Sync missing files (lean, preprints, history.md); remove stale build artifacts (part 6)
Browse filesThis view is limited to 50 files because it contains too many changes. See raw diff
- lean/OAI/Probability/SLE/Geometry/SimpleSlitRiemann.lean +44 -0
- lean/OAI/Probability/SLE/Geometry/SingleCrossingObstruction.lean +137 -0
- lean/OAI/Probability/SLE/Geometry/SmallImageSector.lean +218 -0
- lean/OAI/Probability/SLE/Geometry/SmallImageSemicircle.lean +392 -0
- lean/OAI/Probability/SLE/Geometry/SmallLoopCrossing.lean +38 -0
- lean/OAI/Probability/SLE/Geometry/SpatialExhaustion.lean +134 -0
- lean/OAI/Probability/SLE/Geometry/SpatialPastKernels.lean +160 -0
- lean/OAI/Probability/SLE/Geometry/StableTraceAvoidance.lean +102 -0
- lean/OAI/Probability/SLE/Geometry/StoppedBoundaryMeasurability.lean +133 -0
- lean/OAI/Probability/SLE/Geometry/StoppedBoundaryRestart.lean +271 -0
- lean/OAI/Probability/SLE/Geometry/StoppedFutureGreen.lean +85 -0
- lean/OAI/Probability/SLE/Geometry/StoppedMarkedStateMeasurability.lean +170 -0
- lean/OAI/Probability/SLE/Geometry/StrictRealLocalChart.lean +44 -0
- lean/OAI/Probability/SLE/Geometry/SubarcParameter.lean +44 -0
- lean/OAI/Probability/SLE/Geometry/SymmetricChartUpperBijective.lean +49 -0
- lean/OAI/Probability/SLE/Geometry/SymmetricSlope.lean +48 -0
- lean/OAI/Probability/SLE/Geometry/ThinCrossingEnergy.lean +45 -0
- lean/OAI/Probability/SLE/Geometry/TransportCrosscutPartition.lean +58 -0
- lean/OAI/Probability/SLE/Geometry/TransverseCurveDifference.lean +80 -0
- lean/OAI/Probability/SLE/Geometry/UniformAccessLocalization.lean +104 -0
- lean/OAI/Probability/SLE/Geometry/UniformGuideCompactness.lean +77 -0
- lean/OAI/Probability/SLE/Geometry/UnitWindowPlanarExit.lean +110 -0
- lean/OAI/Probability/SLE/Geometry/WaypointAngleNumerics.lean +64 -0
- lean/OAI/Probability/SLE/Geometry/WaypointCrosscutSides.lean +119 -0
- lean/OAI/Probability/SLE/Geometry/WaypointDerivativeBounds.lean +113 -0
- lean/OAI/Probability/SLE/Geometry/WaypointRouteAvoidance.lean +98 -0
- lean/OAI/Probability/SLE/Geometry/WaypointRouteProbability.lean +142 -0
- lean/OAI/Probability/SLE/Geometry/WaypointRoutes.lean +133 -0
- lean/OAI/Probability/SLE/Geometry/WaypointTubeGeometry.lean +65 -0
- lean/OAI/Probability/SLE/Geometry/WeightedCompactKernel.lean +71 -0
- lean/OAI/Probability/SLE/Geometry/WeightedCompactTerminal.lean +146 -0
- lean/OAI/Probability/SLE/Loewner/ActualApproach.lean +147 -0
- lean/OAI/Probability/SLE/Loewner/ActualApproachAtRadius.lean +105 -0
- lean/OAI/Probability/SLE/Loewner/ActualDiskGrowth.lean +19 -0
- lean/OAI/Probability/SLE/Loewner/ActualRadiusStops.lean +141 -0
- lean/OAI/Probability/SLE/Loewner/ActualRadiusStopsRegular.lean +66 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalApproach.lean +46 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalCapacityWitness.lean +79 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalFlowEvolution.lean +40 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalHydrodynamic.lean +87 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalInverseAngle.lean +258 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalInverseHolomorphic.lean +118 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalInverseNonzero.lean +88 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalRadiusKernel.lean +195 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalSurvival.lean +75 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalTraceCandidate.lean +85 -0
- lean/OAI/Probability/SLE/Loewner/CanonicalTraceDischarge.lean +53 -0
- lean/OAI/Probability/SLE/Loewner/CapacityDriverContinuity.lean +50 -0
- lean/OAI/Probability/SLE/Loewner/CapacityForwardDerivative.lean +71 -0
- lean/OAI/Probability/SLE/Loewner/CapacityForwardLipschitz.lean +93 -0
lean/OAI/Probability/SLE/Geometry/SimpleSlitRiemann.lean
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import OAI.Probability.SLE.Geometry.SimpleSlitConnected
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import TauCeti.Analysis.Complex.Conformal.SimplyConnected
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namespace OAI
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/-! Conformal charts for arbitrary finite simple attached arcs, using
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the Riemann mapping theorem and connectedness of the complement. -/
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noncomputable section
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open Set Complex Metric Function
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namespace SLEExactGauge
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theorem simple_arc_halfPlane_simplyConnected
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(p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0)
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(hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) :
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IsSimplyConnected (upperHalfPlane \ range p) := by
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have ho : IsOpen (upperHalfPlane \ range p) :=
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isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed
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apply TauCeti.isSimplyConnected_of_filledHull_subset ho
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(simple_arc_halfPlane_complement_connected p hi h0 hH)
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exact (TauCeti.filledHull_eq_self (attached_arc_domain_complement_preconnected p h0)
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(attached_arc_domain_complement_unbounded p)).le
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theorem simple_arc_exists_disk_chart
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(p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0)
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(hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) :
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∃ f : ℂ → ℂ, BijOn f (upperHalfPlane \ range p) (ball 0 1) ∧
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DifferentiableOn ℂ f (upperHalfPlane \ range p) ∧
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DifferentiableOn ℂ (invFunOn f (upperHalfPlane \ range p)) (ball 0 1) ∧
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LeftInvOn (invFunOn f (upperHalfPlane \ range p)) f (upperHalfPlane \ range p) ∧
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RightInvOn (invFunOn f (upperHalfPlane \ range p)) f (ball 0 1) := by
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have ho : IsOpen (upperHalfPlane \ range p) :=
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isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed
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apply TauCeti.exists_bijOn_ball_differentiableOn_invFunOn ho
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(simple_arc_halfPlane_simplyConnected p hi h0 hH)
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intro he
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have hz : (0:ℂ) ∈ upperHalfPlane \ range p := by rw [he]; trivial
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exact (lt_irrefl (0:ℝ)) hz.1
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end SLEExactGauge
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end
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end OAI
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lean/OAI/Probability/SLE/Geometry/SingleCrossingObstruction.lean
ADDED
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import OAI.Probability.SLE.Geometry.LocalLogObstruction
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import OAI.Probability.SLE.Geometry.RectangleLogBoundary
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import Mathlib.Topology.Order.ProjIcc
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namespace OAI
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/-! The local crossing obstruction in the parameter square. Clamping
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extends the difference map to the plane; the four-side logarithm supplies
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its outer boundary logarithm. -/
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noncomputable section
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open Set Filter Metric Function
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open scoped Topology
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namespace SLEExactGauge
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def unitClamp (x : ℝ) : unitInterval := projIcc 0 1 zero_le_one x
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lemma continuous_unitClamp : Continuous unitClamp := continuous_projIcc (h := zero_le_one)
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@[simp] lemma unitClamp_coe (t : unitInterval) : unitClamp (t:ℝ)=t := projIcc_val zero_le_one t
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lemma unitClamp_eq_interior {x : ℝ} {t : unitInterval}
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(ht₀ : 0<(t:ℝ)) (ht₁ : (t:ℝ)<1) (h : unitClamp x=t) : x=(t:ℝ) := by
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have hx₀ : 0<x := by
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by_contra hn
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have he : unitClamp x=0 := projIcc_of_le_left zero_le_one (le_of_not_gt hn)
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rw [he] at h
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have hv := congrArg (fun u : unitInterval => (u:ℝ)) h
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simp only [Set.Icc.coe_zero] at hv
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linarith
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have hx₁ : x<1 := by
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by_contra hn
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have he : unitClamp x=1 := projIcc_of_right_le zero_le_one (le_of_not_gt hn)
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rw [he] at h
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have hv := congrArg (fun u : unitInterval => (u:ℝ)) h
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simp only [Set.Icc.coe_one] at hv
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linarith
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have he : unitClamp x=⟨x,hx₀.le,hx₁.le⟩ := projIcc_of_mem zero_le_one ⟨hx₀.le,hx₁.le⟩
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rw [he] at h
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exact congrArg (fun u : unitInterval => (u:ℝ)) h
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def crossingSquareParam (z : ℂ) : unitInterval × unitInterval :=
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(unitClamp z.re,unitClamp z.im)
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+
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lemma continuous_crossingSquareParam : Continuous crossingSquareParam :=
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(continuous_unitClamp.comp Complex.continuous_re).prodMk
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(continuous_unitClamp.comp Complex.continuous_im)
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+
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def crossingSquareMap (c p : C(unitInterval,ℂ)) (z : ℂ) : ℂ :=
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c (crossingSquareParam z).2-p (crossingSquareParam z).1
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+
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lemma continuous_crossingSquareMap (c p : C(unitInterval,ℂ)) : Continuous (crossingSquareMap c p) :=
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(c.continuous.comp (continuous_crossingSquareParam.snd)).sub
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(p.continuous.comp (continuous_crossingSquareParam.fst))
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| 55 |
+
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lemma crossingSquareMap_zero_iff (c p : C(unitInterval,ℂ))
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| 57 |
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(s t : unitInterval) (hs : 0<(s:ℝ) ∧ (s:ℝ)<1) (ht : 0<(t:ℝ) ∧ (t:ℝ)<1)
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| 58 |
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(hcross : c t=p s) (hu : ∀ u v, c v=p u → u=s ∧ v=t) (z : ℂ) :
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| 59 |
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crossingSquareMap c p z=0 ↔ z=(s:ℂ)+(t:ℂ)*Complex.I := by
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| 60 |
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constructor
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| 61 |
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· intro hz
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obtain ⟨hre,him⟩ := hu _ _ (sub_eq_zero.mp hz)
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have hr := unitClamp_eq_interior hs.1 hs.2 hre
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have hi := unitClamp_eq_interior ht.1 ht.2 him
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apply Complex.ext <;> simp [hr,hi]
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· intro hz
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subst z
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simp [crossingSquareMap,crossingSquareParam,hcross]
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+
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lemma crossingSquareParam_on_outer_circle (s t : unitInterval) (z : ℂ) (hz : ‖z‖=4) :
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let q := crossingSquareParam (z+((s:ℂ)+(t:ℂ)*Complex.I))
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q.1=0 ∨ q.1=1 ∨ q.2=0 ∨ q.2=1 := by
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dsimp only
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by_contra hn
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push Not at hn
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let a := z+((s:ℂ)+(t:ℂ)*Complex.I)
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let u := unitClamp a.re
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let v := unitClamp a.im
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have hu₀ : 0<(u:ℝ) := lt_of_le_of_ne u.property.1 (fun he => hn.1 (Subtype.ext he.symm))
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| 80 |
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have hu₁ : (u:ℝ)<1 := lt_of_le_of_ne u.property.2 (fun he => hn.2.1 (Subtype.ext he))
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| 81 |
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have hv₀ : 0<(v:ℝ) := lt_of_le_of_ne v.property.1 (fun he => hn.2.2.1 (Subtype.ext he.symm))
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| 82 |
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have hv₁ : (v:ℝ)<1 := lt_of_le_of_ne v.property.2 (fun he => hn.2.2.2 (Subtype.ext he))
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| 83 |
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have har := unitClamp_eq_interior hu₀ hu₁ (rfl : unitClamp a.re=u)
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have hai := unitClamp_eq_interior hv₀ hv₁ (rfl : unitClamp a.im=v)
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| 85 |
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have hre : a.re=z.re+(s:ℝ) := by simp [a]
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| 86 |
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have him : a.im=z.im+(t:ℝ) := by simp [a]
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| 87 |
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have hr : |z.re|<1 := abs_lt.mpr ⟨by linarith [s.property.2],by linarith [s.property.1]⟩
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| 88 |
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have hi : |z.im|<1 := abs_lt.mpr ⟨by linarith [t.property.2],by linarith [t.property.1]⟩
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| 89 |
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have hnorm := Complex.norm_le_abs_re_add_abs_im z
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| 90 |
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linarith
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| 91 |
+
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| 92 |
+
lemma no_single_locally_injective_crossing (c p : C(unitInterval,ℂ))
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| 93 |
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(s t : unitInterval) (hs : 0<(s:ℝ) ∧ (s:ℝ)<1) (ht : 0<(t:ℝ) ∧ (t:ℝ)<1)
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| 94 |
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(hcross : c t=p s) (hu : ∀ u v, c v=p u → u=s ∧ v=t)
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| 95 |
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(hi : ∃ ρ : ℝ, 0<ρ ∧ InjOn (crossingSquareMap c p)
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| 96 |
+
(closedBall ((s:ℂ)+(t:ℂ)*Complex.I) ρ))
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| 97 |
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(hloop : c 0=c 1) (hbase : ∀ u, c 0-p u≠0)
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| 98 |
+
(L₀ L₁ : C(unitInterval,ℂ))
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| 99 |
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(hL₀ : ∀ u, Complex.exp (L₀ u)=c u-p 0)
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| 100 |
+
(hL₁ : ∀ u, Complex.exp (L₁ u)=c u-p 1)
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| 101 |
+
(h₀ : L₀ 0=L₀ 1) (h₁ : L₁ 0=L₁ 1) : False := by
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| 102 |
+
obtain ⟨K,hK⟩ := rectangle_difference_boundary_log c p hloop hbase L₀ L₁ hL₀ hL₁ h₀ h₁
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| 103 |
+
let a := (s:ℂ)+(t:ℂ)*Complex.I
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| 104 |
+
let f := fun z : ℂ => crossingSquareMap c p (z+a)
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| 105 |
+
have hf : Continuous f := (continuous_crossingSquareMap c p).comp (continuous_id.add continuous_const)
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| 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
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| 108 |
+
have hzero (z : ℂ) : f z=0 → z=0 := by
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| 109 |
+
intro hz
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| 110 |
+
have he := (crossingSquareMap_zero_iff c p s t hs ht hcross hu (z+a)).mp hz
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| 111 |
+
have he' : z+a=0+a := by simpa only [zero_add] using he
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| 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
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| 116 |
+
have hir : InjOn f (closedBall 0 r) := by
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| 117 |
+
intro z hz w hw he
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| 118 |
+
have hm (z : ℂ) (hz : z∈closedBall 0 r) : z+a∈closedBall a ρ := by
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| 119 |
+
simpa only [mem_closedBall,dist_eq_norm,add_sub_cancel_right,sub_zero] using
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| 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 @@
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|
|
| 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
|
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|
| 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 @@
|
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|
| 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 @@
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|
|
|
|
|
|
|
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|
|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
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|
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|
|
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|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
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|
|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
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|
|
|
|
|
|
|
|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
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|
| 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 @@
|
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|
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|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
|
|
| 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 @@
|
|
|
|
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|
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|
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|
|
|
|
|
|
|
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|
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|
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|
|
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|
|
|
| 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 @@
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
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|
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|
|
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|
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|
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|
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|
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|
|
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|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
|
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|
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|
|
|
|
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|
|
|
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|
|
|
|
|
|
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|
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|
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|
|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
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|
|
|
| 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 @@
|
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|
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|
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|
|
|
|
|
|
|
|
| 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 @@
|
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|
|
|
| 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 @@
|
|
|
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|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
|
|
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|
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|
|
|
|
|
|
|
|
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|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
|
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|
|
|
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|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
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|
|
|
|
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|
|
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|
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|
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|
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|
|
|
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|
|
|
|
|
|
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|
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|
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|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
|
|
|
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|
|
|
|
|
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|
|
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|
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|
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|
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|
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|
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|
|
|
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|
|
|
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|
|
|
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|
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|
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|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
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|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
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|
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|
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|
|
|
|
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|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
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|
| 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 @@
|
|
|
|
|
|
|
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|
|
|
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|
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|
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|
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|
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|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
|
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|
|
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|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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| 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 @@
|
|
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|
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|
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|
|
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|
|
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|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
|
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
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|
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|
|
|
|
| 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 @@
|
|
|
|
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|
|
|
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|
|
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|
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|
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|
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|
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|
|
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|
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|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
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|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
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|
|
|
|
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|
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|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
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|
|
|
|
|
|
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|
|
|
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|
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|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
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|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 @@
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import OAI.Probability.SLE.Loewner.InitialForwardIncrement
|
| 2 |
+
import OAI.Probability.SLE.Loewner.InitialCapacityClock
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import Mathlib.Topology.MetricSpace.Lipschitz
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namespace OAI
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/-! On any strictly surviving prefix, the exact forward flow is Lipschitz
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in its capacity parameter. -/
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noncomputable section
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open Set Filter Function Complex
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open scoped Topology
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namespace SLEExactGauge
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lemma initialForwardChart_im_pos (p : C(unitInterval,ℂ)) (hi : Injective p)
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(h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
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(T : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range (initialSubarc p T)) :
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0<(initialForwardChart p hi h0 hH T z).im :=
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initialForwardChart_mem_upper p hi h0 hH T hz
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theorem initialForward_prefix_bound (p : C(unitInterval,ℂ)) (hi : Injective p)
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(h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
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{T : unitInterval} (hT : T<1) {z : ℂ}
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(hz : z∈upperHalfPlane \ range (initialSubarc p T))
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{s t : unitInterval} (hs : s≤T) (ht : t≤T) :
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‖initialForwardChart p hi h0 hH t z-initialForwardChart p hi h0 hH s z‖≤
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|initialCapacity p hi h0 hH t-initialCapacity p hi h0 hH s|/
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(initialForwardChart p hi h0 hH T z).im := by
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have hy : 0<(initialForwardChart p hi h0 hH T z).im :=
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initialForwardChart_mem_upper p hi h0 hH T hz
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have hdom (r : unitInterval) (hr : r≤T) :
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z∈upperHalfPlane \ range (initialSubarc p r) :=
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⟨hz.1,fun he => hz.2 (initialSubarc_range_mono p hr he)⟩
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have hordered (a b : unitInterval) (hb : b≤T) (hab : a≤b) :
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‖initialForwardChart p hi h0 hH b z-initialForwardChart p hi h0 hH a z‖≤
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|initialCapacity p hi h0 hH b-initialCapacity p hi h0 hH a|/
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(initialForwardChart p hi h0 hH T z).im := by
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have hc : 0 ≤ initialCapacity p hi h0 hH b-initialCapacity p hi h0 hH a :=
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sub_nonneg.mpr (initialCapacity_monotone p hi h0 hH hab)
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rw [abs_of_nonneg hc]
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obtain rfl | hab := hab.eq_or_lt
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· simp only [sub_self,norm_zero,zero_div,le_refl]
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have hh := initialForward_increment_bound p hi h0 hH hab (hb.trans_lt hT) (hdom b hb)
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exact hh.trans (div_le_div_of_nonneg_left hc hy
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(initialForward_height_antitone p hi h0 hH hb hT hz))
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rcases le_total s t with hst | hts
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· exact hordered s t ht hst
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· simpa only [norm_sub_rev,abs_sub_comm] using hordered t s hs hts
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noncomputable def prefixCapacityTime (p : C(unitInterval,ℂ)) (hi : Injective p)
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(h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
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(T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) : unitInterval :=
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(initialCapacityHomeomorph p hi h0 hH).symm
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⟨c.1,c.2.1,c.2.2.trans (initialCapacity_monotone p hi h0 hH le_top)⟩
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@[simp] lemma prefixCapacityTime_capacity (p : C(unitInterval,ℂ)) (hi : Injective p)
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(h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
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(T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) :
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initialCapacity p hi h0 hH (prefixCapacityTime p hi h0 hH T c)=(c:ℝ) :=
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initialCapacityHomeomorph_symm_capacity p hi h0 hH _
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lemma prefixCapacityTime_le (p : C(unitInterval,ℂ)) (hi : Injective p)
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(h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
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(T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) :
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prefixCapacityTime p hi h0 hH T c≤T := by
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apply (initialCapacity_strictMono p hi h0 hH).le_iff_le.mp
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rw [prefixCapacityTime_capacity]
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exact c.2.2
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theorem capacityForward_lipschitz (p : C(unitInterval,ℂ)) (hi : Injective p)
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(h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane)
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{T : unitInterval} (hT : T<1) {z : ℂ}
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(hz : z∈upperHalfPlane \ range (initialSubarc p T)) :
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LipschitzWith (NNReal.mk ((initialForwardChart p hi h0 hH T z).im)⁻¹
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(inv_nonneg.mpr (le_of_lt (initialForwardChart_im_pos p hi h0 hH T hz))))
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(fun c : Icc 0 (initialCapacity p hi h0 hH T) =>
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initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T c) z) := by
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apply LipschitzWith.of_dist_le_mul
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intro c d
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rw [dist_eq_norm,Subtype.dist_eq]
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change ‖initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T c) z-
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initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T d) z‖≤
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((initialForwardChart p hi h0 hH T z).im)⁻¹*dist (c:ℝ) (d:ℝ)
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have hh := initialForward_prefix_bound p hi h0 hH hT hz
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(prefixCapacityTime_le p hi h0 hH T d) (prefixCapacityTime_le p hi h0 hH T c)
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rw [prefixCapacityTime_capacity,prefixCapacityTime_capacity] at hh
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simpa only [Real.dist_eq,div_eq_mul_inv,mul_comm] using hh
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end SLEExactGauge
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end
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end OAI
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