t (z,ω))
68
+ (Icc 0 (T : ℝ)) := by
69
+ have hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2) :=
70
+ measurable_uncurry_of_continuous_of_measurable hc hm
71
+ have hf := measurable_driver_frozen B hBm hc T
72
+ let : MeasurableSpace Ω := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T
73
+ have hfm : Measurable (fun p : ℝ≥0 × Ω => Real.sqrt κ * B (min p.1 T) p.2) := by
74
+ have h := hf.comp (NNReal.continuous_coe.measurable.prodMap measurable_id)
75
+ have h' := h.const_mul (Real.sqrt κ)
76
+ change Measurable (fun p : ℝ≥0 × Ω =>
77
+ Real.sqrt κ * B (min (p.1 : ℝ).toNNReal T) p.2) at h'
78
+ simpa only [Real.toNNReal_coe] using h'
79
+ let d := spatialClippedFamily (fun t ω => Real.sqrt κ * B (min t T) ω) hfm
80
+ (fun ω => ((hc ω).comp (continuous_id.min continuous_const)).const_mul _)
81
+ refine ⟨d, spatial_clipped_eqOn_prefix c d T ?_⟩
82
+ intro t ht ω
83
+ rw [min_eq_left ht]
84
+
85
+ /-- All three spatial kernels are jointly measurable in the marked point,
86
+ sample, and time restricted to the natural past at `T`. -/
87
+ theorem actual_spatial_past_kernels
88
+ {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ}
89
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
90
+ (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
91
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω)
92
+ (γ ω) (G ω) (F ω)) (T : ℝ≥0) :
93
+ let mT := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T
94
+ @Measurable (Iic T × (ℂ × Ω)) ℝ ((inferInstance : MeasurableSpace (Iic T)).prod
95
+ ((borel ℂ).prod mT)) (borel ℝ)
96
+ (fun p => greenDensity κ (fun t => Real.sqrt κ * B t p.2.2)
97
+ (γ p.2.2) (G p.2.2) p.1 p.2.1) ∧
98
+ @Measurable (Iic T × (ℂ × Ω)) ℝ ((inferInstance : MeasurableSpace (Iic T)).prod
99
+ ((borel ℂ).prod mT)) (borel ℝ)
100
+ (fun p => if p.2.1 ∈ survivingDomain (γ p.2.2) p.1 then
101
+ fullRadius (G p.2.2) p.1 p.2.1 else 0) ∧
102
+ @MeasurableSet (Iic T × (ℂ × Ω)) ((inferInstance : MeasurableSpace (Iic T)).prod
103
+ ((borel ℂ).prod mT)) {p | p.2.1 ∈ survivingDomain (γ p.2.2) p.1} := by
104
+ let c := spatialClippedFamily (fun t ω => Real.sqrt κ * B t ω)
105
+ ((measurable_uncurry_of_continuous_of_measurable hc hm).const_mul _)
106
+ (fun ω => (hc ω).const_mul _)
107
+ obtain ⟨d, hd⟩ := exists_past_spatial_family hm hc κ c T
108
+ have hf := measurable_driver_frozen B
109
+ (measurable_uncurry_of_continuous_of_measurable hc hm) hc T
110
+ let : MeasurableSpace Ω := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T
111
+ have hmap : Measurable (fun p : Iic T × (ℂ × Ω) => ((p.1 : ℝ≥0),p.2)) :=
112
+ measurable_subtype_coe.prodMap measurable_id
113
+ have hBm : Measurable (fun p : ℝ≥0 × Ω => B (min p.1 T) p.2) := by
114
+ have h := hf.comp (NNReal.continuous_coe.measurable.prodMap measurable_id)
115
+ change Measurable (fun p : ℝ≥0 × Ω => B (min (p.1 : ℝ).toNNReal T) p.2) at h
116
+ simpa only [Real.toNNReal_coe] using h
117
+ have he (n : ℕ) (p : Iic T × (ℂ × Ω)) :
118
+ (@SpatialClippedFamily.Q Ω mΩ _ c) n (p.1 : ℝ≥0) p.2 = d.Q n (p.1 : ℝ≥0) p.2 :=
119
+ hd n p.2.1 p.2.2 ⟨p.1.val.coe_nonneg, by exact_mod_cast p.1.property⟩
120
+ have hv (n : ℕ) (p : Iic T × (ℂ × Ω)) :
121
+ (@SpatialClippedFamily.valid Ω mΩ _ c) n p.1 p.2.1 p.2.2 ↔ d.valid n p.1 p.2.1 p.2.2 := by
122
+ simp only [SpatialClippedFamily.valid, he]
123
+ have hgreen (p : Iic T × (ℂ × Ω)) :
124
+ d.jointGreen κ (fun t ω => B (min t T) ω) (p.1,p.2) =
125
+ greenDensity κ (fun t => Real.sqrt κ * B t p.2.2)
126
+ (γ p.2.2) (G p.2.2) p.1 p.2.1 := by
127
+ rw [← (@SpatialClippedFamily.jointGreen_eq Ω mΩ _ c) κ B p.2.2 ((hc p.2.2).const_mul _) (fun _ => rfl) (hw p.2.2)]
128
+ unfold SpatialClippedFamily.jointGreen
129
+ congr 1
130
+ funext n
131
+ simp only [SpatialClippedFamily.greenApprox, hv, he,
132
+ min_eq_left (show (p.1 : ℝ≥0) ≤ T from p.1.property)]
133
+ have hradius (p : Iic T × (ℂ × Ω)) : d.jointRadius (p.1,p.2) =
134
+ if p.2.1 ∈ survivingDomain (γ p.2.2) p.1 then
135
+ fullRadius (G p.2.2) p.1 p.2.1 else 0 := by
136
+ rw [← (@SpatialClippedFamily.jointRadius_eq Ω mΩ _ c) p.2.2 ((hc p.2.2).const_mul _) (hw p.2.2)]
137
+ unfold SpatialClippedFamily.jointRadius
138
+ congr 1
139
+ funext n
140
+ simp only [SpatialClippedFamily.radiusApprox, hv, he]
141
+ have hlive (p : Iic T × (ℂ × Ω)) : d.jointLive (p.1,p.2) ↔
142
+ p.2.1 ∈ survivingDomain (γ p.2.2) p.1 := by
143
+ rw [← (@SpatialClippedFamily.jointLive_iff Ω mΩ _ c) p.2.2 ((hc p.2.2).const_mul _) (hw p.2.2)]
144
+ exact exists_congr (fun n => (hv n p).symm)
145
+ refine ⟨?_, ?_, ?_⟩
146
+ · convert ((d.jointGreen_measurable κ (fun t ω => B (min t T) ω) hBm).comp hmap) using 1
147
+ funext p
148
+ exact (hgreen p).symm
149
+ · convert (d.jointRadius_measurable.comp hmap) using 1
150
+ funext p
151
+ exact (hradius p).symm
152
+ · convert d.jointLive_measurable.preimage hmap using 1
153
+ ext p
154
+ exact (hlive p).symm
155
+
156
+ end SLEExactGauge
157
+
158
+ end
159
+
160
+ end OAI
lean/OAI/Probability/SLE/Geometry/StableTraceAvoidance.lean ADDED
@@ -0,0 +1,102 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.RealBoundaryTraceAvoidance
2
+ import OAI.Probability.SLE.Loewner.LoewnerCompactDriverNeighborhood
3
+ import OAI.Probability.SLE.Loewner.LoewnerTraceHeight
4
+
5
+ namespace OAI
6
+
7
+ /-! Local trace exclusions patch to an open tube by compactness. The
8
+ bounded rectangle comes directly from the driver and capacity bounds. -/
9
+ noncomputable section
10
+ open Set Filter Metric Complex
11
+ open scoped Topology NNReal
12
+
13
+ namespace SLEExactGauge
14
+
15
+ def StableTraceAvoidance (V : ℝ≥0 → ℝ) (T : ℝ≥0) (z : ℂ) : Prop :=
16
+ ∃ r δ : ℝ, 0 < r ∧ 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U →
17
+ ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F →
18
+ (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → ∀ t ∈ Icc 0 T, γ t ∉ ball z r
19
+
20
+ lemma stableTraceAvoidance_of_surviving
21
+ {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ}
22
+ (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) {z : ℂ}
23
+ (hz : z ∈ survivingDomain β T) : StableTraceAvoidance V T z := by
24
+ obtain ⟨r,hr,hball⟩ := Metric.isOpen_iff.mp (isOpen_survivingDomain hv.1 T) z hz
25
+ have hclosed : closedBall z (r/2) ⊆ survivingDomain β T := by
26
+ intro w hw
27
+ apply hball
28
+ rw [mem_ball]
29
+ exact (mem_closedBall.mp hw).trans_lt (half_lt_self hr)
30
+ obtain ⟨δ,hδ,hkeep⟩ := driver_neighborhood_preserves_compact hv T
31
+ (isCompact_closedBall z (r/2)) hclosed
32
+ refine ⟨r/2,δ,by positivity,hδ,?_⟩
33
+ intro U _ γ G F hw hc t ht hb
34
+ have hD := hkeep U γ G F hw hc (ball_subset_closedBall hb)
35
+ exact hD.1.2 ⟨t,ht,rfl⟩
36
+
37
+ lemma stableTraceAvoidance_of_real_trajectory
38
+ (V : ℝ≥0 → ℝ) (T : ℝ≥0) (q : ℝ → ℝ) {m : ℝ} (hm : 0 < m)
39
+ (hgap : ∀ t ∈ Icc 0 (T : ℝ), m ≤ q t-V t.toNNReal)
40
+ (hqd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt q
41
+ (2/(q t-V t.toNNReal)) (Icc 0 (T : ℝ)) t) :
42
+ StableTraceAvoidance V T (q 0 : ℂ) := by
43
+ obtain ⟨ε,hε,hh⟩ := real_boundary_driver_trace_avoidance V T q hm hgap hqd
44
+ exact ⟨ε,ε,hε,hε,hh⟩
45
+
46
+ theorem driver_neighborhood_trace_containment
47
+ (V : ℝ≥0 → ℝ) (hV : Continuous V) (T : ℝ≥0) (N : Set ℂ) (hN : IsOpen N)
48
+ (hlocal : ∀ z : ℂ, 0 ≤ z.im → z ∉ N → StableTraceAvoidance V T z) :
49
+ ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U →
50
+ ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F →
51
+ (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → MapsTo γ (Icc 0 T) N := by
52
+ classical
53
+ by_contra hn
54
+ push Not at hn
55
+ have hc (n : ℕ) := hn ((n+1:ℝ)⁻¹) (by positivity)
56
+ choose U hU γ G F hw hclose hfail using hc
57
+ have hbad (n : ℕ) : ∃ t ∈ Icc 0 T, γ n t ∉ N := by
58
+ by_contra hn
59
+ apply hfail n
60
+ intro t ht
61
+ by_contra htn
62
+ exact hn ⟨t,ht,htn⟩
63
+ choose t ht htN using hbad
64
+ obtain ⟨M,hM,hMb⟩ := ((isCompact_Icc.image hV).isBounded).exists_pos_norm_lt
65
+ have hVM (s : ℝ≥0) (hs : s ∈ Icc 0 T) : |V s| < M := by
66
+ simpa only [Real.norm_eq_abs] using hMb (V s) (mem_image_of_mem V hs)
67
+ have hUb (n : ℕ) (s : ℝ≥0) (hs : s ∈ Icc 0 T) : |U n s| ≤ M+1 := by
68
+ have hi : (n+1:ℝ)⁻¹ ≤ 1 := (inv_le_one₀ (by positivity)).mpr
69
+ (by linarith [Nat.cast_nonneg (α := ℝ) n])
70
+ have hh := (hclose n s hs).trans hi
71
+ have hab := abs_sub_abs_le_abs_sub (U n s) (V s)
72
+ linarith [hVM s hs]
73
+ let K := closedBall (0 : ℂ) (M+1+2*Real.sqrt T) ∩
74
+ ({z : ℂ | 0 ≤ z.im} ∩ Nᶜ)
75
+ have hK : IsCompact K := (isCompact_closedBall _ _).inter_right
76
+ ((isClosed_le continuous_const Complex.continuous_im).inter hN.isClosed_compl)
77
+ have hmem (n : ℕ) : γ n (t n) ∈ K := by
78
+ have hr := (hw n).trace_abs_re_le (t n)
79
+ (fun s hs => hUb n s ⟨zero_le,hs.2.trans (ht n).2⟩)
80
+ have hi := ((hw n).trace_height_le (t n)).trans
81
+ (mul_le_mul_of_nonneg_left (Real.sqrt_le_sqrt (by exact_mod_cast (ht n).2)) (by norm_num))
82
+ have hn := Complex.norm_le_abs_re_add_abs_im (γ n (t n))
83
+ rw [abs_of_nonneg ((hw n).2.2.1 (t n))] at hn
84
+ refine ⟨?_,(hw n).2.2.1 (t n),htN n⟩
85
+ rw [mem_closedBall,dist_zero_right]
86
+ exact hn.trans (add_le_add hr hi)
87
+ obtain ⟨z,hz,φ,hφ,hlim⟩ := hK.tendsto_subseq hmem
88
+ obtain ⟨r,δ,hr,hδ,havoid⟩ := hlocal z hz.2.1 hz.2.2
89
+ have hdlim : Tendsto (fun n : ℕ => (φ n+1:ℝ)⁻¹) atTop (𝓝 0) :=
90
+ (tendsto_inv_atTop_zero.comp
91
+ (tendsto_atTop_add_const_right atTop 1 tendsto_natCast_atTop_atTop)).comp hφ.tendsto_atTop
92
+ have he : ∀ᶠ n in atTop, γ (φ n) (t (φ n)) ∈ ball z r ∧ (φ n+1:ℝ)⁻¹ < δ :=
93
+ (hlim.eventually (ball_mem_nhds z hr)).and (hdlim.eventually (Iio_mem_nhds hδ))
94
+ obtain ⟨n,hnball,hnd⟩ := he.exists
95
+ exact havoid (U (φ n)) (hU (φ n)) (γ (φ n)) (G (φ n)) (F (φ n)) (hw (φ n))
96
+ (fun s hs => (hclose (φ n) s hs).trans hnd.le) _ (ht (φ n)) hnball
97
+
98
+ end SLEExactGauge
99
+
100
+ end
101
+
102
+ end OAI
lean/OAI/Probability/SLE/Geometry/StoppedBoundaryMeasurability.lean ADDED
@@ -0,0 +1,133 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.ChartMeasurability
2
+ import OAI.Probability.SLE.Geometry.PublishedBoundaryExtension
3
+ import Mathlib.Topology.Compactification.OnePoint.Sphere
4
+
5
+ namespace OAI
6
+
7
+ /-! Boundary charts are measurable from the stopped past. Their values on
8
+ the real line are limits of measurable interior values, so choosing the
9
+ published continuous extension introduces no additional random information.
10
+ -/
11
+
12
+ noncomputable section
13
+ open Set Filter MeasureTheory ProbabilityTheory TopologicalSpace
14
+ open scoped Topology NNReal
15
+
16
+ namespace SLEExactGauge
17
+
18
+ abbrev closedHalfPlane : Set ℂ := {z | 0 ≤ z.im}
19
+
20
+ theorem isClosed_closedHalfPlane : IsClosed closedHalfPlane :=
21
+ isClosed_le continuous_const Complex.continuous_im
22
+
23
+ instance onePointComplexPolishSpace : PolishSpace (OnePoint ℂ) :=
24
+ (onePointEquivSphereOfFinrankEq (V := ℂ) (ι := Fin 3)
25
+ (by simp [Complex.finrank_real_complex])).isClosedEmbedding.polishSpace
26
+
27
+ instance onePointComplexMeasurableSpace : MeasurableSpace (OnePoint ℂ) := borel _
28
+ instance onePointComplexBorelSpace : BorelSpace (OnePoint ℂ) := ⟨rfl⟩
29
+
30
+ local instance : LocallyCompactSpace closedHalfPlane :=
31
+ isClosed_closedHalfPlane.locallyCompactSpace
32
+ local instance : PolishSpace closedHalfPlane := isClosed_closedHalfPlane.polishSpace
33
+ local instance : Nonempty closedHalfPlane := ⟨⟨0, by simp [closedHalfPlane]⟩⟩
34
+ local instance : MeasurableSpace C(closedHalfPlane, OnePoint ℂ) := borel _
35
+ local instance : BorelSpace C(closedHalfPlane, OnePoint ℂ) := ⟨rfl⟩
36
+
37
+ /-- A boundary evaluation is the limit along vertical interior approaches. -/
38
+ theorem boundary_extension_eval_measurable
39
+ {Ω : Type*} [MeasurableSpace Ω]
40
+ (f : Ω → ℂ → ℂ) (Fb : Ω → C(closedHalfPlane, OnePoint ℂ))
41
+ (hf : ∀ z ∈ upperHalfPlane, Measurable (fun ω => f ω z))
42
+ (hext : ∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane →
43
+ Fb ω z = (f ω z : OnePoint ℂ))
44
+ (z : closedHalfPlane) : Measurable (fun ω => Fb ω z) := by
45
+ let zₙ (n : ℕ) : closedHalfPlane :=
46
+ ⟨z + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I,
47
+ by
48
+ change 0 ≤ (z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I).im
49
+ simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re,
50
+ Complex.I_im, mul_one, Complex.ofReal_im, Complex.I_re, mul_zero,
51
+ add_zero]
52
+ exact add_nonneg z.2 (by positivity)⟩
53
+ have hH (n : ℕ) : (zₙ n).1 ∈ upperHalfPlane := by
54
+ change 0 < (zₙ n).1.im
55
+ change 0 < (z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I).im
56
+ simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re,
57
+ Complex.I_im, mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero]
58
+ exact add_pos_of_nonneg_of_pos z.2 (by positivity)
59
+ have hz : Tendsto zₙ atTop (𝓝 z) := by
60
+ apply tendsto_subtype_rng.mpr
61
+ have hlim : Tendsto (fun n : ℕ =>
62
+ z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I) atTop (𝓝 z.1) := by
63
+ simpa only [Function.comp_def, Complex.ofReal_zero, zero_mul, add_zero] using
64
+ tendsto_const_nhds.add (((Complex.continuous_ofReal.tendsto 0).comp
65
+ (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ))).mul_const Complex.I)
66
+ exact hlim
67
+ apply measurable_of_tendsto_metrizable
68
+ (f := fun n ω => Fb ω (zₙ n))
69
+ · intro n
70
+ have he : (fun ω => Fb ω (zₙ n)) = fun ω => (f ω (zₙ n) : OnePoint ℂ) :=
71
+ funext (fun ω => hext ω _ (hH n))
72
+ rw [he]
73
+ exact OnePoint.continuous_coe.measurable.comp (hf _ (hH n))
74
+ · exact tendsto_pi_nhds.mpr (fun ω => (Fb ω).continuous.tendsto z |>.comp hz)
75
+
76
+ /-- Borel measurability of a closed-half-plane continuous map is detected
77
+ by its evaluations on a countable dense set. -/
78
+ theorem closed_halfplane_boundary_map_measurable
79
+ {Ω : Type*} [MeasurableSpace Ω]
80
+ (Fb : Ω → C(closedHalfPlane, OnePoint ℂ))
81
+ (hFb : ∀ z, Measurable (fun ω => Fb ω z)) : Measurable Fb :=
82
+ ContinuousMap.measurable_iff_eval.mpr hFb
83
+
84
+ theorem boundary_extension_family_measurable
85
+ {Ω : Type*} [MeasurableSpace Ω]
86
+ (f : Ω → ℂ → ℂ) (Fb : Ω → C(closedHalfPlane, OnePoint ℂ))
87
+ (hf : ∀ z ∈ upperHalfPlane, Measurable (fun ω => f ω z))
88
+ (hext : ∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane →
89
+ Fb ω z = (f ω z : OnePoint ℂ)) : Measurable Fb :=
90
+ closed_halfplane_boundary_map_measurable Fb
91
+ (boundary_extension_eval_measurable f Fb hf hext)
92
+
93
+ /-- The actual normalized inverse at a finite stopping time admits a
94
+ past-measurable family of continuous boundary extensions. -/
95
+ theorem source_stopped_boundaryPath_measurable
96
+ (hpublished : PublishedLoewnerBoundaryExtension)
97
+ {Ω : Type*} [m : MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ)
98
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
99
+ (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
100
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω)
101
+ (γ ω) (G ω) (F ω))
102
+ (τ : Ω → ℝ≥0)
103
+ (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable))
104
+ (fun ω => (τ ω : WithTop ℝ≥0))) :
105
+ ∃ Fb : Ω → C(closedHalfPlane, OnePoint ℂ),
106
+ Measurable[hτ.measurableSpace] Fb ∧
107
+ (∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane →
108
+ Fb ω z = (F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ)) : OnePoint ℂ)) ∧
109
+ ∀ ω, Fb ω ⟨0, by simp [closedHalfPlane]⟩ = (γ ω (τ ω) : OnePoint ℂ) := by
110
+ choose Fb hcont hext htip using fun ω =>
111
+ normalized_capacity_inverse_boundary_extension hpublished
112
+ (continuous_const.mul (hc ω)) (hw ω) (τ ω) 1 zero_lt_one
113
+ let fbar (ω : Ω) : C(closedHalfPlane, OnePoint ℂ) :=
114
+ ⟨fun z => Fb ω z, (hcont ω).domRestrict⟩
115
+ have hext' (ω : Ω) (z : closedHalfPlane) (hz : z.1 ∈ upperHalfPlane) :
116
+ fbar ω z = (F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ)) : OnePoint ℂ) := by
117
+ change Fb ω z = _
118
+ simpa only [Complex.ofReal_one, one_mul, add_comm,
119
+ Pi.mul_apply]
120
+ using hext ω z hz
121
+ refine ⟨fbar, ?_, hext', fun ω => htip ω⟩
122
+ apply @boundary_extension_family_measurable Ω hτ.measurableSpace
123
+ (fun ω z => F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ))) fbar
124
+ _ hext'
125
+ intro z hz
126
+ exact (continuous_eval_const (⟨z, hz⟩ : upperHalfPlane)).measurable.comp
127
+ (source_stopped_inversePath_measurable B hm hc κ γ G F hw τ hτ)
128
+
129
+ end SLEExactGauge
130
+
131
+ end
132
+
133
+ end OAI
lean/OAI/Probability/SLE/Geometry/StoppedBoundaryRestart.lean ADDED
@@ -0,0 +1,271 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.StoppedMeasures
2
+ import OAI.Probability.SLE.LowerPositivity
3
+ import OAI.Probability.SLE.Geometry.BoundaryNull
4
+ import OAI.Probability.SLE.Geometry.PublishedBoundaryExtension
5
+ import OAI.Probability.SLE.Geometry.GeometricTubeSupport
6
+
7
+ namespace OAI
8
+
9
+ /-!
10
+ The stopped restart identity at every future time. Positive gauge measure on
11
+ each nondegenerate trace segment and nullity of the real axis force interior
12
+ trace times to be dense. This is a measurable path property, hence transfers
13
+ through the actual stopped trace law. Continuity of the published inverse-map
14
+ boundary extension then gives the identity also at boundary visits.
15
+ -/
16
+
17
+ noncomputable section
18
+ open Set Filter MeasureTheory ProbabilityTheory Metric TopologicalSpace
19
+ open scoped Topology NNReal ENNReal
20
+
21
+ namespace SLEExactGauge.StoppedBoundaryRestart
22
+
23
+ /-- A positive-mass trace segment cannot lie on the null real axis. -/
24
+ theorem segment_has_interior_time
25
+ (γ : ℝ≥0 → ℂ) (μ : Measure ℂ) (hH : ∀ u, 0 ≤ (γ u).im)
26
+ (hnull : μ (range ((↑) : ℝ → ℂ)) = 0)
27
+ {s t : ℝ≥0} (hpos : 0 < μ (γ '' Icc s t)) :
28
+ ∃ u ∈ Icc s t, γ u ∈ upperHalfPlane := by
29
+ by_contra hn
30
+ have hsub : γ '' Icc s t ⊆ range ((↑) : ℝ → ℂ) := by
31
+ rintro z ⟨u, hu, rfl⟩
32
+ have hi : (γ u).im = 0 := le_antisymm
33
+ (le_of_not_gt (fun hp => hn ⟨u, hu, hp⟩)) (hH u)
34
+ refine ⟨(γ u).re, ?_⟩
35
+ apply Complex.ext <;> simp [hi]
36
+ have hz : μ (γ '' Icc s t) = 0 := measure_mono_null hsub hnull
37
+ simp only [hz, lt_self_iff_false] at hpos
38
+
39
+ /-- Positive mass on every positive-time segment makes the interior trace
40
+ visits dense, including at time zero. -/
41
+ theorem dense_interior_times
42
+ (γ : ℝ≥0 → ℂ) (μ : Measure ℂ) (hH : ∀ u, 0 ≤ (γ u).im)
43
+ (hnull : μ (range ((↑) : ℝ → ℂ)) = 0)
44
+ (hpos : ∀ s t : ℝ≥0, 0 < s → s < t → 0 < μ (γ '' Icc s t)) :
45
+ Dense {u : ℝ≥0 | γ u ∈ upperHalfPlane} := by
46
+ apply dense_of_exists_between
47
+ intro a b hab
48
+ obtain ⟨s, has, hsb⟩ := exists_between hab
49
+ obtain ⟨t, hst, htb⟩ := exists_between hsb
50
+ obtain ⟨u, hu, hγu⟩ := segment_has_interior_time γ μ hH hnull
51
+ (hpos s t (lt_of_le_of_lt (show (0 : ℝ≥0) ≤ a from bot_le) has) hst)
52
+ exact ⟨u, hγu, has.trans_le hu.1, hu.2.trans_lt htb⟩
53
+
54
+ local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _
55
+ local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩
56
+ local instance : MeasurableSpace C(ℝ≥0, ℝ) := borel _
57
+ local instance : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩
58
+
59
+ /-- Countably many open hit tests encode dense interior trace times. -/
60
+ def CountableInteriorHits (p : C(ℝ≥0, ℂ)) : Prop :=
61
+ ∀ i j : ℕ, denseSeq ℝ≥0 i < denseSeq ℝ≥0 j →
62
+ ∃ k : ℕ, denseSeq ℝ≥0 i < denseSeq ℝ≥0 k ∧
63
+ denseSeq ℝ≥0 k < denseSeq ℝ≥0 j ∧ p (denseSeq ℝ≥0 k) ∈ upperHalfPlane
64
+
65
+ theorem countableInteriorHits_iff (p : C(ℝ≥0, ℂ)) :
66
+ CountableInteriorHits p ↔ Dense {t : ℝ≥0 | p t ∈ upperHalfPlane} := by
67
+ constructor
68
+ · intro hh
69
+ apply dense_of_exists_between
70
+ intro a b hab
71
+ obtain ⟨i, hi⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo
72
+ (nonempty_Ioo.mpr hab)
73
+ obtain ⟨j, hj⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo
74
+ (nonempty_Ioo.mpr hi.2)
75
+ obtain ⟨k, hik, hkj, hk⟩ := hh i j hj.1
76
+ exact ⟨denseSeq ℝ≥0 k, hk, hi.1.trans hik, hkj.trans hj.2⟩
77
+ · intro hd i j hij
78
+ obtain ⟨t, htH, ht⟩ := hd.exists_between hij
79
+ obtain ⟨k, hk⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open
80
+ (isOpen_Ioo.inter (isOpen_upperHalfPlane.preimage p.continuous)) ⟨t, ht, htH⟩
81
+ exact ⟨k, hk.1.1, hk.1.2, hk.2⟩
82
+
83
+ theorem measurableSet_countableInteriorHits :
84
+ MeasurableSet {p : C(ℝ≥0, ℂ) | CountableInteriorHits p} := by
85
+ simp only [CountableInteriorHits, ofPred_forall]
86
+ apply MeasurableSet.iInter
87
+ intro i
88
+ apply MeasurableSet.iInter
89
+ intro j
90
+ by_cases hij : denseSeq ℝ≥0 i < denseSeq ℝ≥0 j
91
+ · simp only [hij, iInter_true, ofPred_exists]
92
+ apply MeasurableSet.iUnion
93
+ intro k
94
+ by_cases hk : denseSeq ℝ≥0 i < denseSeq ℝ≥0 k ∧
95
+ denseSeq ℝ≥0 k < denseSeq ℝ≥0 j
96
+ · simp only [hk.1, hk.2, true_and]
97
+ exact (isOpen_upperHalfPlane.preimage (continuous_eval_const _)).measurableSet
98
+ · have he : {p : C(ℝ≥0, ℂ) | denseSeq ℝ≥0 i < denseSeq ℝ≥0 k ∧
99
+ denseSeq ℝ≥0 k < denseSeq ℝ≥0 j ∧ p (denseSeq ℝ≥0 k) ∈ upperHalfPlane} = ∅ := by
100
+ ext p
101
+ simp only [mem_ofPred_eq, mem_empty_iff_false, iff_false]
102
+ exact fun hp => hk ⟨hp.1, hp.2.1⟩
103
+ rw [he]
104
+ exact MeasurableSet.empty
105
+ · simp only [hij, iInter_false]
106
+ exact MeasurableSet.univ
107
+
108
+ def GoodBoundaryPath (p : C(ℝ≥0, ℂ)) : Prop :=
109
+ CountableInteriorHits p ∧ ∀ t, 0 ≤ (p t).im
110
+
111
+ theorem measurableSet_goodBoundaryPath :
112
+ MeasurableSet {p : C(ℝ≥0, ℂ) | GoodBoundaryPath p} := by
113
+ change MeasurableSet ({p : C(ℝ≥0, ℂ) | CountableInteriorHits p} ∩
114
+ {p : C(ℝ≥0, ℂ) | ∀ t, 0 ≤ (p t).im})
115
+ apply measurableSet_countableInteriorHits.inter
116
+ have he : {p : C(ℝ≥0, ℂ) | ∀ t, 0 ≤ (p t).im} =
117
+ ⋂ t : ℝ≥0, {p : C(ℝ≥0, ℂ) | 0 ≤ (p t).im} := by ext p; simp
118
+ rw [he]
119
+ exact (isClosed_iInter (fun t => isClosed_le continuous_const
120
+ (Complex.continuous_im.comp (continuous_eval_const t)))).measurableSet
121
+
122
+ /-- Only continuity and density are needed to fill in the boundary-time
123
+ values of an inverse-chart identity. -/
124
+ theorem extend_restart_identity
125
+ (p : C(ℝ≥0, ℂ)) (γ : ℝ≥0 → ℂ) (hγ : Continuous γ)
126
+ (Fbar : ℂ → OnePoint ℂ)
127
+ (hFbar : ContinuousOn Fbar {z : ℂ | 0 ≤ z.im})
128
+ (hp : GoodBoundaryPath p)
129
+ (heq : ∀ t, p t ∈ upperHalfPlane → (γ t : OnePoint ℂ) = Fbar (p t)) :
130
+ ∀ t, (γ t : OnePoint ℂ) = Fbar (p t) := by
131
+ have hc : Continuous (Fbar ∘ p) := hFbar.comp_continuous p.continuous hp.2
132
+ have hset : IsClosed {t : ℝ≥0 | (γ t : OnePoint ℂ) = Fbar (p t)} :=
133
+ isClosed_eq (OnePoint.continuous_coe.comp hγ) hc
134
+ have hsub : {t : ℝ≥0 | p t ∈ upperHalfPlane} ⊆
135
+ {t : ℝ≥0 | (γ t : OnePoint ℂ) = Fbar (p t)} := fun t ht => heq t ht
136
+ have hall := closure_minimal hsub hset
137
+ rw [(countableInteriorHits_iff p).mp hp.1 |>.closure_eq] at hall
138
+ exact fun t => hall (mem_univ t)
139
+
140
+ /-- The proved lower Hausdorff estimate and real-axis nullity give the
141
+ measurable dense-interior path property for ordinary SLE. -/
142
+ theorem ordinarySLE_ae_goodBoundaryPath
143
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P]
144
+ {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8)
145
+ (γ : Ω → ℝ≥0 → ℂ) (hcont : ∀ ω, Continuous (γ ω))
146
+ (hSLE : IsOrdinaryChordalSLE κ γ P) :
147
+ ∀ᵐ ω ∂P, GoodBoundaryPath (sourceTracePath γ hcont ω) := by
148
+ obtain ⟨_, _, htrace⟩ := hSLE.2
149
+ have hpos := sourceLowerMain_proved Ω inferInstance P inferInstance κ hκ hκ8
150
+ γ hSLE (explicitGauge κ)
151
+ (explicitGauge_isGauge hκ)
152
+ (explicitGauge_small_formula κ)
153
+ have hnull := explicit_gauge_real_axis_null hκ
154
+ (explicitGauge_isGauge hκ)
155
+ (explicitGauge_small_formula κ)
156
+ filter_upwards [hpos, htrace] with ω hp ht
157
+ obtain ⟨G, F, hw⟩ := ht
158
+ refine ⟨(countableInteriorHits_iff _).mpr ?_, hw.2.2.1⟩
159
+ exact dense_interior_times (γ ω) (hausdorffGauge (explicitGauge κ))
160
+ hw.2.2.1 hnull hp
161
+
162
+ /-- The actual stopped trace law admits the continuous boundary restart
163
+ identity at every future time, conditional only on the cited deterministic
164
+ Rohde–Schramm boundary-extension input. -/
165
+ theorem stopped_boundary_restart
166
+ {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω}
167
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
168
+ (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
169
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
170
+ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
171
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω)
172
+ (γ ω) (G ω) (F ω))
173
+ (hpublished : PublishedLoewnerBoundaryExtension) :
174
+ ∃ Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ), Measurable Φ ∧
175
+ (∀ ω, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω) ∧
176
+ ∀ (τ : Ω → ℝ≥0)
177
+ (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable))
178
+ (fun ω => (τ ω : WithTop ℝ≥0))),
179
+ (∀ (A : Set Ω), MeasurableSet[hτ.measurableSpace] A →
180
+ (P.restrict A).map (fun ω => Φ (sourceRestartDriverPath B hc τ ω)) =
181
+ P A • P.map (sourceTracePath γ (fun ω => (hw ω).1))) ∧
182
+ (∀ᵐ ω ∂P, ∃ Fbar : ℂ → OnePoint ℂ,
183
+ ContinuousOn Fbar {z : ℂ | 0 ≤ z.im} ∧
184
+ (∀ z ∈ upperHalfPlane, Fbar z =
185
+ (F ω (τ ω) ((Real.sqrt κ * B (τ ω) ω : ℝ) + z) : OnePoint ℂ)) ∧
186
+ Fbar 0 = (γ ω (τ ω) : OnePoint ℂ) ∧
187
+ ∀ t : ℝ≥0, (γ ω (τ ω + t) : OnePoint ℂ) =
188
+ Fbar (Φ (sourceRestartDriverPath B hc τ ω) t)) := by
189
+ let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure
190
+ obtain ⟨Φ, hΦm, hΦ, hlaw⟩ := sourceStoppedTraceLaw κ hκ hκ8 B hB hm hc γ G F hw
191
+ let gp := sourceTracePath γ (fun ω => (hw ω).1)
192
+ have hgm : Measurable gp := by
193
+ have he : gp = fun ω => Φ (sourceDriverPath B hc ω) := funext fun ω => (hΦ ω).symm
194
+ rw [he]
195
+ exact hΦm.comp (source_path_measurable (sourceDriverPath B hc) hm)
196
+ have hSLE : IsOrdinaryChordalSLE κ γ P := by
197
+ refine ⟨fun t => (continuous_eval_const t).measurable.comp hgm, B, hB, ?_⟩
198
+ exact Eventually.of_forall (fun ω => ⟨G ω, F ω, hw ω⟩)
199
+ have hgood : ∀ᵐ ω ∂P, GoodBoundaryPath (gp ω) :=
200
+ ordinarySLE_ae_goodBoundaryPath hκ hκ8 γ (fun ω => (hw ω).1) hSLE
201
+ have hgoodLaw : ∀ᵐ p ∂P.map gp, GoodBoundaryPath p :=
202
+ (ae_map_iff hgm.aemeasurable measurableSet_goodBoundaryPath).mpr hgood
203
+ refine ⟨Φ, hΦm, hΦ, ?_⟩
204
+ intro τ hτ
205
+ refine ⟨(hlaw τ hτ).1, ?_⟩
206
+ let rp := sourceRestartDriverPath B hc τ
207
+ have hrm : Measurable rp := source_path_measurable rp (fun t =>
208
+ (measurable_pi_apply t).comp (brownianRestart_measurable hm hc
209
+ (stopping_time_measurable_nnreal hτ)))
210
+ have hrestartLaw : P.map (fun ω => Φ (rp ω)) = P.map gp := by
211
+ simpa only [Measure.restrict_univ, measure_univ, one_smul] using
212
+ (hlaw τ hτ).1 univ MeasurableSet.univ
213
+ have hgoodRestart : ∀ᵐ ω ∂P, GoodBoundaryPath (Φ (rp ω)) := by
214
+ have he := hgoodLaw
215
+ rw [← hrestartLaw] at he
216
+ exact (ae_map_iff (hΦm.comp hrm).aemeasurable measurableSet_goodBoundaryPath).mp he
217
+ filter_upwards [hgoodRestart, (hlaw τ hτ).2] with ω hgoodω heq
218
+ obtain ⟨Fbar, hFc, hFH, hF0⟩ := normalized_capacity_inverse_boundary_extension
219
+ hpublished (continuous_const.mul (hc ω)) (hw ω) (τ ω) 1 zero_lt_one
220
+ have hFH' : ∀ z ∈ upperHalfPlane, Fbar z =
221
+ (F ω (τ ω) ((Real.sqrt κ * B (τ ω) ω : ℝ) + z) : OnePoint ℂ) := by
222
+ simpa only [Complex.ofReal_one, one_mul, Pi.mul_apply] using hFH
223
+ refine ⟨Fbar, hFc, hFH', hF0, ?_⟩
224
+ apply extend_restart_identity (Φ (rp ω)) (fun t => γ ω (τ ω + t))
225
+ ((hw ω).1.comp (continuous_const.add continuous_id)) Fbar hFc hgoodω
226
+ intro t ht
227
+ rw [hFH' _ ht, heq t ht, add_comm (Φ (rp ω) t)]
228
+
229
+ /-- A tube event maps back to the physical domain at every time, including
230
+ boundary visits, under the continuous boundary restart identity. -/
231
+ theorem boundary_restart_tube_transfer
232
+ (p : C(ℝ≥0, ℂ)) (γ : ℝ≥0 → ℂ) (τ : ℝ≥0) (Fbar : ℂ → OnePoint ℂ)
233
+ (heq : ∀ t, (γ (τ + t) : OnePoint ℂ) = Fbar (p t))
234
+ (N V O W : Set ℂ)
235
+ (hN : MapsTo Fbar N (((↑) : ℂ → OnePoint ℂ) '' O))
236
+ (hV : MapsTo Fbar V (((↑) : ℂ → OnePoint ℂ) '' W))
237
+ (hp : p ∈ pathTubeEvent N V) :
238
+ ∃ T : ℝ≥0, 0 < T ∧ MapsTo (fun t => γ (τ + t)) (Icc 0 T) O ∧ γ (τ + T) ∈ W := by
239
+ obtain ⟨T, hT, hpN, hpV⟩ := hp
240
+ have hmap {A S : Set ℂ} (hh : MapsTo Fbar A (((↑) : ℂ → OnePoint ℂ) '' S))
241
+ (t : ℝ≥0) (ht : p t ∈ A) : γ (τ + t) ∈ S := by
242
+ obtain ⟨z, hz, he⟩ := hh ht
243
+ have hz' : z = γ (τ + t) := OnePoint.coe_injective (he.trans (heq t).symm)
244
+ exact hz' ▸ hz
245
+ exact ⟨T, hT, fun t ht => hmap hN t (hpN ht), hmap hV T hpV⟩
246
+
247
+ /-- A past-restricted stopped-law tube probability is a lower bound for
248
+ any physical event containing that tube almost surely. This formulation
249
+ uses the full-measure boundary restart identity without imposing pathwise
250
+ identities on exceptional samples. -/
251
+ theorem restricted_tube_probability_le
252
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
253
+ (p : Ω → C(ℝ≥0, ℂ)) (hp : Measurable p) (Q : Measure C(ℝ≥0, ℂ))
254
+ (A C : Set Ω) (hC : MeasurableSet C) (N V : Set ℂ)
255
+ (hN : IsOpen N) (hV : IsOpen V)
256
+ (hlaw : (P.restrict A).map p = P A • Q)
257
+ (htransfer : ∀ᵐ ω ∂P, p ω ∈ pathTubeEvent N V → ω ∈ C) :
258
+ P A * Q (pathTubeEvent N V) ≤ P (A ∩ C) := by
259
+ have ht := measurableSet_pathTubeEvent hN hV
260
+ calc
261
+ P A * Q (pathTubeEvent N V) = (P.restrict A).map p (pathTubeEvent N V) := by
262
+ rw [hlaw, Measure.smul_apply, smul_eq_mul]
263
+ _ = (P.restrict A) (p ⁻¹' pathTubeEvent N V) := Measure.map_apply hp ht
264
+ _ ≤ (P.restrict A) C := measure_mono_ae (ae_restrict_of_ae htransfer)
265
+ _ = P (A ∩ C) := by rw [Measure.restrict_apply hC, inter_comm]
266
+
267
+ end SLEExactGauge.StoppedBoundaryRestart
268
+
269
+ end
270
+
271
+ end OAI
lean/OAI/Probability/SLE/Geometry/StoppedFutureGreen.lean ADDED
@@ -0,0 +1,85 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.RestartFutureGreen
2
+ import OAI.Probability.SLE.Geometry.CanonicalGreenPast
3
+ import OAI.Probability.SLE.Mass.StoppedInverseMass
4
+
5
+ namespace OAI
6
+
7
+ /-! Every later Green remainder transforms under the same stopped inverse
8
+ map and the same derivative weight as the canonical mass. -/
9
+
10
+ noncomputable section
11
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical
12
+ open scoped NNReal ENNReal Topology
13
+
14
+ namespace SLEExactGauge.Multipoint
15
+
16
+ local instance stoppedFutureGreenDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _
17
+ local instance stoppedFutureGreenDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩
18
+
19
+ theorem stopped_future_green_covariance
20
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
21
+ (B : ℝ≥0 → Ω → ℝ) (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ)
22
+ (G F : Ω → ℝ≥0 → ℂ → ℂ)
23
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω))
24
+ (τ : Ω → ℝ≥0) (hm : ∀ t, Measurable (B t))
25
+ (hc : ∀ ω, Continuous (fun t => B t ω))
26
+ (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable))
27
+ (fun ω => (τ ω:WithTop ℝ≥0))) (hκ : 0 < κ)
28
+ (hFresh : ∀ᵐ ω ∂P, ∃ (β : ℝ≥0 → ℂ) (G' F' : ℝ≥0 → ℂ → ℂ),
29
+ IsCapacityTwoWitness (fun t => Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω) β G' F') :
30
+ ∀ᵐ ω ∂P, ∀ t : ℝ≥0,
31
+ weightedImageMass (stoppedMassPoint B κ γ G F hw τ ω) (stoppedMassWeight B κ F τ ω)
32
+ (canonicalGreenMass κ t (sourceRestartDriverPath B hc τ ω)) =
33
+ halfPlaneGreenMeasure κ B γ G (τ ω+t) ω := by
34
+ have hJ := stoppedMassPoint_measurable B κ γ G F hw τ hm hc hτ
35
+ have hW := stoppedMassWeight_measurable B κ γ G F hw τ hm hc hτ hκ
36
+ filter_upwards [hFresh] with ω hω
37
+ obtain ⟨β,G',F',hb⟩ := hω
38
+ have hb' : IsCapacityTwoWitness
39
+ (fun s => Real.sqrt κ*(sourceRestartDriverPath B hc τ ω) s) β G' F' := by
40
+ convert hb using 1
41
+ funext s
42
+ change Real.sqrt κ*(B (τ ω+s) ω-B (τ ω) ω) = _
43
+ ring
44
+ have hpair : @Measurable upperHalfPlane (Ω × upperHalfPlane) inferInstance
45
+ (hτ.measurableSpace.prod inferInstance) (fun z => (ω,z)) :=
46
+ @measurable_prodMk_left Ω upperHalfPlane hτ.measurableSpace inferInstance ω
47
+ have hJω : Measurable (stoppedMassPoint B κ γ G F hw τ ω) :=
48
+ @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) upperHalfPlane
49
+ inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance
50
+ (fun p => stoppedMassPoint B κ γ G F hw τ p.1 p.2) (fun z => (ω,z)) hJ hpair
51
+ have hWω : Measurable (stoppedMassWeight B κ F τ ω) :=
52
+ @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) ℝ≥0∞
53
+ inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance
54
+ (fun p => stoppedMassWeight B κ F τ p.1 p.2) (fun z => (ω,z)) hW hpair
55
+ intro t
56
+ rw [canonicalGreenMass_eq κ _ hb' t]
57
+ have hdriver : (fun s => Real.sqrt κ*(sourceRestartDriverPath B hc τ ω) s) =
58
+ (fun s => Real.sqrt κ*B (τ ω+s) ω-Real.sqrt κ*B (τ ω) ω) := by
59
+ funext s
60
+ change Real.sqrt κ*(B (τ ω+s) ω-B (τ ω) ω) = _
61
+ ring
62
+ rw [hdriver]
63
+ apply Measure.ext
64
+ intro A hA
65
+ let f : upperHalfPlane → ℝ≥0∞ := A.indicator (fun _ => 1)
66
+ have hf : Measurable f := measurable_const.indicator hA
67
+ have htest := restart_future_halfPlane_green_test (hw ω) ((hc ω).const_mul _)
68
+ (τ ω) hb hκ t f
69
+ calc
70
+ _ = ∫⁻ z, f z ∂weightedImageMass (stoppedMassPoint B κ γ G F hw τ ω)
71
+ (stoppedMassWeight B κ F τ ω)
72
+ ((volume.withDensity (fun z => ENNReal.ofReal
73
+ (greenDensity κ (fun s => Real.sqrt κ*B (τ ω+s) ω-Real.sqrt κ*B (τ ω) ω)
74
+ β G' t z))).comap Subtype.val) := by
75
+ rw [lintegral_indicator hA,lintegral_one,Measure.restrict_apply_univ]
76
+ _ = _ := (weightedImageMass_lintegral _ hJω _ hWω _ f hf).trans htest
77
+ _ = halfPlaneGreenMeasure κ B γ G (τ ω+t) ω A := by
78
+ rw [lintegral_indicator hA,lintegral_one,Measure.restrict_apply_univ]
79
+ rfl
80
+
81
+ end SLEExactGauge.Multipoint
82
+
83
+ end
84
+
85
+ end OAI
lean/OAI/Probability/SLE/Geometry/StoppedMarkedStateMeasurability.lean ADDED
@@ -0,0 +1,170 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.ChartMeasurability
2
+ import OAI.Probability.SLE.Geometry.NormalizedMarkedState
3
+
4
+ namespace OAI
5
+
6
+ /-! Actual finite-stop marked states are measurable in the stopped past.
7
+ The scale is positive on every outcome and agrees with the true centered
8
+ modulus on the live event. -/
9
+
10
+ noncomputable section
11
+ open Set Filter MeasureTheory ProbabilityTheory Classical
12
+ open scoped Topology NNReal ENNReal
13
+
14
+ namespace SLEExactGauge
15
+
16
+ def positiveMarkedScale (q : ℂ) : ℝ≥0 := if 0 < ‖q‖ then ‖q‖₊ else 1
17
+
18
+ lemma positiveMarkedScale_pos (q : ℂ) : 0 < positiveMarkedScale q := by
19
+ unfold positiveMarkedScale
20
+ split_ifs with hq
21
+ · exact_mod_cast hq
22
+ · exact zero_lt_one
23
+
24
+ lemma positiveMarkedScale_eq {q : ℂ} (hq : q ≠ 0) : positiveMarkedScale q = ‖q‖₊ := by
25
+ exact ite_eq_left (norm_pos_iff.mpr hq)
26
+
27
+ lemma positiveMarkedScale_measurable : Measurable positiveMarkedScale :=
28
+ Measurable.ite (measurableSet_lt measurable_const measurable_norm)
29
+ measurable_nnnorm measurable_const
30
+
31
+ lemma unitMarkedState_measurable : Measurable unitMarkedState := by
32
+ unfold unitMarkedState
33
+ fun_prop
34
+
35
+ def stoppedMarkedCenter {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ)
36
+ (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0)
37
+ (z : ℂ) (ω : Ω) : ℂ :=
38
+ (if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0) -
39
+ (Real.sqrt κ * B (τ ω) ω : ℝ)
40
+
41
+ def stoppedMarkedScale {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ)
42
+ (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0)
43
+ (z : ℂ) (ω : Ω) : ℝ≥0 := positiveMarkedScale (stoppedMarkedCenter κ B γ G τ z ω)
44
+
45
+ def stoppedMarkedUnit {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ)
46
+ (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0)
47
+ (z : ℂ) (ω : Ω) : ℂ := unitMarkedState (stoppedMarkedCenter κ B γ G τ z ω)
48
+
49
+ def stoppedMarkedGood {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ)
50
+ (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0)
51
+ (z : ℂ) (s : ℝ) : Set Ω :=
52
+ {ω | z ∈ survivingDomain (γ ω) (τ ω) ∧ s ≤ (stoppedMarkedUnit κ B γ G τ z ω).im}
53
+
54
+ lemma stoppedMarkedScale_pos {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ)
55
+ (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0)
56
+ (z : ℂ) (ω : Ω) : 0 < stoppedMarkedScale κ B γ G τ z ω :=
57
+ positiveMarkedScale_pos _
58
+
59
+ lemma stoppedMarkedCenter_eq {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ)
60
+ (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0)
61
+ (z : ℂ) (ω : Ω) (hz : z ∈ survivingDomain (γ ω) (τ ω)) :
62
+ stoppedMarkedCenter κ B γ G τ z ω = G ω (τ ω) z - (Real.sqrt κ * B (τ ω) ω : ℝ) := by
63
+ rw [stoppedMarkedCenter, ite_eq_left hz]
64
+
65
+ section Source
66
+ variable {Ω : Type*} [MeasurableSpace Ω]
67
+ (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t))
68
+ (hc : ∀ ω, Continuous (fun t => B t ω))
69
+ (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
70
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω))
71
+ (τ : Ω → ℝ≥0)
72
+ (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable))
73
+ (fun ω => (τ ω : WithTop ℝ≥0)))
74
+
75
+ include hc in
76
+ lemma source_stoppedDriver_measurable :
77
+ Measurable[hτ.measurableSpace] (fun ω => Real.sqrt κ * B (τ ω) ω) := by
78
+ have hb := measurable_stoppedValue
79
+ ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).isStronglyProgressive_of_continuous hc) hτ
80
+ exact measurable_const.mul hb
81
+
82
+ include hc hw in
83
+ lemma source_stoppedMarkedCenter_measurable (z : ℂ) :
84
+ Measurable[hτ.measurableSpace] (stoppedMarkedCenter κ B γ G τ z) := by
85
+ exact (source_killedChart_stopped_measurable hm hc κ γ G F hw z τ hτ).sub
86
+ (Complex.measurable_ofReal.comp (source_stoppedDriver_measurable B hm hc κ τ hτ))
87
+
88
+ include hc hw in
89
+ lemma source_stoppedMarkedScale_measurable (z : ℂ) :
90
+ Measurable[hτ.measurableSpace] (stoppedMarkedScale κ B γ G τ z) :=
91
+ positiveMarkedScale_measurable.comp
92
+ (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z)
93
+
94
+ include hc hw in
95
+ lemma source_stoppedMarkedUnit_measurable (z : ℂ) :
96
+ Measurable[hτ.measurableSpace] (stoppedMarkedUnit κ B γ G τ z) :=
97
+ unitMarkedState_measurable.comp
98
+ (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z)
99
+
100
+ omit [MeasurableSpace Ω] in
101
+ include hw in
102
+ lemma source_stopped_live_iff_killedChart_im_pos (z : ℂ) (ω : Ω) :
103
+ z ∈ survivingDomain (γ ω) (τ ω) ↔
104
+ 0 < (if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0).im := by
105
+ by_cases hz : z ∈ survivingDomain (γ ω) (τ ��)
106
+ · simp only [ite_eq_left hz]
107
+ exact iff_of_true hz ((hw ω).imag_positive (τ ω) z hz)
108
+ · simp only [ite_eq_right hz, Complex.zero_im, lt_self_iff_false, iff_false]
109
+ exact hz
110
+
111
+ include hc hw in
112
+ lemma source_stopped_live_measurable (z : ℂ) :
113
+ MeasurableSet[hτ.measurableSpace] {ω | z ∈ survivingDomain (γ ω) (τ ω)} := by
114
+ have he : {ω | z ∈ survivingDomain (γ ω) (τ ω)} =
115
+ {ω | 0 < (if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0).im} := by
116
+ ext ω
117
+ exact source_stopped_live_iff_killedChart_im_pos B κ γ G F hw τ z ω
118
+ rw [he]
119
+ exact measurableSet_lt measurable_const (Complex.measurable_im.comp
120
+ (source_killedChart_stopped_measurable hm hc κ γ G F hw z τ hτ))
121
+
122
+ include hc hw in
123
+ lemma source_stoppedMarkedGood_measurable (z : ℂ) (s : ℝ) :
124
+ MeasurableSet[hτ.measurableSpace] (stoppedMarkedGood κ B γ G τ z s) :=
125
+ (source_stopped_live_measurable B hm hc κ γ G F hw τ hτ z).inter
126
+ (measurableSet_le measurable_const (Complex.measurable_im.comp
127
+ (source_stoppedMarkedUnit_measurable B hm hc κ γ G F hw τ hτ z)))
128
+
129
+ omit [MeasurableSpace Ω] in
130
+ include hw in
131
+ lemma stoppedMarkedScale_eq_on_live (z : ℂ) (ω : Ω)
132
+ (hz : z ∈ survivingDomain (γ ω) (τ ω)) :
133
+ stoppedMarkedScale κ B γ G τ z ω =
134
+ ‖G ω (τ ω) z - (Real.sqrt κ * B (τ ω) ω : ℝ)‖₊ := by
135
+ unfold stoppedMarkedScale
136
+ rw [stoppedMarkedCenter_eq κ B γ G τ z ω hz]
137
+ exact positiveMarkedScale_eq ((hw ω).centered_ne_zero _ z hz)
138
+
139
+ omit [MeasurableSpace Ω] in
140
+ lemma stoppedMarkedUnit_im_on_live (z : ℂ) (ω : Ω)
141
+ (hz : z ∈ survivingDomain (γ ω) (τ ω)) :
142
+ (stoppedMarkedUnit κ B γ G τ z ω).im =
143
+ Real.sin (Complex.arg (G ω (τ ω) z - (Real.sqrt κ * B (τ ω) ω : ℝ))) := by
144
+ unfold stoppedMarkedUnit
145
+ rw [stoppedMarkedCenter_eq κ B γ G τ z ω hz, unitMarkedState_im]
146
+
147
+ omit [MeasurableSpace Ω] in
148
+ include hc hw in
149
+ /-- Exact geometric data required by the conformal dense estimate. -/
150
+ theorem source_stoppedMarkedState_geometry (z : ℂ) (ω : Ω)
151
+ (hz : z ∈ survivingDomain (γ ω) (τ ω)) :
152
+ let w := stoppedMarkedUnit κ B γ G τ z ω
153
+ let f := normalizedInverse (F ω (τ ω)) (Real.sqrt κ * B (τ ω) ω)
154
+ (stoppedMarkedScale κ B γ G τ z ω : ℝ)
155
+ ‖w‖ = 1 ∧ 0 < w.im ∧ f w = z ∧
156
+ DifferentiableOn ℂ f upperHalfPlane ∧ InjOn f upperHalfPlane ∧
157
+ deriv f w ≠ 0 ∧ 2 * w.im * ‖deriv f w‖ = fullRadius (G ω) (τ ω) z := by
158
+ dsimp only
159
+ rw [stoppedMarkedScale_eq_on_live B κ γ G F hw τ z ω hz]
160
+ simp only [coe_nnnorm]
161
+ unfold stoppedMarkedUnit
162
+ rw [stoppedMarkedCenter_eq κ B γ G τ z ω hz]
163
+ exact (hw ω).normalized_marked_state ((hc ω).const_mul _) (τ ω) z hz
164
+
165
+ end Source
166
+ end SLEExactGauge
167
+
168
+ end
169
+
170
+ end OAI
lean/OAI/Probability/SLE/Geometry/StrictRealLocalChart.lean ADDED
@@ -0,0 +1,44 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.SlitReciprocalChart
2
+ import OAI.Probability.SLE.DiskHalfPlane
3
+
4
+ namespace OAI
5
+
6
+ /-! A reflection-symmetric analytic germ tangent to the identity preserves
7
+ the upper side in a sufficiently small neighborhood. -/
8
+ noncomputable section
9
+ open Set Filter Complex Function Metric
10
+ open scoped Topology ComplexConjugate
11
+
12
+ namespace SLEExactGauge
13
+
14
+ lemma strict_real_germ_maps_upper {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ))
15
+ {f : ℂ → ℂ} (hf : HasStrictDerivAt f 1 0)
16
+ (hs : ∀ z ∈ D, f (conj z)=conj (f z)) :
17
+ ∃ r : ℝ, 0<r ∧ MapsTo f (ball 0 r ∩ upperHalfPlane) upperHalfPlane := by
18
+ have hd : HasStrictFDerivAt (fun z : ℂ => f z-z) (0:ℂ →L[ℂ] ℂ) 0 := by
19
+ convert! (hf.sub (hasStrictDerivAt_id (0:ℂ))).hasStrictFDerivAt using 1
20
+ simp
21
+ obtain ⟨S,hS,hL⟩ := hd.exists_lipschitzOnWith_of_nnnorm_lt (1/2) (by simp)
22
+ obtain ⟨r,hr,hrS⟩ := Metric.mem_nhds_iff.mp (inter_mem hS hD)
23
+ refine ⟨r,hr,?_⟩
24
+ intro z hz
25
+ have hcz : conj z ∈ ball (0:ℂ) r := by
26
+ simpa only [mem_ball,dist_zero_right,norm_conj] using hz.1
27
+ have hbound := hL.norm_sub_le (hrS hz.1).1 (hrS hcz).1
28
+ have hnorm : ‖z-conj z‖=2*z.im := by
29
+ simpa only [star_def] using norm_sub_conj_of_im_pos hz.2
30
+ rw [hnorm] at hbound
31
+ have hlo := (neg_le_abs _).trans
32
+ (Complex.abs_im_le_norm (f z-z-(f (conj z)-conj z)))
33
+ rw [hs z (hrS hz.1).2] at hlo hbound
34
+ simp only [sub_im,conj_im] at hlo
35
+ change 0 < (f z).im
36
+ have hzH : 0 < z.im := hz.2
37
+ norm_num at hbound
38
+ linarith
39
+
40
+ end SLEExactGauge
41
+
42
+ end
43
+
44
+ end OAI
lean/OAI/Probability/SLE/Geometry/SubarcParameter.lean ADDED
@@ -0,0 +1,44 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.InitialSubarcReparam
2
+
3
+ namespace OAI
4
+
5
+ /-! Continuous rescaling onto a fixed initial parameter interval. -/
6
+ noncomputable section
7
+ open Set Filter Function
8
+ open scoped Topology
9
+
10
+ namespace SLEExactGauge
11
+
12
+ def subarcParameter (b : unitInterval) (hb : b≠0) (t : unitInterval) : unitInterval :=
13
+ ⟨min ((t:ℝ)/(b:ℝ)) 1,
14
+ le_min (div_nonneg t.property.1 (unitInterval.pos_iff_ne_zero.mpr hb).le)
15
+ zero_le_one,min_le_right _ _⟩
16
+
17
+ lemma subarcParameter_continuous (b : unitInterval) (hb : b≠0) :
18
+ Continuous (subarcParameter b hb) := by
19
+ apply Continuous.subtype_mk
20
+ exact (continuous_subtype_val.div_const (b:ℝ)).min continuous_const
21
+
22
+ lemma subarcParameter_mul (b : unitInterval) (hb : b≠0) (t : unitInterval) :
23
+ b*subarcParameter b hb t=min t b := by
24
+ have hbpos : 0<(b:ℝ) := unitInterval.pos_iff_ne_zero.mpr hb
25
+ apply Subtype.ext
26
+ change (b:ℝ)*min ((t:ℝ)/(b:ℝ)) 1=min (t:ℝ) (b:ℝ)
27
+ rw [mul_min_of_nonneg _ _ hbpos.le,mul_div_cancel₀ _ hbpos.ne',mul_one]
28
+
29
+ @[simp] lemma subarcParameter_self (b : unitInterval) (hb : b≠0) :
30
+ subarcParameter b hb b=1 := by
31
+ have hbpos : 0<(b:ℝ) := unitInterval.pos_iff_ne_zero.mpr hb
32
+ apply Subtype.ext
33
+ change min ((b:ℝ)/(b:ℝ)) 1=1
34
+ rw [div_self hbpos.ne',min_self]
35
+
36
+ lemma subarcParameter_mul_of_le (b : unitInterval) (hb : b≠0)
37
+ {t : unitInterval} (ht : t≤b) : b*subarcParameter b hb t=t := by
38
+ rw [subarcParameter_mul,min_eq_left ht]
39
+
40
+ end SLEExactGauge
41
+
42
+ end
43
+
44
+ end OAI
lean/OAI/Probability/SLE/Geometry/SymmetricChartUpperBijective.lean ADDED
@@ -0,0 +1,49 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.RealSymmetricDiskMapSign
2
+
3
+ namespace OAI
4
+
5
+ /-! Restricting a symmetric disk chart to its upper component preserves
6
+ surjectivity onto the upper half disk. -/
7
+ noncomputable section
8
+ open Set Complex
9
+ open scoped ComplexConjugate
10
+
11
+ namespace SLEExactGauge
12
+
13
+ theorem symmetric_disk_chart_upper_bijOn {D : Set ℂ} {f : ℂ → ℂ}
14
+ (hD : MapsTo conj D D) (hb : BijOn f D (Metric.ball 0 1))
15
+ (hs : ∀ z ∈ D, f (conj z)=conj (f z))
16
+ (hu : MapsTo f (D ∩ upperHalfPlane) upperHalfPlane) :
17
+ BijOn f (D ∩ upperHalfPlane) (Metric.ball 0 1 ∩ upperHalfPlane) := by
18
+ refine ⟨fun z hz => ⟨hb.mapsTo hz.1,hu hz⟩,hb.injOn.mono inter_subset_left,?_⟩
19
+ intro w hw
20
+ obtain ⟨z,hz,hzw⟩ := hb.surjOn hw.1
21
+ refine ⟨z,⟨hz,?_⟩,hzw⟩
22
+ by_contra hn
23
+ have hzle : z.im ≤ 0 := le_of_not_gt hn
24
+ by_cases hz0 : z.im=0
25
+ · have hconj : conj z=z := by apply Complex.ext <;> simp [hz0]
26
+ have he := hs z hz
27
+ rw [hconj,hzw] at he
28
+ have him := congrArg Complex.im he
29
+ simp only [conj_im] at him
30
+ have hwH := hw.2
31
+ change 0 < w.im at hwH
32
+ linarith
33
+ · have hzneg : z.im < 0 := lt_of_le_of_ne hzle hz0
34
+ have hcH : conj z ∈ upperHalfPlane := by
35
+ change 0 < (conj z).im
36
+ simpa only [conj_im] using neg_pos.mpr hzneg
37
+ have hfH := hu ⟨hD hz,hcH⟩
38
+ rw [hs z hz,hzw] at hfH
39
+ change 0 < (conj w).im at hfH
40
+ rw [conj_im] at hfH
41
+ have hwH := hw.2
42
+ change 0 < w.im at hwH
43
+ linarith
44
+
45
+ end SLEExactGauge
46
+
47
+ end
48
+
49
+ end OAI
lean/OAI/Probability/SLE/Geometry/SymmetricSlope.lean ADDED
@@ -0,0 +1,48 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.ReflectedRiemannSymmetry
2
+ import Mathlib.Analysis.Complex.RemovableSingularity
3
+
4
+ namespace OAI
5
+
6
+ /-! Reflection is preserved by the removable difference quotient at the
7
+ origin; consequently its Taylor coefficients there are real. -/
8
+ noncomputable section
9
+ open Set Filter Complex Function Metric
10
+ open scoped Topology ComplexConjugate
11
+
12
+ namespace SLEExactGauge
13
+
14
+ lemma derivative_real_of_reflection {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ))
15
+ {f : ℂ → ℂ} (hs : ∀ z ∈ D, f (conj z)=conj (f z)) :
16
+ conj (deriv f 0)=deriv f 0 := by
17
+ have he : (conj ∘ f ∘ conj) =ᶠ[𝓝 (0:ℂ)] f := by
18
+ filter_upwards [hD] with z hz
19
+ simp only [Function.comp_apply,hs z hz,conj_conj]
20
+ have hd := he.deriv_eq
21
+ simpa only [deriv_conj_conj,Function.comp_apply,map_zero] using hd
22
+
23
+ lemma dslope_reflection {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ))
24
+ {f : ℂ → ℂ} (hs : ∀ z ∈ D, f (conj z)=conj (f z)) :
25
+ ∀ z ∈ D, dslope f 0 (conj z)=conj (dslope f 0 z) := by
26
+ have hz : f 0=conj (f 0) := by simpa only [map_zero] using hs 0 (mem_of_mem_nhds hD)
27
+ intro z hzm
28
+ by_cases he : z=0
29
+ · simpa only [he,map_zero,dslope_same] using (derivative_real_of_reflection hD hs).symm
30
+ · have hec : conj z ≠ 0 := by
31
+ intro hc
32
+ apply he
33
+ simpa only [conj_conj,map_zero] using congrArg conj hc
34
+ simp only [dslope_of_ne _ he,dslope_of_ne _ hec,slope,vsub_eq_sub,sub_zero,
35
+ smul_eq_mul,hs z hzm,map_mul,map_inv₀,map_sub,hz.symm]
36
+
37
+ lemma analyticAt_dslope_zero {f : ℂ → ℂ} (hf : AnalyticAt ℂ f 0) :
38
+ AnalyticAt ℂ (dslope f 0) 0 := by
39
+ obtain ⟨r,hr,ha⟩ := hf.exists_ball_analyticOnNhd
40
+ have hd := (Complex.differentiableOn_dslope (ball_mem_nhds (0:ℂ) hr)).mpr
41
+ ha.differentiableOn
42
+ exact hd.analyticAt (ball_mem_nhds (0:ℂ) hr)
43
+
44
+ end SLEExactGauge
45
+
46
+ end
47
+
48
+ end OAI
lean/OAI/Probability/SLE/Geometry/ThinCrossingEnergy.lean ADDED
@@ -0,0 +1,45 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.InverseRectangleEnergy
2
+ import OAI.Probability.SLE.Loewner.InverseVerticalEnergy
3
+
4
+ namespace OAI
5
+
6
+ /-! A thin mapped crossing with a small physical image forces large
7
+ Dirichlet energy whenever the inverse is separated at a fixed height. -/
8
+ noncomputable section
9
+ open Set Filter Function Complex Metric MeasureTheory
10
+ open scoped Topology ENNReal
11
+
12
+ namespace SLEExactGauge
13
+
14
+ theorem initialInverse_thin_crossing_bound (p : C(unitInterval,ℂ)) (hi : Injective p)
15
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
16
+ {R : ℝ} (hR : 0<R) (hp : ∀ t : unitInterval, ‖p t‖<R)
17
+ (s : unitInterval) {a b L h δ ε : ℝ} (hab : a<b)
18
+ (hh : 0<h) (hh1 : h≤1) (hδ : 0≤δ) (c : ℂ)
19
+ (hx : ∀ x∈Ioo a b, |x|≤L)
20
+ (hhigh : ∀ x∈Ioo a b, δ+ε≤
21
+ ‖initialInverseChart p hi h0 hH s ((x:ℂ)+(h:ℂ)*I)-c‖)
22
+ (hlow : ∀ x∈Ioo a b, ∃ y∈Ioc 0 h,
23
+ ‖initialInverseChart p hi h0 hH s ((x:ℂ)+(y:ℂ)*I)-c‖≤ε) :
24
+ (b-a)*δ^2≤h*(volume (closedBall (0:ℂ) (L+2+3*R))).toReal := by
25
+ obtain ⟨hbound,hiE,hsections⟩ := initialInverse_rectangle_energy p hi h0 hH hR hp s
26
+ a b L hh hh1 hx
27
+ have hpoint : ∀ᵐ x : ℝ ∂volume.restrict (Ioo a b),
28
+ δ^2≤h*(∫ y in Ioc 0 h,
29
+ ‖deriv (initialInverseChart p hi h0 hH s) ((x:ℂ)+(y:ℂ)*I)‖^2) := by
30
+ filter_upwards [hsections,ae_restrict_mem measurableSet_Ioo] with x hxE hxI
31
+ exact holomorphic_vertical_separation (initialInverseChart_differentiableOn p hi h0 hH s)
32
+ x hh hδ c (hhigh x hxI) (hlow x hxI) hxE
33
+ have h := integral_mono_ae (integrable_const (δ^2)) (hiE.const_mul h) hpoint
34
+ rw [integral_const,integral_const_mul] at h
35
+ have hm : (volume.restrict (Ioo a b)).real Set.univ=b-a := by
36
+ simp only [Measure.real,Measure.restrict_apply_univ,Real.volume_Ioo]
37
+ exact ENNReal.toReal_ofReal (sub_pos.mpr hab).le
38
+ simp only [smul_eq_mul,hm] at h
39
+ exact h.trans (mul_le_mul_of_nonneg_left hbound hh.le)
40
+
41
+ end SLEExactGauge
42
+
43
+ end
44
+
45
+ end OAI
lean/OAI/Probability/SLE/Geometry/TransportCrosscutPartition.lean ADDED
@@ -0,0 +1,58 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.SchoenfliesInsideTransport
2
+
3
+ namespace OAI
4
+
5
+ /-! Transport the proved polygonal crosscut theorem after an ambient
6
+ straightening of just the interior arc. -/
7
+ noncomputable section
8
+ open Set
9
+
10
+ namespace SLEExactGauge
11
+
12
+ theorem plane_homeomorph_arc (H : Schoenflies.Plane ≃ₜ Schoenflies.Plane)
13
+ {A : Set Schoenflies.Plane} {p q : Schoenflies.Plane}
14
+ (hA : Schoenflies.IsArcBetween A p q) :
15
+ Schoenflies.IsArcBetween (H '' A) (H p) (H q) := by
16
+ obtain ⟨f,hfc,hfi,hfA,hf0,hf1⟩ := hA
17
+ refine ⟨H ∘ f,H.continuous.comp_continuousOn hfc,?_,?_,?_,?_⟩
18
+ · exact H.injective.injOn.comp hfi (mapsTo_univ _ _)
19
+ · rw [image_comp,hfA]
20
+ · exact congrArg H hf0
21
+ · exact congrArg H hf1
22
+
23
+ theorem plane_crosscut_partition_of_straightening
24
+ {C P A B : Set Schoenflies.Plane} {p q : Schoenflies.Plane}
25
+ (hC : Schoenflies.IsJordanCurve C)
26
+ (hP : Schoenflies.IsArcBetween P p q)
27
+ (hcut : Schoenflies.IsCutPair C p q A B)
28
+ (hp : p ∈ C) (hq : q ∈ C)
29
+ (hin : P \ {p,q} ⊆ Schoenflies.inside C)
30
+ (H : Schoenflies.Plane ≃ₜ Schoenflies.Plane)
31
+ (hpoly : Schoenflies.IsPolygonal (H '' P)) :
32
+ Schoenflies.inside C \ P =
33
+ Schoenflies.inside (A ∪ P) ∪ Schoenflies.inside (B ∪ P) ∧
34
+ Disjoint (Schoenflies.inside (A ∪ P)) (Schoenflies.inside (B ∪ P)) := by
35
+ have hc : Schoenflies.IsCrosscut (H '' C) (H '' P) (H p) (H q) := by
36
+ refine ⟨plane_homeomorph_jordan H hC,plane_homeomorph_arc H hP,hpoly,
37
+ mem_image_of_mem H hp,mem_image_of_mem H hq,?_⟩
38
+ rw [← image_pair,← image_sdiff H.injective]
39
+ exact (image_mono hin).trans (plane_homeomorph_inside H C).subset
40
+ have hcuts : Schoenflies.IsCutPair (H '' C) (H p) (H q) (H '' A) (H '' B) := by
41
+ refine ⟨plane_homeomorph_arc H hcut.fst,plane_homeomorph_arc H hcut.snd,?_,?_⟩
42
+ · rw [← image_union,hcut.union_eq]
43
+ · rw [← image_inter H.injective,hcut.inter_eq,image_pair]
44
+ obtain ⟨he,hd,-⟩ := Schoenflies.crosscut_theorem hc hcuts
45
+ refine ⟨?_,?_⟩
46
+ · apply H.injective.image_injective
47
+ simpa only [image_sdiff H.injective,plane_homeomorph_inside,image_union] using he
48
+ · rw [Set.disjoint_left] at hd ⊢
49
+ intro z hz hz'
50
+ apply hd (a := H z)
51
+ · simpa only [plane_homeomorph_inside,image_union] using mem_image_of_mem H hz
52
+ · simpa only [plane_homeomorph_inside,image_union] using mem_image_of_mem H hz'
53
+
54
+ end SLEExactGauge
55
+
56
+ end
57
+
58
+ end OAI
lean/OAI/Probability/SLE/Geometry/TransverseCurveDifference.lean ADDED
@@ -0,0 +1,80 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.SmallLoopCrossing
2
+ import Mathlib.Analysis.Calculus.InverseFunctionTheorem.FDeriv
3
+
4
+ namespace OAI
5
+
6
+ /-! A transverse crossing of two smooth planar curves is a locally
7
+ injective zero of their two-parameter difference map. -/
8
+ noncomputable section
9
+ open Set Filter Metric Function
10
+ open scoped Topology
11
+
12
+ namespace SLEExactGauge
13
+
14
+ lemma exists_injective_closedBall_of_strict_deriv {f : ℂ → ℂ} {a : ℂ}
15
+ {L : ℂ →L[ℝ] ℂ} (h : HasStrictFDerivAt f L a) (hi : Injective L) :
16
+ ∃ r : ℝ, 0<r ∧ InjOn f (closedBall a r) := by
17
+ let e : ℂ ≃L[ℝ] ℂ := (LinearEquiv.ofBijective L.toLinearMap
18
+ ⟨hi,LinearMap.injective_iff_surjective.mp hi⟩).toContinuousLinearEquiv
19
+ have he : (e : ℂ →L[ℝ] ℂ)=L := by ext z; rfl
20
+ have h' : HasStrictFDerivAt f (e : ℂ →L[ℝ] ℂ) a := by rwa [he]
21
+ let g := h'.toOpenPartialHomeomorph f
22
+ have ha : a∈g.source := h'.mem_toOpenPartialHomeomorph_source
23
+ obtain ⟨r,hr,hball⟩ := Metric.mem_nhds_iff.mp (g.open_source.mem_nhds ha)
24
+ refine ⟨r/2,half_pos hr,g.injOn.mono ?_⟩
25
+ exact (closedBall_subset_ball (half_lt_self hr)).trans hball
26
+
27
+ lemma transverse_difference_locally_injective {c p : ℝ → ℂ} {s t : ℝ} {α β : ℂ}
28
+ (hc : HasStrictDerivAt c α t) (hp : HasStrictDerivAt p β s)
29
+ (htrans : ∀ u v : ℝ, u • α-v • β=0 → u=0 ∧ v=0) :
30
+ ∃ r : ℝ, 0<r ∧ InjOn (fun z : ℂ => c z.im-p z.re)
31
+ (closedBall ((s:ℂ)+(t:ℂ)*Complex.I) r) := by
32
+ let L : ℂ →L[ℝ] ℂ := Complex.imCLM.smulRight α-Complex.reCLM.smulRight β
33
+ have hc' : HasStrictFDerivAt (fun z : ℂ => c z.im)
34
+ (Complex.imCLM.smulRight α) ((s:ℂ)+(t:ℂ)*Complex.I) := by
35
+ have hcbase : HasStrictDerivAt c α (((s:ℂ)+(t:ℂ)*Complex.I).im) := by simpa using hc
36
+ have hcomp : (ContinuousLinearMap.toSpanSingleton ℝ α).comp Complex.imCLM=
37
+ Complex.imCLM.smulRight α := by ext z; rfl
38
+ simpa only [hcomp] using
39
+ hcbase.hasStrictFDerivAt.comp ((s:ℂ)+(t:ℂ)*Complex.I) Complex.imCLM.hasStrictFDerivAt
40
+ have hp' : HasStrictFDerivAt (fun z : ℂ => p z.re)
41
+ (Complex.reCLM.smulRight β) ((s:ℂ)+(t:ℂ)*Complex.I) := by
42
+ have hpbase : HasStrictDerivAt p β (((s:ℂ)+(t:ℂ)*Complex.I).re) := by simpa using hp
43
+ have hcomp : (ContinuousLinearMap.toSpanSingleton ℝ β).comp Complex.reCLM=
44
+ Complex.reCLM.smulRight β := by ext z; rfl
45
+ simpa only [hcomp] using
46
+ hpbase.hasStrictFDerivAt.comp ((s:ℂ)+(t:ℂ)*Complex.I) Complex.reCLM.hasStrictFDerivAt
47
+ apply exists_injective_closedBall_of_strict_deriv (L := L) (hc'.sub hp')
48
+ intro z w he
49
+ have hz : L (z-w)=0 := by rw [map_sub,he,sub_self]
50
+ have hzw : (z-w).im • α-(z-w).re • β=0 := hz
51
+ obtain ⟨him,hre⟩ := htrans _ _ hzw
52
+ apply Complex.ext
53
+ · exact sub_eq_zero.mp hre
54
+ · exact sub_eq_zero.mp him
55
+
56
+ lemma transverse_radial_angular (A B : ℝ) (q : ℂ)
57
+ (hA : A≠0) (hB : B≠0) (hq : q≠0) :
58
+ ∀ u v : ℝ, u • ((A:ℂ)*Complex.I*q)-v • ((B:ℂ)*q)=0 → u=0 ∧ v=0 := by
59
+ intro u v he
60
+ have heq : ((u*A:ℝ):ℂ)*Complex.I-((v*B:ℝ):ℂ)=0 := by
61
+ apply (mul_eq_zero.mp (show (((u*A:ℝ):ℂ)*Complex.I-((v*B:ℝ):ℂ))*q=0 by
62
+ calc
63
+ _ = u • ((A:ℂ)*Complex.I*q)-v • ((B:ℂ)*q) := by
64
+ simp only [Complex.real_smul,Complex.ofReal_mul]
65
+ ring
66
+ _ = 0 := he)).resolve_right hq
67
+ have hr := congrArg Complex.re heq
68
+ have hi := congrArg Complex.im heq
69
+ simp only [Complex.sub_re,Complex.mul_re,Complex.ofReal_re,Complex.ofReal_im,
70
+ Complex.I_re,Complex.I_im,mul_zero,zero_mul,sub_self,zero_sub,Complex.zero_re] at hr
71
+ simp only [Complex.sub_im,Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,
72
+ Complex.I_re,Complex.I_im,mul_one,mul_zero,add_zero,sub_zero,Complex.zero_im] at hi
73
+ exact ⟨(mul_eq_zero.mp hi).resolve_right hA,
74
+ (mul_eq_zero.mp (neg_eq_zero.mp hr)).resolve_right hB⟩
75
+
76
+ end SLEExactGauge
77
+
78
+ end
79
+
80
+ end OAI
lean/OAI/Probability/SLE/Geometry/UniformAccessLocalization.lean ADDED
@@ -0,0 +1,104 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Gauge.EarlyPassageLocalization
2
+
3
+ namespace OAI
4
+
5
+ /-! A common access radius from the converging inverse guides. A fixed
6
+ positive guide time has a nonzero limiting parameter value; all sufficiently
7
+ late guides therefore cross one common radius while their physical images
8
+ stay in the prescribed small ball. This supplies the actual uniform
9
+ localization hypotheses used before the first-height restart. -/
10
+
11
+ noncomputable section
12
+ open Set Filter MeasureTheory ProbabilityTheory Metric
13
+ open scoped Topology NNReal ENNReal
14
+
15
+ namespace SLEExactGauge
16
+
17
+ theorem common_access_guide_radius
18
+ (δ : ℝ) (hδ : 0 < δ)
19
+ (β : ℕ → ℝ → ℂ) (hβc : ∀ n, ContinuousOn (β n) (Icc 0 δ))
20
+ (hβ0 : ∀ n, β n 0 = 0) (hβH : ∀ n t, t ∈ Icc 0 δ → 0 ≤ (β n t).im)
21
+ (z : ℂ) (hz : z ≠ 0) (hconv : Tendsto (fun n => β n δ) atTop (𝓝 z))
22
+ (Fbar : ℕ → ℂ → OnePoint ℂ) (α : ℕ → ℝ → ℂ) (a : ℕ → ℂ)
23
+ (C : ℝ≥0) (hα : ∀ n, LipschitzOnWith C (α n) (Icc 0 δ))
24
+ (hα0 : ∀ n, α n 0 = a n)
25
+ (hmap : ∀ n t, t ∈ Icc 0 δ → Fbar n (β n t) = (α n t : OnePoint ℂ)) :
26
+ ∃ b₀ : ℝ, 0 < b₀ ∧ ∀ᶠ n in atTop, ∃ S : ℝ, 0 < S ∧ S ≤ δ ∧
27
+ ContinuousOn (β n) (Icc 0 S) ∧ β n 0 = 0 ∧ ‖β n S‖ = b₀ ∧
28
+ (∀ t ∈ Icc 0 S, 0 ≤ (β n t).im) ∧
29
+ ∀ t ∈ Icc 0 S, ∃ w : ℂ, Fbar n (β n t) = (w : OnePoint ℂ) ∧
30
+ ‖w - a n‖ ≤ (C : ℝ) * δ := by
31
+ let b₀ : ℝ := ‖z‖ / 2
32
+ have hb₀ : 0 < b₀ := by dsimp [b₀]; exact half_pos (norm_pos_iff.mpr hz)
33
+ have hzgt : b₀ < ‖z‖ := by dsimp [b₀]; exact half_lt_self (norm_pos_iff.mpr hz)
34
+ have hlarge : ∀ᶠ n in atTop, b₀ < ‖β n δ‖ := hconv.norm.eventually (lt_mem_nhds hzgt)
35
+ refine ⟨b₀, hb₀, ?_⟩
36
+ filter_upwards [hlarge] with n hn
37
+ obtain ⟨S, hS, hnorm⟩ := intermediate_value_Icc hδ.le (hβc n).norm
38
+ (show b₀ ∈ Icc ‖β n 0‖ ‖β n δ‖ by rw [hβ0 n, norm_zero]; exact ⟨hb₀.le, hn.le⟩)
39
+ change ‖β n S‖ = b₀ at hnorm
40
+ have hSpos : 0 < S := by
41
+ by_contra h
42
+ have hS0 : S = 0 := le_antisymm (le_of_not_gt h) hS.1
43
+ rw [hS0, hβ0 n, norm_zero] at hnorm
44
+ exact hb₀.ne' hnorm.symm
45
+ have hsub : Icc 0 S ⊆ Icc 0 δ := Icc_subset_Icc_right hS.2
46
+ refine ⟨S, hSpos, hS.2, (hβc n).mono hsub, hβ0 n, hnorm,
47
+ fun t ht => hβH n t (hsub ht), ?_⟩
48
+ intro t ht
49
+ refine ⟨α n t, hmap n t (hsub ht), ?_⟩
50
+ have hb := (hα n).dist_le_mul t (hsub ht) 0 ⟨le_rfl, hδ.le⟩
51
+ rw [hα0 n, dist_eq_norm] at hb
52
+ have hdist : dist t 0 = t := by rw [Real.dist_eq, sub_zero, abs_of_nonneg ht.1]
53
+ rw [hdist] at hb
54
+ exact hb.trans (mul_le_mul_of_nonneg_left (hsub ht).2 C.coe_nonneg)
55
+
56
+ /-- The common guide radius feeds the already proved actual localization
57
+ estimate for every late member of the conformal family. -/
58
+ theorem common_access_gives_firstHeight_localization
59
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) :
60
+ ∃ b C c L₀ : ℝ, 0 < b ∧ 0 < C ∧ 0 < c ∧ 1 < L₀ ∧
61
+ ∀ (Ω : Type*) [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P]
62
+ (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P →
63
+ (∀ ω, Continuous (γ ω)) → (∀ ω, γ ω 0 = 0) → (∀ ω t, 0 ≤ (γ ω t).im) →
64
+ ∀ (F : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ),
65
+ (∀ n, DifferentiableOn ℂ (F n) upperHalfPlane) →
66
+ (∀ n, InjOn (F n) upperHalfPlane) →
67
+ (∀ n, ContinuousOn (Fbar n) closedHalfPlane) →
68
+ (∀ n z, z ∈ upperHalfPlane → Fbar n z = (F n z : OnePoint ℂ)) →
69
+ ∀ (δ : ℝ), 0 < δ →
70
+ ∀ (β : ℕ → ℝ → ℂ), (∀ n, ContinuousOn (β n) (Icc 0 δ)) →
71
+ (∀ n, β n 0 = 0) → (∀ n t, t ∈ Icc 0 δ → 0 ≤ (β n t).im) →
72
+ ∀ (z : ℂ), z ≠ 0 → Tendsto (fun n => β n δ) atTop (𝓝 z) →
73
+ ∀ (α : ℕ → ℝ → ℂ) (a : ℕ → ℂ) (Cg : ℝ≥0),
74
+ (∀ n, LipschitzOnWith Cg (α n) (Icc 0 δ)) → (∀ n, α n 0 = a n) →
75
+ (∀ n t, t ∈ Icc 0 δ → Fbar n (β n t) = (α n t : OnePoint ℂ)) →
76
+ ∀ (r : ℝ), 0 < r → (Cg : ℝ) * δ ≤ r →
77
+ ∃ b₀ : ℝ, 0 < b₀ ∧ ∀ᶠ n in atTop,
78
+ ∀ L : ℝ, L₀ ≤ L → ∀ B : ℝ, 0 < B → B / 2 ≤ b₀ * L ^ b → ∀ T : ℝ≥0,
79
+ let σ := fun ω => FirstHeightSupport.boundedFirstHeightTime (γ ω) B T
80
+ P (FirstHeightSupport.stoppedNarrowCertificate γ σ B T \
81
+ EarlyPassageLocalization.stoppedImageEvent γ σ (Fbar n) (a n) (L * r)) ≤
82
+ ENNReal.ofReal (C * L ^ (-c)) := by
83
+ obtain ⟨b, C, c, L₀, hb, hC, hc, hL₀, hloc⟩ :=
84
+ EarlyPassageLocalization.bounded_firstHeight_localization κ hκ hκ8
85
+ refine ⟨b, C, c, L₀, hb, hC, hc, hL₀, ?_⟩
86
+ intro Ω m P hP γ hSLE hγc hγ0 hγH F Fbar hF hinj hbar hext δ hδ β hβc hβ0 hβH
87
+ z hz hconv α a Cg hα hα0 hmap r hr hbound
88
+ obtain ⟨b₀, hb₀, haccess⟩ := common_access_guide_radius δ hδ β hβc hβ0 hβH
89
+ z hz hconv Fbar α a Cg hα hα0 hmap
90
+ refine ⟨b₀, hb₀, ?_⟩
91
+ filter_upwards [haccess] with n hn
92
+ obtain ⟨S, hS, _, hβS, hβzero, hβnorm, hH, himage⟩ := hn
93
+ intro L hL B hB hBL T
94
+ apply hloc Ω P γ hSLE hγc hγ0 hγH (F n) (Fbar n) (hF n) (hinj n) (hbar n)
95
+ (hext n) (a n) r hr (β n) S b₀ hS hb₀ hβS hβzero hβnorm hH _ L hL B hB hBL T
96
+ intro t ht
97
+ obtain ⟨w, he, hw⟩ := himage t ht
98
+ exact ⟨w, he, hw.trans hbound⟩
99
+
100
+ end SLEExactGauge
101
+
102
+ end
103
+
104
+ end OAI
lean/OAI/Probability/SLE/Geometry/UniformGuideCompactness.lean ADDED
@@ -0,0 +1,77 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.PublishedConformalCompactness
2
+ import OAI.Probability.SLE.Geometry.GuideTipCollapse
3
+
4
+ namespace OAI
5
+
6
+ /-! Uniform access-guide collapse from the univalent normal-family
7
+ theorem and conformal localization. This supplies the boundary control
8
+ in `es:guide-compactness` under waypoint normalization bounds. -/
9
+
10
+ noncomputable section
11
+ open Set Filter MeasureTheory Metric
12
+ open scoped Topology ENNReal NNReal
13
+
14
+ namespace SLEExactGauge
15
+
16
+ theorem uniform_tip_collapse_of_published_compactness
17
+ {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P]
18
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
19
+ (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P)
20
+ (hpublished : PublishedHalfPlaneUnivalentCompactness)
21
+ (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ)
22
+ (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane)
23
+ (hinjn : ∀ n, InjOn (Fₙ n) upperHalfPlane)
24
+ (hbar : ∀ n, ContinuousOn (Fbar n) {z : ℂ | 0 ≤ z.im})
25
+ (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ))
26
+ (zₙ aₙ : ℕ → ℂ) (s m M : ℝ) (hs : 0 < s) (hm : 0 < m)
27
+ (hz : ∀ n, ‖zₙ n‖ = 1 ∧ s ≤ (zₙ n).im)
28
+ (hwaypoint : ∀ n, ‖Fₙ n (zₙ n)‖ ≤ M)
29
+ (hderiv : ∀ n, m ≤ ‖deriv (Fₙ n) (zₙ n)‖ ∧ ‖deriv (Fₙ n) (zₙ n)‖ ≤ M)
30
+ (htip : ∀ n, ‖aₙ n‖ ≤ M)
31
+ (β : ℕ → ℝ → ℂ) (T C : ℝ) (hT : 0 < T) (hC : 0 < C)
32
+ (hβ : ∀ n, ContinuousOn (β n) (Icc 0 T)) (hβ0 : ∀ n, β n 0 = 0)
33
+ (hβH : ∀ n t, t ∈ Icc 0 T → 0 ≤ (β n t).im)
34
+ (himage : ∀ n t, t ∈ Icc 0 T → ∃ w : ℂ,
35
+ Fbar n (β n t) = (w : OnePoint ℂ) ∧ ‖w - aₙ n‖ ≤ C * t) :
36
+ ∀ ε : ℝ, 0 < ε → ∃ h : ℝ, 0 < h ∧ h ≤ T ∧
37
+ ∀ n t, t ∈ Icc 0 h → ‖β n t‖ < ε := by
38
+ intro ε hε
39
+ by_contra! hnone
40
+ let h : ℕ → ℝ := fun j => min T (1 / ((j : ℝ) + 1))
41
+ have hh : ∀ j, 0 < h j := fun j => lt_min hT (by positivity)
42
+ have hhT : ∀ j, h j ≤ T := fun _ => min_le_left _ _
43
+ have hbad : ∀ j, ∃ n t, t ∈ Icc 0 (h j) ∧ ε ≤ ‖β n t‖ :=
44
+ fun j => hnone (h j) (hh j) (hhT j)
45
+ choose index t ht hlarge using hbad
46
+ have htlim : Tendsto t atTop (𝓝 0) :=
47
+ squeeze_zero (fun j => (ht j).1)
48
+ (fun j => (ht j).2.trans (min_le_right _ _))
49
+ tendsto_one_div_add_atTop_nhds_zero_nat
50
+ have htipball : ∀ j, aₙ (index j) ∈ closedBall 0 M := by
51
+ intro j
52
+ simpa only [mem_closedBall, dist_zero_right] using htip (index j)
53
+ obtain ⟨a, _, φ, hφ, halim⟩ := (isCompact_closedBall (0 : ℂ) M).tendsto_subseq htipball
54
+ obtain ⟨ψ, F, hψ, hF, hinj, _hne, hconv⟩ := hpublished
55
+ (fun j => Fₙ (index (φ j))) (fun j => zₙ (index (φ j))) s m M hs hm
56
+ (fun j => hFn _) (fun j => hinjn _) (fun j => hz _)
57
+ (fun j => hwaypoint _) (fun j => hderiv _)
58
+ let seq : ℕ → ℕ := fun j => index (φ (ψ j))
59
+ have halim' : Tendsto (fun j => aₙ (seq j)) atTop (𝓝 a) := by
60
+ simpa only [Function.comp_def, seq] using halim.comp hψ.tendsto_atTop
61
+ have htlim' : Tendsto (fun j => t (φ (ψ j))) atTop (𝓝 0) :=
62
+ htlim.comp (hφ.tendsto_atTop.comp hψ.tendsto_atTop)
63
+ obtain ⟨δ, hδ, _, hδbound⟩ := uniform_tip_collapse P κ hκ hκ8 γ hSLE
64
+ (fun j => Fₙ (seq j)) (fun j => Fbar (seq j)) F
65
+ (fun j => hFn _) (fun j => hinjn _) (fun j => hbar _) (fun j => hext _)
66
+ hconv hF.continuousOn hinj (fun j => aₙ (seq j)) a halim'
67
+ (fun j => β (seq j)) T C hT hC (fun j => hβ _) (fun j => hβ0 _)
68
+ (fun j => hβH _) (fun j => himage _) ε hε
69
+ obtain ⟨j, hj⟩ := (htlim'.eventually (Iio_mem_nhds hδ)).exists
70
+ have htj : t (φ (ψ j)) ∈ Icc 0 δ := ⟨(ht _).1, hj.le⟩
71
+ exact (not_lt_of_ge (hlarge _)) (hδbound j _ htj)
72
+
73
+ end SLEExactGauge
74
+
75
+ end
76
+
77
+ end OAI
lean/OAI/Probability/SLE/Geometry/UnitWindowPlanarExit.lean ADDED
@@ -0,0 +1,110 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.PublishedConformalExitLaw
2
+ import OAI.Probability.SLE.Loewner.HalfPlaneFiniteExit
3
+ import OAI.Probability.SLE.Loewner.HalfPlaneExitBounds
4
+
5
+ namespace OAI
6
+
7
+ /-! The exact deterministic rescaling between the published unit-window
8
+ exit events and the original planar Wiener process. -/
9
+ noncomputable section
10
+ open Set Filter MeasureTheory ProbabilityTheory
11
+ open scoped Topology NNReal ENNReal
12
+
13
+ namespace SLEExactGauge
14
+ open Target RibbonCoordinates
15
+
16
+ def unitWindowStop (τ : ℝ) : ℝ≥0 := (τ/3).toNNReal
17
+
18
+ lemma unitWindowStop_coe {τ : ℝ} (hτ : 0 ≤ τ) : (unitWindowStop τ:ℝ)=τ/3 :=
19
+ Real.coe_toNNReal (τ/3) (by positivity)
20
+
21
+ lemma unitWindowStop_bounds {τ : ℝ} (hτ : τ∈Ioc (0:ℝ) 3) :
22
+ 0 < unitWindowStop τ ∧ unitWindowStop τ ≤ 1 := by
23
+ constructor
24
+ · exact_mod_cast (show (0:ℝ)<(unitWindowStop τ:ℝ) by
25
+ rw [unitWindowStop_coe hτ.1.le]
26
+ exact div_pos hτ.1 (by norm_num))
27
+ · apply NNReal.coe_le_coe.mp
28
+ rw [unitWindowStop_coe hτ.1.le,NNReal.coe_one]
29
+ linarith [hτ.2]
30
+
31
+ lemma physicalUnitBrownianPath_at_scale (w : ℂ) (b : Driver×Driver) (s : ℝ≥0) (hs : s ≤ 1) :
32
+ physicalUnitBrownianPath w b (3*(s:ℝ))=w+Complex.equivRealProdCLM.symm (planarWiener s b) := by
33
+ have hclip : unitClipPoint (3*(s:ℝ)/3)=(⟨(s:ℝ),s.coe_nonneg,by exact_mod_cast hs⟩ : unitInterval) := by
34
+ apply Subtype.ext
35
+ change unitClip (3*(s:ℝ)/3)=(s:ℝ)
36
+ rw [mul_div_cancel_left₀ _ (by norm_num : (3:ℝ)≠0)]
37
+ exact unitClip_of_mem ⟨s.coe_nonneg,by exact_mod_cast hs⟩
38
+ rw [physicalUnitBrownianPath,hclip]
39
+ change w+((b.1 s:ℂ)+(b.2 s:ℂ)*Complex.I)=_
40
+ rw [Complex.equivRealProdCLM_symm_apply]
41
+ rfl
42
+
43
+ lemma physicalUnitBrownianPath_eq_planar (w : ℂ) (b : Driver×Driver) {t : ℝ}
44
+ (ht : t∈Icc (0:ℝ) 3) :
45
+ physicalUnitBrownianPath w b t=w+Complex.equivRealProdCLM.symm (planarWiener (unitWindowStop t) b) := by
46
+ have hs : unitWindowStop t ≤ 1 := by
47
+ apply NNReal.coe_le_coe.mp
48
+ rw [unitWindowStop_coe ht.1,NNReal.coe_one]
49
+ linarith [ht.2]
50
+ have he : 3*(unitWindowStop t:ℝ)=t := by rw [unitWindowStop_coe ht.1]; ring
51
+ simpa only [he] using physicalUnitBrownianPath_at_scale w b (unitWindowStop t) hs
52
+
53
+ lemma unitWindowFirstExit_planar {D : Set ℂ} {w : ℂ} {b : Driver×Driver} {τ : ℝ}
54
+ (h : UnitWindowFirstExit D (physicalUnitBrownianPath w b) τ) :
55
+ 0 < unitWindowStop τ ∧ unitWindowStop τ ≤ 1 ∧
56
+ (∀ s<unitWindowStop τ, w+Complex.equivRealProdCLM.symm (planarWiener s b)∈D) ∧
57
+ w+Complex.equivRealProdCLM.symm (planarWiener (unitWindowStop τ) b)∉D := by
58
+ have hs := unitWindowStop_bounds h.1
59
+ refine ⟨hs.1,hs.2,?_,?_⟩
60
+ · intro s hsτ
61
+ have ht : 3*(s:ℝ)<τ := by
62
+ have hh : (s:ℝ)<unitWindowStop τ := hsτ
63
+ rw [unitWindowStop_coe h.1.1.le] at hh
64
+ linarith
65
+ have hh := h.2.2 ⟨by positivity,ht⟩
66
+ rwa [physicalUnitBrownianPath_at_scale w b s (hsτ.le.trans hs.2)] at hh
67
+ · simpa only [physicalUnitBrownianPath_eq_planar w b ⟨h.1.1.le,h.1.2⟩] using h.2.1
68
+
69
+ lemma unitWindow_map_limit_iff (w : ℂ) (b : Driver×Driver) (g : ℂ → ℂ)
70
+ {τ : ℝ} (hτ : τ∈Ioc (0:ℝ) 3) (z : ℂ) :
71
+ Tendsto (fun t => g (physicalUnitBrownianPath w b t)) (𝓝[<] τ) (𝓝 z) ↔
72
+ Tendsto (fun s => g (w+Complex.equivRealProdCLM.symm (planarWiener s b)))
73
+ (𝓝[<] (unitWindowStop τ)) (𝓝 z) := by
74
+ have hs := unitWindowStop_bounds hτ
75
+ have hscale : 3*(unitWindowStop τ:ℝ)=τ := by rw [unitWindowStop_coe hτ.1.le]; ring
76
+ constructor
77
+ · intro hh
78
+ have ht : Tendsto (fun s : ℝ≥0 => 3*(s:ℝ)) (𝓝[<] unitWindowStop τ) (𝓝[<] τ) := by
79
+ apply tendsto_nhdsWithin_iff.mpr
80
+ constructor
81
+ · have hc : Continuous (fun s : ℝ≥0 => 3*(s:ℝ)) := continuous_const.mul NNReal.continuous_coe
82
+ have hh := hc.tendsto (unitWindowStop τ)
83
+ rw [hscale] at hh
84
+ exact hh.mono_left nhdsWithin_le_nhds
85
+ · filter_upwards [self_mem_nhdsWithin] with s hst
86
+ have hh : (s:ℝ)<unitWindowStop τ := hst
87
+ rw [unitWindowStop_coe hτ.1.le] at hh
88
+ change 3*(s:ℝ)<τ
89
+ linarith
90
+ apply (hh.comp ht).congr'
91
+ filter_upwards [self_mem_nhdsWithin] with s hst
92
+ exact congrArg g (physicalUnitBrownianPath_at_scale w b s (le_of_lt hst |>.trans hs.2))
93
+ · intro hh
94
+ have ht : Tendsto unitWindowStop (𝓝[<] τ) (𝓝[<] unitWindowStop τ) := by
95
+ apply tendsto_nhdsWithin_iff.mpr
96
+ constructor
97
+ · exact ((continuous_real_toNNReal.comp (continuous_id.div_const 3)).tendsto τ).mono_left nhdsWithin_le_nhds
98
+ · filter_upwards [self_mem_nhdsWithin,nhdsWithin_le_nhds (Ioi_mem_nhds hτ.1)] with t htt ht0
99
+ apply NNReal.coe_lt_coe.mp
100
+ rw [unitWindowStop_coe (le_of_lt ht0),unitWindowStop_coe hτ.1.le]
101
+ exact div_lt_div_of_pos_right htt (by norm_num)
102
+ apply (hh.comp ht).congr'
103
+ filter_upwards [self_mem_nhdsWithin,nhdsWithin_le_nhds (Ioi_mem_nhds hτ.1)] with t htt ht0
104
+ exact congrArg g (physicalUnitBrownianPath_eq_planar w b ⟨ht0.le,htt.le.trans hτ.2⟩).symm
105
+
106
+ end SLEExactGauge
107
+
108
+ end
109
+
110
+ end OAI
lean/OAI/Probability/SLE/Geometry/WaypointAngleNumerics.lean ADDED
@@ -0,0 +1,64 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.PublishedConformalExitLaw
2
+
3
+ namespace OAI
4
+
5
+ /-! The quantitative conversion from the two half-plane exit-arc
6
+ probabilities to the exact sine normalization used by guide compactness. -/
7
+
8
+ noncomputable section
9
+ open Set
10
+ open scoped ENNReal
11
+
12
+ namespace SLEExactGauge.CrosscutSides
13
+
14
+ theorem sine_lower_bound_of_two_arc_bounds
15
+ {θ q : ℝ} (hθ : θ ∈ Icc 0 Real.pi)
16
+ (hl : q ≤ θ / Real.pi) (hr : q ≤ 1 - θ / Real.pi) :
17
+ 2 * q ≤ Real.sin θ := by
18
+ have hl' := (le_div_iff₀ Real.pi_pos).mp hl
19
+ have hr' : q * Real.pi ≤ Real.pi - θ := by
20
+ have hh := mul_le_mul_of_nonneg_right hr Real.pi_pos.le
21
+ have he : (1 - θ / Real.pi) * Real.pi = Real.pi - θ := by
22
+ field_simp
23
+ rw [he] at hh
24
+ exact hh
25
+ by_cases hh : θ ≤ Real.pi / 2
26
+ · calc
27
+ 2 * q ≤ 2 / Real.pi * θ := by
28
+ rw [div_mul_eq_mul_div]
29
+ apply (le_div_iff₀ Real.pi_pos).mpr
30
+ nlinarith
31
+ _ ≤ Real.sin θ := Real.mul_le_sin hθ.1 hh
32
+ · calc
33
+ 2 * q ≤ 2 / Real.pi * (Real.pi - θ) := by
34
+ rw [div_mul_eq_mul_div]
35
+ apply (le_div_iff₀ Real.pi_pos).mpr
36
+ nlinarith
37
+ _ ≤ Real.sin (Real.pi - θ) :=
38
+ Real.mul_le_sin (by linarith [hθ.2]) (by linarith)
39
+ _ = Real.sin θ := Real.sin_pi_sub θ
40
+
41
+ theorem positive_angle_of_two_exit_probability_bounds
42
+ {q : ℝ≥0∞} (hq : 0 < q) {w : ℂ} (hw : 0 < w.im)
43
+ (hl : q ≤ ENNReal.ofReal (w.arg / Real.pi))
44
+ (hr : q ≤ ENNReal.ofReal (1 - w.arg / Real.pi)) :
45
+ 0 < q.toReal ∧ 2 * q.toReal ≤ w.im / ‖w‖ := by
46
+ have hθ : w.arg ∈ Icc (0 : ℝ) Real.pi :=
47
+ ⟨Complex.arg_nonneg_iff.mpr hw.le, Complex.arg_le_pi w⟩
48
+ have hfin : q ≠ ⊤ := ne_top_of_le_ne_top ENNReal.ofReal_ne_top hl
49
+ have hlreal : q.toReal ≤ w.arg / Real.pi := by
50
+ simpa only [ENNReal.toReal_ofReal (div_nonneg hθ.1 Real.pi_pos.le)] using
51
+ ENNReal.toReal_mono ENNReal.ofReal_ne_top hl
52
+ have hrnonneg : 0 ≤ 1 - w.arg / Real.pi :=
53
+ sub_nonneg.mpr ((div_le_one Real.pi_pos).mpr hθ.2)
54
+ have hrreal : q.toReal ≤ 1 - w.arg / Real.pi := by
55
+ simpa only [ENNReal.toReal_ofReal hrnonneg] using
56
+ ENNReal.toReal_mono ENNReal.ofReal_ne_top hr
57
+ refine ⟨ENNReal.toReal_pos hq.ne' hfin, ?_⟩
58
+ simpa only [Complex.sin_arg] using sine_lower_bound_of_two_arc_bounds hθ hlreal hrreal
59
+
60
+ end SLEExactGauge.CrosscutSides
61
+
62
+ end
63
+
64
+ end OAI
lean/OAI/Probability/SLE/Geometry/WaypointCrosscutSides.lean ADDED
@@ -0,0 +1,119 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Gauge.WaypointBrownianPassages
2
+ import OAI.Probability.SLE.Geometry.FirstDomainExit
3
+
4
+ namespace OAI
5
+
6
+ /-! The two actual physical waypoint tubes start on opposite local sides
7
+ of any correctly straightened access guide. The local side assertion is
8
+ derived from openness; it is not a ribbon-angle input. -/
9
+
10
+ noncomputable section
11
+ open Set Metric MeasureTheory
12
+ open scoped Topology NNReal ENNReal
13
+
14
+ namespace SLEExactGauge.RibbonCoordinates
15
+ open CrosscutSides
16
+
17
+ theorem waypoint_quarter_ball_side
18
+ (k side : ℝ) (hside : side = -1 ∨ side = 1) {z : ℂ}
19
+ (hz : z ∈ ball (waypointRoute k side (1 / 4)) (1 / 32)) :
20
+ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4) ∧ 0 < side * z.im := by
21
+ have habs : |side| = 1 := by rcases hside with rfl | rfl <;> norm_num
22
+ have he : waypointRoute k side (1 / 4) =
23
+ ((k + 1 / 2 : ℝ) : ℂ) + ((side / 8 : ℝ) : ℂ) * Complex.I := by
24
+ simp only [waypointRoute, unitClip]
25
+ norm_num
26
+ congr 1
27
+ ring
28
+ have hdist : dist (waypointRoute k side (1 / 4)) ((k + 1 / 2 : ℝ) : ℂ) = 1 / 8 := by
29
+ rw [he, dist_eq_norm, add_sub_cancel_left, norm_mul, Complex.norm_I,
30
+ mul_one, Complex.norm_real, Real.norm_eq_abs, abs_div, habs]
31
+ norm_num
32
+ have him := (Complex.abs_im_le_norm (z - waypointRoute k side (1 / 4))).trans_lt
33
+ (show ‖z - waypointRoute k side (1 / 4)‖ < 1 / 32 by
34
+ simpa only [mem_ball, dist_eq_norm] using hz)
35
+ rw [Complex.sub_im, he, Complex.add_im, Complex.ofReal_im, Complex.mul_im,
36
+ Complex.ofReal_re, Complex.I_im, Complex.ofReal_im, Complex.I_re] at him
37
+ norm_num at him
38
+ constructor
39
+ · have hh := dist_triangle z (waypointRoute k side (1 / 4)) ((k + 1 / 2 : ℝ) : ℂ)
40
+ rw [hdist] at hh
41
+ have hz' : dist z (waypointRoute k side (1 / 4)) < 1 / 32 := hz
42
+ exact lt_of_le_of_lt hh (by linarith)
43
+ · have hh := abs_lt.mp him
44
+ rcases hside with rfl | rfl <;> norm_num at * <;> linarith
45
+
46
+ theorem physical_quarter_tube_coordinate
47
+ (hopen : PublishedPlanarDiskOpenness)
48
+ (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon)
49
+ (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k side : ℝ}
50
+ (hk : 1 ≤ k) (hside : side = -1 ∨ side = 1)
51
+ (hlower : ∀ v ∈ crossingPatch k, ∀ w ∈ crossingPatch k,
52
+ dist v w ≤ K * dist (P v) (P w)) {y : ℂ}
53
+ (hy : dist y (P (waypointRoute k side (1 / 4))) < (1 / 32 : ℝ) / K) :
54
+ ∃ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4), 0 < side * z.im ∧ P z = y := by
55
+ have habs : |side| = 1 := by rcases hside with rfl | rfl <;> norm_num
56
+ have hpatch := waypointRoute_ball_subset_patch k side habs (1 / 4)
57
+ have hsub := crossingPatch_subset_closedRibbon hk
58
+ have hball := ball_subset_closedBall.trans (hpatch.trans hsub)
59
+ obtain ⟨z, hz, he⟩ := ball_subset_image_ball P (waypointRoute k side (1 / 4))
60
+ (by norm_num : (0 : ℝ) < 1 / 32) hK (hP.mono (hpatch.trans hsub))
61
+ (hopen P _ _ (by norm_num) (hP.mono hball) (hi.mono hball))
62
+ (fun z hz => hlower z (hpatch hz) _ (hpatch (mem_closedBall_self (by norm_num)))) hy
63
+ exact ⟨z, (waypoint_quarter_ball_side k side hside hz).1,
64
+ (waypoint_quarter_ball_side k side hside hz).2, he⟩
65
+
66
+ /-- Any local straightening of the access guide fixes one orientation for
67
+ the entire pair of physical quarter-time tube neighborhoods. -/
68
+ theorem physical_waypoint_tubes_opposite_sides
69
+ (hopen : PublishedPlanarDiskOpenness)
70
+ (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon)
71
+ (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k : ℝ} (hk : 1 ≤ k)
72
+ (hlower : ∀ v ∈ crossingPatch k, ∀ w ∈ crossingPatch k,
73
+ dist v w ≤ K * dist (P v) (P w))
74
+ (f : ℂ → ℂ) (j : ℂ → ℝ)
75
+ (hf : ContinuousOn f (ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4)))
76
+ (hfi : InjOn f (ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4)))
77
+ (hzero : ∀ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4),
78
+ (f z).re = 0 ↔ z.im = 0)
79
+ (hrel : ∀ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4), j (P z) = (f z).re) :
80
+ ∃ side : ℝ, (side = -1 ∨ side = 1) ∧
81
+ (∀ y : ℂ, dist y (P (waypointRoute k side (1 / 4))) < (1 / 32 : ℝ) / K →
82
+ 0 < j y) ∧
83
+ (∀ y : ℂ, dist y (P (waypointRoute k (-side) (1 / 4))) < (1 / 32 : ℝ) / K →
84
+ j y < 0) := by
85
+ have hcenter : (f ((k + 1 / 2 : ℝ) : ℂ)).re = 0 :=
86
+ (hzero _ (mem_ball_self (by norm_num))).mpr (by simp)
87
+ have hsides := opposite_half_disk_signs f ((k + 1 / 2 : ℝ) : ℂ)
88
+ (by norm_num) hf (hopen f _ _ (by norm_num) hf hfi) hcenter hzero
89
+ rcases hsides with ⟨hpos, hneg⟩ | ⟨hneg, hpos⟩
90
+ · refine ⟨1, Or.inr rfl, ?_, ?_⟩
91
+ · intro y hy
92
+ obtain ⟨z, hz, hi', rfl⟩ := physical_quarter_tube_coordinate hopen P hP hi K hK
93
+ hk (Or.inr rfl) hlower hy
94
+ rw [hrel z hz]
95
+ exact hpos z hz (by simpa using hi')
96
+ · intro y hy
97
+ obtain ⟨z, hz, hi', rfl⟩ := physical_quarter_tube_coordinate hopen P hP hi K hK
98
+ hk (Or.inl rfl) hlower hy
99
+ rw [hrel z hz]
100
+ exact hneg z hz (by nlinarith)
101
+ · refine ⟨-1, Or.inl rfl, ?_, ?_⟩
102
+ · intro y hy
103
+ obtain ⟨z, hz, hi', rfl⟩ := physical_quarter_tube_coordinate hopen P hP hi K hK
104
+ hk (Or.inl rfl) hlower hy
105
+ rw [hrel z hz]
106
+ exact hpos z hz (by nlinarith)
107
+ · intro y hy
108
+ have hy' : dist y (P (waypointRoute k 1 (1 / 4))) < (1 / 32 : ℝ) / K := by
109
+ simpa only [neg_neg] using hy
110
+ obtain ⟨z, hz, hi', rfl⟩ := physical_quarter_tube_coordinate hopen P hP hi K hK
111
+ hk (Or.inr rfl) hlower hy'
112
+ rw [hrel z hz]
113
+ exact hneg z hz (by simpa using hi')
114
+
115
+ end SLEExactGauge.RibbonCoordinates
116
+
117
+ end
118
+
119
+ end OAI
lean/OAI/Probability/SLE/Geometry/WaypointDerivativeBounds.lean ADDED
@@ -0,0 +1,113 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.AngularLaws
2
+ import OAI.Probability.SLE.NearRealContraction
3
+
4
+ namespace OAI
5
+
6
+ /-! Nondegenerate waypoint normalization from actual inverse charts and
7
+ physical clearance. The existing weak omitted-value estimate is enough;
8
+ no sharp conformal-radius comparison is required. -/
9
+
10
+ noncomputable section
11
+ open Set Filter Metric
12
+ open scoped Topology
13
+
14
+ namespace SLEExactGauge
15
+
16
+ theorem waypoint_derivative_bounds_of_clearance
17
+ (F g : ℂ → ℂ) (D : Set ℂ) (hD : IsOpen D)
18
+ (hF : DifferentiableOn ℂ F upperHalfPlane) (hiF : InjOn F upperHalfPlane)
19
+ (hg : DifferentiableOn ℂ g D) (hig : InjOn g D)
20
+ (hFD : MapsTo F upperHalfPlane D) (hgH : MapsTo g D upperHalfPlane)
21
+ (hgf : ∀ z ∈ upperHalfPlane, g (F z) = z)
22
+ (z a : ℂ) (s ρ R : ℝ) (hs : 0 < s) (hρ : 0 < ρ)
23
+ (hz : ‖z‖ = 1) (hzs : s ≤ z.im)
24
+ (hclear : ball (F z) ρ ⊆ D) (ha : a ∉ F '' upperHalfPlane)
25
+ (hnear : ‖F z - a‖ ≤ R) :
26
+ ρ / (128 * Real.pi) ≤ ‖deriv F z‖ ∧
27
+ ‖deriv F z‖ ≤ (128 * Real.pi) * R / s := by
28
+ have hzH : z ∈ upperHalfPlane := hs.trans_le hzs
29
+ have hy : 0 < z.im := hzH
30
+ have hC : 0 < 128 * Real.pi := by positivity
31
+ have hball := ball_subset_upperHalfPlane (le_rfl : z.im ≤ z.im)
32
+ have hu := univalent_omitted_value_bound_ball hy (hF.mono hball)
33
+ (hiF.mono hball) a (fun ha' => ha (image_mono hball ha'))
34
+ have hgF : HasDerivAt g (deriv g (F z)) (F z) :=
35
+ (hg.differentiableAt (hD.mem_nhds (hFD hzH))).hasDerivAt
36
+ have hFz := (hF.differentiableAt (isOpen_upperHalfPlane.mem_nhds hzH)).hasDerivAt
37
+ have heq : (g ∘ F) =ᶠ[𝓝 z] id := by
38
+ filter_upwards [isOpen_upperHalfPlane.mem_nhds hzH] with w hw
39
+ exact hgf w hw
40
+ have hprod : deriv g (F z) * deriv F z = 1 :=
41
+ ((hgF.comp z hFz).congr_of_eventuallyEq heq.symm).unique (hasDerivAt_id z)
42
+ have hnormprod : ‖deriv g (F z)‖ * ‖deriv F z‖ = 1 := by
43
+ simpa only [norm_mul, norm_one] using congrArg norm hprod
44
+ have homit : (z.re : ℂ) ∉ g '' ball (F z) ρ := by
45
+ rintro ⟨w, hw, he⟩
46
+ have hh := hgH (hclear hw)
47
+ rw [he] at hh
48
+ simp only [upperHalfPlane, mem_ofPred_eq, Complex.ofReal_im, lt_self_iff_false] at hh
49
+ have hl := univalent_omitted_value_bound_ball hρ (hg.mono hclear)
50
+ (hig.mono hclear) (z.re : ℂ) homit
51
+ have hvertical : ‖g (F z) - (z.re : ℂ)‖ = z.im := by
52
+ rw [hgf z hzH]
53
+ have he : z - (z.re : ℂ) = (z.im : ℂ) * Complex.I := by
54
+ apply Complex.ext <;> simp
55
+ rw [he, norm_mul, Complex.norm_I, mul_one, Complex.norm_real, Real.norm_eq_abs,
56
+ abs_of_pos hy]
57
+ rw [hvertical] at hl
58
+ have hy1 : z.im ≤ 1 := by simpa only [hz] using Complex.im_le_norm z
59
+ constructor
60
+ · apply (div_le_iff₀ hC).mpr
61
+ have hh := mul_le_mul_of_nonneg_right hl (norm_nonneg (deriv F z))
62
+ rw [mul_assoc, hnormprod, mul_one] at hh
63
+ nlinarith [norm_nonneg (deriv F z)]
64
+ · apply (le_div_iff₀ hs).mpr
65
+ have hsu := mul_le_mul_of_nonneg_right hzs (norm_nonneg (deriv F z))
66
+ have hR := mul_le_mul_of_nonneg_left hnear hC.le
67
+ nlinarith
68
+
69
+ /-- Bounded physical tips, a common clearance ball, and an interior
70
+ waypoint angle supply exactly the normal-family normalization constants. -/
71
+ theorem waypoint_family_normalization_of_clearance
72
+ (F g : ℕ → ℂ → ℂ) (D : ℕ → Set ℂ) (hD : ∀ n, IsOpen (D n))
73
+ (hF : ∀ n, DifferentiableOn ℂ (F n) upperHalfPlane)
74
+ (hiF : ∀ n, InjOn (F n) upperHalfPlane)
75
+ (hg : ∀ n, DifferentiableOn ℂ (g n) (D n))
76
+ (hig : ∀ n, InjOn (g n) (D n))
77
+ (hFD : ∀ n, MapsTo (F n) upperHalfPlane (D n))
78
+ (hgH : ∀ n, MapsTo (g n) (D n) upperHalfPlane)
79
+ (hgf : ∀ n z, z ∈ upperHalfPlane → g n (F n z) = z)
80
+ (z a : ℕ → ℂ) (s ρ R A : ℝ) (hs : 0 < s) (hρ : 0 < ρ)
81
+ (hz : ∀ n, ‖z n‖ = 1 ∧ s ≤ (z n).im)
82
+ (hclear : ∀ n, ball (F n (z n)) ρ ⊆ D n)
83
+ (ha : ∀ n, a n ∉ F n '' upperHalfPlane)
84
+ (hnear : ∀ n, ‖F n (z n) - a n‖ ≤ R) (htip : ∀ n, ‖a n‖ ≤ A) :
85
+ ∃ m M : ℝ, 0 < m ∧
86
+ (∀ n, ‖F n (z n)‖ ≤ M) ∧
87
+ (∀ n, m ≤ ‖deriv (F n) (z n)‖ ∧ ‖deriv (F n) (z n)‖ ≤ M) ∧
88
+ (∀ n, ‖a n‖ ≤ M) := by
89
+ let M := max A (max (A + R) ((128 * Real.pi) * R / s))
90
+ have hAM : A ≤ M := le_max_left _ _
91
+ have hvalM : A + R ≤ M := (le_max_left _ _).trans (le_max_right _ _)
92
+ have hderM : (128 * Real.pi) * R / s ≤ M :=
93
+ (le_max_right _ _).trans (le_max_right _ _)
94
+ refine ⟨ρ / (128 * Real.pi), M, by positivity, ?_, ?_, ?_⟩
95
+ · intro n
96
+ calc
97
+ ‖F n (z n)‖ ≤ ‖F n (z n) - a n‖ + ‖a n‖ := by
98
+ simpa only [add_comm] using norm_le_insert' (F n (z n)) (a n)
99
+ _ ≤ R + A := add_le_add (hnear n) (htip n)
100
+ _ = A + R := add_comm _ _
101
+ _ ≤ M := hvalM
102
+ · intro n
103
+ have hb := waypoint_derivative_bounds_of_clearance (F n) (g n) (D n) (hD n)
104
+ (hF n) (hiF n) (hg n) (hig n) (hFD n) (hgH n) (hgf n)
105
+ (z n) (a n) s ρ R hs hρ (hz n).1 (hz n).2 (hclear n) (ha n) (hnear n)
106
+ exact ⟨hb.1, hb.2.trans hderM⟩
107
+ · exact fun n => (htip n).trans hAM
108
+
109
+ end SLEExactGauge
110
+
111
+ end
112
+
113
+ end OAI
lean/OAI/Probability/SLE/Geometry/WaypointRouteAvoidance.lean ADDED
@@ -0,0 +1,98 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.WaypointRoutes
2
+
3
+ namespace OAI
4
+
5
+ /-! After the initial free move, either waypoint route remains a fixed
6
+ distance from the complete access guide. Embedded coordinate disks turn
7
+ this into physical separation, including nonlocal pieces of the guide. -/
8
+
9
+ noncomputable section
10
+ open Set Metric
11
+ open scoped Topology NNReal
12
+
13
+ namespace SLEExactGauge.RibbonCoordinates
14
+
15
+ theorem waypointRoute_before_two_offset
16
+ (k side : ℝ) (hside : |side| = 1) {t : ℝ}
17
+ (ht : t ∈ Icc (1 / 4 : ℝ) 2) :
18
+ 1 / 8 ≤ |(waypointRoute k side t).im| := by
19
+ have hclip : 1 / 4 ≤ unitClip t :=
20
+ (show 1 / 4 ≤ min 1 t from le_min (by norm_num) ht.1).trans (le_max_right _ _)
21
+ rw [waypointRoute_im, unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0),
22
+ sub_zero, abs_mul, hside, one_mul, abs_of_nonneg (by positivity)]
23
+ linarith
24
+
25
+ theorem waypointRoute_guide_separation
26
+ (k side : ℝ) (hside : |side| = 1) {x t u : ℝ}
27
+ (hx : |x| ≤ 1 / 16) (ht : 1 / 4 ≤ t) (hu : 0 ≤ u) :
28
+ 1 / 16 ≤ dist (waypointRoute k side t) (guideCoordinate k x u) := by
29
+ by_cases ht2 : t ≤ 2
30
+ · have hroute := waypointRoute_before_two_offset k side hside ⟨ht, ht2⟩
31
+ have hguide := (guideCoordinate_im_bound (k := k) (x := x) hu).trans hx
32
+ have hh : |(waypointRoute k side t).im| ≤
33
+ |(waypointRoute k side t).im - (guideCoordinate k x u).im| +
34
+ |(guideCoordinate k x u).im| := by
35
+ simpa only [sub_add_cancel] using abs_add_le
36
+ ((waypointRoute k side t).im - (guideCoordinate k x u).im)
37
+ (guideCoordinate k x u).im
38
+ have hn := Complex.abs_im_le_norm (waypointRoute k side t - guideCoordinate k x u)
39
+ rw [Complex.sub_im] at hn
40
+ rw [dist_eq_norm]
41
+ linarith
42
+ · have hc : unitClip (t - 1) = 1 := unitClip_of_one_le (by linarith)
43
+ have hn := Complex.abs_re_le_norm (waypointRoute k side t - guideCoordinate k x u)
44
+ rw [Complex.sub_re, waypointRoute_re, guideCoordinate_re, hc] at hn
45
+ have hh := neg_le_abs (k + 1 / 2 - 1 - (k + u))
46
+ rw [dist_eq_norm]
47
+ linarith
48
+
49
+ theorem waypointRoute_ball_subset_patch
50
+ (k side : ℝ) (hside : |side| = 1) (t : ℝ) :
51
+ closedBall (waypointRoute k side t) (1 / 32) ⊆ crossingPatch k := by
52
+ intro z hz
53
+ have hn : ‖z - waypointRoute k side t‖ ≤ 1 / 32 := by
54
+ simpa only [mem_closedBall, dist_eq_norm] using hz
55
+ have hre := (Complex.abs_re_le_norm (z - waypointRoute k side t)).trans hn
56
+ have him := (Complex.abs_im_le_norm (z - waypointRoute k side t)).trans hn
57
+ rw [Complex.sub_re, waypointRoute_re] at hre
58
+ rw [Complex.sub_im] at him
59
+ have hclip0 := unitClip_nonneg (t - 1)
60
+ have hclip1 := unitClip_le_one (t - 1)
61
+ have hr := abs_le.mp hre
62
+ have hi := abs_le.mp him
63
+ have hri := abs_le.mp (waypointRoute_im_bound k side hside t)
64
+ exact ⟨by linarith, by linarith, abs_le.mpr ⟨by linarith, by linarith⟩⟩
65
+
66
+ /-- Physical separation follows from the full ribbon embedding: a nonlocal
67
+ guide point cannot enter the image of a local coordinate disk either. -/
68
+ theorem physical_waypointRoute_avoids_complete_guide
69
+ (hpublished : PublishedPlanarDiskOpenness)
70
+ (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon)
71
+ (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k x side t u : ℝ}
72
+ (hk : 1 ≤ k) (hx : |x| ≤ 1 / 16) (hside : |side| = 1)
73
+ (hlower : ∀ v ∈ crossingPatch k, ∀ w ∈ crossingPatch k,
74
+ dist v w ≤ K * dist (P v) (P w))
75
+ (ht : 1 / 4 ≤ t) (hu : 0 ≤ u) :
76
+ P (guideCoordinate k x u) ∉ ball (P (waypointRoute k side t)) ((1 / 32 : ℝ) / K) := by
77
+ intro hmem
78
+ have hpatch := waypointRoute_ball_subset_patch k side hside t
79
+ have hsub := crossingPatch_subset_closedRibbon hk
80
+ have hball : ball (waypointRoute k side t) (1 / 32) ⊆ closedRibbon :=
81
+ ball_subset_closedBall.trans (hpatch.trans hsub)
82
+ obtain ⟨z, hz, he⟩ := ball_subset_image_ball P (waypointRoute k side t)
83
+ (by norm_num : (0 : ℝ) < 1 / 32) hK (hP.mono (hpatch.trans hsub))
84
+ (hpublished P _ _ (by norm_num) (hP.mono hball) (hi.mono hball))
85
+ (fun z hz => hlower z (hpatch hz) _ (hpatch (mem_closedBall_self (by norm_num)))) hmem
86
+ have hguide : guideCoordinate k x u ∈ closedRibbon :=
87
+ ⟨by rw [guideCoordinate_re]; linarith,
88
+ (guideCoordinate_im_bound hu).trans (hx.trans (by norm_num))⟩
89
+ have heq : z = guideCoordinate k x u := hi (hball hz) hguide he
90
+ have hd := waypointRoute_guide_separation k side hside hx ht hu
91
+ rw [heq, mem_ball, dist_comm] at hz
92
+ linarith
93
+
94
+ end SLEExactGauge.RibbonCoordinates
95
+
96
+ end
97
+
98
+ end OAI
lean/OAI/Probability/SLE/Geometry/WaypointRouteProbability.lean ADDED
@@ -0,0 +1,142 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.WaypointRouteAvoidance
2
+ import OAI.Probability.SLE.Geometry.PublishedWienerSupport
3
+
4
+ namespace OAI
5
+
6
+ /-! Uniform positive probabilities for physical waypoint-route tubes.
7
+ Their constants depend only on the patch speed and tube radius. -/
8
+
9
+ noncomputable section
10
+ open Set Metric MeasureTheory
11
+ open scoped Topology NNReal ENNReal BoundedContinuousFunction
12
+
13
+ namespace SLEExactGauge.RibbonCoordinates
14
+ open Target RectangleCrossing
15
+
16
+ def basedPhysicalWaypointRoute (P : ℂ → ℂ) (k side : ℝ)
17
+ (hP : ContinuousOn P (crossingPatch k)) (hside : |side| = 1) : unitInterval →ᵇ ℂ :=
18
+ BoundedContinuousFunction.mkOfCompact
19
+ ⟨fun t => P (waypointRoute k side (3 * (t : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ),
20
+ (hP.comp ((waypointRoute_continuous k side).comp (by fun_prop)).continuousOn
21
+ (fun t _ => waypointRoute_mem_patch k side hside _)).sub continuousOn_const |>.domRestrict⟩
22
+
23
+ theorem basedPhysicalWaypointRoute_zero
24
+ (P : ℂ → ℂ) (k side : ℝ)
25
+ (hP : ContinuousOn P (crossingPatch k)) (hside : |side| = 1) :
26
+ basedPhysicalWaypointRoute P k side hP hside 0 = 0 := by
27
+ change P (waypointRoute k side (3 * (0 : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ) = 0
28
+ rw [mul_zero, waypointRoute_zero, sub_self]
29
+
30
+ theorem basedPhysicalWaypointRoute_lipschitz
31
+ (P : ℂ → ℂ) (k side : ℝ) (hside : |side| = 1) (C : ℝ≥0)
32
+ (hP : LipschitzOnWith C P (crossingPatch k)) :
33
+ LipschitzWith (9 * C) (basedPhysicalWaypointRoute P k side hP.continuousOn hside) := by
34
+ apply LipschitzWith.of_dist_le_mul
35
+ intro u v
36
+ have hh := hP.dist_le_mul (waypointRoute k side (3 * (u : ℝ)))
37
+ (waypointRoute_mem_patch k side hside _)
38
+ (waypointRoute k side (3 * (v : ℝ))) (waypointRoute_mem_patch k side hside _)
39
+ have hr := (waypointRoute_lipschitz k side hside).dist_le_mul
40
+ (3 * (u : ℝ)) (3 * (v : ℝ))
41
+ have hd : dist (3 * (u : ℝ)) (3 * (v : ℝ)) = 3 * dist u v := by
42
+ rw [Subtype.dist_eq, Real.dist_eq, Real.dist_eq, ← mul_sub, abs_mul]
43
+ norm_num
44
+ rw [hd] at hr
45
+ have hp := hh.trans (mul_le_mul_of_nonneg_left hr C.coe_nonneg)
46
+ change dist (P (waypointRoute k side (3 * (u : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ))
47
+ (P (waypointRoute k side (3 * (v : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ)) ≤ _
48
+ rw [dist_sub_right]
49
+ convert hp using 1
50
+ push_cast
51
+ ring
52
+
53
+ def unitClipPoint (t : ℝ) : unitInterval :=
54
+ ⟨unitClip t, unitClip_nonneg t, unitClip_le_one t⟩
55
+
56
+ theorem continuous_unitClipPoint : Continuous unitClipPoint :=
57
+ unitClip_lipschitz.continuous.subtype_mk _
58
+
59
+ def physicalUnitBrownianPath (a : ℂ) (b : Driver × Driver) (t : ℝ) : ℂ :=
60
+ a + planarUnitPath b (unitClipPoint (t / 3))
61
+
62
+ theorem physicalUnitBrownianPath_continuous (a : ℂ) (b : Driver × Driver) :
63
+ Continuous (physicalUnitBrownianPath a b) := by
64
+ exact continuous_const.add ((planarUnitPath b).continuous.comp
65
+ (continuous_unitClipPoint.comp (by fun_prop)))
66
+
67
+ /-- Pointwise Brownian support gives a single positive probability for
68
+ every physical route with the fixed patch speed bound. -/
69
+ theorem uniform_physical_waypoint_tube_probability
70
+ (hpublished : PublishedPlanarWienerUnitSupport)
71
+ (W : WienerLaw) (hW : IsWiener W) (C : ℝ≥0) {ε : ℝ} (hε : 0 < ε) :
72
+ ∃ q : ℝ≥0∞, 0 < q ∧ ∀ P : ℂ → ℂ, ∀ k side : ℝ, |side| = 1 →
73
+ LipschitzOnWith C P (crossingPatch k) → q ≤ (W.prod W) {b |
74
+ ∀ t ∈ Icc (0 : ℝ) 3,
75
+ dist (physicalUnitBrownianPath (P ((k + 1 / 2 : ℝ) : ℂ)) b t)
76
+ (P (waypointRoute k side t)) < ε} := by
77
+ obtain ⟨q, hq, hbound⟩ := uniform_planarWiener_tube_probability hpublished W hW (9 * C) hε
78
+ refine ⟨q, hq, ?_⟩
79
+ intro P k side hside hP
80
+ refine (hbound (basedPhysicalWaypointRoute P k side hP.continuousOn hside)
81
+ (basedPhysicalWaypointRoute_lipschitz P k side hside C hP)
82
+ (basedPhysicalWaypointRoute_zero P k side hP.continuousOn hside)).trans (measure_mono ?_)
83
+ intro b hb t ht
84
+ let u : unitInterval := ⟨t / 3, by linarith [ht.1], by linarith [ht.2]⟩
85
+ have hu : unitClipPoint (t / 3) = u := Subtype.ext (unitClip_of_mem u.property)
86
+ have he : 3 * (u : ℝ) = t := by dsimp [u]; ring
87
+ have hh := hb u
88
+ change dist (planarUnitPath b u)
89
+ (P (waypointRoute k side (3 * (u : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ)) < ε at hh
90
+ rw [he] at hh
91
+ unfold physicalUnitBrownianPath
92
+ rw [hu]
93
+ rw [dist_eq_norm] at hh ⊢
94
+ convert hh using 1
95
+ congr 1
96
+ ring
97
+
98
+ /-- Either orientation of the final physical leg forces a hit of the
99
+ actual stopped past. -/
100
+ theorem physical_waypoint_tube_hits_past
101
+ (hpublished : PublishedPlanarDiskOpenness)
102
+ (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon)
103
+ (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k ε T side : ℝ}
104
+ (hk : 1 ≤ k) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) (hT : 0 < T)
105
+ (hside : side = -1 ∨ side = 1)
106
+ (hlower : ∀ u ∈ crossingPatch k, ∀ v ∈ crossingPatch k,
107
+ dist u v ≤ K * dist (P u) (P v))
108
+ (γ xp ζ : ℝ → ℂ) (hxp : ContinuousOn xp (Icc 0 T))
109
+ (hγ : EqOn γ (P ∘ xp) (Icc 0 T))
110
+ (hxp0 : (xp 0).re = 0) (hxpT : (xp T).re = k)
111
+ (hcore : ∀ t ∈ Icc (0 : ℝ) T, |(xp t).im| ≤ ε)
112
+ (hζ : ContinuousOn ζ (Icc 0 3))
113
+ (hnear : ∀ t ∈ Icc (0 : ℝ) 3,
114
+ dist (ζ t) (P (waypointRoute k side t)) < (1 / 32 : ℝ) / K) :
115
+ ∃ s ∈ Icc (0 : ℝ) T, ∃ t ∈ Icc (0 : ℝ) 3, γ s = ζ t := by
116
+ have hrad : (1 / 32 : ℝ) / K ≤ (1 / 8 : ℝ) / K :=
117
+ div_le_div_of_nonneg_right (by norm_num) hK.le
118
+ rcases hside with rfl | rfl
119
+ · have hmap : MapsTo (fun t : ℝ => 2 + t) (Icc 0 1) (Icc 0 3) := by
120
+ intro t ht
121
+ constructor <;> linarith [ht.1, ht.2]
122
+ obtain ⟨s, hs, t, ht, he⟩ := physical_transverse_tube_hits_past hpublished P hP hi K hK
123
+ hk hε hεsmall hT hlower γ xp (fun t => ζ (2 + t)) hxp hγ hxp0 hxpT hcore
124
+ (hζ.comp (by fun_prop) hmap) (fun t ht => by
125
+ have hh := (hnear _ (hmap ht)).trans_le hrad
126
+ rwa [waypointRoute_final_negative k ht] at hh)
127
+ exact ⟨s, hs, 2 + t, hmap ht, he⟩
128
+ · have hmap : MapsTo (fun t : ℝ => 3 - t) (Icc 0 1) (Icc 0 3) := by
129
+ intro t ht
130
+ constructor <;> linarith [ht.1, ht.2]
131
+ obtain ⟨s, hs, t, ht, he⟩ := physical_transverse_tube_hits_past hpublished P hP hi K hK
132
+ hk hε hεsmall hT hlower γ xp (fun t => ζ (3 - t)) hxp hγ hxp0 hxpT hcore
133
+ (hζ.comp (by fun_prop) hmap) (fun t ht => by
134
+ have hh := (hnear _ (hmap ht)).trans_le hrad
135
+ rwa [waypointRoute_final_positive k ht] at hh)
136
+ exact ⟨s, hs, 3 - t, hmap ht, he⟩
137
+
138
+ end SLEExactGauge.RibbonCoordinates
139
+
140
+ end
141
+
142
+ end OAI
lean/OAI/Probability/SLE/Geometry/WaypointRoutes.lean ADDED
@@ -0,0 +1,133 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Gauge.RibbonRouteLifting
2
+ import OAI.Probability.SLE.Gauge.RibbonSideCorridors
3
+ import OAI.Probability.SLE.Geometry.CompactTubeProbability
4
+
5
+ namespace OAI
6
+
7
+ /-! Explicit bounded-speed routes from the waypoint to either side of the
8
+ core and then across it behind the front. These are the deterministic
9
+ templates for the two Brownian tube events in the waypoint argument. -/
10
+
11
+ noncomputable section
12
+ open Set Metric
13
+ open scoped Topology NNReal BoundedContinuousFunction ENNReal
14
+
15
+ namespace SLEExactGauge.RibbonCoordinates
16
+ open RectangleCrossing
17
+
18
+ def unitClip (t : ℝ) : ℝ := max 0 (min 1 t)
19
+
20
+ theorem unitClip_lipschitz : LipschitzWith 1 unitClip :=
21
+ (LipschitzWith.id.const_min 1).const_max 0
22
+
23
+ theorem unitClip_nonneg (t : ℝ) : 0 ≤ unitClip t := le_max_left _ _
24
+
25
+ theorem unitClip_le_one (t : ℝ) : unitClip t ≤ 1 := by
26
+ exact max_le (by norm_num) (min_le_left _ _)
27
+
28
+ theorem unitClip_of_nonpos {t : ℝ} (ht : t ≤ 0) : unitClip t = 0 := by
29
+ exact max_eq_left ((min_le_right _ _).trans ht)
30
+
31
+ theorem unitClip_of_one_le {t : ℝ} (ht : 1 ≤ t) : unitClip t = 1 := by
32
+ rw [unitClip, min_eq_left ht, max_eq_right (by norm_num)]
33
+
34
+ theorem unitClip_of_mem {t : ℝ} (ht : t ∈ Icc (0 : ℝ) 1) : unitClip t = t := by
35
+ rw [unitClip, min_eq_right ht.2, max_eq_right ht.1]
36
+
37
+ def waypointRoute (k side t : ℝ) : ℂ :=
38
+ (((k + 1 / 2 - unitClip (t - 1) : ℝ) : ℂ)) +
39
+ (((side * (unitClip t / 2 - unitClip (t - 2)) : ℝ) : ℂ)) * Complex.I
40
+
41
+ @[simp] theorem waypointRoute_re (k side t : ℝ) :
42
+ (waypointRoute k side t).re = k + 1 / 2 - unitClip (t - 1) := by
43
+ simp [waypointRoute]
44
+
45
+ @[simp] theorem waypointRoute_im (k side t : ℝ) :
46
+ (waypointRoute k side t).im = side * (unitClip t / 2 - unitClip (t - 2)) := by
47
+ simp [waypointRoute]
48
+
49
+ theorem waypointRoute_zero (k side : ℝ) : waypointRoute k side 0 = ((k + 1 / 2 : ℝ) : ℂ) := by
50
+ norm_num [waypointRoute, unitClip]
51
+
52
+ theorem waypointRoute_continuous (k side : ℝ) : Continuous (waypointRoute k side) := by
53
+ have hc := unitClip_lipschitz.continuous
54
+ unfold waypointRoute
55
+ fun_prop
56
+
57
+ theorem waypointRoute_lipschitz (k side : ℝ) (hside : |side| = 1) :
58
+ LipschitzWith 3 (waypointRoute k side) := by
59
+ apply LipschitzWith.of_dist_le_mul
60
+ intro u v
61
+ have h₀ := unitClip_lipschitz.dist_le_mul u v
62
+ have h₁ := unitClip_lipschitz.dist_le_mul (u - 1) (v - 1)
63
+ have h₂ := unitClip_lipschitz.dist_le_mul (u - 2) (v - 2)
64
+ simp only [Real.dist_eq, NNReal.coe_one, one_mul, sub_sub_sub_cancel_right] at h₀ h₁ h₂
65
+ have him : |side * (unitClip u / 2 - unitClip (u - 2)) -
66
+ side * (unitClip v / 2 - unitClip (v - 2))| ≤ 3 / 2 * |u - v| := by
67
+ rw [← mul_sub, abs_mul, hside, one_mul]
68
+ have he : (unitClip u / 2 - unitClip (u - 2)) -
69
+ (unitClip v / 2 - unitClip (v - 2)) =
70
+ (unitClip u - unitClip v) / 2 - (unitClip (u - 2) - unitClip (v - 2)) := by ring
71
+ rw [he]
72
+ have hh := abs_sub ( (unitClip u - unitClip v) / 2) (unitClip (u - 2) - unitClip (v - 2))
73
+ rw [abs_div, abs_of_pos (by norm_num : (0 : ℝ) < 2)] at hh
74
+ linarith
75
+ have hre : |(k + 1 / 2 - unitClip (u - 1)) -
76
+ (k + 1 / 2 - unitClip (v - 1))| ≤ |u - v| := by
77
+ simpa only [sub_sub_sub_cancel_left, abs_sub_comm] using h₁
78
+ have hh := Complex.norm_le_abs_re_add_abs_im (waypointRoute k side u - waypointRoute k side v)
79
+ simp only [Complex.sub_re, Complex.sub_im, waypointRoute_re, waypointRoute_im] at hh
80
+ rw [dist_eq_norm, Real.dist_eq]
81
+ norm_num only [NNReal.coe_ofNat]
82
+ nlinarith [abs_nonneg (u - v)]
83
+
84
+ theorem waypointRoute_im_bound (k side : ℝ) (hside : |side| = 1) (t : ℝ) :
85
+ |(waypointRoute k side t).im| ≤ 1 / 2 := by
86
+ rw [waypointRoute_im, abs_mul, hside, one_mul]
87
+ have h₀ := unitClip_nonneg t
88
+ have h₁ := unitClip_le_one t
89
+ have h₂ := unitClip_nonneg (t - 2)
90
+ have h₃ := unitClip_le_one (t - 2)
91
+ by_cases ht : t ≤ 2
92
+ · rw [unitClip_of_nonpos (by linarith : t - 2 ≤ 0), sub_zero, abs_of_nonneg (by positivity)]
93
+ linarith
94
+ · rw [unitClip_of_one_le (by linarith : 1 ≤ t)]
95
+ exact abs_le.mpr ⟨by linarith, by linarith⟩
96
+
97
+ theorem waypointRoute_mem_patch (k side : ℝ) (hside : |side| = 1) (t : ℝ) :
98
+ waypointRoute k side t ∈ crossingPatch k := by
99
+ have h₀ := unitClip_nonneg (t - 1)
100
+ have h₁ := unitClip_le_one (t - 1)
101
+ refine ⟨?_, ?_, (waypointRoute_im_bound k side hside t).trans (by norm_num)⟩
102
+ · rw [waypointRoute_re]; linarith
103
+ · rw [waypointRoute_re]; linarith
104
+
105
+ /-- The final leg is the fixed transverse template, with one orientation
106
+ for each side. -/
107
+ theorem waypointRoute_final_negative (k : ℝ) {t : ℝ} (ht : t ∈ Icc (0 : ℝ) 1) :
108
+ waypointRoute k (-1) (2 + t) = transverseTemplate k t := by
109
+ have h₁ : unitClip (2 + t - 1) = 1 := unitClip_of_one_le (by linarith [ht.1])
110
+ have h₂ : unitClip (2 + t) = 1 := unitClip_of_one_le (by linarith [ht.1])
111
+ have h₃ : unitClip (2 + t - 2) = t := by simpa using unitClip_of_mem ht
112
+ unfold waypointRoute transverseTemplate
113
+ rw [h₁, h₂, h₃]
114
+ push_cast
115
+ ring
116
+
117
+ theorem waypointRoute_final_positive (k : ℝ) {t : ℝ} (ht : t ∈ Icc (0 : ℝ) 1) :
118
+ waypointRoute k 1 (3 - t) = transverseTemplate k t := by
119
+ have h₁ : unitClip (3 - t - 1) = 1 := unitClip_of_one_le (by linarith [ht.2])
120
+ have h₂ : unitClip (3 - t) = 1 := unitClip_of_one_le (by linarith [ht.2])
121
+ have h₃ : unitClip (3 - t - 2) = 1 - t := by
122
+ rw [show 3 - t - 2 = 1 - t by ring]
123
+ exact unitClip_of_mem ⟨by linarith [ht.2], by linarith [ht.1]⟩
124
+ unfold waypointRoute transverseTemplate
125
+ rw [h₁, h₂, h₃]
126
+ push_cast
127
+ ring
128
+
129
+ end SLEExactGauge.RibbonCoordinates
130
+
131
+ end
132
+
133
+ end OAI
lean/OAI/Probability/SLE/Geometry/WaypointTubeGeometry.lean ADDED
@@ -0,0 +1,65 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.WaypointCrosscutSides
2
+
3
+ namespace OAI
4
+
5
+ /-! Pointwise geometry of either physical Brownian tube, retaining
6
+ its chosen side for the conformal exit-arc law. -/
7
+
8
+ noncomputable section
9
+ open Set Metric
10
+ open scoped Topology NNReal
11
+
12
+ namespace SLEExactGauge.RibbonCoordinates
13
+
14
+ theorem physical_waypoint_tube_geometry
15
+ (hopen : PublishedPlanarDiskOpenness)
16
+ (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon)
17
+ (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane)
18
+ (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k ε x side : ℝ}
19
+ (hk : 1 ≤ k) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) (hx : |x| ≤ 1 / 16)
20
+ (hside : side = -1 ∨ side = 1)
21
+ (hlower : ∀ u ∈ crossingPatch k, ∀ v ∈ crossingPatch k,
22
+ dist u v ≤ K * dist (P u) (P v))
23
+ (γ xp : ℝ≥0 → ℂ) (T : ℝ≥0) (hT : 0 < T)
24
+ (hxp : ContinuousOn xp (Icc 0 T)) (hγ : EqOn γ (P ∘ xp) (Icc 0 T))
25
+ (hxp0 : (xp 0).re = 0) (hxpT : (xp T).re = k)
26
+ (hcoords : MapsTo xp (Icc 0 T) closedRibbon)
27
+ (hcore : ∀ t ∈ Icc 0 T, (xp t).re ≤ k ∧ |(xp t).im| ≤ ε)
28
+ (hunbounded : ¬ Bornology.IsBounded (P '' futureRibbon k))
29
+ (ζ : ℝ → ℂ) (hζ : Continuous ζ)
30
+ (hnear : ∀ t ∈ Icc (0 : ℝ) 3,
31
+ dist (ζ t) (P (waypointRoute k side t)) < (1 / 32 : ℝ) / K) :
32
+ MapsTo ζ (Icc 0 2) (survivingDomain γ T) ∧
33
+ (∀ t ∈ Icc (1 / 4 : ℝ) 3, ∀ u : ℝ, 0 ≤ u →
34
+ ζ t ≠ P (guideCoordinate k x u)) ∧
35
+ ∃ s ∈ Icc 0 T, ∃ t ∈ Icc (0 : ℝ) 3, γ s = ζ t := by
36
+ have habs : |side| = 1 := by rcases hside with rfl | rfl <;> norm_num
37
+ have hpast : γ '' Icc 0 T ⊆ P '' {z ∈ closedRibbon | z.re ≤ k ∧ |z.im| ≤ ε} := by
38
+ rintro z ⟨s, hs, rfl⟩
39
+ exact ⟨xp s, ⟨hcoords hs, hcore s hs⟩, (hγ hs).symm⟩
40
+ refine ⟨physical_early_waypoint_tube_survives hopen P hP hi hH K hK γ T hk hε hεsmall
41
+ habs hpast hunbounded hlower ζ (fun t ht => hnear t ⟨ht.1, ht.2.trans (by norm_num)⟩), ?_, ?_⟩
42
+ · intro t ht u hu he
43
+ have hh := physical_waypointRoute_avoids_complete_guide hopen P hP hi K hK hk hx habs
44
+ hlower ht.1 hu
45
+ apply hh
46
+ rw [← he]
47
+ exact hnear t ⟨by linarith [ht.1], ht.2⟩
48
+ · let γr : ℝ → ℂ := fun s => γ s.toNNReal
49
+ let xpr : ℝ → ℂ := fun s => xp s.toNNReal
50
+ have hmap : MapsTo Real.toNNReal (Icc (0 : ℝ) T) (Icc 0 T) := by
51
+ intro s hs
52
+ exact ⟨bot_le, (Real.toNNReal_le_iff_le_coe).mpr hs.2⟩
53
+ have hcont : ContinuousOn xpr (Icc (0 : ℝ) T) := hxp.comp (by fun_prop) hmap
54
+ obtain ⟨s, hs, t, ht, he⟩ := physical_waypoint_tube_hits_past hopen P hP hi K hK hk
55
+ hε hεsmall (by exact_mod_cast hT : (0 : ℝ) < T) hside hlower γr xpr ζ hcont
56
+ (fun s hs => hγ (hmap hs)) (by simpa [xpr] using hxp0)
57
+ (by simpa [xpr] using hxpT) (fun s hs => (hcore _ (hmap hs)).2)
58
+ hζ.continuousOn hnear
59
+ exact ⟨s.toNNReal, hmap hs, t, ht, he⟩
60
+
61
+ end SLEExactGauge.RibbonCoordinates
62
+
63
+ end
64
+
65
+ end OAI
lean/OAI/Probability/SLE/Geometry/WeightedCompactKernel.lean ADDED
@@ -0,0 +1,71 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.WeightedCompactTerminal
2
+ import OAI.Probability.SLE.Geometry.PositiveKernelTests
3
+
4
+ namespace OAI
5
+
6
+ /-! Compact weighted tests of a positive kernel dominated in mean by the
7
+ initial Green measure. This also treats exceptional nonintegrable sections. -/
8
+
9
+ noncomputable section
10
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory
11
+ open scoped Topology NNReal ENNReal
12
+
13
+ namespace SLEExactGauge.Multipoint
14
+
15
+ lemma compactWeightedMass_kernel_lintegral_ne_top
16
+ {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ)
17
+ (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ)
18
+ (hbound : P.bind μ ≤ initialGreenMeasure κ)
19
+ (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) :
20
+ (∫⁻ ω, ∫⁻ z in K, (w z:ℝ≥0∞) ∂μ ω ∂P) ≠ ∞ := by
21
+ let f : upperHalfPlane → ℝ := K.indicator (fun z => (w z:ℝ))
22
+ have hfm : Measurable f :=
23
+ (continuous_subtype_val.comp w.continuous).measurable.indicator hK.measurableSet
24
+ have he (z : upperHalfPlane) : ENNReal.ofReal (f z)=K.indicator (fun z => (w z:ℝ≥0∞)) z := by
25
+ by_cases hz : z ∈ K <;> simp [f,hz]
26
+ have hfi : Integrable f (P.bind μ) := by
27
+ let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ
28
+ exact ((integrable_indicator_iff hK.measurableSet).mpr
29
+ (compact_weight_integrable w K hK (initialGreenMeasure κ))).mono_measure hbound
30
+ simp_rw [← lintegral_indicator hK.measurableSet,← he]
31
+ rw [← Measure.lintegral_bind (m := P) hμ.aemeasurable hfm.ennreal_ofReal.aemeasurable]
32
+ exact (lintegral_ofReal_lt_top_of_integrable hfi).ne
33
+
34
+ lemma compactWeightedMass_kernel_integrable
35
+ {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ)
36
+ (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ)
37
+ (hbound : P.bind μ ≤ initialGreenMeasure κ)
38
+ (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) :
39
+ Integrable (fun ω => compactWeightedMass w K (μ ω)) P ∧
40
+ (∫ ω, compactWeightedMass w K (μ ω) ∂P) =
41
+ compactWeightedMass w K (P.bind μ) := by
42
+ let f : upperHalfPlane → ℝ := K.indicator (fun z => (w z:ℝ))
43
+ have hfm : Measurable f :=
44
+ (continuous_subtype_val.comp w.continuous).measurable.indicator hK.measurableSet
45
+ have hf0 (z : upperHalfPlane) : 0 ≤ f z := by
46
+ exact indicator_nonneg (fun z _ => (w z).coe_nonneg) z
47
+ have hfi : Integrable f (P.bind μ) := by
48
+ let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ
49
+ exact ((integrable_indicator_iff hK.measurableSet).mpr
50
+ (compact_weight_integrable w K hK (initialGreenMeasure κ))).mono_measure hbound
51
+ have hm : Measurable (fun ω => ∫⁻ z, ENNReal.ofReal (f z) ∂μ ω) :=
52
+ (Measure.measurable_lintegral hfm.ennreal_ofReal).comp hμ
53
+ have hfin : (∫⁻ ω, ∫⁻ z, ENNReal.ofReal (f z) ∂μ ω ∂P) ≠ ∞ := by
54
+ rw [← Measure.lintegral_bind (m := P) hμ.aemeasurable hfm.ennreal_ofReal.aemeasurable,
55
+ ← ofReal_integral_eq_lintegral_ofReal hfi (ae_of_all _ hf0)]
56
+ exact ENNReal.ofReal_ne_top
57
+ have he (ν : Measure upperHalfPlane) : compactWeightedMass w K ν =
58
+ (∫⁻ z, ENNReal.ofReal (f z) ∂ν).toReal := by
59
+ rw [compactWeightedMass,← integral_indicator hK.measurableSet]
60
+ exact integral_eq_lintegral_of_nonneg_ae (ae_of_all _ hf0) hfm.aestronglyMeasurable
61
+ refine ⟨?_,?_⟩
62
+ · simpa only [he] using integrable_toReal_of_lintegral_ne_top hm.aemeasurable hfin
63
+ · simp_rw [he]
64
+ rw [integral_toReal hm.aemeasurable (ae_lt_top hm hfin),
65
+ ← Measure.lintegral_bind (m := P) hμ.aemeasurable hfm.ennreal_ofReal.aemeasurable]
66
+
67
+ end SLEExactGauge.Multipoint
68
+
69
+ end
70
+
71
+ end OAI
lean/OAI/Probability/SLE/Geometry/WeightedCompactTerminal.lean ADDED
@@ -0,0 +1,146 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Mass.WeightedCompactMass
2
+ import OAI.Probability.SLE.Mass.MassCompensatorRecovery
3
+
4
+ namespace OAI
5
+
6
+ /-! The compact weighted canonical mass is a continuous increasing scalar
7
+ process with an integrable squared terminal bound. -/
8
+
9
+ noncomputable section
10
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory
11
+ open scoped Topology NNReal ENNReal
12
+
13
+ namespace SLEExactGauge.Multipoint
14
+
15
+ def compactWeightedMass (w : C(upperHalfPlane,ℝ≥0))
16
+ (K : Set upperHalfPlane) (μ : Measure upperHalfPlane) : ℝ :=
17
+ ∫ z in K, (w z:ℝ) ∂μ
18
+
19
+ lemma compactWeightedMass_eq_lintegral (w : C(upperHalfPlane,ℝ≥0))
20
+ (K : Set upperHalfPlane) (μ : Measure upperHalfPlane) :
21
+ compactWeightedMass w K μ = (∫⁻ z in K, (w z:ℝ≥0∞) ∂μ).toReal := by
22
+ have h := integral_eq_lintegral_of_nonneg_ae
23
+ (μ := μ.restrict K) (ae_of_all _ (fun z => (w z).coe_nonneg))
24
+ (continuous_subtype_val.comp w.continuous).measurable.aestronglyMeasurable
25
+ simpa only [compactWeightedMass,ENNReal.ofReal_coe_nnreal] using h
26
+
27
+ lemma compactWeightedMass_measurable (w : C(upperHalfPlane,ℝ≥0))
28
+ (K : Set upperHalfPlane) (hK : MeasurableSet K) :
29
+ Measurable (compactWeightedMass w K) := by
30
+ have he : compactWeightedMass w K =
31
+ (fun μ => (∫⁻ z, K.indicator (fun z => (w z:ℝ≥0∞)) z ∂μ).toReal) := by
32
+ funext μ
33
+ rw [compactWeightedMass_eq_lintegral,lintegral_indicator hK]
34
+ rw [he]
35
+ exact (Measure.measurable_lintegral
36
+ (w.continuous.measurable.coe_nnreal_ennreal.indicator hK)).ennreal_toReal
37
+
38
+ lemma compactWeightedMass_nonneg (w : C(upperHalfPlane,ℝ≥0))
39
+ (K : Set upperHalfPlane) (μ : Measure upperHalfPlane) :
40
+ 0 ≤ compactWeightedMass w K μ :=
41
+ integral_nonneg (fun z => (w z).coe_nonneg)
42
+
43
+ @[simp] lemma compactWeightedMass_zero (w : C(upperHalfPlane,ℝ≥0))
44
+ (K : Set upperHalfPlane) : compactWeightedMass w K 0 = 0 := by
45
+ simp [compactWeightedMass]
46
+
47
+ lemma compactWeightedMass_mono (w : C(upperHalfPlane,ℝ≥0))
48
+ (K : Set upperHalfPlane) (hK : IsCompact K)
49
+ {μ ν : Measure upperHalfPlane} [IsFiniteMeasureOnCompacts ν] (hμν : μ ≤ ν) :
50
+ compactWeightedMass w K μ ≤ compactWeightedMass w K ν := by
51
+ let : IsFiniteMeasure (μ.restrict K) :=
52
+ ⟨lt_of_le_of_lt (Measure.restrict_mono le_rfl hμν univ) (by simpa using hK.measure_lt_top (μ := ν))⟩
53
+ let : IsFiniteMeasure (ν.restrict K) := ⟨by simpa using hK.measure_lt_top (μ := ν)⟩
54
+ obtain ⟨M,hM⟩ := compact_weight_bounded w K hK
55
+ exact sub_nonneg.mp (integral_weight_difference_le (μ.restrict K) (ν.restrict K)
56
+ (Measure.restrict_mono le_rfl hμν) _ (compact_weight_integrable w K hK ν) M
57
+ (ae_of_all _ (fun z => (w z).coe_nonneg))
58
+ ((ae_restrict_mem hK.measurableSet).mono (fun z hz => NNReal.coe_le_coe.mpr (hM z hz)))).1
59
+
60
+ lemma compactWeightedMass_le (w : C(upperHalfPlane,ℝ≥0))
61
+ (K : Set upperHalfPlane) (hK : IsCompact K)
62
+ (M : ℝ≥0) (hM : ∀ z ∈ K, w z ≤ M)
63
+ (μ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts μ] :
64
+ compactWeightedMass w K μ ≤ (M:ℝ)*(μ K).toReal := by
65
+ let : IsFiniteMeasure (μ.restrict K) := ⟨by simpa using hK.measure_lt_top (μ := μ)⟩
66
+ have h := integral_mono_ae (compact_weight_integrable w K hK μ)
67
+ (integrable_const (μ := μ.restrict K) (M:ℝ))
68
+ ((ae_restrict_mem hK.measurableSet).mono (fun z hz => NNReal.coe_le_coe.mpr (hM z hz)))
69
+ simpa only [compactWeightedMass,integral_const,smul_eq_mul,measureReal_def,
70
+ Measure.restrict_apply_univ,mul_comm] using h
71
+
72
+ lemma compactWeightedMass_tendsto
73
+ (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K)
74
+ (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane)
75
+ [IsFiniteMeasureOnCompacts ν] (hNr : ∀ t, IsFiniteMeasureOnCompacts (N t))
76
+ (hdom : ∀ t, N t ≤ ν)
77
+ (hlim : Tendsto (fun t => (ν-N t) K) atTop (𝓝 0)) :
78
+ Tendsto (fun t => compactWeightedMass w K (N t)) atTop
79
+ (𝓝 (compactWeightedMass w K ν)) := by
80
+ obtain ⟨M,hM⟩ := compact_weight_bounded w K hK
81
+ have hb (t : ℝ≥0) : |compactWeightedMass w K (N t)-compactWeightedMass w K ν| ≤
82
+ (M:ℝ)*((ν-N t) K).toReal := by
83
+ let := hNr t
84
+ have h := compact_weight_difference_le w K hK M hM (N t) ν (hdom t)
85
+ have he : ((ν-N t) K).toReal = (ν K).toReal-(N t K).toReal := by
86
+ rw [sub_apply_of_finite_restriction (hdom t) hK.measurableSet hK.measure_lt_top.ne,
87
+ ENNReal.toReal_sub_of_le (hdom t K) hK.measure_lt_top.ne]
88
+ rw [he]
89
+ have hn : (N t K).toReal ≤ (ν K).toReal :=
90
+ ENNReal.toReal_mono hK.measure_lt_top.ne (hdom t K)
91
+ simpa only [compactWeightedMass,abs_sub_comm,abs_of_nonneg (sub_nonneg.mpr hn)] using h
92
+ have hl : Tendsto (fun t => (M:ℝ)*((ν-N t) K).toReal) atTop (𝓝 0) := by
93
+ simpa only [Function.comp_def,ENNReal.toReal_zero,mul_zero] using
94
+ tendsto_const_nhds.mul ((ENNReal.tendsto_toReal ENNReal.zero_ne_top).comp hlim)
95
+ have hz := squeeze_zero (fun t => abs_nonneg (compactWeightedMass w K (N t)-
96
+ compactWeightedMass w K ν)) hb hl
97
+ exact tendsto_iff_dist_tendsto_zero.mpr (by simpa only [Real.dist_eq] using hz)
98
+
99
+ namespace CanonicalMass
100
+
101
+ variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ}
102
+ {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)}
103
+ {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ}
104
+ (C : CanonicalMass P κ B hBm γ G)
105
+
106
+ lemma compactWeightedMass_terminal_memLp
107
+ (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) :
108
+ MemLp (fun ω => compactWeightedMass w K (C.rational.terminal ω)) 2 P := by
109
+ obtain ⟨M,hM⟩ := compact_weight_bounded w K hK
110
+ have hm := (Measure.measurable_coe hK.measurableSet).comp C.rational.terminal_measurable
111
+ have hLp := memLp_toReal_two P _ hm _ (C.rational.moments K hK 2) le_rfl
112
+ apply (hLp.const_mul (M:ℝ)).mono'
113
+ ((compactWeightedMass_measurable w K hK.measurableSet).comp
114
+ C.rational.terminal_measurable).aestronglyMeasurable
115
+ filter_upwards [] with ω
116
+ let := (C.rational.terminal_radon ω).2
117
+ dsimp only [Function.comp_def]
118
+ rw [Real.norm_of_nonneg (compactWeightedMass_nonneg w K _)]
119
+ exact compactWeightedMass_le w K hK M hM _
120
+
121
+ lemma compactWeightedMass_paths
122
+ (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) :
123
+ ∀ᵐ ω ∂P, Monotone (fun t => compactWeightedMass w K (C.process t ω)) ∧
124
+ compactWeightedMass w K (C.process 0 ω)=0 ∧
125
+ Continuous (fun t => compactWeightedMass w K (C.process t ω)) ∧
126
+ Tendsto (fun t => compactWeightedMass w K (C.process t ω)) atTop
127
+ (𝓝 (compactWeightedMass w K (C.rational.terminal ω))) ∧
128
+ ∀ t, compactWeightedMass w K (C.process t ω) ≤
129
+ compactWeightedMass w K (C.rational.terminal ω) := by
130
+ filter_upwards [C.paths,C.exhaustion] with ω hp he
131
+ let := (C.rational.terminal_radon ω).2
132
+ refine ⟨?_,?_,hp.weighted_compact_continuous (fun t => (C.radon t ω).2) w K hK,
133
+ compactWeightedMass_tendsto w K hK _ _ (fun t => (C.radon t ω).2) hp.dominated (he K hK),?_⟩
134
+ · intro s t hst
135
+ let := (C.radon t ω).2
136
+ exact compactWeightedMass_mono w K hK (hp.monotone hst)
137
+ · rw [hp.zero,compactWeightedMass_zero]
138
+ · intro t
139
+ exact compactWeightedMass_mono w K hK (hp.dominated t)
140
+
141
+ end CanonicalMass
142
+ end SLEExactGauge.Multipoint
143
+
144
+ end
145
+
146
+ end OAI
lean/OAI/Probability/SLE/Loewner/ActualApproach.lean ADDED
@@ -0,0 +1,147 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CanonicalApproach
2
+ import OAI.Probability.SLE.Geometry.RestartSectionUpper
3
+ import OAI.Probability.SLE.Loewner.RestartDomainEquality
4
+ import OAI.Probability.SLE.Geometry.FiniteDensityAtRadiusState
5
+ import OAI.Probability.SLE.Geometry.StoppedMarkedStateMeasurability
6
+
7
+ namespace OAI
8
+
9
+ /-! The one-point approach estimate conditional on an actual finite stopped
10
+ past. The density on that past is the exact terminal finite-centered law. -/
11
+
12
+ noncomputable section
13
+ open Set Filter MeasureTheory ProbabilityTheory
14
+ open scoped Topology NNReal ENNReal
15
+
16
+ namespace SLEExactGauge
17
+
18
+ local instance actualApproachDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _
19
+ local instance actualApproachDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩
20
+ local instance actualApproachPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _
21
+ local instance actualApproachPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩
22
+
23
+ lemma greenDensity_radius_factor
24
+ {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
25
+ (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U)
26
+ (κ : ℝ) (T : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ T) :
27
+ (Real.sin (Complex.arg (G T z - (U T : ℂ)))) ^ greenExponent κ =
28
+ (fullRadius G T z) ^ codimension κ * greenDensity κ U γ G T z := by
29
+ have hR := hw.fullRadius_positive hU T z hz
30
+ rw [greenDensity, ite_eq_left hz, ← mul_assoc, ← Real.rpow_add hR,
31
+ add_neg_cancel, Real.rpow_zero, one_mul]
32
+
33
+ theorem actual_conditional_radius_approach
34
+ {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P]
35
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
36
+ (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
37
+ (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2))
38
+ (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0)
39
+ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
40
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω))
41
+ (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t))
42
+ (τ : Ω → ℝ≥0)
43
+ (hτ : IsStoppingTime (Filtration.natural B
44
+ (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable))
45
+ (fun ω => (τ ω : WithTop ℝ≥0)))
46
+ (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u)
47
+ (v : ℝ≥0) (hv : 1 ≤ (v : ℝ))
48
+ (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E)
49
+ (hlive : ∀ ω ∈ E, z ∈ survivingDomain (γ ω) (τ ω))
50
+ (hbase : ∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u))
51
+ (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) :
52
+ P (A ∩ E ∩ {ω | radiusLevelTime (γ ω) (G ω) z (u + v) < ∞}) ≤
53
+ ENNReal.ofReal (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) *
54
+ ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z) *
55
+ finiteCenteredLaw P κ B γ G z (u + v) (A ∩ E) := by
56
+ classical
57
+ let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id)
58
+ let ν := P.map (sourceDriverPath B hc)
59
+ have hbp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm
60
+ have : IsProbabilityMeasure ν :=
61
+ (Measure.isProbabilityMeasure_map_iff hbp.aemeasurable).mpr inferInstance
62
+ obtain ⟨Φ, Gc, Fc, hΦ, hW⟩ := exists_measurable_canonical_witness ν κ htrace
63
+ let Y := sourceRestartDriverPath B hc τ
64
+ have hY : Measurable Y := source_path_measurable Y (fun t =>
65
+ (measurable_pi_apply t).comp (brownianRestart_measurable hm hc
66
+ (stopping_time_measurable_nnreal hτ)))
67
+ have hYlaw (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) :
68
+ (P.restrict A).map Y = P A • ν :=
69
+ source_restart_continuous_driver_law hB hm hc τ hτ hA
70
+ have hYlaw₀ : P.map Y = ν := by
71
+ simpa only [Measure.restrict_univ, measure_univ, one_smul] using hYlaw univ MeasurableSet.univ
72
+ have hdriver (ω : Ω) : (fun t => Real.sqrt κ * Y ω t) =
73
+ (fun t => Real.sqrt κ * B (τ ω + t) ω - Real.sqrt κ * B (τ ω) ω) := by
74
+ funext t
75
+ exact mul_sub _ _ _
76
+ have hrestart := canonical_witness_pullback hW Y hY hYlaw₀
77
+ let w := stoppedMarkedCenter κ B γ G τ z
78
+ have hwm : Measurable[hτ.measurableSpace] w :=
79
+ source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z
80
+ have hwH (ω : Ω) (hω : ω ∈ E) : w ω ∈ upperHalfPlane := by
81
+ dsimp only [w]
82
+ rw [stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω)]
83
+ simpa only [upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, sub_zero]
84
+ using (hw ω).imag_positive (τ ω) z (hlive ω hω)
85
+ have hpoint (ω : Ω) (hω : ω ∈ E) :
86
+ F ω (τ ω) (w ω + (Real.sqrt κ * B (τ ω) ω : ℝ)) = z := by
87
+ dsimp only [w]
88
+ rw [stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω), sub_add_cancel]
89
+ exact (hw ω).2.2.2.2.2.2.2.1 _ _ (hlive ω hω)
90
+ let C : Set (Ω × C(ℝ≥0, ℝ)) :=
91
+ {p | canonicalRadiusLevel κ ((v : ℝ), w p.1, p.2) < ∞}
92
+ have hC : @MeasurableSet (Ω × C(ℝ≥0, ℝ))
93
+ (hτ.measurableSpace.prod inferInstance) C :=
94
+ @measurableSet_lt _ _ _ _ _ (hτ.measurableSpace.prod inferInstance) _ _ _ _ _
95
+ ((canonicalRadiusLevel_measurable κ).comp
96
+ (measurable_const.prodMk ((hwm.comp measurable_fst).prodMk measurable_snd))) measurable_const
97
+ let r : Ω → ℝ≥0∞ := fun ω => ENNReal.ofReal
98
+ (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) *
99
+ (Real.sin (Complex.arg (w ω))) ^ greenExponent κ)
100
+ have hsections (ω : Ω) (hω : ω ∈ E) : ν {p | (ω, p) ∈ C} ≤ r ω :=
101
+ canonical_radius_approach ν (canonical_driver_isBrownian B hB hm hc) κ hκ hκ8
102
+ Φ Gc Fc hW (w ω) (hwH ω hω) v hv
103
+ have hactual : ∀ᵐ ω ∂P, ω ∈ E →
104
+ radiusLevelTime (γ ω) (G ω) z (u + v) < ∞ → (ω, Y ω) ∈ C := by
105
+ filter_upwards [hrestart] with ω hω hωE hfinite
106
+ have hω' := hdriver ω ▸ hω
107
+ have hbase' := hbase ω hωE
108
+ rw [← hpoint ω hωE] at hbase' hfinite
109
+ have hs := ((hw ω).restart_radius_finite_iff ((hc ω).const_mul _) (τ ω) hω'
110
+ (w ω) (hwH ω hωE) u v hu (by linarith) hbase').mp hfinite
111
+ change canonicalRadiusLevel κ ((v : ℝ), w ω, Y ω) < ∞
112
+ rwa [canonicalRadiusLevel_eq κ (Y ω) hω _ v.coe_nonneg (w ω)]
113
+ have hbound := restart_event_section_upper_bound P ν hτ.measurableSpace hτ.measurableSpace_le
114
+ Y hY hYlaw C hC E hE {ω | radiusLevelTime (γ ω) (G ω) z (u + v) < ∞}
115
+ r hsections hactual A hA
116
+ obtain ⟨M, _, _, hMactual, hMpast⟩ :=
117
+ exists_finiteDensity_at_radius_state hB hBm hc hB0 κ hκ hκ8 γ G F hw
118
+ τ hτ z hz u v hu (by linarith) E hE hlive hbase
119
+ let K := uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) *
120
+ ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z
121
+ have hK0 : 0 ≤ K := by
122
+ exact mul_nonneg (mul_nonneg (mul_nonneg
123
+ (uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num)).le (Real.exp_pos _).le)
124
+ (Real.rpow_nonneg (mul_nonneg (mul_nonneg (by norm_num) hz.le) (Real.exp_pos _).le) _))
125
+ (initialGreen_pos κ z hz).le
126
+ have heq : r =ᵐ[P.restrict (A ∩ E)] (fun ω => ENNReal.ofReal K * M ω) := by
127
+ filter_upwards [ae_restrict_of_ae hMactual, ae_restrict_mem (hτ.measurableSpace_le _ (hA.inter hE))]
128
+ with ω hMω hω
129
+ rw [hMω hω.2, ← ENNReal.ofReal_mul hK0]
130
+ apply congrArg ENNReal.ofReal
131
+ dsimp only [r, K, w]
132
+ rw [stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω.2),
133
+ greenDensity_radius_factor (hw ω) ((hc ω).const_mul _) κ (τ ω) z (hlive ω hω.2),
134
+ hbase ω hω.2]
135
+ field_simp [(initialGreen_pos κ z hz).ne']
136
+ calc
137
+ _ ≤ ∫⁻ ω in A ∩ E, r ω ∂P := hbound
138
+ _ = ∫⁻ ω in A ∩ E, ENNReal.ofReal K * M ω ∂P := lintegral_congr_ae heq
139
+ _ = ENNReal.ofReal K * (∫⁻ ω in A ∩ E, M ω ∂P) :=
140
+ lintegral_const_mul' _ _ ENNReal.ofReal_ne_top
141
+ _ = _ := by rw [hMpast A hA]
142
+
143
+ end SLEExactGauge
144
+
145
+ end
146
+
147
+ end OAI
lean/OAI/Probability/SLE/Loewner/ActualApproachAtRadius.lean ADDED
@@ -0,0 +1,105 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.ActualApproach
2
+ import OAI.Probability.SLE.Loewner.ActualRadiusStopsRegular
3
+ import OAI.Probability.SLE.Gauge.ExtendedExperimentStop
4
+
5
+ namespace OAI
6
+
7
+ /-! The conditional approach estimate on the whole past of an actual
8
+ radius stop, including samples where that stop is never reached. -/
9
+
10
+ noncomputable section
11
+ open Set Filter MeasureTheory ProbabilityTheory
12
+ open scoped Topology NNReal ENNReal
13
+
14
+ namespace SLEExactGauge
15
+
16
+ local instance radiusApproachDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _
17
+ local instance radiusApproachDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩
18
+
19
+ theorem actual_radius_level_finite_state
20
+ {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
21
+ (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U)
22
+ (z : ℂ) (u : ℝ) (hfinite : radiusLevelTime γ G z u ≠ ∞) :
23
+ z ∈ survivingDomain γ (radiusLevelTime γ G z u).toNNReal ∧
24
+ fullRadius G (radiusLevelTime γ G z u).toNNReal z = (2 * z.im) * Real.exp (-u) := by
25
+ obtain ⟨T, hT, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u (lt_top_iff_ne_top.mpr hfinite)
26
+ rw [radiusLevelTime_eq_of_live_level hU hw z u T hT hR, ENNReal.toNNReal_coe]
27
+ exact ⟨hT, hR⟩
28
+
29
+ theorem actual_conditional_approach_at_radius_stop
30
+ {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P]
31
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
32
+ (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
33
+ (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2))
34
+ (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0)
35
+ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
36
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω))
37
+ (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t))
38
+ (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u)
39
+ (v : ℝ≥0) (hv : 1 ≤ (v : ℝ))
40
+ (A : Set Ω)
41
+ (hA : MeasurableSet[(actual_radiusLevelTime_stopping hB
42
+ (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0
43
+ κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A) :
44
+ P (A ∩ {ω | radiusLevelTime (γ ω) (G ω) z (u + v) < ∞}) ≤
45
+ ENNReal.ofReal (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) *
46
+ ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z) *
47
+ finiteCenteredLaw P κ B γ G z (u + v) A := by
48
+ let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id)
49
+ let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u
50
+ have hσ := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu
51
+ let Q := finiteCenteredLaw P κ B γ G z (u + v)
52
+ let K := ENNReal.ofReal (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) *
53
+ ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z)
54
+ let T : Set Ω := {ω | radiusLevelTime (γ ω) (G ω) z (u + v) < ∞}
55
+ let D (n : ℕ) := A ∩ {ω | σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)}
56
+ have hmono : Monotone (fun n => D n ∩ T) := by
57
+ intro n k hnk ω hω
58
+ refine ⟨⟨hω.1.1, ?_⟩, hω.2⟩
59
+ change σ ω ≤ ((k : ℝ≥0) : WithTop ℝ≥0)
60
+ exact hω.1.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk))
61
+ have hcover : A ∩ T = ⋃ n, D n ∩ T := by
62
+ ext ω
63
+ constructor
64
+ · rintro ⟨hωA, hωT⟩
65
+ have hfinite : σ ω ≠ ⊤ := by
66
+ have hlt := (radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z hu
67
+ (show u ≤ u + v by linarith [v.coe_nonneg])).trans_lt hωT
68
+ exact hlt.ne
69
+ lift σ ω to ℝ≥0 using hfinite with t ht
70
+ obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ)
71
+ apply mem_iUnion.mpr
72
+ refine ⟨n, ⟨hωA, ?_⟩, hωT⟩
73
+ change σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)
74
+ rw [← ht]
75
+ exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn)
76
+ · intro hω
77
+ obtain ⟨n, hn⟩ := mem_iUnion.mp hω
78
+ exact ⟨hn.1.1, hn.2⟩
79
+ have hlocal (n : ℕ) : P (D n ∩ T) ≤ K * Q A := by
80
+ let τ := cutoffStop σ (n : ℝ≥0)
81
+ have hτ := cutoffStop_stopping _ σ hσ (n : ℝ≥0)
82
+ have hD := cutoffStop_success_measurable _ σ hσ (n : ℝ≥0) A hA
83
+ have hstate (ω : Ω) (hω : ω ∈ D n) :
84
+ z ∈ survivingDomain (γ ω) (τ ω) ∧
85
+ fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u) := by
86
+ have hfin : radiusLevelTime (γ ω) (G ω) z u ≠ ∞ :=
87
+ ne_top_of_le_ne_top WithTop.coe_ne_top hω.2
88
+ have he : τ ω = (radiusLevelTime (γ ω) (G ω) z u).toNNReal :=
89
+ cutoffStop_eq_on_success σ _ ω hω.2
90
+ rw [he]
91
+ exact actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u hfin
92
+ have hh := actual_conditional_radius_approach P κ hκ hκ8 B hB hBm hc hB0 γ G F hw htrace
93
+ τ hτ z hz u hu v hv (D n) hD (fun ω hω => (hstate ω hω).1)
94
+ (fun ω hω => (hstate ω hω).2) (D n) hD
95
+ simp only [inter_self] at hh
96
+ exact hh.trans (mul_le_mul' le_rfl (measure_mono inter_subset_left))
97
+ change P (A ∩ T) ≤ K * Q A
98
+ rw [hcover, hmono.measure_iUnion]
99
+ exact iSup_le hlocal
100
+
101
+ end SLEExactGauge
102
+
103
+ end
104
+
105
+ end OAI
lean/OAI/Probability/SLE/Loewner/ActualDiskGrowth.lean ADDED
@@ -0,0 +1,19 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.UnivalentSecondCoefficient
2
+ import OAI.Probability.SLE.Geometry.DiskGrowthFromSecondCoefficient
3
+
4
+ namespace OAI
5
+
6
+ /-! The sharp disk-growth estimate follows from the odd-root area
7
+ estimate and radial integration. -/
8
+ noncomputable section
9
+
10
+ namespace SLEExactGauge
11
+
12
+ theorem actual_diskUnivalentGrowth : PublishedDiskUnivalentGrowth :=
13
+ diskGrowth_of_secondDerivative (fun _ hf hi => univalent_second_derivative_bound hf hi)
14
+
15
+ end SLEExactGauge
16
+
17
+ end
18
+
19
+ end OAI
lean/OAI/Probability/SLE/Loewner/ActualRadiusStops.lean ADDED
@@ -0,0 +1,141 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.KernelExpectation
2
+ import OAI.Probability.SLE.Mass.DenseCoverMassTests
3
+
4
+ namespace OAI
5
+
6
+ /-! Geometric conformal-radius levels have increasing stopping-time
7
+ versions. Running maxima make the versions increasing on every outcome,
8
+ while preserving the actual geometric times almost surely. -/
9
+
10
+ noncomputable section
11
+ open Set Filter MeasureTheory ProbabilityTheory
12
+ open scoped Topology NNReal ENNReal
13
+
14
+ namespace SLEExactGauge
15
+
16
+ lemma exists_live_level_of_radiusLevelTime_lt_top
17
+ (γ : ℝ≥0 → ℂ) (G : ℝ≥0 → ℂ → ℂ) (z : ℂ) (u : ℝ)
18
+ (h : radiusLevelTime γ G z u < ∞) :
19
+ ∃ t : ℝ≥0, z ∈ survivingDomain γ t ∧
20
+ fullRadius G t z = (2 * z.im) * Real.exp (-u) := by
21
+ by_contra hn
22
+ exact h.ne (radiusLevelTime_eq_top_of_no_level γ G z u hn)
23
+
24
+ lemma live_radius_level_before
25
+ {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
26
+ (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F)
27
+ (z : ℂ) {u v : ℝ} (hu : 0 ≤ u) (huv : u ≤ v)
28
+ (T : ℝ≥0) (hT : z ∈ survivingDomain γ T)
29
+ (hR : fullRadius G T z = (2 * z.im) * Real.exp (-v)) :
30
+ ∃ t : ℝ≥0, t ≤ T ∧ z ∈ survivingDomain γ t ∧
31
+ fullRadius G t z = (2 * z.im) * Real.exp (-u) := by
32
+ let L : ℝ → ℝ := fun s => Real.log ((2 * z.im) / fullRadius G s.toNNReal z)
33
+ have hy : 0 < 2 * z.im := mul_pos (by norm_num) hT.1.1
34
+ have hz0 := survivingDomain_antitone γ (show (0 : ℝ≥0) ≤ T from zero_le) hT
35
+ have hL0 : L 0 = 0 := by
36
+ simp only [L, Real.toNNReal_zero, hw.fullRadius_initial hU z hz0,
37
+ div_self hy.ne', Real.log_one]
38
+ have hLT : L T = v := by
39
+ dsimp only [L]
40
+ rw [Real.toNNReal_coe, ← logRadiusClock_logCoordinates hU hw z T hT]
41
+ exact (fullRadius_level_iff_logClock hU hw z T hT v).mp hR
42
+ have hLc : ContinuousOn L (Icc 0 (T : ℝ)) :=
43
+ fun s hs => (loewner_radius_clock_derivative hU hw T z hT s hs).continuousWithinAt
44
+ obtain ⟨s, hs, hsu⟩ := intermediate_value_Icc T.coe_nonneg hLc
45
+ (show u ∈ Icc (L 0) (L T) from ⟨by rwa [hL0], by rwa [hLT]⟩)
46
+ have hsl := hw.live_at_real_time T z hT s hs.2
47
+ refine ⟨s.toNNReal, Real.toNNReal_le_iff_le_coe.mpr hs.2, hsl, ?_⟩
48
+ apply (fullRadius_level_iff_logClock hU hw z s.toNNReal hsl u).mpr
49
+ rw [logRadiusClock_logCoordinates hU hw z s.toNNReal hsl]
50
+ exact hsu
51
+
52
+ lemma radiusLevelTime_mono
53
+ {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
54
+ (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F)
55
+ (z : ℂ) {u v : ℝ} (hu : 0 ≤ u) (huv : u ≤ v) :
56
+ radiusLevelTime γ G z u ≤ radiusLevelTime γ G z v := by
57
+ by_cases hv : radiusLevelTime γ G z v = ∞
58
+ · rw [hv]; exact le_top
59
+ obtain ⟨T, hT, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z v
60
+ (lt_top_iff_ne_top.mpr hv)
61
+ obtain ⟨t, ht, htl, htr⟩ := live_radius_level_before hU hw z hu huv T hT hR
62
+ rw [radiusLevelTime_eq_of_live_level hU hw z u t htl htr,
63
+ radiusLevelTime_eq_of_live_level hU hw z v T hT hR]
64
+ exact_mod_cast ht
65
+
66
+ def runningMaxStops {Ω : Type*} (ρ : ℕ → Ω → WithTop ℝ≥0) :
67
+ ℕ → Ω → WithTop ℝ≥0
68
+ | 0 => ρ 0
69
+ | n + 1 => fun ω => max (runningMaxStops ρ n ω) (ρ (n + 1) ω)
70
+
71
+ lemma runningMaxStops_stopping
72
+ {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ)
73
+ (ρ : ℕ → Ω → WithTop ℝ≥0) (hρ : ∀ j, IsStoppingTime ℱ (ρ j)) :
74
+ ∀ j, IsStoppingTime ℱ (runningMaxStops ρ j)
75
+ | 0 => hρ 0
76
+ | j + 1 => (runningMaxStops_stopping ℱ ρ hρ j).max (hρ (j + 1))
77
+
78
+ lemma runningMaxStops_monotone {Ω : Type*}
79
+ (ρ : ℕ → Ω → WithTop ℝ≥0) (ω : Ω) :
80
+ Monotone (fun j => runningMaxStops ρ j ω) :=
81
+ monotone_nat_of_le_succ (fun _j => le_max_left _ _)
82
+
83
+ lemma runningMaxStops_eq_of_monotone {Ω : Type*}
84
+ (ρ : ℕ → Ω → WithTop ℝ≥0) (ω : Ω) (hmono : Monotone (fun j => ρ j ω)) :
85
+ ∀ j, runningMaxStops ρ j ω = ρ j ω
86
+ | 0 => rfl
87
+ | j + 1 => by
88
+ change max (runningMaxStops ρ j ω) (ρ (j + 1) ω) = ρ (j + 1) ω
89
+ rw [runningMaxStops_eq_of_monotone ρ ω hmono j,
90
+ max_eq_right (hmono (Nat.le_succ j))]
91
+
92
+ /-- One increasing stopping sequence represents all prescribed radius
93
+ levels simultaneously, including outcomes on which a level is never hit. -/
94
+ theorem exists_monotone_radiusLevel_stops
95
+ {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω}
96
+ {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P)
97
+ (hm : ∀ t, Measurable (B t))
98
+ (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2))
99
+ (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0)
100
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
101
+ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
102
+ (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness
103
+ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω))
104
+ (z : ℂ) (hz : z ��� upperHalfPlane)
105
+ (u : ℕ → ℝ) (hu : ∀ j, 0 ≤ u j) (hmono : Monotone u) :
106
+ ∃ τ : ℕ → Ω → WithTop ℝ≥0,
107
+ (∀ j, IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) (τ j)) ∧
108
+ (∀ ω, Monotone (fun j => τ j ω)) ∧
109
+ ∀ᵐ ω ∂P, ∀ j, τ j ω = radiusLevelTime (γ ω) (G ω) z (u j) := by
110
+ let A₀ := logAngleSq κ (initialLogCoordinates z) 0
111
+ have hA₀ : 0 < A₀ := logAngleSq_pos _ _ _
112
+ let ε (n : ℕ) := A₀ / ((n : ℝ) + 1)
113
+ have hε (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity
114
+ have hε₀ (n : ℕ) : ε n ≤ A₀ :=
115
+ div_le_self hA₀.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith)
116
+ have hεlim : Tendsto ε atTop (𝓝 0) := by
117
+ have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A₀
118
+ simpa only [mul_one_div, mul_zero] using hh
119
+ let a (j n : ℕ) : AngularLocalization B hm κ z (u j) (ε n) :=
120
+ Classical.choice (exists_angularLocalization hB hm hBm hBc hB0 κ hκ hκ8 z (u j)
121
+ (ε n) (hu j) (hε n) (hε₀ n))
122
+ let ρ := fun j => localizedRadiusStop (a j)
123
+ refine ⟨runningMaxStops ρ,
124
+ runningMaxStops_stopping _ ρ (fun j => localizedRadiusStop_stopping (a j)),
125
+ runningMaxStops_monotone ρ, ?_⟩
126
+ filter_upwards [hw] with ω hω
127
+ have he (j : ℕ) : ρ j ω = radiusLevelTime (γ ω) (G ω) z (u j) :=
128
+ localizedRadiusStop_eq_source (a j) hεlim hBc hz ω (γ ω) (G ω) (F ω) hω
129
+ have hρmono : Monotone (fun j => ρ j ω) := by
130
+ intro i j hij
131
+ change ρ i ω ≤ ρ j ω
132
+ rw [he i, he j]
133
+ exact radiusLevelTime_mono ((hBc ω).const_mul _) hω z (hu i) (hmono hij)
134
+ intro j
135
+ rw [runningMaxStops_eq_of_monotone ρ ω hρmono j, he j]
136
+
137
+ end SLEExactGauge
138
+
139
+ end
140
+
141
+ end OAI
lean/OAI/Probability/SLE/Loewner/ActualRadiusStopsRegular.lean ADDED
@@ -0,0 +1,66 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.ActualRadiusStops
2
+
3
+ namespace OAI
4
+
5
+ /-! For a regular Brownian driver with an actual capacity witness at every
6
+ sample, the literal geometric radius-level time is a stopping time. No
7
+ modification on an exceptional set is needed. -/
8
+
9
+ noncomputable section
10
+ open Set Filter MeasureTheory ProbabilityTheory
11
+ open scoped Topology NNReal ENNReal
12
+
13
+ namespace SLEExactGauge
14
+
15
+ theorem actual_radiusLevelTime_stopping
16
+ {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω}
17
+ {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P)
18
+ (hm : ∀ t, Measurable (B t))
19
+ (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2))
20
+ (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0)
21
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
22
+ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
23
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω))
24
+ (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) :
25
+ IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable))
26
+ (fun ω => (radiusLevelTime (γ ω) (G ω) z u : WithTop ℝ≥0)) := by
27
+ let A₀ := logAngleSq κ (initialLogCoordinates z) 0
28
+ have hA₀ : 0 < A₀ := logAngleSq_pos _ _ _
29
+ let ε (n : ℕ) := A₀ / ((n : ℝ) + 1)
30
+ have hε (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity
31
+ have hε₀ (n : ℕ) : ε n ≤ A₀ :=
32
+ div_le_self hA₀.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith)
33
+ have hεlim : Tendsto ε atTop (𝓝 0) := by
34
+ have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A₀
35
+ simpa only [mul_one_div, mul_zero] using hh
36
+ let a (n : ℕ) : AngularLocalization B hm κ z u (ε n) :=
37
+ Classical.choice (exists_angularLocalization hB hm hBm hc hB0 κ hκ hκ8 z u
38
+ (ε n) hu (hε n) (hε₀ n))
39
+ have he : localizedRadiusStop a = fun ω => radiusLevelTime (γ ω) (G ω) z u := by
40
+ funext ω
41
+ exact localizedRadiusStop_eq_source a hεlim hc hz ω (γ ω) (G ω) (F ω) (hw ω)
42
+ rw [← he]
43
+ exact localizedRadiusStop_stopping a
44
+
45
+ lemma actual_radiusLevelTime_past_mono
46
+ {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω}
47
+ {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P)
48
+ (hm : ∀ t, Measurable (B t))
49
+ (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2))
50
+ (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0)
51
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
52
+ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
53
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω))
54
+ (z : ℂ) (hz : z ∈ upperHalfPlane) (u v : ℝ) (hu : 0 ≤ u) (huv : u ≤ v) :
55
+ (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu).measurableSpace ≤
56
+ (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz v
57
+ (hu.trans huv)).measurableSpace :=
58
+ (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu).measurableSpace_mono
59
+ (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz v (hu.trans huv))
60
+ (fun ω => radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z hu huv)
61
+
62
+ end SLEExactGauge
63
+
64
+ end
65
+
66
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalApproach.lean ADDED
@@ -0,0 +1,46 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel
2
+ import OAI.Probability.SLE.OccupationBound
3
+
4
+ namespace OAI
5
+
6
+ /-! A jointly measurable canonical kernel for the one-point approach
7
+ estimate permits random marked-state substitution at a stopped past. -/
8
+
9
+ noncomputable section
10
+ open Set Filter MeasureTheory ProbabilityTheory
11
+ open scoped Topology NNReal ENNReal
12
+
13
+ namespace SLEExactGauge
14
+
15
+ local instance approachDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _
16
+ local instance approachDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩
17
+
18
+ theorem canonical_radius_approach
19
+ (ν : Measure C(ℝ≥0, ℝ)) [IsProbabilityMeasure ν]
20
+ (hB : IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) ν)
21
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
22
+ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ))
23
+ (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ)
24
+ (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness
25
+ (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p))
26
+ (w : ℂ) (hwH : w ∈ upperHalfPlane) (v : ℝ≥0) (hv : 1 ≤ (v : ℝ)) :
27
+ ν {p | canonicalRadiusLevel κ ((v : ℝ), w, p) < ∞} ≤
28
+ ENNReal.ofReal (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) *
29
+ (Real.sin (Complex.arg w)) ^ greenExponent κ) := by
30
+ have he : ν {p | canonicalRadiusLevel κ ((v : ℝ), w, p) < ∞} =
31
+ ν {p | radiusLevelTime (Φ p) (Gc p) w v < ∞} := by
32
+ apply measure_congr
33
+ filter_upwards [hw] with p hp
34
+ rw [canonicalRadiusLevel_eq κ p hp _ v.coe_nonneg w]
35
+ rw [he]
36
+ calc
37
+ _ = ENNReal.ofReal (ν {p | radiusLevelTime (Φ p) (Gc p) w v < ∞}).toReal :=
38
+ (ENNReal.ofReal_toReal (measure_ne_top _ _)).symm
39
+ _ ≤ _ := ENNReal.ofReal_le_ofReal (radius_approach hB κ hκ hκ8
40
+ (fun p t => Φ p t) Gc Fc hw w hwH v hv)
41
+
42
+ end SLEExactGauge
43
+
44
+ end
45
+
46
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalCapacityWitness.lean ADDED
@@ -0,0 +1,79 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CanonicalHydrodynamic
2
+ import OAI.Probability.SLE.Loewner.CanonicalFlowEvolution
3
+
4
+ namespace OAI
5
+
6
+ /-! All components of the raw capacity-two witness on the normalized
7
+ Wiener space, using the same continuous trace modification throughout. -/
8
+ noncomputable section
9
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory
10
+ open scoped Topology NNReal ENNReal
11
+
12
+ namespace SLEExactGauge
13
+
14
+ theorem exists_canonical_capacity_witness
15
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
16
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
17
+ (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
18
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
19
+ (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
20
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω))
21
+ (W : Target.WienerLaw) (hW : Target.IsWiener W) :
22
+ ∃ Ψ : Target.Driver → C(ℝ≥0,ℂ), Measurable Ψ ∧
23
+ ∀ᵐ b ∂W, IsCapacityTwoWitness (fun t => b (κ.toNNReal*t)) (Ψ b)
24
+ (fun t z => Target.flow κ b z (κ*t))
25
+ (fun t z => Target.inverseFlow κ b (κ*t) z) := by
26
+ obtain ⟨Ψ,hΨ,hΨeq,htrace⟩ := exists_canonical_all_time_boundary_limit
27
+ κ hκ hκ8 B hB hm hc h0 γ G F hw W hW
28
+ have hsurv := ae_canonical_survival κ hκ B hB hm hc h0 γ G F hw W hW Ψ hΨ hΨeq
29
+ have hhol := ae_canonical_inverse_holomorphic κ hκ B hB hm hc h0 γ G F hw W hW
30
+ have hnonzero := ae_canonical_inverse_deriv_ne_zero κ hκ B hB hm hc h0 γ G F hw W hW
31
+ have hinfty := ae_canonical_dense_infinity κ hκ B hB hm hc h0 γ G F hw W hW
32
+ refine ⟨Ψ,hΨ,?_⟩
33
+ filter_upwards [htrace,hsurv,hhol,hnonzero,hinfty] with b htr hD hF hF' hnorm
34
+ have hset (T : ℝ≥0) : {z | Target.Surviving κ b z (κ*T)}=survivingDomain (Ψ b) T := by
35
+ ext z
36
+ exact hD T z
37
+ have hG (T : ℝ≥0) : DifferentiableOn ℂ (fun z => Target.flow κ b z (κ*T))
38
+ (survivingDomain (Ψ b) T) := by
39
+ have hf : DifferentiableOn ℂ (Target.inverseFlow κ b (κ.toNNReal*T)) upperHalfPlane := by
40
+ simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using hF T
41
+ have hf' : ∀ w ∈ upperHalfPlane,
42
+ deriv (Target.inverseFlow κ b (κ.toNNReal*T)) w ≠ 0 := by
43
+ simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using hF' T
44
+ simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le,hset] using
45
+ Target.differentiableOn_flow_of_inverse κ hκ b (κ.toNNReal*T) hf hf'
46
+ refine ⟨(Ψ b).continuous,htr.1,htr.2.1,hG,hF,?_,?_,?_,?_,?_,?_,?_,?_⟩
47
+ · intro T z hz
48
+ exact Target.surviving_flow_mem_upperHalfPlane κ b z (κ*T)
49
+ (mul_nonneg hκ.le T.coe_nonneg) ((hD T z).mpr hz)
50
+ · intro T z hz
51
+ apply (hD T _).mp
52
+ simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using
53
+ Target.inverseFlow_surviving κ hκ b (κ.toNNReal*T) z hz
54
+ · intro T z hz
55
+ exact Target.inverseFlow_eq_of_surviving κ b (κ*T)
56
+ (mul_nonneg hκ.le T.coe_nonneg) z _ ((hD T z).mpr hz) rfl
57
+ · intro T z hz
58
+ simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using
59
+ Target.flow_inverseFlow κ hκ b (κ.toNNReal*T) z hz
60
+ · intro z hz
61
+ simpa only [NNReal.coe_zero,mul_zero] using Target.flow_zero κ b z hz
62
+ · intro T z hz
63
+ exact canonical_flow_time_derivative κ hκ b (Ψ b) hD T z hz
64
+ · intro T
65
+ have hcont : ContinuousOn (fun z => z*(Target.flow κ b z (κ*T)-z))
66
+ (survivingDomain (Ψ b) T) :=
67
+ continuous_id.continuousOn.mul ((hG T).continuousOn.sub continuous_id.continuousOn)
68
+ have hn : DenseInfinityCriterion (fun z => z*(Target.flow κ b z (κ*T)-z))
69
+ (survivingDomain (Ψ b) T) (2*(T:ℂ)) := by
70
+ simpa only [hset] using hnorm T
71
+ exact hn.tendsto (isOpen_survivingDomain (Ψ b).continuous T) hcont
72
+ · intro T
73
+ simpa only [Target.rawTipAt,NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using htr.2.2 T
74
+
75
+ end SLEExactGauge
76
+
77
+ end
78
+
79
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalFlowEvolution.lean ADDED
@@ -0,0 +1,40 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CanonicalSurvival
2
+ import OAI.Probability.SLE.Angle.TargetFlowEvolution
3
+
4
+ namespace OAI
5
+
6
+ /-! The geometric surviving domain is open in time. Its raw-flow
7
+ identification therefore supplies the local interval needed for the ODE. -/
8
+ noncomputable section
9
+ open Set Filter
10
+ open scoped Topology NNReal
11
+
12
+ namespace SLEExactGauge
13
+
14
+ lemma survivingDomain_exists_later (γ : C(ℝ≥0,ℂ)) (T : ℝ≥0) (z : ℂ)
15
+ (hz : z ∈ survivingDomain γ T) :
16
+ ∃ S : ℝ≥0, T<S ∧ z ∈ survivingDomain γ S := by
17
+ have hopen : IsOpen {S : ℝ≥0 | z ∈ survivingDomain γ S} :=
18
+ source_survival_open.preimage ((continuous_const.prodMk continuous_id).prodMk continuous_const)
19
+ have hn : ∀ᶠ S in 𝓝[>] T, z ∈ survivingDomain γ S :=
20
+ (show ∀ᶠ S in 𝓝 T, z ∈ survivingDomain γ S from hopen.mem_nhds hz).filter_mono
21
+ nhdsWithin_le_nhds
22
+ have hgt : ∀ᶠ S in 𝓝[>] T, T<S := self_mem_nhdsWithin
23
+ obtain ⟨S,hST,hS⟩ := (hgt.and hn).exists
24
+ exact ⟨S,hST,hS⟩
25
+
26
+ lemma canonical_flow_time_derivative
27
+ (κ : ℝ) (hκ : 0 < κ) (b : Target.Driver) (γ : C(ℝ≥0,ℂ))
28
+ (hD : ∀ (T : ℝ≥0) (z : ℂ),
29
+ Target.Surviving κ b z (κ*T) ↔ z ∈ survivingDomain γ T)
30
+ (T : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ T) :
31
+ HasDerivWithinAt (fun u : ℝ => Target.flow κ b z (κ*u.toNNReal))
32
+ (2/(Target.flow κ b z (κ*T)-(b (κ.toNNReal*T):ℂ))) (Ici 0) T := by
33
+ obtain ⟨S,hST,hS⟩ := survivingDomain_exists_later γ T z hz
34
+ exact Target.physical_flow_hasDerivWithinAt κ hκ b z T S hST ((hD S z).mpr hS)
35
+
36
+ end SLEExactGauge
37
+
38
+ end
39
+
40
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalHydrodynamic.lean ADDED
@@ -0,0 +1,87 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CanonicalInverseNonzero
2
+ import OAI.Probability.SLE.Loewner.CanonicalSurvival
3
+ import OAI.Probability.SLE.Loewner.TargetForwardAnalytic
4
+ import OAI.Probability.SLE.Gauge.DenseInfinityCriterion
5
+
6
+ namespace OAI
7
+
8
+ /-! Hydrodynamic normalization transfers through countably many spatial
9
+ tests, followed by continuity on the open surviving domain. -/
10
+ noncomputable section
11
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory TopologicalSpace
12
+ open scoped Topology NNReal ENNReal
13
+
14
+ namespace SLEExactGauge
15
+
16
+ local instance hydroDriverPolish : PolishSpace Target.Driver :=
17
+ ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace
18
+ local instance hydroDriverMetric : MetricSpace Target.Driver :=
19
+ TopologicalSpace.metrizableSpaceMetric Target.Driver
20
+
21
+ lemma measurableSet_raw_dense_infinity (κ : ℝ) :
22
+ MeasurableSet {q : ℝ≥0 × Target.Driver |
23
+ DenseInfinityCriterion (fun z => z*(Target.flow κ q.2 z (κ.toNNReal*q.1)-z))
24
+ {z | Target.Surviving κ q.2 z (κ.toNNReal*q.1)} (2*(q.1:ℂ))} := by
25
+ simp only [DenseInfinityCriterion,ofPred_forall,ofPred_exists]
26
+ apply MeasurableSet.iInter
27
+ intro k
28
+ apply MeasurableSet.iUnion
29
+ intro N
30
+ apply MeasurableSet.iInter
31
+ intro n
32
+ apply MeasurableSet.iInter
33
+ intro _hn
34
+ have hm : Measurable (fun q : ℝ≥0 × Target.Driver =>
35
+ (κ.toNNReal*q.1,(q.2,denseSeq ℂ n))) :=
36
+ (measurable_const.mul measurable_fst).prodMk (measurable_snd.prodMk measurable_const)
37
+ have hs := MeasurableSet.preimage
38
+ (f := fun q : ℝ≥0 × Target.Driver => (κ.toNNReal*q.1,(q.2,denseSeq ℂ n)))
39
+ (Target.measurableSet_surviving κ) hm
40
+ have hf : Measurable (fun q : ℝ≥0 × Target.Driver =>
41
+ ‖denseSeq ℂ n*(Target.flow κ q.2 (denseSeq ℂ n) (κ.toNNReal*q.1)-denseSeq ℂ n)
42
+ -2*(q.1:ℂ)‖) := by
43
+ exact ((measurable_const.mul ((Target.measurable_flow κ).comp hm |>.sub measurable_const)).sub
44
+ (measurable_const.mul measurable_fst.coe_nnreal_real.complex_ofReal)).norm
45
+ convert hs.compl.union (measurableSet_le hf
46
+ (measurable_const : Measurable (fun _ : ℝ≥0 × Target.Driver => (1/((k:ℝ)+1))))) using 1
47
+ ext q
48
+ simp only [mem_union,mem_compl_iff,mem_ofPred_eq,mem_preimage,imp_iff_not_or,
49
+ NNReal.coe_mul]
50
+
51
+ lemma ae_canonical_dense_infinity
52
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
53
+ (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
54
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
55
+ (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
56
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω))
57
+ (W : Target.WienerLaw) (hW : Target.IsWiener W) :
58
+ ∀ᵐ b ∂W, ∀ T : ℝ≥0,
59
+ DenseInfinityCriterion (fun z => z*(Target.flow κ b z (κ*T)-z))
60
+ {z | Target.Surviving κ b z (κ*T)} (2*(T:ℂ)) := by
61
+ have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure
62
+ let p (T : ℝ≥0) (b : Target.Driver) :=
63
+ DenseInfinityCriterion (fun z => z*(Target.flow κ b z (κ.toNNReal*T)-z))
64
+ {z | Target.Surviving κ b z (κ.toNNReal*T)} (2*(T:ℂ))
65
+ have hsource : ∀ᵐ ω ∂P, ∀ T, p T (Target.normalizedDriver κ B hc h0 ω) := by
66
+ apply ae_of_all
67
+ intro ω T k
68
+ have hnorm := (hw ω).2.2.2.2.2.2.2.2.2.2.2.1 T
69
+ obtain ⟨N,hN⟩ := denseInfinityCriterion_of_tendsto hnorm k
70
+ refine ⟨N,fun n hn hs => ?_⟩
71
+ rw [Real.coe_toNNReal _ hκ.le] at hs ⊢
72
+ have hD := (Target.surviving_iff_witness κ hκ _ _ _ _ _ (hw ω)
73
+ (Target.normalizedDriver_matches κ hκ B hc h0 ω) T _).mp hs
74
+ have he := Target.flow_eq_witness κ hκ _ _ _ _ _ (hw ω)
75
+ (Target.normalizedDriver_matches κ hκ B hc h0 ω) T _ hD
76
+ simpa only [he] using hN n hn hD
77
+ have hall := ae_forall_parameter_of_hasLaw
78
+ (Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW)
79
+ p (measurableSet_raw_dense_infinity κ) hsource
80
+ filter_upwards [hall] with b hb T
81
+ simpa only [p,NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using hb T
82
+
83
+ end SLEExactGauge
84
+
85
+ end
86
+
87
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalInverseAngle.lean ADDED
@@ -0,0 +1,258 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel
2
+ import OAI.Probability.SLE.SpatialMeans
3
+ import OAI.Probability.SLE.OccupationBound
4
+
5
+ namespace OAI
6
+
7
+ /-! Jointly measurable stopped-angle kernels on continuous driver space.
8
+ The uniform good-angle estimate is a consequence of the proved inverse-angle
9
+ moment bound under the finite centered law. -/
10
+
11
+ noncomputable section
12
+ open Set Filter MeasureTheory ProbabilityTheory
13
+ open scoped Topology NNReal ENNReal
14
+
15
+ namespace SLEExactGauge
16
+
17
+ local instance angleDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _
18
+ local instance angleDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩
19
+
20
+ def canonicalStoppedCenter (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℂ :=
21
+ (canonicalRadiusFamily κ).jointChart ((canonicalRadiusLevel κ q).toNNReal, q.2) -
22
+ ((Real.sqrt κ * q.2.2 (canonicalRadiusLevel κ q).toNNReal : ℝ) : ℂ)
23
+
24
+ def canonicalStoppedSine (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ :=
25
+ if canonicalRadiusLevel κ q < ∞ then Real.sin (canonicalStoppedCenter κ q).arg else 0
26
+
27
+ def canonicalStoppedAngleSq (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ :=
28
+ (canonicalStoppedSine κ q) ^ 2
29
+
30
+ def canonicalInverseAngle (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ :=
31
+ (canonicalStoppedAngleSq κ q) ^ (-greenExponent κ / 2)
32
+
33
+ lemma canonicalStoppedCenter_measurable (κ : ℝ) : Measurable (canonicalStoppedCenter κ) := by
34
+ have ht := ENNReal.measurable_toNNReal.comp (canonicalRadiusLevel_measurable κ)
35
+ have hp : Measurable (fun q : ℝ × (ℂ × C(ℝ≥0, ℝ)) => q.2.2) :=
36
+ measurable_snd.comp measurable_snd
37
+ have he := continuous_eval.measurable.comp (hp.prodMk ht)
38
+ exact ((canonicalRadiusFamily κ).jointChart_measurable.comp
39
+ (ht.prodMk measurable_snd)).sub (Complex.measurable_ofReal.comp (he.const_mul _))
40
+
41
+ lemma canonicalStoppedSine_measurable (κ : ℝ) : Measurable (canonicalStoppedSine κ) :=
42
+ Measurable.ite (measurableSet_lt (canonicalRadiusLevel_measurable κ) measurable_const)
43
+ (Real.measurable_sin.comp (Complex.measurable_arg.comp
44
+ (canonicalStoppedCenter_measurable κ))) measurable_const
45
+
46
+ lemma canonicalStoppedAngleSq_measurable (κ : ℝ) : Measurable (canonicalStoppedAngleSq κ) :=
47
+ (canonicalStoppedSine_measurable κ).pow_const 2
48
+
49
+ lemma canonicalInverseAngle_measurable (κ : ℝ) : Measurable (canonicalInverseAngle κ) :=
50
+ (canonicalStoppedAngleSq_measurable κ).pow measurable_const
51
+
52
+ lemma canonicalStoppedAngleSq_nonneg (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) :
53
+ 0 ≤ canonicalStoppedAngleSq κ q := sq_nonneg _
54
+
55
+ lemma canonicalInverseAngle_nonneg (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) :
56
+ 0 ≤ canonicalInverseAngle κ q := Real.rpow_nonneg (sq_nonneg _) _
57
+
58
+ lemma canonicalStoppedCenter_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
59
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
60
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
61
+ (u : ℝ) (hu : 0 ≤ u) (z : ℂ)
62
+ (hfinite : radiusLevelTime γ G z u < ∞) :
63
+ canonicalStoppedCenter κ (u, z, p) =
64
+ G (radiusLevelTime γ G z u).toNNReal z -
65
+ ((Real.sqrt κ * p (radiusLevelTime γ G z u).toNNReal : ℝ) : ℂ) := by
66
+ obtain ⟨T, hT, hTR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u hfinite
67
+ have he := radiusLevelTime_eq_of_live_level (p.continuous.const_mul _) hw z u T hT hTR
68
+ unfold canonicalStoppedCenter
69
+ rw [canonicalRadiusLevel_eq κ p hw u hu z, he, ENNReal.toNNReal_coe,
70
+ (canonicalRadiusFamily κ).jointChart_eq p (p.continuous.const_mul _) hw T z,
71
+ ite_eq_left hT]
72
+
73
+ lemma canonicalStoppedSine_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
74
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
75
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
76
+ (u : ℝ) (hu : 0 ≤ u) (z : ℂ)
77
+ (hfinite : radiusLevelTime γ G z u < ∞) :
78
+ canonicalStoppedSine κ (u, z, p) =
79
+ Real.sin (Complex.arg (G (radiusLevelTime γ G z u).toNNReal z -
80
+ ((Real.sqrt κ * p (radiusLevelTime γ G z u).toNNReal : ℝ) : ℂ))) := by
81
+ rw [canonicalStoppedSine, canonicalRadiusLevel_eq κ p hw u hu z, ite_eq_left hfinite,
82
+ canonicalStoppedCenter_eq κ p hw u hu z hfinite]
83
+
84
+ lemma canonicalStoppedAngleSq_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
85
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
86
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
87
+ (u : ℝ) (hu : 0 ≤ u) (z : ℂ) :
88
+ canonicalStoppedAngleSq κ (u, z, p) =
89
+ stoppedAngleSq κ (fun t => p t) γ G z u := by
90
+ unfold canonicalStoppedAngleSq canonicalStoppedSine stoppedAngleSq
91
+ rw [canonicalRadiusLevel_eq κ p hw u hu z]
92
+ split_ifs with hf
93
+ · rw [canonicalStoppedCenter_eq κ p hw u hu z hf]
94
+ · norm_num
95
+
96
+ lemma canonicalInverseAngle_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
97
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
98
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
99
+ (u : ℝ) (hu : 0 ≤ u) (z : ℂ) :
100
+ canonicalInverseAngle κ (u, z, p) =
101
+ stoppedInverseAngle κ (fun t => p t) γ G z u (greenExponent κ) := by
102
+ rw [canonicalInverseAngle, stoppedInverseAngle, canonicalStoppedAngleSq_eq κ p hw u hu z]
103
+
104
+ lemma measurable_canonicalStoppedSine_random_state
105
+ {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ)
106
+ {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y)
107
+ {u : Ω → ℝ} (hu : Measurable u) {z : Ω → ℂ} (hz : Measurable z) :
108
+ Measurable (fun ω => canonicalStoppedSine κ (u ω, z ω, Y ω)) :=
109
+ (canonicalStoppedSine_measurable κ).comp (hu.prodMk (hz.prodMk hY))
110
+
111
+ /-- One common measurable event can be used for all random marked states. -/
112
+ lemma measurableSet_canonical_good_angle_random_state
113
+ {Ω : Type*} [MeasurableSpace Ω] (κ s : ℝ)
114
+ {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y)
115
+ {u : Ω → ℝ} (hu : Measurable u) {z : Ω → ℂ} (hz : Measurable z) :
116
+ MeasurableSet {ω | canonicalRadiusLevel κ (u ω, z ω, Y ω) < ∞ ∧
117
+ s ≤ canonicalStoppedSine κ (u ω, z ω, Y ω)} :=
118
+ (measurableSet_lt (measurable_canonicalRadiusLevel_random_state κ hY hu hz)
119
+ measurable_const).inter
120
+ (measurableSet_le measurable_const (measurable_canonicalStoppedSine_random_state κ hY hu hz))
121
+
122
+ /-- The inverse-angle moment bound, represented by a
123
+ single jointly measurable canonical kernel. -/
124
+ theorem canonical_uniform_inverse_angle
125
+ (ν : Measure C(ℝ≥0, ℝ)) [IsProbabilityMeasure ν]
126
+ (hB : IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) ν)
127
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
128
+ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ))
129
+ (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ)
130
+ (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness
131
+ (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p))
132
+ (z : ℂ) (hz : z ∈ upperHalfPlane) (v : ℝ≥0) (hv : 1 ≤ (v : ℝ)) :
133
+ Integrable (fun p => canonicalInverseAngle κ ((v : ℝ), z, p))
134
+ (ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p))) ∧
135
+ (∫ p, canonicalInverseAngle κ ((v : ℝ), z, p)
136
+ ∂ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p))) ≤
137
+ uniformInverseAngleConstant κ 1 := by
138
+ obtain ⟨hi, hb⟩ := uniform_inverse_angle hB κ hκ hκ8
139
+ (fun p t => Φ p t) Gc Fc hw z hz 1 (by norm_num) v hv
140
+ have heq := canonical_finiteCenteredLaw_eq ν κ Φ Gc Fc hw v v.coe_nonneg z
141
+ rw [heq] at hi hb
142
+ have he : (fun p => stoppedInverseAngle κ (fun t => p t) (Φ p) (Gc p) z v
143
+ (greenExponent κ)) =ᵐ[ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p))]
144
+ (fun p => canonicalInverseAngle κ ((v : ℝ), z, p)) := by
145
+ filter_upwards [(withDensity_absolutelyContinuous ν _).ae_le hw] with p hp
146
+ exact (canonicalInverseAngle_eq κ p hp v v.coe_nonneg z).symm
147
+ exact ⟨hi.congr he, (integral_congr_ae he).symm.trans_le hb⟩
148
+
149
+ /-- Under the finite centered law the canonical stopped point is live and
150
+ its angle is strictly in the upper half-plane. -/
151
+ theorem canonical_finiteCenteredLaw_live_angle
152
+ (ν : Measure C(ℝ≥0, ℝ)) [IsProbabilityMeasure ν]
153
+ (hB : IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) ν)
154
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
155
+ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ))
156
+ (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ)
157
+ (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness
158
+ (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p))
159
+ (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) :
160
+ ∀ᵐ p ∂ν.withDensity (fun p => canonicalFiniteDensity κ (u, z, p)),
161
+ canonicalRadiusLevel κ (u, z, p) < ∞ ∧ 0 < canonicalStoppedSine κ (u, z, p) := by
162
+ have hl := finiteCenteredLaw_live_compact hB κ hκ hκ8
163
+ (fun p t => Φ p t) Gc Fc hw z hz u hu
164
+ rw [canonical_finiteCenteredLaw_eq ν κ Φ Gc Fc hw u hu z] at hl
165
+ filter_upwards [hl, (withDensity_absolutelyContinuous ν _).ae_le hw] with p hp hwp
166
+ obtain ⟨T, hT, hTR, he, _⟩ := hp
167
+ have hf : radiusLevelTime (Φ p) (Gc p) z u < ∞ := by
168
+ rw [he]
169
+ exact ENNReal.coe_lt_top
170
+ refine ⟨by rwa [canonicalRadiusLevel_eq κ p hwp u hu z], ?_⟩
171
+ rw [canonicalStoppedSine, canonicalRadiusLevel_eq κ p hwp u hu z, ite_eq_left hf,
172
+ canonicalStoppedCenter_eq κ p hwp u hu z hf, he, ENNReal.toNNReal_coe,
173
+ Complex.sin_arg]
174
+ apply div_pos
175
+ · simpa only [Complex.sub_im, Complex.ofReal_im, sub_zero] using hwp.imag_positive T z hT
176
+ · apply norm_pos_iff.mpr
177
+ intro hezero
178
+ have him := hwp.imag_positive T z hT
179
+ have heIm := congrArg Complex.im hezero
180
+ simp only [Complex.sub_im, Complex.ofReal_im, Complex.zero_im, sub_zero] at heIm
181
+ exact (ne_of_gt him) heIm
182
+
183
+ /-- A uniform positive fraction of every finite centered law has an angle
184
+ bounded away from the real axis. The same threshold works for every marked
185
+ point and every radius level at least one. -/
186
+ theorem canonical_uniform_good_angle
187
+ (ν : Measure C(ℝ≥0, ℝ)) [IsProbabilityMeasure ν]
188
+ (hB : IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) ν)
189
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
190
+ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ))
191
+ (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ)
192
+ (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness
193
+ (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) :
194
+ ∃ s : ℝ, 0 < s ∧ ∀ z ∈ upperHalfPlane, ∀ v : ℝ≥0, 1 ≤ (v : ℝ) →
195
+ ENNReal.ofReal (1 / 2 : ℝ) ≤
196
+ (ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p)))
197
+ {p | canonicalRadiusLevel κ ((v : ℝ), z, p) < ∞ ∧
198
+ s ≤ canonicalStoppedSine κ ((v : ℝ), z, p)} := by
199
+ let K := uniformInverseAngleConstant κ 1
200
+ have hK : 0 < K := uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num)
201
+ let M := 2 * K + 1
202
+ have hM : 0 < M := by dsimp [M]; positivity
203
+ let b := -greenExponent κ / 2
204
+ have hb : b < 0 := by dsimp [b]; linarith [greenExponent_pos κ hκ hκ8]
205
+ let d := M ^ b⁻¹
206
+ have hd : 0 < d := Real.rpow_pos_of_pos hM _
207
+ have hdM : d ^ b = M := Real.rpow_inv_rpow hM.le hb.ne
208
+ refine ⟨Real.sqrt d, Real.sqrt_pos.mpr hd, ?_⟩
209
+ intro z hz v hv
210
+ let Q := ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p))
211
+ have hprob : IsProbabilityMeasure Q := by
212
+ dsimp only [Q]
213
+ rw [← canonical_finiteCenteredLaw_eq ν κ Φ Gc Fc hw v v.coe_nonneg z]
214
+ exact finiteCenteredLaw_probability hB κ hκ hκ8 (fun p t => Φ p t) Gc Fc hw z hz v v.coe_nonneg
215
+ let : IsProbabilityMeasure Q := hprob
216
+ let X := fun p => canonicalInverseAngle κ ((v : ℝ), z, p)
217
+ obtain ⟨hXi, hXb⟩ := canonical_uniform_inverse_angle ν hB κ hκ hκ8 Φ Gc Fc hw z hz v hv
218
+ let A : Set C(ℝ≥0, ℝ) := {p | M ≤ X p}
219
+ let E : Set C(ℝ≥0, ℝ) := {p | canonicalRadiusLevel κ ((v : ℝ), z, p) < ∞ ∧
220
+ Real.sqrt d ≤ canonicalStoppedSine κ ((v : ℝ), z, p)}
221
+ have hA : Q A ≤ ENNReal.ofReal (1 / 2 : ℝ) := by
222
+ apply (nonnegative_integral_tail X hXi
223
+ (fun p => canonicalInverseAngle_nonneg κ _) K M hM hXb).trans
224
+ apply ENNReal.ofReal_le_ofReal
225
+ apply (div_le_iff₀ hM).mpr
226
+ dsimp [M]
227
+ linarith
228
+ have hcover : ∀ᵐ p ∂Q, p ∈ A ∪ E := by
229
+ filter_upwards [canonical_finiteCenteredLaw_live_angle ν hB κ hκ hκ8 Φ Gc Fc hw
230
+ z hz v v.coe_nonneg] with p hp
231
+ by_cases hAp : M ≤ X p
232
+ · exact Or.inl hAp
233
+ right
234
+ refine ⟨hp.1, ?_⟩
235
+ have hx : 0 < canonicalStoppedAngleSq κ ((v : ℝ), z, p) := sq_pos_of_pos hp.2
236
+ have hdx : d ≤ canonicalStoppedAngleSq κ ((v : ℝ), z, p) := by
237
+ apply ((Real.rpow_le_rpow_iff_of_neg hx hd hb)).mp
238
+ rw [hdM]
239
+ exact le_of_lt (lt_of_not_ge hAp)
240
+ exact (Real.sqrt_le_iff).mpr ⟨hp.2.le, by simpa only [canonicalStoppedAngleSq] using hdx⟩
241
+ have htotal : 1 ≤ Q A + Q E := by
242
+ calc
243
+ 1 = Q Set.univ := (measure_univ : Q Set.univ = 1).symm
244
+ _ ≤ Q (A ∪ E) := measure_mono_ae (hcover.mono fun _ hp _ => hp)
245
+ _ ≤ Q A + Q E := measure_union_le _ _
246
+ have htotalR := ENNReal.toReal_mono (by finiteness) htotal
247
+ have hAR := ENNReal.toReal_mono (by finiteness) hA
248
+ rw [ENNReal.toReal_one, ENNReal.toReal_add (by finiteness) (by finiteness)] at htotalR
249
+ norm_num only [ENNReal.toReal_ofReal, show (0 : ℝ) ≤ 1 / 2 by norm_num, max_eq_left] at hAR
250
+ apply (ENNReal.toReal_le_toReal (by finiteness) (by finiteness)).mp
251
+ norm_num only [ENNReal.toReal_ofReal, show (0 : ℝ) ≤ 1 / 2 by norm_num, max_eq_left]
252
+ linarith
253
+
254
+ end SLEExactGauge
255
+
256
+ end
257
+
258
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalInverseHolomorphic.lean ADDED
@@ -0,0 +1,118 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.CanonicalBoundaryLimit
2
+
3
+ namespace OAI
4
+
5
+ /-! Holomorphicity of the raw inverse under the canonical Wiener law.
6
+ Clipping the endpoint inside the half-plane makes differentiability a Borel
7
+ condition on a continuous function space. -/
8
+ noncomputable section
9
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory
10
+ open scoped Topology NNReal ENNReal
11
+
12
+ namespace SLEExactGauge
13
+
14
+ local instance inverseHolomorphicMapMeasurable : MeasurableSpace C(ℂ,ℂ) := borel _
15
+ local instance inverseHolomorphicMapBorel : BorelSpace C(ℂ,ℂ) := ⟨rfl⟩
16
+ local instance inverseHolomorphicDriverPolish : PolishSpace Target.Driver :=
17
+ ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace
18
+ local instance inverseHolomorphicDriverMetric : MetricSpace Target.Driver :=
19
+ TopologicalSpace.metrizableSpaceMetric Target.Driver
20
+
21
+ def upperClip (η : ℝ) (z : ℂ) : ℂ := ⟨z.re,max η z.im⟩
22
+
23
+ lemma continuous_upperClip (η : ℝ) : Continuous (upperClip η) := by
24
+ convert (Complex.continuous_ofReal.comp Complex.continuous_re).add
25
+ ((Complex.continuous_ofReal.comp ((continuous_const (y := η)).max Complex.continuous_im)).mul
26
+ (continuous_const (y := Complex.I))) using 1
27
+ funext z
28
+ apply Complex.ext <;> simp [upperClip]
29
+
30
+ lemma upperClip_eq {η : ℝ} {z : ℂ} (h : η ≤ z.im) : upperClip η z=z := by
31
+ apply Complex.ext
32
+ · rfl
33
+ · exact max_eq_right h
34
+
35
+ def clippedRawInverse (κ : ℝ) (hκ : 0 < κ) (j : ℕ)
36
+ (q : ℝ≥0 × Target.Driver) : C(ℂ,ℂ) :=
37
+ ⟨fun z => Target.inverseFlow κ q.2 (κ.toNNReal*q.1) (upperClip (1/((j:ℝ)+1)) z),
38
+ (Target.continuousOn_inverseFlow κ hκ q.2 (κ.toNNReal*q.1)).comp_continuous
39
+ (continuous_upperClip _) (fun z => (show 0 < (1:ℝ)/((j:ℝ)+1) by positivity).trans_le
40
+ (le_max_left _ _))⟩
41
+
42
+ lemma measurable_clippedRawInverse (κ : ℝ) (hκ : 0 < κ) (j : ℕ) :
43
+ Measurable (clippedRawInverse κ hκ j) := by
44
+ apply ContinuousMap.measurable_iff_eval.mpr
45
+ intro z
46
+ exact @Measurable.comp (ℝ≥0 × Target.Driver) (ℝ≥0 × (Target.Driver × ℂ)) ℂ
47
+ inferInstance inferInstance inferInstance
48
+ (fun q => Target.inverseFlow κ q.2.1 q.1 q.2.2)
49
+ (fun q => (κ.toNNReal*q.1,(q.2,upperClip (1/((j:ℝ)+1)) z)))
50
+ (Target.measurable_inverseFlow κ)
51
+ ((measurable_const.mul measurable_fst).prodMk (measurable_snd.prodMk measurable_const))
52
+
53
+ lemma clippedRawInverse_eventuallyEq (κ : ℝ) (hκ : 0 < κ) (j : ℕ)
54
+ (q : ℝ≥0 × Target.Driver) (z : ℂ) (hz : 1/((j:ℝ)+1) < z.im) :
55
+ (clippedRawInverse κ hκ j q : ℂ → ℂ) =ᶠ[𝓝 z]
56
+ Target.inverseFlow κ q.2 (κ.toNNReal*q.1) := by
57
+ have hn : {w : ℂ | 1/((j:ℝ)+1) < w.im} ∈ 𝓝 z :=
58
+ (isOpen_lt continuous_const Complex.continuous_im).mem_nhds hz
59
+ filter_upwards [hn] with w hw
60
+ change Target.inverseFlow κ q.2 (κ.toNNReal*q.1) (upperClip _ w)=_
61
+ rw [upperClip_eq hw.le]
62
+
63
+ lemma ae_canonical_inverse_holomorphic
64
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
65
+ (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
66
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
67
+ (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
68
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω))
69
+ (W : Target.WienerLaw) (hW : Target.IsWiener W) :
70
+ ∀ᵐ b ∂W, ∀ T : ℝ≥0,
71
+ DifferentiableOn ℂ (Target.inverseFlow κ b (κ*T)) upperHalfPlane := by
72
+ have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure
73
+ have hDiff : MeasurableSet {q : C(ℂ,ℂ) × ℂ | DifferentiableAt ℂ q.1 q.2} :=
74
+ measurableSet_of_differentiableAt_with_param ℂ continuous_eval
75
+ have hfixed (j : ℕ) : MeasurableSet {q : ((ℝ≥0 × ℂ) × Target.Driver) |
76
+ 1/((j:ℝ)+1) < q.1.2.im →
77
+ DifferentiableAt ℂ (clippedRawInverse κ hκ j (q.1.1,q.2)) q.1.2} := by
78
+ have hlt : MeasurableSet {q : ((ℝ≥0 × ℂ) × Target.Driver) |
79
+ 1/((j:ℝ)+1) < q.1.2.im} :=
80
+ measurableSet_lt measurable_const measurable_fst.snd.im
81
+ have hd := hDiff.preimage
82
+ (((measurable_clippedRawInverse κ hκ j).comp
83
+ (measurable_fst.fst.prodMk measurable_snd)).prodMk measurable_fst.snd)
84
+ convert hlt.compl.union hd using 1
85
+ ext q
86
+ simp only [mem_union,mem_compl_iff,mem_ofPred_eq,mem_preimage,Function.comp_apply,
87
+ imp_iff_not_or]
88
+ have hsource (j : ℕ) : ∀ᵐ ω ∂P, ∀ r : ℝ≥0 × ℂ,
89
+ 1/((j:ℝ)+1) < r.2.im → DifferentiableAt ℂ
90
+ (clippedRawInverse κ hκ j (r.1,Target.normalizedDriver κ B hc h0 ω)) r.2 := by
91
+ apply ae_of_all
92
+ rintro ω ⟨T,z⟩ hz
93
+ have hzH : z ∈ upperHalfPlane := (show 0 < (1:ℝ)/((j:ℝ)+1) by positivity).trans hz
94
+ have hF : DifferentiableAt ℂ (F ω T) z :=
95
+ ((hw ω).2.2.2.2.1 T z hzH).differentiableAt (isOpen_upperHalfPlane.mem_nhds hzH)
96
+ apply hF.congr_of_eventuallyEq
97
+ filter_upwards [clippedRawInverse_eventuallyEq κ hκ j
98
+ (T,Target.normalizedDriver κ B hc h0 ω) z hz,
99
+ isOpen_upperHalfPlane.mem_nhds hzH] with w he hwH
100
+ rw [he,Real.coe_toNNReal _ hκ.le]
101
+ exact Target.inverseFlow_eq_witness κ hκ _ _ _ _ _ (hw ω)
102
+ (Target.normalizedDriver_matches κ hκ B hc h0 ω) T w hwH
103
+ have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW
104
+ have hall (j : ℕ) := ae_forall_parameter_of_hasLaw hLaw
105
+ (fun (r : ℝ≥0 × ℂ) (b : Target.Driver) => 1/((j:ℝ)+1) < r.2.im →
106
+ DifferentiableAt ℂ (clippedRawInverse κ hκ j (r.1,b)) r.2) (hfixed j) (hsource j)
107
+ filter_upwards [ae_all_iff.mpr hall] with b hb T z hz
108
+ obtain ⟨j,hj⟩ := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually
109
+ (gt_mem_nhds (show 0 < z.im from hz))).exists
110
+ have h := (hb j (T,z) hj).congr_of_eventuallyEq
111
+ (clippedRawInverse_eventuallyEq κ hκ j (T,b) z hj).symm
112
+ simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using h.differentiableWithinAt
113
+
114
+ end SLEExactGauge
115
+
116
+ end
117
+
118
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalInverseNonzero.lean ADDED
@@ -0,0 +1,88 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CanonicalInverseHolomorphic
2
+ import OAI.Probability.SLE.Geometry.NormalizedMarkedState
3
+
4
+ namespace OAI
5
+
6
+ /-! Nonvanishing derivative of the canonical inverse, transferred through
7
+ the same measurable clipped functions used for holomorphicity. -/
8
+ noncomputable section
9
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory
10
+ open scoped Topology NNReal ENNReal
11
+
12
+ namespace SLEExactGauge
13
+
14
+ local instance inverseNonzeroMapMeasurable : MeasurableSpace C(ℂ,ℂ) := borel _
15
+ local instance inverseNonzeroMapBorel : BorelSpace C(ℂ,ℂ) := ⟨rfl⟩
16
+ local instance inverseNonzeroDriverPolish : PolishSpace Target.Driver :=
17
+ ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace
18
+ local instance inverseNonzeroDriverMetric : MetricSpace Target.Driver :=
19
+ TopologicalSpace.metrizableSpaceMetric Target.Driver
20
+
21
+ lemma IsCapacityTwoWitness.inverse_deriv_ne_zero
22
+ {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
23
+ (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) (w : ℂ) (hwH : w ∈ upperHalfPlane) :
24
+ deriv (F T) w ≠ 0 := by
25
+ have h := hw.inverse_derivative_identity T (F T w) (hw.2.2.2.2.2.2.1 T hwH)
26
+ rw [hw.2.2.2.2.2.2.2.2.1 T w hwH] at h
27
+ intro hn
28
+ rw [hn,zero_mul] at h
29
+ exact zero_ne_one h
30
+
31
+ lemma ae_canonical_inverse_deriv_ne_zero
32
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
33
+ (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
34
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
35
+ (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
36
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω))
37
+ (W : Target.WienerLaw) (hW : Target.IsWiener W) :
38
+ ∀ᵐ b ∂W, ∀ (T : ℝ≥0) (z : ℂ), z ∈ upperHalfPlane →
39
+ deriv (Target.inverseFlow κ b (κ*T)) z ≠ 0 := by
40
+ have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure
41
+ have hDeriv : Measurable (fun q : C(ℂ,ℂ) × ℂ => deriv (q.1 : ℂ → ℂ) q.2) :=
42
+ measurable_deriv_with_param continuous_eval
43
+ have hfixed (j : ℕ) : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver |
44
+ 1/((j:ℝ)+1) < q.1.2.im →
45
+ deriv (clippedRawInverse κ hκ j (q.1.1,q.2) : ℂ → ℂ) q.1.2 ≠ 0} := by
46
+ have hlt : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver |
47
+ 1/((j:ℝ)+1) < q.1.2.im} := measurableSet_lt measurable_const measurable_fst.snd.im
48
+ have hmD : Measurable (fun q : (ℝ≥0 × ℂ) × Target.Driver =>
49
+ deriv (clippedRawInverse κ hκ j (q.1.1,q.2) : ℂ → ℂ) q.1.2) :=
50
+ hDeriv.comp (((measurable_clippedRawInverse κ hκ j).comp
51
+ (measurable_fst.fst.prodMk measurable_snd)).prodMk measurable_fst.snd)
52
+ convert hlt.compl.union (measurableSet_eq_fun hmD
53
+ (measurable_const : Measurable (fun _ : (ℝ≥0 × ℂ) × Target.Driver => (0 : ℂ)))).compl using 1
54
+ ext q
55
+ simp only [mem_union,mem_compl_iff,mem_ofPred_eq,imp_iff_not_or]
56
+ have hsource (j : ℕ) : ∀ᵐ ω ∂P, ∀ r : ℝ≥0 × ℂ,
57
+ 1/((j:ℝ)+1) < r.2.im → deriv
58
+ (clippedRawInverse κ hκ j (r.1,Target.normalizedDriver κ B hc h0 ω) : ℂ → ℂ) r.2 ≠ 0 := by
59
+ apply ae_of_all
60
+ rintro ω ⟨T,z⟩ hz
61
+ have hzH : z ∈ upperHalfPlane := (show 0 < (1:ℝ)/((j:ℝ)+1) by positivity).trans hz
62
+ have he : (clippedRawInverse κ hκ j (T,Target.normalizedDriver κ B hc h0 ω) : ℂ → ℂ)
63
+ =ᶠ[𝓝 z] F ω T := by
64
+ filter_upwards [clippedRawInverse_eventuallyEq κ hκ j
65
+ (T,Target.normalizedDriver κ B hc h0 ω) z hz,
66
+ isOpen_upperHalfPlane.mem_nhds hzH] with w he hwH
67
+ rw [he,Real.coe_toNNReal _ hκ.le]
68
+ exact Target.inverseFlow_eq_witness κ hκ _ _ _ _ _ (hw ω)
69
+ (Target.normalizedDriver_matches κ hκ B hc h0 ω) T w hwH
70
+ rw [he.deriv_eq]
71
+ exact (hw ω).inverse_deriv_ne_zero T z hzH
72
+ have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW
73
+ have hall (j : ℕ) := ae_forall_parameter_of_hasLaw hLaw
74
+ (fun (r : ℝ≥0 × ℂ) (b : Target.Driver) => 1/((j:ℝ)+1) < r.2.im →
75
+ deriv (clippedRawInverse κ hκ j (r.1,b) : ℂ → ℂ) r.2 ≠ 0) (hfixed j) (hsource j)
76
+ filter_upwards [ae_all_iff.mpr hall] with b hb T z hz
77
+ obtain ⟨j,hj⟩ := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually
78
+ (gt_mem_nhds (show 0 < z.im from hz))).exists
79
+ have he := (clippedRawInverse_eventuallyEq κ hκ j (T,b) z hj).deriv_eq
80
+ have h := hb j (T,z) hj
81
+ rw [he] at h
82
+ simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using h
83
+
84
+ end SLEExactGauge
85
+
86
+ end
87
+
88
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalRadiusKernel.lean ADDED
@@ -0,0 +1,195 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.JointRadiusKernel
2
+ import OAI.Probability.SLE.Geometry.CanonicalRestartWitness
3
+
4
+ namespace OAI
5
+
6
+ /-! The radius kernels on continuous driver space. The measurable functions
7
+ are fixed independently of any probability law or marked point. -/
8
+
9
+ noncomputable section
10
+ open Set Filter MeasureTheory ProbabilityTheory TopologicalSpace Classical
11
+ open scoped Topology NNReal ENNReal
12
+
13
+ namespace SLEExactGauge
14
+
15
+ local instance radiusDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _
16
+ local instance radiusDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩
17
+
18
+ def canonicalRadiusFamily (κ : ℝ) :
19
+ SpatialClippedFamily (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => Real.sqrt κ * p t) :=
20
+ spatialClippedFamily _
21
+ (((continuous_eval.comp (continuous_snd.prodMk continuous_fst)).measurable).const_mul _)
22
+ (fun p => p.continuous.const_mul _)
23
+
24
+ def canonicalRadius (κ : ℝ) : ℝ≥0 × (ℂ × C(ℝ≥0, ℝ)) → ℝ :=
25
+ (canonicalRadiusFamily κ).jointRadius
26
+
27
+ def canonicalRadiusLevel (κ : ℝ) : ℝ × (ℂ × C(ℝ≥0, ℝ)) → ℝ≥0∞ :=
28
+ (canonicalRadiusFamily κ).jointRadiusLevel
29
+
30
+ lemma canonicalRadius_measurable (κ : ℝ) : Measurable (canonicalRadius κ) :=
31
+ (canonicalRadiusFamily κ).jointRadius_measurable
32
+
33
+ lemma canonicalRadiusLevel_measurable (κ : ℝ) : Measurable (canonicalRadiusLevel κ) :=
34
+ (canonicalRadiusFamily κ).jointRadiusLevel_measurable
35
+
36
+ lemma canonicalRadius_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
37
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
38
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
39
+ (t : ℝ≥0) (z : ℂ) :
40
+ canonicalRadius κ (t, z, p) =
41
+ if z ∈ survivingDomain γ t then fullRadius G t z else 0 :=
42
+ (canonicalRadiusFamily κ).jointRadius_eq p (p.continuous.const_mul _) hw t z
43
+
44
+ lemma canonicalRadiusLevel_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
45
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
46
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
47
+ (u : ℝ) (hu : 0 ≤ u) (z : ℂ) :
48
+ canonicalRadiusLevel κ (u, z, p) = radiusLevelTime γ G z u :=
49
+ (canonicalRadiusFamily κ).jointRadiusLevel_eq p (p.continuous.const_mul _) hw u hu z
50
+
51
+ lemma measurable_canonicalRadiusLevel_random_state
52
+ {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ)
53
+ {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y)
54
+ {u : Ω → ℝ} (hu : Measurable u) {z : Ω → ℂ} (hz : Measurable z) :
55
+ Measurable (fun ω => canonicalRadiusLevel κ (u ω, z ω, Y ω)) :=
56
+ (canonicalRadiusLevel_measurable κ).comp (hu.prodMk (hz.prodMk hY))
57
+
58
+ /-- A random measurable marked state has an actual radius-level time with a
59
+ measurable version, with no point-dependent selection of an exceptional set. -/
60
+ theorem aemeasurable_radiusLevelTime_random_state
61
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} (κ : ℝ)
62
+ {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y)
63
+ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
64
+ (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness
65
+ (fun t => Real.sqrt κ * Y ω t) (γ ω) (G ω) (F ω))
66
+ {u : Ω → ℝ} (hum : Measurable u) (hu : ∀ᵐ ω ∂P, 0 ≤ u ω)
67
+ {z : Ω → ℂ} (hz : Measurable z) :
68
+ AEMeasurable (fun ω => radiusLevelTime (γ ω) (G ω) (z ω) (u ω)) P := by
69
+ apply (measurable_canonicalRadiusLevel_random_state κ hY hum hz).aemeasurable.congr
70
+ filter_upwards [hw, hu] with ω hω huω
71
+ exact canonicalRadiusLevel_eq κ (Y ω) hω (u ω) huω (z ω)
72
+
73
+ /-- The same fixed kernel applies to any random driver with the canonical
74
+ driver law, including the actual post-stopping driver. -/
75
+ theorem canonicalRadiusLevel_same_law_witness
76
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
77
+ (ν : Measure C(ℝ≥0, ℝ)) (κ : ℝ)
78
+ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ))
79
+ (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ)
80
+ (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness
81
+ (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p))
82
+ (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable Y) (hlaw : P.map Y = ν) :
83
+ ∀ᵐ ω ∂P, ∀ u, 0 ≤ u → ∀ z,
84
+ canonicalRadiusLevel κ (u, z, Y ω) =
85
+ radiusLevelTime (Φ (Y ω)) (Gc (Y ω)) z u := by
86
+ have hW := canonical_witness_pullback hw Y hY hlaw
87
+ filter_upwards [hW] with ω hω
88
+ exact fun u hu z => canonicalRadiusLevel_eq κ (Y ω) hω u hu z
89
+
90
+ def canonicalGreen (κ : ℝ) : ℝ≥0 × (ℂ × C(ℝ≥0, ℝ)) → ℝ :=
91
+ (canonicalRadiusFamily κ).jointGreen κ (fun t p => p t)
92
+
93
+ lemma canonicalGreen_measurable (κ : ℝ) : Measurable (canonicalGreen κ) :=
94
+ (canonicalRadiusFamily κ).jointGreen_measurable κ (fun t p => p t)
95
+ (continuous_eval.comp (continuous_snd.prodMk continuous_fst)).measurable
96
+
97
+ lemma canonicalGreen_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
98
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
99
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
100
+ (t : ℝ≥0) (z : ℂ) :
101
+ canonicalGreen κ (t, z, p) =
102
+ greenDensity κ (fun t => Real.sqrt κ * p t) γ G t z :=
103
+ (canonicalRadiusFamily κ).jointGreen_eq κ (fun t p => p t) p
104
+ (p.continuous.const_mul _) (fun _ => rfl) hw t z
105
+
106
+ def canonicalStoppedGreen (κ : ℝ) (p : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ :=
107
+ if canonicalRadiusLevel κ p < ∞ then
108
+ canonicalGreen κ ((canonicalRadiusLevel κ p).toNNReal, p.2)
109
+ else 0
110
+
111
+ lemma canonicalStoppedGreen_measurable (κ : ℝ) : Measurable (canonicalStoppedGreen κ) := by
112
+ apply Measurable.ite (measurableSet_lt (canonicalRadiusLevel_measurable κ) measurable_const)
113
+ _ measurable_const
114
+ exact (canonicalGreen_measurable κ).comp
115
+ ((ENNReal.measurable_toNNReal.comp (canonicalRadiusLevel_measurable κ)).prodMk measurable_snd)
116
+
117
+ lemma canonicalStoppedGreen_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
118
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
119
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
120
+ (u : ℝ) (hu : 0 ≤ u) (z : ℂ) :
121
+ canonicalStoppedGreen κ (u, z, p) =
122
+ stoppedGreen κ (fun t => Real.sqrt κ * p t) γ G z u := by
123
+ unfold canonicalStoppedGreen
124
+ rw [canonicalRadiusLevel_eq κ p hw u hu z]
125
+ unfold stoppedGreen
126
+ split_ifs
127
+ · exact canonicalGreen_eq κ p hw _ z
128
+ · rfl
129
+
130
+ def canonicalFiniteDensity (κ : ℝ) (p : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ≥0∞ :=
131
+ ENNReal.ofReal (canonicalStoppedGreen κ p / initialGreen κ p.2.1)
132
+
133
+ lemma canonicalFiniteDensity_measurable (κ : ℝ) : Measurable (canonicalFiniteDensity κ) := by
134
+ have hinit : Measurable (initialGreen κ) := by
135
+ unfold initialGreen
136
+ fun_prop
137
+ exact ENNReal.measurable_ofReal.comp
138
+ ((canonicalStoppedGreen_measurable κ).div
139
+ (hinit.comp (measurable_fst.comp measurable_snd)))
140
+
141
+ lemma canonicalFiniteDensity_eq (κ : ℝ) (p : C(ℝ≥0, ℝ))
142
+ {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ}
143
+ (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F)
144
+ (u : ℝ) (hu : 0 ≤ u) (z : ℂ) :
145
+ canonicalFiniteDensity κ (u, z, p) = ENNReal.ofReal
146
+ (stoppedGreen κ (fun t => Real.sqrt κ * p t) γ G z u / initialGreen κ z) := by
147
+ simp only [canonicalFiniteDensity, canonicalStoppedGreen_eq κ p hw u hu z]
148
+
149
+ /-- The tilted-density kernel is jointly measurable in level, marked point,
150
+ and driver, and represents the actual density on one common full-measure set. -/
151
+ theorem canonical_density_same_law_witness
152
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
153
+ (ν : Measure C(ℝ≥0, ℝ)) (κ : ℝ)
154
+ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ))
155
+ (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ)
156
+ (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness
157
+ (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p))
158
+ (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable Y) (hlaw : P.map Y = ν) :
159
+ ∀ᵐ ω ∂P, ∀ u, 0 ≤ u → ∀ z,
160
+ canonicalStoppedGreen κ (u, z, Y ω) =
161
+ stoppedGreen κ (fun t => Real.sqrt κ * Y ω t) (Φ (Y ω)) (Gc (Y ω)) z u ∧
162
+ canonicalFiniteDensity κ (u, z, Y ω) = ENNReal.ofReal
163
+ (stoppedGreen κ (fun t => Real.sqrt κ * Y ω t)
164
+ (Φ (Y ω)) (Gc (Y ω)) z u / initialGreen κ z) := by
165
+ have hW := canonical_witness_pullback hw Y hY hlaw
166
+ filter_upwards [hW] with ω hω
167
+ exact fun u hu z => ⟨canonicalStoppedGreen_eq κ (Y ω) hω u hu z,
168
+ canonicalFiniteDensity_eq κ (Y ω) hω u hu z⟩
169
+
170
+ lemma measurable_canonicalFiniteDensity_random_state
171
+ {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ)
172
+ {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y)
173
+ {u : Ω → ℝ} (hu : Measurable u) {z : Ω → ℂ} (hz : Measurable z) :
174
+ Measurable (fun ω => canonicalFiniteDensity κ (u ω, z ω, Y ω)) :=
175
+ (canonicalFiniteDensity_measurable κ).comp (hu.prodMk (hz.prodMk hY))
176
+
177
+ theorem canonical_finiteCenteredLaw_eq
178
+ (ν : Measure C(ℝ≥0, ℝ)) (κ : ℝ)
179
+ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ))
180
+ (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ)
181
+ (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness
182
+ (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p))
183
+ (u : ℝ) (hu : 0 ≤ u) (z : ℂ) :
184
+ finiteCenteredLaw ν κ (fun t p => p t) (fun p t => Φ p t) Gc z u =
185
+ ν.withDensity (fun p => canonicalFiniteDensity κ (u, z, p)) := by
186
+ unfold finiteCenteredLaw
187
+ apply withDensity_congr_ae
188
+ filter_upwards [hw] with p hp
189
+ exact (canonicalFiniteDensity_eq κ p hp u hu z).symm
190
+
191
+ end SLEExactGauge
192
+
193
+ end
194
+
195
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalSurvival.lean ADDED
@@ -0,0 +1,75 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Geometry.CanonicalBoundaryLimit
2
+
3
+ namespace OAI
4
+
5
+ /-! The measurable canonical trace has exactly the raw surviving domain,
6
+ simultaneously for every time and point. -/
7
+ noncomputable section
8
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory
9
+ open scoped Topology NNReal ENNReal
10
+
11
+ namespace SLEExactGauge
12
+
13
+ local instance survivalComplexMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _
14
+ local instance survivalComplexBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩
15
+ local instance survivalDriverPolish : PolishSpace Target.Driver :=
16
+ ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace
17
+ local instance survivalDriverMetric : MetricSpace Target.Driver :=
18
+ TopologicalSpace.metrizableSpaceMetric Target.Driver
19
+
20
+ lemma ae_canonical_survival
21
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
22
+ (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
23
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
24
+ (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
25
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω))
26
+ (W : Target.WienerLaw) (hW : Target.IsWiener W)
27
+ (Ψ : Target.Driver → C(ℝ≥0,ℂ)) (hΨ : Measurable Ψ)
28
+ (hΨeq : ∀ ω, Ψ (Target.normalizedDriver κ B hc h0 ω)=sourceTracePath γ (fun ω => (hw ω).1) ω) :
29
+ ∀ᵐ b ∂W, ∀ (T : ℝ≥0) (z : ℂ),
30
+ Target.Surviving κ b z (κ*T) ↔ z ∈ survivingDomain (Ψ b) T := by
31
+ have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure
32
+ let p (r : ℝ≥0 × ℂ) (b : Target.Driver) :=
33
+ Target.Surviving κ b r.2 (κ.toNNReal*r.1) ↔ r.2 ∈ survivingDomain (Ψ b) r.1
34
+ have hA : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver |
35
+ Target.Surviving κ q.2 q.1.2 (κ.toNNReal*q.1.1)} := by
36
+ have hmA : Measurable (fun q : (ℝ≥0 × ℂ) × Target.Driver =>
37
+ (κ.toNNReal*q.1.1,(q.2,q.1.2))) :=
38
+ (measurable_const.mul measurable_fst.fst).prodMk
39
+ (measurable_snd.prodMk measurable_fst.snd)
40
+ exact MeasurableSet.preimage
41
+ (f := fun q : (ℝ≥0 × ℂ) × Target.Driver => (κ.toNNReal*q.1.1,(q.2,q.1.2)))
42
+ (Target.measurableSet_surviving κ) hmA
43
+ have hD : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver |
44
+ q.1.2 ∈ survivingDomain (Ψ q.2) q.1.1} := by
45
+ have hmD : Measurable (fun q : (ℝ≥0 × ℂ) × Target.Driver => ((Ψ q.2,q.1.1),q.1.2)) :=
46
+ (((hΨ.comp measurable_snd).prodMk measurable_fst.fst).prodMk measurable_fst.snd)
47
+ exact MeasurableSet.preimage
48
+ (f := fun q : (ℝ≥0 × ℂ) × Target.Driver => ((Ψ q.2,q.1.1),q.1.2))
49
+ source_survival_open.measurableSet hmD
50
+ have hp : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver | p q.1 q.2} := by
51
+ convert (hA.inter hD).union (hA.compl.inter hD.compl) using 1
52
+ ext q
53
+ simp only [p,mem_union,mem_inter_iff,mem_compl_iff,mem_ofPred_eq]
54
+ tauto
55
+ have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW
56
+ have hsource : ∀ᵐ ω ∂P, ∀ r, p r (Target.normalizedDriver κ B hc h0 ω) := by
57
+ apply ae_of_all
58
+ rintro ω ⟨T,z⟩
59
+ have he : (Ψ (Target.normalizedDriver κ B hc h0 ω) : ℝ≥0 → ℂ)=γ ω := by
60
+ funext t
61
+ have h := congrArg (fun e : C(ℝ≥0,ℂ) => e t) (hΨeq ω)
62
+ simpa only [sourceTracePath,ContinuousMap.coe_mk] using h
63
+ change Target.Surviving κ _ z (κ.toNNReal*T) ↔ z ∈ survivingDomain _ T
64
+ rw [Real.coe_toNNReal _ hκ.le,he]
65
+ exact Target.surviving_iff_witness κ hκ _ _ _ _ _ (hw ω)
66
+ (Target.normalizedDriver_matches κ hκ B hc h0 ω) T z
67
+ have hall := ae_forall_parameter_of_hasLaw hLaw p hp hsource
68
+ filter_upwards [hall] with b hb T z
69
+ simpa only [p,NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using hb (T,z)
70
+
71
+ end SLEExactGauge
72
+
73
+ end
74
+
75
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalTraceCandidate.lean ADDED
@@ -0,0 +1,85 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.TargetTraceCandidate
2
+ import OAI.Probability.SLE.Angle.TargetBrownianNormalization
3
+
4
+ namespace OAI
5
+
6
+ /-! The raw inverse-flow trace candidate has a measurable continuous-path
7
+ modification under the actual Wiener law. No trace-generation input is used. -/
8
+ noncomputable section
9
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory
10
+ open scoped Topology NNReal ENNReal
11
+
12
+ namespace SLEExactGauge
13
+
14
+ local instance candidateRealMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _
15
+ local instance candidateRealBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩
16
+ local instance candidateComplexMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _
17
+ local instance candidateComplexBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩
18
+
19
+ def unnormalizeDriver (κ : ℝ) (b : Target.Driver) : C(ℝ≥0,ℝ) :=
20
+ ⟨fun t => b (κ.toNNReal*t)/Real.sqrt κ, by fun_prop⟩
21
+
22
+ lemma measurable_unnormalizeDriver (κ : ℝ) : Measurable (unnormalizeDriver κ) := by
23
+ apply source_path_measurable
24
+ intro t
25
+ exact (continuous_eval_const _).measurable.div_const _
26
+
27
+ lemma unnormalize_normalizedDriver {Ω : Type*}
28
+ (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ)
29
+ (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) (ω : Ω) :
30
+ unnormalizeDriver κ (Target.normalizedDriver κ B hc h0 ω)=sourceDriverPath B hc ω := by
31
+ ext t
32
+ change (Real.sqrt κ*B ((κ.toNNReal*t)/κ.toNNReal) ω)/Real.sqrt κ=B t ω
33
+ rw [mul_div_cancel_left₀ _ (Real.toNNReal_pos.mpr hκ).ne',
34
+ mul_div_cancel_left₀ _ (Real.sqrt_pos.mpr hκ).ne']
35
+
36
+ theorem exists_canonical_trace_candidate_modification
37
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
38
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
39
+ (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
40
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
41
+ (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
42
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω))
43
+ (W : Target.WienerLaw) (hW : Target.IsWiener W) :
44
+ ∃ Ψ : Target.Driver → C(ℝ≥0,ℂ), Measurable Ψ ∧
45
+ (∀ ω, Ψ (Target.normalizedDriver κ B hc h0 ω)=sourceTracePath γ (fun ω => (hw ω).1) ω) ∧
46
+ ∀ T : ℝ≥0, ∀ᵐ b ∂W,
47
+ Tendsto (fun n => Target.rawTipApprox κ n T b) atTop (𝓝 (Ψ b T)) ∧
48
+ Target.traceCandidate κ T b=Ψ b T := by
49
+ have : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure
50
+ obtain ⟨Φ,hΦ,hΦeq,_⟩ := sourceStoppedTraceLaw κ hκ hκ8 B hB hm hc γ G F hw
51
+ let Ψ : Target.Driver → C(ℝ≥0,ℂ) := Φ ∘ unnormalizeDriver κ
52
+ have hΨ : Measurable Ψ := hΦ.comp (measurable_unnormalizeDriver κ)
53
+ have hΨeq (ω : Ω) : Ψ (Target.normalizedDriver κ B hc h0 ω)=
54
+ sourceTracePath γ (fun ω => (hw ω).1) ω := by
55
+ change Φ (unnormalizeDriver κ (Target.normalizedDriver κ B hc h0 ω)) =
56
+ sourceTracePath γ (fun ω => (hw ω).1) ω
57
+ rw [unnormalize_normalizedDriver κ hκ B hc h0]
58
+ exact hΦeq ω
59
+ refine ⟨Ψ,hΨ,hΨeq,?_⟩
60
+ intro T
61
+ have hset : MeasurableSet {b : Target.Driver |
62
+ Tendsto (fun n => Target.rawTipApprox κ n T b-Ψ b T) atTop (𝓝 (0:ℂ))} :=
63
+ measurableSet_tendsto _ (fun n =>
64
+ ((Target.measurable_rawTipApprox κ n).comp (measurable_const.prodMk measurable_id)).sub
65
+ ((continuous_eval_const T).measurable.comp hΨ))
66
+ have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW
67
+ have hae : ∀ᵐ b ∂W, Tendsto (fun n => Target.rawTipApprox κ n T b-Ψ b T) atTop (𝓝 (0:ℂ)) := by
68
+ rw [← hLaw.map_eq]
69
+ apply (ae_map_iff hLaw.aemeasurable hset).mpr
70
+ apply ae_of_all
71
+ intro ω
72
+ apply tendsto_sub_nhds_zero_iff.mpr
73
+ have h := Target.rawTipApprox_tendsto_witness κ hκ (Target.normalizedDriver κ B hc h0 ω)
74
+ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω) (hw ω)
75
+ (Target.normalizedDriver_matches κ hκ B hc h0 ω) T
76
+ simpa only [hΨeq,sourceTracePath,ContinuousMap.coe_mk] using h
77
+ filter_upwards [hae] with b hb
78
+ have ht := tendsto_sub_nhds_zero_iff.mp hb
79
+ exact ⟨ht,ht.limUnder_eq⟩
80
+
81
+ end SLEExactGauge
82
+
83
+ end
84
+
85
+ end OAI
lean/OAI/Probability/SLE/Loewner/CanonicalTraceDischarge.lean ADDED
@@ -0,0 +1,53 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CanonicalCapacityWitness
2
+ import OAI.Probability.SLE.Angle.TargetPathNormalization
3
+ import OAI.Probability.SLE.Geometry.PublishedInputs
4
+
5
+ namespace OAI
6
+
7
+ /-! A capacity-two SLE presentation gives a canonical trace on its
8
+ continuous-driver law through the raw inverse-flow witness. -/
9
+ noncomputable section
10
+ open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory
11
+ open scoped Topology NNReal ENNReal
12
+
13
+ namespace SLEExactGauge
14
+
15
+ local instance traceDischargeRealMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _
16
+ local instance traceDischargeRealBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩
17
+ local instance traceDischargeComplexMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _
18
+ local instance traceDischargeComplexBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩
19
+
20
+ theorem canonical_driver_trace_generation_of_witness
21
+ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω}
22
+ (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
23
+ (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P)
24
+ (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω))
25
+ (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
26
+ (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) :
27
+ PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t) := by
28
+ let W : Target.WienerLaw := P.map (Target.normalizedDriver κ B hc h0)
29
+ have hW : Target.IsWiener W := Target.normalizedDriver_isWiener κ hκ B hB hm hc h0
30
+ obtain ⟨Ψ,hΨ,hΨw⟩ := exists_canonical_capacity_witness
31
+ κ hκ hκ8 B hB hm hc h0 γ G F hw W hW
32
+ let Φ : C(ℝ≥0,ℝ) → C(ℝ≥0,ℂ) := Ψ ∘ normalizePath κ
33
+ refine ⟨fun p t => Φ p t,fun t => ?_,?_⟩
34
+ · exact (continuous_eval_const t).measurable.comp (hΨ.comp (measurable_normalizePath κ))
35
+ · rw [← unnormalizeDriver_law κ hκ B hB hm hc h0 W hW]
36
+ rw [ae_iff,(measurableEmbedding_unnormalizeDriver κ hκ).map_apply]
37
+ apply ae_iff.mp
38
+ filter_upwards [hΨw] with b hb
39
+ have he : (fun t => Real.sqrt κ*(unnormalizeDriver κ b) t)=
40
+ (fun t => b (κ.toNNReal*t)) := by
41
+ funext t
42
+ change Real.sqrt κ*(b (κ.toNNReal*t)/Real.sqrt κ)=_
43
+ exact mul_div_cancel₀ _ (Real.sqrt_pos.mpr hκ).ne'
44
+ have hΦ : (Φ (unnormalizeDriver κ b) : ℝ≥0 → ℂ)=Ψ b := by
45
+ simp only [Φ,Function.comp_apply,normalize_unnormalize κ hκ]
46
+ rw [he,hΦ]
47
+ exact ⟨_,_,hb⟩
48
+
49
+ end SLEExactGauge
50
+
51
+ end
52
+
53
+ end OAI
lean/OAI/Probability/SLE/Loewner/CapacityDriverContinuity.lean ADDED
@@ -0,0 +1,50 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.InitialDrivingContinuity
2
+
3
+ namespace OAI
4
+
5
+ /-! Continuity of the driver and Loewner kernel in the exact capacity clock. -/
6
+ noncomputable section
7
+ open Set Filter Function Complex
8
+ open scoped Topology
9
+
10
+ namespace SLEExactGauge
11
+
12
+ theorem capacityDriverOnPrefix_continuous (p : C(unitInterval,ℂ)) (hi : Injective p)
13
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
14
+ {T : unitInterval} (hT : T<1) :
15
+ Continuous (capacityDriverOnPrefix p hi h0 hH T hT) := by
16
+ rw [continuous_iff_continuousAt]
17
+ intro c
18
+ have he : capacityDriverOnPrefix p hi h0 hH T hT=
19
+ initialDriving p hi h0 hH ∘ capacityParameterOnPrefix p hi h0 hH T := by
20
+ funext u
21
+ exact (initialDriving_of_lt p hi h0 hH
22
+ ((capacityParameterOnPrefix_le p hi h0 hH T u).trans_lt hT)).symm
23
+ rw [he]
24
+ exact (initialDriving_continuousAt p hi h0 hH
25
+ ((capacityParameterOnPrefix_le p hi h0 hH T c).trans_lt hT)).comp
26
+ (capacityParameterOnPrefix_continuous p hi h0 hH T).continuousAt
27
+
28
+ theorem capacityLoewnerKernel_continuous (p : C(unitInterval,ℂ)) (hi : Injective p)
29
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
30
+ {T : unitInterval} (hT : T<1) {z : ℂ}
31
+ (hz : z∈upperHalfPlane \ range (initialSubarc p T)) :
32
+ Continuous (fun c : ℝ => 1/(capacityForwardOnPrefix p hi h0 hH T z c-
33
+ (capacityDriverOnPrefix p hi h0 hH T hT c:ℂ))) := by
34
+ have hf := (capacityForwardOnPrefix_lipschitz p hi h0 hH hT hz).continuous
35
+ have hu := Complex.continuous_ofReal.comp (capacityDriverOnPrefix_continuous p hi h0 hH hT)
36
+ refine continuous_const.div (hf.sub hu) ?_
37
+ intro c he
38
+ have him := congrArg Complex.im he
39
+ have hpos : 0<(capacityForwardOnPrefix p hi h0 hH T z c).im :=
40
+ initialForwardChart_im_pos p hi h0 hH _
41
+ ⟨hz.1,fun he => hz.2 (initialSubarc_range_mono p
42
+ (capacityParameterOnPrefix_le p hi h0 hH T c) he)⟩
43
+ simp only [sub_im,ofReal_im,sub_zero,zero_im] at him
44
+ linarith
45
+
46
+ end SLEExactGauge
47
+
48
+ end
49
+
50
+ end OAI
lean/OAI/Probability/SLE/Loewner/CapacityForwardDerivative.lean ADDED
@@ -0,0 +1,71 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.CapacityForwardLipschitz
2
+ import Mathlib.Analysis.BoundedVariation
3
+ import Mathlib.Analysis.Calculus.Deriv.Basic
4
+
5
+ namespace OAI
6
+
7
+ /-! The exact capacity-parametrized map has an almost-everywhere time
8
+ derivative, with the height bound needed for the Loewner evolution. -/
9
+ noncomputable section
10
+ open Set Filter Function Complex MeasureTheory
11
+ open scoped Topology
12
+
13
+ namespace SLEExactGauge
14
+
15
+ noncomputable def capacityForwardOnPrefix (p : C(unitInterval,ℂ)) (hi : Injective p)
16
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
17
+ (T : unitInterval) (z : ℂ) (c : ℝ) : ℂ :=
18
+ initialForwardChart p hi h0 hH
19
+ (prefixCapacityTime p hi h0 hH T
20
+ (projIcc 0 (initialCapacity p hi h0 hH T)
21
+ (initialCapacity_nonneg p hi h0 hH T) c)) z
22
+
23
+ theorem capacityForwardOnPrefix_at_initialCapacity (p : C(unitInterval,ℂ)) (hi : Injective p)
24
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
25
+ (T : unitInterval) (z : ℂ) {s : unitInterval} (hs : s≤T) :
26
+ capacityForwardOnPrefix p hi h0 hH T z (initialCapacity p hi h0 hH s)=
27
+ initialForwardChart p hi h0 hH s z := by
28
+ have hm : initialCapacity p hi h0 hH s∈Icc 0 (initialCapacity p hi h0 hH T) :=
29
+ ⟨initialCapacity_nonneg p hi h0 hH s,initialCapacity_monotone p hi h0 hH hs⟩
30
+ have he := prefixCapacityTime_capacity p hi h0 hH T
31
+ (projIcc 0 (initialCapacity p hi h0 hH T)
32
+ (initialCapacity_nonneg p hi h0 hH T) (initialCapacity p hi h0 hH s))
33
+ have ht : prefixCapacityTime p hi h0 hH T
34
+ (projIcc 0 (initialCapacity p hi h0 hH T)
35
+ (initialCapacity_nonneg p hi h0 hH T) (initialCapacity p hi h0 hH s))=s := by
36
+ apply (initialCapacity_strictMono p hi h0 hH).injective
37
+ simpa only [projIcc_of_mem _ hm] using he
38
+ exact congrArg (fun r => initialForwardChart p hi h0 hH r z) ht
39
+
40
+ theorem capacityForwardOnPrefix_lipschitz (p : C(unitInterval,ℂ)) (hi : Injective p)
41
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
42
+ {T : unitInterval} (hT : T<1) {z : ℂ}
43
+ (hz : z∈upperHalfPlane \ range (initialSubarc p T)) :
44
+ LipschitzWith (NNReal.mk ((initialForwardChart p hi h0 hH T z).im)⁻¹
45
+ (inv_nonneg.mpr (le_of_lt (initialForwardChart_im_pos p hi h0 hH T hz))))
46
+ (capacityForwardOnPrefix p hi h0 hH T z) := by
47
+ have hh := (capacityForward_lipschitz p hi h0 hH hT hz).comp
48
+ (LipschitzWith.projIcc (initialCapacity_nonneg p hi h0 hH T))
49
+ unfold capacityForwardOnPrefix
50
+ convert! hh using 1; simp only [_root_.mul_one]
51
+
52
+ theorem capacityForwardOnPrefix_ae_differentiable (p : C(unitInterval,ℂ)) (hi : Injective p)
53
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
54
+ {T : unitInterval} (hT : T<1) {z : ℂ}
55
+ (hz : z∈upperHalfPlane \ range (initialSubarc p T)) :
56
+ ∀ᵐ c : ℝ, DifferentiableAt ℝ (capacityForwardOnPrefix p hi h0 hH T z) c :=
57
+ (capacityForwardOnPrefix_lipschitz p hi h0 hH hT hz).ae_differentiableAt_real
58
+
59
+ theorem capacityForwardOnPrefix_derivative_bound (p : C(unitInterval,ℂ)) (hi : Injective p)
60
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
61
+ {T : unitInterval} (hT : T<1) {z : ℂ}
62
+ (hz : z∈upperHalfPlane \ range (initialSubarc p T)) (c : ℝ) :
63
+ ‖deriv (capacityForwardOnPrefix p hi h0 hH T z) c‖≤
64
+ ((initialForwardChart p hi h0 hH T z).im)⁻¹ :=
65
+ norm_deriv_le_of_lipschitz (capacityForwardOnPrefix_lipschitz p hi h0 hH hT hz)
66
+
67
+ end SLEExactGauge
68
+
69
+ end
70
+
71
+ end OAI
lean/OAI/Probability/SLE/Loewner/CapacityForwardLipschitz.lean ADDED
@@ -0,0 +1,93 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import OAI.Probability.SLE.Loewner.InitialForwardIncrement
2
+ import OAI.Probability.SLE.Loewner.InitialCapacityClock
3
+ import Mathlib.Topology.MetricSpace.Lipschitz
4
+
5
+ namespace OAI
6
+
7
+ /-! On any strictly surviving prefix, the exact forward flow is Lipschitz
8
+ in its capacity parameter. -/
9
+ noncomputable section
10
+ open Set Filter Function Complex
11
+ open scoped Topology
12
+
13
+ namespace SLEExactGauge
14
+
15
+ lemma initialForwardChart_im_pos (p : C(unitInterval,ℂ)) (hi : Injective p)
16
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
17
+ (T : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range (initialSubarc p T)) :
18
+ 0<(initialForwardChart p hi h0 hH T z).im :=
19
+ initialForwardChart_mem_upper p hi h0 hH T hz
20
+
21
+ theorem initialForward_prefix_bound (p : C(unitInterval,ℂ)) (hi : Injective p)
22
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
23
+ {T : unitInterval} (hT : T<1) {z : ℂ}
24
+ (hz : z∈upperHalfPlane \ range (initialSubarc p T))
25
+ {s t : unitInterval} (hs : s≤T) (ht : t≤T) :
26
+ ‖initialForwardChart p hi h0 hH t z-initialForwardChart p hi h0 hH s z‖≤
27
+ |initialCapacity p hi h0 hH t-initialCapacity p hi h0 hH s|/
28
+ (initialForwardChart p hi h0 hH T z).im := by
29
+ have hy : 0<(initialForwardChart p hi h0 hH T z).im :=
30
+ initialForwardChart_mem_upper p hi h0 hH T hz
31
+ have hdom (r : unitInterval) (hr : r≤T) :
32
+ z∈upperHalfPlane \ range (initialSubarc p r) :=
33
+ ⟨hz.1,fun he => hz.2 (initialSubarc_range_mono p hr he)⟩
34
+ have hordered (a b : unitInterval) (hb : b≤T) (hab : a≤b) :
35
+ ‖initialForwardChart p hi h0 hH b z-initialForwardChart p hi h0 hH a z‖≤
36
+ |initialCapacity p hi h0 hH b-initialCapacity p hi h0 hH a|/
37
+ (initialForwardChart p hi h0 hH T z).im := by
38
+ have hc : 0 ≤ initialCapacity p hi h0 hH b-initialCapacity p hi h0 hH a :=
39
+ sub_nonneg.mpr (initialCapacity_monotone p hi h0 hH hab)
40
+ rw [abs_of_nonneg hc]
41
+ obtain rfl | hab := hab.eq_or_lt
42
+ · simp only [sub_self,norm_zero,zero_div,le_refl]
43
+ have hh := initialForward_increment_bound p hi h0 hH hab (hb.trans_lt hT) (hdom b hb)
44
+ exact hh.trans (div_le_div_of_nonneg_left hc hy
45
+ (initialForward_height_antitone p hi h0 hH hb hT hz))
46
+ rcases le_total s t with hst | hts
47
+ · exact hordered s t ht hst
48
+ · simpa only [norm_sub_rev,abs_sub_comm] using hordered t s hs hts
49
+
50
+ noncomputable def prefixCapacityTime (p : C(unitInterval,ℂ)) (hi : Injective p)
51
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
52
+ (T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) : unitInterval :=
53
+ (initialCapacityHomeomorph p hi h0 hH).symm
54
+ ⟨c.1,c.2.1,c.2.2.trans (initialCapacity_monotone p hi h0 hH le_top)⟩
55
+
56
+ @[simp] lemma prefixCapacityTime_capacity (p : C(unitInterval,ℂ)) (hi : Injective p)
57
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
58
+ (T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) :
59
+ initialCapacity p hi h0 hH (prefixCapacityTime p hi h0 hH T c)=(c:ℝ) :=
60
+ initialCapacityHomeomorph_symm_capacity p hi h0 hH _
61
+
62
+ lemma prefixCapacityTime_le (p : C(unitInterval,ℂ)) (hi : Injective p)
63
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
64
+ (T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) :
65
+ prefixCapacityTime p hi h0 hH T c≤T := by
66
+ apply (initialCapacity_strictMono p hi h0 hH).le_iff_le.mp
67
+ rw [prefixCapacityTime_capacity]
68
+ exact c.2.2
69
+
70
+ theorem capacityForward_lipschitz (p : C(unitInterval,ℂ)) (hi : Injective p)
71
+ (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
72
+ {T : unitInterval} (hT : T<1) {z : ℂ}
73
+ (hz : z∈upperHalfPlane \ range (initialSubarc p T)) :
74
+ LipschitzWith (NNReal.mk ((initialForwardChart p hi h0 hH T z).im)⁻¹
75
+ (inv_nonneg.mpr (le_of_lt (initialForwardChart_im_pos p hi h0 hH T hz))))
76
+ (fun c : Icc 0 (initialCapacity p hi h0 hH T) =>
77
+ initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T c) z) := by
78
+ apply LipschitzWith.of_dist_le_mul
79
+ intro c d
80
+ rw [dist_eq_norm,Subtype.dist_eq]
81
+ change ‖initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T c) z-
82
+ initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T d) z‖≤
83
+ ((initialForwardChart p hi h0 hH T z).im)⁻¹*dist (c:ℝ) (d:ℝ)
84
+ have hh := initialForward_prefix_bound p hi h0 hH hT hz
85
+ (prefixCapacityTime_le p hi h0 hH T d) (prefixCapacityTime_le p hi h0 hH T c)
86
+ rw [prefixCapacityTime_capacity,prefixCapacityTime_capacity] at hh
87
+ simpa only [Real.dist_eq,div_eq_mul_inv,mul_comm] using hh
88
+
89
+ end SLEExactGauge
90
+
91
+ end
92
+
93
+ end OAI